# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001145549-25-057945
**Filing Date:** 2025-9
**Character Count:** 1131165
**Document Hash:** 09a1b8656018124ecff65492e7aea01f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057945.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057945

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299040

**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):** 2025-08-31

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 45 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $31376488235.08

- **Amortized Cost of Portfolio Securities:** $31371615444.93

- **Cash:** $738099.87

- **Total Other Assets:** $61217570.15

- **Total Liabilities:** $758609262.78

- **Net Assets of Series:** $30674961852.17

- **Number of Shares Outstanding (Series):** 30674773192.7940

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $20591748993.79           | $25361748993.79            | 66.1200%                  | 81.4300%                   |
| 2025-08-04 | $20361593220.33           | $25631593220.33            | 64.8200%                  | 81.6000%                   |
| 2025-08-05 | $20323327839.39           | $25593327839.39            | 64.7800%                  | 81.5800%                   |
| 2025-08-06 | $20373797505.08           | $25443797505.08            | 65.2500%                  | 81.4900%                   |
| 2025-08-07 | $21255949099.25           | $26325949099.25            | 66.2000%                  | 81.9900%                   |
| 2025-08-08 | $21586176371.86           | $26256176371.86            | 66.9900%                  | 81.4800%                   |
| 2025-08-11 | $20549848236.52           | $25756570569.72            | 64.8700%                  | 81.3000%                   |
| 2025-08-12 | $19865241845.03           | $24871970772.63            | 64.2500%                  | 80.4500%                   |
| 2025-08-13 | $19944901467.44           | $24951634345.04            | 64.3500%                  | 80.5000%                   |
| 2025-08-14 | $20231550330.22           | $25238288130.22            | 64.4000%                  | 80.3300%                   |
| 2025-08-15 | $20812986340.61           | $25022728118.21            | 66.5600%                  | 80.0300%                   |
| 2025-08-18 | $21055579905.71           | $25424232105.71            | 67.0900%                  | 81.0100%                   |
| 2025-08-19 | $20874192933.15           | $25022871333.15            | 67.6600%                  | 81.1000%                   |
| 2025-08-20 | $20871312219.23           | $25020015136.43            | 67.9500%                  | 81.4500%                   |
| 2025-08-21 | $21172574035.39           | $25341293839.59            | 67.7300%                  | 81.0700%                   |
| 2025-08-22 | $21759622570.51           | $25228371393.71            | 69.8500%                  | 80.9800%                   |
| 2025-08-25 | $21800757777.79           | $25538572459.79            | 69.3000%                  | 81.1900%                   |
| 2025-08-26 | $21344289372.11           | $25208127001.51            | 68.5400%                  | 80.9500%                   |
| 2025-08-27 | $21351753687.71           | $25195614264.91            | 68.5900%                  | 80.9400%                   |
| 2025-08-28 | $21633339927.53           | $25512251445.93            | 68.6600%                  | 80.9700%                   |
| 2025-08-29 | $21856460697.58           | $25435376887.78            | 69.5200%                  | 80.9100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3900%             |
| 2025-08-04 | 4.3900%             |
| 2025-08-05 | 4.3800%             |
| 2025-08-06 | 4.3800%             |
| 2025-08-07 | 4.3800%             |
| 2025-08-08 | 4.3800%             |
| 2025-08-11 | 4.3800%             |
| 2025-08-12 | 4.3800%             |
| 2025-08-13 | 4.3800%             |
| 2025-08-14 | 4.3800%             |
| 2025-08-15 | 4.3800%             |
| 2025-08-18 | 4.3800%             |
| 2025-08-19 | 4.3700%             |
| 2025-08-20 | 4.3700%             |
| 2025-08-21 | 4.3700%             |
| 2025-08-22 | 4.3600%             |
| 2025-08-25 | 4.3600%             |
| 2025-08-26 | 4.3600%             |
| 2025-08-27 | 4.3600%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0001                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0001                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $21760205299.25

- **Number of Shares Outstanding:** 21760076982.6390

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $544949613.50             | $457928880.27           |
| 2025-08-04 | $472067902.00             | $398761104.96           |
| 2025-08-05 | $501128660.03             | $501719429.73           |
| 2025-08-06 | $342467795.02             | $500403098.25           |
| 2025-08-07 | $366341216.17             | $362894496.67           |
| 2025-08-08 | $438645178.28             | $386980111.64           |
| 2025-08-11 | $386416174.21             | $526795316.17           |
| 2025-08-12 | $488349682.50             | $356718112.48           |
| 2025-08-13 | $343365613.07             | $467784514.39           |
| 2025-08-14 | $367582259.60             | $403017157.04           |
| 2025-08-15 | $388838152.80             | $393629325.18           |
| 2025-08-18 | $543885825.98             | $467673983.51           |
| 2025-08-19 | $356864283.76             | $393540867.41           |
| 2025-08-20 | $348258849.90             | $469083213.19           |
| 2025-08-21 | $451443872.03             | $401761914.22           |
| 2025-08-22 | $412421050.55             | $332926328.99           |
| 2025-08-25 | $352811840.67             | $342852885.29           |
| 2025-08-26 | $380967790.97             | $396604285.14           |
| 2025-08-27 | $354975288.03             | $401626466.57           |
| 2025-08-28 | $399948052.15             | $423788540.99           |
| 2025-08-29 | $446351642.87             | $486102841.14           |

**Total Gross Subscriptions (Month):** $8688080744.09

**Total Gross Redemptions (Month):** $8872592873.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.6700%           |
| 2025-08-04 | 3.6700%           |
| 2025-08-05 | 3.6700%           |
| 2025-08-06 | 3.6700%           |
| 2025-08-07 | 3.6700%           |
| 2025-08-08 | 3.6600%           |
| 2025-08-11 | 3.6600%           |
| 2025-08-12 | 3.6600%           |
| 2025-08-13 | 3.6600%           |
| 2025-08-14 | 3.6600%           |
| 2025-08-15 | 3.6600%           |
| 2025-08-18 | 3.6600%           |
| 2025-08-19 | 3.6600%           |
| 2025-08-20 | 3.6500%           |
| 2025-08-21 | 3.6500%           |
| 2025-08-22 | 3.6400%           |
| 2025-08-25 | 3.6400%           |
| 2025-08-26 | 3.6400%           |
| 2025-08-27 | 3.6500%           |
| 2025-08-28 | 3.6500%           |
| 2025-08-29 | 3.6500%           |

**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:** $8914756552.92

- **Number of Shares Outstanding:** 8914696210.1550

- **Expense Reimbursement/Waiver:** 3962524.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0001          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0001          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $440877678.72             | $469206310.33           |
| 2025-08-04 | $436055280.17             | $440534223.32           |
| 2025-08-05 | $411229486.12             | $389856473.74           |
| 2025-08-06 | $478288787.49             | $473517806.65           |
| 2025-08-07 | $501136989.39             | $443523102.66           |
| 2025-08-08 | $401780049.77             | $438005274.99           |
| 2025-08-11 | $447930029.55             | $657473861.74           |
| 2025-08-12 | $397964043.14             | $375984661.64           |
| 2025-08-13 | $467987323.72             | $479699741.43           |
| 2025-08-14 | $452495954.76             | $435179739.18           |
| 2025-08-15 | $430197294.66             | $451424482.12           |
| 2025-08-18 | $488240239.04             | $451938375.51           |
| 2025-08-19 | $416065660.18             | $399645935.41           |
| 2025-08-20 | $488908146.58             | $508014076.57           |
| 2025-08-21 | $508976490.17             | $471059113.16           |
| 2025-08-22 | $426647512.97             | $385046225.92           |
| 2025-08-25 | $420223384.21             | $412863215.67           |
| 2025-08-26 | $419719703.91             | $434759223.02           |
| 2025-08-27 | $525330521.17             | $494605137.91           |
| 2025-08-28 | $501088184.94             | $509113587.38           |
| 2025-08-29 | $488423976.85             | $531220605.22           |

**Total Gross Subscriptions (Month):** $9549566737.51

**Total Gross Redemptions (Month):** $9652671173.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.6800%           |
| 2025-08-04 | 3.6800%           |
| 2025-08-05 | 3.6700%           |
| 2025-08-06 | 3.6700%           |
| 2025-08-07 | 3.6700%           |
| 2025-08-08 | 3.6700%           |
| 2025-08-11 | 3.6700%           |
| 2025-08-12 | 3.6700%           |
| 2025-08-13 | 3.6700%           |
| 2025-08-14 | 3.6700%           |
| 2025-08-15 | 3.6700%           |
| 2025-08-18 | 3.6700%           |
| 2025-08-19 | 3.6600%           |
| 2025-08-20 | 3.6600%           |
| 2025-08-21 | 3.6600%           |
| 2025-08-22 | 3.6500%           |
| 2025-08-25 | 3.6500%           |
| 2025-08-26 | 3.6500%           |
| 2025-08-27 | 3.6500%           |
| 2025-08-28 | 3.6500%           |
| 2025-08-29 | 3.6500%           |

**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 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $70014264.60
- **C.18.a - Value (excl. sponsor support):** $70014264.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.495000%
- **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):** $75031777.50
- **C.18.a - Value (excl. sponsor support):** $75031777.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 3: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **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):** $40021835.60
- **C.18.a - Value (excl. sponsor support):** $40021835.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.440000%
- **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):** $37021474.06
- **C.18.a - Value (excl. sponsor support):** $37021474.06
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 5: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **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):** $60038796.60
- **C.18.a - Value (excl. sponsor support):** $60038796.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 6: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30022740.60
- **C.18.a - Value (excl. sponsor support):** $30022740.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 7: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $45010852.65
- **C.18.a - Value (excl. sponsor support):** $45010852.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 8: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145003320.50
- **C.18.a - Value (excl. sponsor support):** $145003320.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.485000%
- **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):** $70065283.40
- **C.18.a - Value (excl. sponsor support):** $70065283.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $82016181.88
- **C.18.a - Value (excl. sponsor support):** $82016181.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 11: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146973716.40
- **C.18.a - Value (excl. sponsor support):** $146973716.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130001427.40
- **C.18.a - Value (excl. sponsor support):** $130001427.40
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149770998.00
- **C.18.a - Value (excl. sponsor support):** $149770998.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129875954.00
- **C.18.a - Value (excl. sponsor support):** $129875954.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129908720.50
- **C.18.a - Value (excl. sponsor support):** $129908720.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999766.75
- **C.18.a - Value (excl. sponsor support):** $74999766.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 17: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59998891.20
- **C.18.a - Value (excl. sponsor support):** $59998891.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.415000%
- **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):** $99996894.00
- **C.18.a - Value (excl. sponsor support):** $99996894.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 19: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.460000%
- **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):** $59985217.20
- **C.18.a - Value (excl. sponsor support):** $59985217.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.375000%
- **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):** $175017360.00
- **C.18.a - Value (excl. sponsor support):** $175017360.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 21: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.375000%
- **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):** $65006572.15
- **C.18.a - Value (excl. sponsor support):** $65006572.15
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 22: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124887605.00
- **C.18.a - Value (excl. sponsor support):** $124887605.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124910177.50
- **C.18.a - Value (excl. sponsor support):** $124910177.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199937320.00
- **C.18.a - Value (excl. sponsor support):** $199937320.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124998575.00
- **C.18.a - Value (excl. sponsor support):** $124998575.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 26: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125698114.50
- **C.18.a - Value (excl. sponsor support):** $125698114.50
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.365000%
- **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):** $199999856.00
- **C.18.a - Value (excl. sponsor support):** $199999856.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: 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):** $177935941.36
- **C.18.a - Value (excl. sponsor support):** $177935941.36
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 29: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119869502.40
- **C.18.a - Value (excl. sponsor support):** $119869502.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239778052.80
- **C.18.a - Value (excl. sponsor support):** $239778052.80
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.400000%
- **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):** $14001576.96
- **C.18.a - Value (excl. sponsor support):** $14001576.96
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 32: 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):** $34577700.85
- **C.18.a - Value (excl. sponsor support):** $34577700.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39808666.80
- **C.18.a - Value (excl. sponsor support):** $39808666.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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? Yes, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $159107110.40
- **C.18.a - Value (excl. sponsor support):** $159107110.40
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99136958.00
- **C.18.a - Value (excl. sponsor support):** $99136958.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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):** $59276058.60
- **C.18.a - Value (excl. sponsor support):** $59276058.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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):** $88760475.00
- **C.18.a - Value (excl. sponsor support):** $88760475.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35000413.00
- **C.18.a - Value (excl. sponsor support):** $35000413.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $43003894.94
- **C.18.a - Value (excl. sponsor support):** $43003894.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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):** $34999707.75
- **C.18.a - Value (excl. sponsor support):** $34999707.75
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $29990550.60
- **C.18.a - Value (excl. sponsor support):** $29990550.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 42: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **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):** $7999033.60
- **C.18.a - Value (excl. sponsor support):** $7999033.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85004232.15
- **C.18.a - Value (excl. sponsor support):** $85004232.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.430000%
- **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):** $50016971.50
- **C.18.a - Value (excl. sponsor support):** $50016971.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21002731.89
- **C.18.a - Value (excl. sponsor support):** $21002731.89
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $20002258.40
- **C.18.a - Value (excl. sponsor support):** $20002258.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 47: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $40010865.60
- **C.18.a - Value (excl. sponsor support):** $40010865.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 48: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25015850.75
- **C.18.a - Value (excl. sponsor support):** $25015850.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 49: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $11006972.02
- **C.18.a - Value (excl. sponsor support):** $11006972.02
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $55011487.30
- **C.18.a - Value (excl. sponsor support):** $55011487.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 51: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $30017325.60
- **C.18.a - Value (excl. sponsor support):** $30017325.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 52: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.450000%
- **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):** $24005360.88
- **C.18.a - Value (excl. sponsor support):** $24005360.88
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $30008980.80
- **C.18.a - Value (excl. sponsor support):** $30008980.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 54: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $35024630.90
- **C.18.a - Value (excl. sponsor support):** $35024630.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 55: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.425000%
- **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):** $15006374.55
- **C.18.a - Value (excl. sponsor support):** $15006374.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 56: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $20014292.80
- **C.18.a - Value (excl. sponsor support):** $20014292.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 57: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.465000%
- **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):** $60015737.40
- **C.18.a - Value (excl. sponsor support):** $60015737.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 58: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.460000%
- **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):** $35019479.60
- **C.18.a - Value (excl. sponsor support):** $35019479.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 59: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45012156.30
- **C.18.a - Value (excl. sponsor support):** $45012156.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60018585.00
- **C.18.a - Value (excl. sponsor support):** $60018585.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $60041017.80
- **C.18.a - Value (excl. sponsor support):** $60041017.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 62: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.440000%
- **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):** $20007412.40
- **C.18.a - Value (excl. sponsor support):** $20007412.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50020726.00
- **C.18.a - Value (excl. sponsor support):** $50020726.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40034644.40
- **C.18.a - Value (excl. sponsor support):** $40034644.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40018850.40
- **C.18.a - Value (excl. sponsor support):** $40018850.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 66: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.395000%
- **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):** $30004949.70
- **C.18.a - Value (excl. sponsor support):** $30004949.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15012742.50
- **C.18.a - Value (excl. sponsor support):** $15012742.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 68: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $70034960.10
- **C.18.a - Value (excl. sponsor support):** $70034960.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 69: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20010247.60
- **C.18.a - Value (excl. sponsor support):** $20010247.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40009833.20
- **C.18.a - Value (excl. sponsor support):** $40009833.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 71: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32015273.60
- **C.18.a - Value (excl. sponsor support):** $32015273.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 72: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35028343.00
- **C.18.a - Value (excl. sponsor support):** $35028343.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 73: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100082779.00
- **C.18.a - Value (excl. sponsor support):** $100082779.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 74: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15010964.85
- **C.18.a - Value (excl. sponsor support):** $15010964.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $20017068.80
- **C.18.a - Value (excl. sponsor support):** $20017068.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 76: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90051716.70
- **C.18.a - Value (excl. sponsor support):** $90051716.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.420000%
- **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):** $24999967.50
- **C.18.a - Value (excl. sponsor support):** $24999967.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4.420000%
- **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):** $85964953.28
- **C.18.a - Value (excl. sponsor support):** $85964953.28
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 79: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24005604.24
- **C.18.a - Value (excl. sponsor support):** $24005604.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29999974.20
- **C.18.a - Value (excl. sponsor support):** $29999974.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999640.00
- **C.18.a - Value (excl. sponsor support):** $99999640.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 82: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.435000%
- **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):** $99985428.00
- **C.18.a - Value (excl. sponsor support):** $99985428.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 83: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79998266.40
- **C.18.a - Value (excl. sponsor support):** $79998266.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 84: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $60044364.60
- **C.18.a - Value (excl. sponsor support):** $60044364.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 85: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.450000%
- **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):** $40025187.20
- **C.18.a - Value (excl. sponsor support):** $40025187.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 86: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.510000%
- **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):** $98499580.39
- **C.18.a - Value (excl. sponsor support):** $98499580.39
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 87: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.440000%
- **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):** $65021398.65
- **C.18.a - Value (excl. sponsor support):** $65021398.65
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.460000%
- **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):** $19010784.97
- **C.18.a - Value (excl. sponsor support):** $19010784.97
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 89: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $60048454.80
- **C.18.a - Value (excl. sponsor support):** $60048454.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $50045914.00
- **C.18.a - Value (excl. sponsor support):** $50045914.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 4.480000%
- **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):** $40040959.60
- **C.18.a - Value (excl. sponsor support):** $40040959.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Ing Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 454991001, C.3 - LEI: N/A, C.5 - Other ID: 454991001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLCA3973 | 2049-08-01      | 4.0000%  | 0.0000% | $71805438.08       | $68651104.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7782 | 2052-08-01      | 4.5000%  | 0.0000% | $72255834.23       | $70044083.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4511 | 2053-12-01      | 6.0000%  | 0.0000% | $65280444.36       | $68207401.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6930 | 2052-04-01      | 2.5000%  | 0.0000% | $56848203.79       | $48220377.14       | Agency Mortgage-Backed Securities |

### Security 93: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.30_0905
- **C.18 - Value (incl. sponsor support):** $399000000.00
- **C.18.a - Value (excl. sponsor support):** $399000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5562FP 07/25/55 | 2055-07-25      | 5.4984%  | 0.0000% | $6369616.50        | $6387712.15        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.5984%  | 0.0000% | $2588520.74        | $2594088.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $513727.22         | $499876.10         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.6484%  | 0.0000% | $7854301.08        | $7868891.22        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.8484%  | 0.0000% | $2465428.48        | $2477878.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2484%  | 0.0000% | $4034993.72        | $4038625.83        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6984%  | 0.0000% | $18650.65          | $18717.05          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4484%  | 0.0000% | $40559.63          | $40696.90          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1684%  | 0.0000% | $426827.89         | $422049.67         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FD R25F059 | 2055-08-25      | 5.4484%  | 0.0000% | $5168299.17        | $5164838.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FB R25F060 | 2055-08-25      | 5.2984%  | 0.0000% | $5839741.65        | $5857288.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.3984%  | 0.0000% | $221.25            | $220.42            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $232378.54         | $232187.50         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8484%  | 0.0000% | $7253.52           | $7274.86           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6484%  | 0.0000% | $185023.28         | $185187.51         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.6984%  | 0.0000% | $106105.01         | $107118.01         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8984%  | 0.0000% | $1519962.32        | $1534296.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8484%  | 0.0000% | $1027637.71        | $1036766.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FB R24F065 | 2054-09-25      | 5.4484%  | 0.0000% | $2783936.03        | $2784986.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8184%  | 0.0000% | $2602548.69        | $2613829.40        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0984%  | 0.0000% | $758127.84         | $767195.50         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $10645.98          | $10350.78          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6984%  | 0.0000% | $5223216.70        | $5235424.16        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $148509.30         | $142772.27         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563FE 08/25/55 | 2055-08-25      | 5.3984%  | 0.0000% | $7137831.69        | $7149110.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.2984%  | 0.0000% | $612748.47         | $609953.55         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1984%  | 0.0000% | $8741339.96        | $8735191.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2484%  | 0.0000% | $2728020.12        | $2716371.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  | 0.0000% | $144.43            | $144.26            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $340656.23         | $315278.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8484%  | 0.0000% | $19010724.12       | $19127218.44       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5514FL 03/25/55 | 2055-03-25      | 5.4484%  | 0.0000% | $4652930.17        | $4646683.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $410087.46         | $311254.65         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6984%  | 0.0000% | $595484.57         | $595760.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $140947.63         | $143630.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $37548.76          | $34137.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $2403673.02        | $1946880.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  | 0.0000% | $14751.72          | $13530.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $154885.23         | $140953.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3096514.33        | $2897907.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $15028526.30       | $14888744.31       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $4795176.20        | $4767200.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1081020.51        | $1019585.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  | 0.0000% | $27887.49          | $22587.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $133967.57         | $126003.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  | 0.0000% | $20355.63          | $19360.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $374597.28         | $379013.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $297993.90         | $308609.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $107894.37         | $114788.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  | 0.0000% | $24907.80          | $25784.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $496246.07         | $486790.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  | 0.0000% | $13748.78          | $14230.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  | 0.0000% | $22355.36          | $23123.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  | 0.0000% | $25287.77          | $26156.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  | 0.0000% | $29314.45          | $30652.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  | 0.0000% | $25406.94          | $26413.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1476229.81        | $1414700.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $36.46             | $35.77             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $594845.96         | $553770.52         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $5054000.00        | $4549650.11        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $109225.19         | $103827.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $32162.51          | $30584.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $2873.81           | $2820.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $13029.76          | $11427.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | 0.0000% | $13925.12          | $12129.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $601558.86         | $603247.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  | 0.0000% | $40020.98          | $42457.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  | 0.0000% | $15159.25          | $15691.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  | 0.0000% | $17994.88          | $18737.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  | 0.0000% | $56615.12          | $59531.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $132349.53         | $124807.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $336383.66         | $337327.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  | 0.0000% | $14604.88          | $15286.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  | 0.0000% | $15491.89          | $15835.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  | 0.0000% | $14594.16          | $14958.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $110126.71         | $114205.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  | 0.0000% | $30354.16          | $32291.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  | 0.0000% | $24674.40          | $25371.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1701753.11        | $1733810.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  | 0.0000% | $6359488.48        | $5828777.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $161397.77         | $157966.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $357520.54         | $362017.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $375281.53         | $373517.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $6991923.87        | $6425426.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  | 0.0000% | $3522751.55        | $3681105.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  | 0.0000% | $918681.48         | $929466.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12332970.40       | $12777804.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $644229.90         | $606521.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | 0.0000% | $4475700.11        | $3601253.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $240700.95         | $203853.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  | 0.0000% | $184944.72         | $191132.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1570510.84        | $1666914.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $5338287.38        | $4306522.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $108471.70         | $114975.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $436145.16         | $410614.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  | 0.0000% | $28181.30          | $27458.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  | 0.0000% | $25992.49          | $25797.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $388224.63         | $391368.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $134605.30         | $124532.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $601.63            | $590.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $127199.52         | $134547.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  | 0.0000% | $48430.51          | $51187.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  | 0.0000% | $22799.37          | $22366.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $420259.58         | $415783.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $820596.25         | $787949.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  | 0.0000% | $25417.31          | $26401.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  | 0.0000% | $402821.01         | $395997.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  | 0.0000% | $57641.01          | $52538.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $124307.64         | $114014.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $178588.48         | $190374.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $71.08             | $72.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  | 0.0000% | $15986.20          | $16316.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $2391133.60        | $1930368.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $86064.73          | $68665.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  | 0.0000% | $3825.99           | $3616.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  | 0.0000% | $4791.89           | $4958.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  | 0.0000% | $13731.95          | $14263.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  | 0.0000% | $26252.25          | $27153.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  | 0.0000% | $26641.28          | $27555.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  | 0.0000% | $26018.34          | $26911.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  | 0.0000% | $19533.61          | $20204.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $97339.96          | $92915.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  | 0.0000% | $41097.98          | $39763.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  | 0.0000% | $26958.80          | $26092.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  | 0.0000% | $223048.24         | $211073.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $46112.88          | $44222.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  | 0.0000% | $292683.52         | $280411.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  | 0.0000% | $75287.01          | $71374.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $171234.82         | $171715.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  | 0.0000% | $11797.75          | $12247.76          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $4.95              | $5.24              | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $111.42            | $113.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $338260.47         | $337158.05         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  | 0.0000% | $238862.47         | $222420.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $67682.08          | $57265.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  | 0.0000% | $15140.95          | $15803.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $64619.51          | $64435.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $392988.81         | $375010.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  | 0.0000% | $2718631.23        | $2857282.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1852728.31        | $1877528.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  | 0.0000% | $9411.85           | $8198.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  | 0.0000% | $218030.61         | $207090.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  | 0.0000% | $10164.35          | $8554.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  | 0.0000% | $17574.32          | $14703.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  | 0.0000% | $31989.38          | $28115.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $698765.08         | $563709.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  | 0.0000% | $5404364.37        | $4363994.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $33283.66          | $26876.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $2791761.65        | $2254354.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $3067652.64        | $2484680.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $20321.53          | $16393.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $332987.46         | $267633.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  | 0.0000% | $4003830.10        | $3218837.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  | 0.0000% | $4378552.92        | $3535657.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $879038.72         | $706693.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $8836311.46        | $7585031.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $1553881.02        | $1250688.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $98782.52          | $83323.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $3600195.12        | $3035660.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $770430.06         | $714167.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  | 0.0000% | $798510.37         | $812687.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  | 0.0000% | $46760.80          | $37950.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $756918.63         | $698501.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  | 0.0000% | $20968.78          | $20505.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $956329.63         | $947770.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $709096.84         | $721745.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $413633.88         | $427197.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $884783.25         | $915573.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $81173.23          | $74332.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1574099.72        | $1626230.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $107584.47         | $93729.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $40921.31          | $38678.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  | 0.0000% | $100472.56         | $87624.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $46882.01          | $37972.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $79086.39          | $66303.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $24341.57          | $19817.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1733909.83        | $1809762.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $261771.19         | $265539.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $441180.50         | $397649.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $2835727.66        | $2391075.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $325563.89         | $326695.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $13494.25          | $13176.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  | 0.0000% | $2376753.12        | $1912403.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $828.64            | $826.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3347 | 2055-05-01      | 6.0000%  | 0.0000% | $132.60            | $136.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $800455.30         | $822847.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $266.23            | $233.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $86322.92          | $83958.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1483.35           | $1330.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $10746.97          | $10760.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  | 0.0000% | $36310.53          | $33326.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  | 0.0000% | $2153302.53        | $2134243.41        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $133.00            | $136.53            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  | 0.0000% | $239400.00         | $223185.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  | 0.0000% | $80449.55          | $67934.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  | 0.0000% | $37053.45          | $30042.18          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  | 0.0000% | $887678.44         | $767851.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  | 0.0000% | $113.23            | $94.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  | 0.0000% | $349513.13         | $297601.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  | 0.0000% | $544286.52         | $439285.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  | 0.0000% | $472542.13         | $448369.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  | 0.0000% | $32892.50          | $34187.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $311855.38         | $288043.11         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  | 0.0000% | $14145.85          | $14013.16          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $176.23            | $163.96            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  | 0.0000% | $30851.04          | $29458.46          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $7.28              | $7.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $60075.95          | $55671.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $2334308.94        | $2228940.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $786309.87         | $719192.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $825495.33         | $858471.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $909939.83         | $905099.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  | 0.0000% | $1212333.57        | $1259353.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $158432.30         | $145236.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $270676.57         | $271615.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $58736.49          | $55257.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  | 0.0000% | $53437.22          | $52358.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  | 0.0000% | $39311.49          | $40458.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  | 0.0000% | $18588.60          | $19381.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $41542.71          | $37111.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $31150.64          | $28400.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3670287.29        | $3788484.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  | 0.0000% | $968643.89         | $983383.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8331 | 2052-12-01      | 6.5000%  | 0.0000% | $38152.94          | $39865.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $760280.67         | $788315.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $493578.89         | $500057.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $505024.69         | $491191.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4132886.56        | $3859249.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $15701.63          | $14435.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  | 0.0000% | $121695.00         | $119694.13         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $143511.65         | $134375.57         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  | 0.0000% | $21192.78          | $21717.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $1173082.11        | $1107068.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  | 0.0000% | $21239.39          | $21642.81          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  | 0.0000% | $76296.11          | $79521.63          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  | 0.0000% | $15.41             | $16.01             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4940%  | 0.0000% | $96436.64          | $96624.01          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  | 0.0000% | $36233.01          | $36370.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $21032.55          | $19957.60          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  | 0.0000% | $61082.37          | $60508.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $58013.63          | $49255.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  | 0.0000% | $176.60            | $184.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  | 0.0000% | $279479.11         | $292637.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  | 0.0000% | $335671.29         | $344571.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  | 0.0000% | $304411.41         | $318830.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $775053.17         | $783748.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $33.08             | $30.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH7100 | 2048-01-01      | 4.0000%  | 0.0000% | $46.52             | $44.21             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $273316.91         | $284598.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2485195.28        | $2520432.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | 0.0000% | $9780.48           | $9240.11           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $89.41             | $91.90             | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $9.52              | $9.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $58770.23          | $49616.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  | 0.0000% | $2385370.39        | $2215401.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $1927.75           | $1978.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  | 0.0000% | $14862.85          | $15364.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $9861309.83        | $10022678.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $650937.17         | $679627.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $854277.47         | $918466.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1464016.23        | $1556140.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $106781.78         | $108660.90         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0448%  | 0.0000% | $1069447.04        | $960488.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6786%  | 0.0000% | $1419185.28        | $1286960.73        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $1330000.00        | $1166240.50        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $2952600.00        | $2542926.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $399000.00         | $346287.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5397%  | 0.0000% | $124785.92         | $119086.23         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $10755.49          | $10642.23          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  | 0.0000% | $399000.00         | $349886.65         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  | 0.0000% | $3022813.88        | $2900950.01        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  | 0.0000% | $137315.58         | $120701.08         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $630835.23         | $590907.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $334714.06         | $307297.41         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $1278942.10        | $1254148.10        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7428%  | 0.0000% | $471577.53         | $465958.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  | 0.0000% | $1212087.39        | $1200720.44        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R18M007 | 2028-03-27      | 3.1271%  | 0.0000% | $352674.99         | $345676.19         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  | 0.0000% | $1357238.13        | $1176827.56        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $24816.45          | $22603.93          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7465%  | 0.0000% | $299250.00         | $253209.42         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1531%  | 0.0000% | $1955608.33        | $1886077.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  | 0.0000% | $497339.12         | $474908.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $208703.97         | $208131.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  | 0.0000% | $501978.27         | $511359.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  | 0.0000% | $383743.32         | $388129.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  | 0.0000% | $23970.34          | $24973.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $114.58            | $113.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $88656.04          | $89755.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $144515.92         | $143613.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  | 0.0000% | $368608.04         | $345890.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  | 0.0000% | $17521.84          | $18218.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  | 0.0000% | $20036.09          | $20930.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $68341.26          | $72536.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  | 0.0000% | $21646.40          | $22483.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  | 0.0000% | $34864.58          | $36294.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  | 0.0000% | $233256.85         | $244958.31         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $12030.74          | $11852.46          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  | 0.0000% | $57866.04          | $55664.42          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $270958.65         | $265339.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $40901.90          | $42621.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $252525.99         | $258545.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $238492.83         | $244110.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $40748.37          | $34640.25          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $84337.77          | $71050.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $93480.34          | $78622.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $1954053.20        | $2000217.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $623459.46         | $632677.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $218098.88         | $211693.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $92.16             | $92.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  | 0.0000% | $4615.04           | $4056.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  | 0.0000% | $320368.31         | $317986.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $110.02            | $101.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $12357.35          | $12239.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  | 0.0000% | $7291.09           | $6581.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $788245.66         | $709809.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  | 0.0000% | $729004.78         | $636117.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $17435.78          | $16345.04          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $199837.02         | $198359.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  | 0.0000% | $132.27            | $136.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  | 0.0000% | $200741.30         | $210365.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  | 0.0000% | $293657.26         | $301650.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2711271.34        | $2739131.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $37892.10          | $40194.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $135437.36         | $140852.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  | 0.0000% | $544804.07         | $560304.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $593046.88         | $609238.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $51799.98          | $54065.49          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  | 0.0000% | $123.47            | $127.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $44550.86          | $40087.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  | 0.0000% | $2498.61           | $2468.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $21973.45          | $20963.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3921.62           | $3501.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $24902.49          | $22365.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $709824.07         | $630582.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1196749.01        | $1218518.81        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  | 0.0000% | $414361.06         | $433285.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1520.35           | $1614.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  | 0.0000% | $1146348.93        | $1201579.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  | 0.0000% | $270273.74         | $282810.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  | 0.0000% | $257729.87         | $266584.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  | 0.0000% | $141623.97         | $146595.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $7888.08           | $8414.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $721951.50         | $731576.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $441836.77         | $460887.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  | 0.0000% | $212778.89         | $219768.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $403443.45         | $416324.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $4922026.44        | $4916906.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  | 0.0000% | $27622.18          | $28308.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $443679.70         | $449411.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | 0.0000% | $21010.29          | $21004.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $275847.20         | $275457.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $212117.52         | $208959.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $172765.46         | $162126.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $817302.07         | $688825.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  | 0.0000% | $44624.24          | $39906.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $141644.84         | $131333.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $70651.14          | $67418.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $29450.25          | $28472.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $189408.14         | $183321.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $77732.05          | $80400.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  | 0.0000% | $24631.58          | $25476.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  | 0.0000% | $14539.60          | $15159.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $49327.80          | $52275.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $373668.26         | $373861.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  | 0.0000% | $70636.13          | $59456.73          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $269760.77         | $263988.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $272135.70         | $279031.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $31449.22          | $28868.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  | 0.0000% | $1192696.32        | $1268912.66        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  | 0.0000% | $26113.78          | $25861.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  | 0.0000% | $17186498.38       | $17558083.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $895515.65         | $887186.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $397428.78         | $380501.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  | 0.0000% | $1255750.64        | $1178685.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  | 0.0000% | $83142.19          | $86243.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $780793.54         | $792135.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $550975.67         | $550402.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $69816.43          | $71746.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  | 0.0000% | $11365.26          | $11362.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  | 0.0000% | $197360.18         | $209798.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $1082096.24        | $1104558.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  | 0.0000% | $514222.33         | $546865.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $24945.11          | $23618.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $17756.33          | $14372.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $12772390.99       | $12934801.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $519672.56         | $544854.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $536641.48         | $560291.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $917857.24         | $977269.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  | 0.0000% | $52842.34          | $53546.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1813873.10        | $1841603.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $133693.36         | $143771.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $2780203.66        | $2831289.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $946699.93         | $971785.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  | 0.0000% | $583725.92         | $550820.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  | 0.0000% | $867190.81         | $878372.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  | 0.0000% | $2615656.63        | $2647431.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $23963.00          | $23851.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $9771879.58        | $9759302.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  | 0.0000% | $235225.67         | $207727.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  | 0.0000% | $766570.15         | $726508.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $19416.47          | $18151.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $585252.86         | $580782.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  | 0.0000% | $539520.15         | $435544.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  | 0.0000% | $44267.24          | $42056.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  | 0.0000% | $27482.97          | $26149.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  | 0.0000% | $16443.29          | $16048.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  | 0.0000% | $514190.13         | $545013.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1057274.38        | $1024532.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $169236.97         | $158815.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $761768.61         | $728651.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $22401.02          | $21214.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $5647.02           | $4865.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $981890.62         | $932301.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  | 0.0000% | $9889.26           | $8876.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $410592.36         | $415300.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2196 | 2055-07-01      | 5.0000%  | 0.0000% | $1651865.59        | $1647335.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $14233.73          | $12012.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  | 0.0000% | $715823.98         | $724297.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  | 0.0000% | $14860472.70       | $14781428.19       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  | 0.0000% | $58707.50          | $48065.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  | 0.0000% | $116606.93         | $101511.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $628808.86         | $626793.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $2949177.04        | $2654160.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $3786.62           | $3394.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $2134620.80        | $1912971.03        | Agency Mortgage-Backed Securities         |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.3884%  | 0.0000% | $10467.10          | $10509.84          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $3078065.52        | $3115749.69        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $58973.81          | $40186.76          | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $1779860.70        | $1862190.25        | U.S. Treasuries (including strips)        |

### Security 94: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.33_0905
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.5450%  | 0.0000% | $1754562.93        | $1758440.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.4950%  | 0.0000% | $79768.72          | $79929.68          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 NL     | 2055-07-20      | 5.0000%  | 0.0000% | $494423.25         | $468059.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 MA     | 2053-02-20      | 5.0000%  | 0.0000% | $3104781.91        | $3116775.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 LT     | 2052-09-20      | 5.0000%  | 0.0000% | $150000.00         | $148356.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.7450%  | 0.0000% | $7443673.65        | $7482196.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 FW     | 2047-09-20      | 5.3450%  | 0.0000% | $138.00            | $138.34            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.3497%  | 0.0000% | $9103078.05        | $9180430.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 LM     | 2054-03-20      | 5.0000%  | 0.0000% | $345974.25         | $340264.25         | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $293114.80         | $277917.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4456 C     | 2055-06-20      | 6.0000%  | 0.0000% | $159549.81         | $165977.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3825781.20        | $3947038.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2138603.40        | $2206385.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2442 C     | 2055-06-20      | 6.0000%  | 0.0000% | $309911.73         | $322777.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2441 C     | 2055-06-20      | 6.0000%  | 0.0000% | $207036.91         | $215377.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $15818287.85       | $14928052.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M     | 2052-08-20      | 4.0000%  | 0.0000% | $318.78            | $301.04            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $3396549.98        | $3202260.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8722 | 2051-01-01      | 2.0000%  | 0.0000% | $654.61            | $530.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $261122.85         | $274511.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $281985.00         | $290922.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3048052.05        | $3144659.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8875 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1158292.50        | $1209222.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2004 C     | 2055-06-20      | 6.0000%  | 0.0000% | $308866.39         | $318655.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $158.44            | $149.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3118 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1816420.80        | $1856152.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8927 C     | 2055-08-20      | 6.0000%  | 0.0000% | $568749.75         | $593758.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $253559.25         | $267180.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1074 C     | 2055-08-20      | 6.0000%  | 0.0000% | $211127.70         | $218972.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5932 C     | 2055-06-20      | 6.0000%  | 0.0000% | $269896.89         | $279444.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3049 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1931630.25        | $1992852.63        | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $25098270.00       | $25154466.93       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $75025965.00       | $75536416.76       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $24000.00          | $24344.76          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $105000.00         | $107472.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $7435080.00        | $7608082.74        | U.S. Treasuries (including strips)        |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 4.3034%  | 0.0000% | $102750.00         | $103040.51         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $1165395.00        | $1201252.39        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $60.00             | $61.55             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $90.00             | $92.40             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $25283715.00       | $25605054.53       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $1110705.00        | $1149783.10        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $22262370.00       | $22401957.95       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $1536690.00        | $1565962.26        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $1871041.45        | $1886337.11        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $5105460.00        | $5184956.20        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $12295200.00       | $12652156.45       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $429705.00         | $436878.14         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $1656975.00        | $1708959.57        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $4500.00           | $4422.26           | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 4.3254%  | 0.0000% | $7422000.00        | $7452163.77        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $16291860.00       | $16755352.79       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $1800000.00        | $1845895.43        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $3415320.00        | $3599040.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $37500.00          | $39055.80          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $10976685.00       | $11472820.43       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $442590.00         | $455284.57         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $16500.00          | $17214.08          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $2271540.00        | $2252857.00        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $69300.00          | $70106.74          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $1198155.00        | $1215740.24        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $3770115.00        | $3836520.63        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $225015.00         | $230265.00         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $56190.00          | $52245.25          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $52200.00          | $50517.41          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $112950.00         | $98025.53          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $4005.00           | $3750.78           | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $484035.00         | $449707.74         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $1141965.00        | $1072224.11        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $39000.00          | $36724.30          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $1502520.00        | $1479565.74        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $2887980.00        | $2853345.65        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  | 0.0000% | $750000.00         | $702351.10         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $42081900.00       | $39067666.38       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  | 0.0000% | $3765.00           | $3761.37           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $9219795.00        | $9120997.98        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $1661663.59        | $1647224.42        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $708150.00         | $691936.18         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $194745.00         | $137020.49         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $1593120.00        | $1000365.44        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $15.00             | $9.34              | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $1537890.00        | $1126324.96        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $15.00             | $11.46             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $30.00             | $24.15             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $7590.00           | $8186.73           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $210.00            | $218.61            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $724395.00         | $733477.96         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $3949530.00        | $4074839.46        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $197481075.00      | $200851325.73      | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $84000.00          | $82384.86          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $179505.00         | $183307.38         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $1454445.00        | $1265940.60        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $60.00             | $61.33             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $10342425.00       | $10541175.50       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $9315330.00        | $9593883.82        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $783915.00         | $768300.25         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $15.00             | $15.25             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $1665315.00        | $970147.35         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $225000.00         | $211453.09         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $14910255.00       | $15491677.64       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $22900020.00       | $22752867.22       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $1660410.00        | $1641170.34        | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.26_0905
- **C.18 - Value (incl. sponsor support):** $126000000.00
- **C.18.a - Value (excl. sponsor support):** $126000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $53777.13          | $53276.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  | 0.0000% | $153160.92         | $143491.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $100.53            | $104.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5460 | 2054-08-01      | 7.5000%  | 0.0000% | $27930.31          | $29943.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  | 0.0000% | $13257.40          | $13693.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8674 | 2054-08-01      | 6.5000%  | 0.0000% | $1318070.52        | $1378299.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  | 0.0000% | $275433.67         | $291659.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4916 | 2054-08-01      | 6.0000%  | 0.0000% | $15456.78          | $15891.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  | 0.0000% | $152512.32         | $161759.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1130 | 2054-08-01      | 6.0000%  | 0.0000% | $148286.48         | $154632.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0901 | 2054-08-01      | 6.0000%  | 0.0000% | $67168.42          | $69002.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  | 0.0000% | $131880.04         | $139846.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0363 | 2054-08-01      | 6.0000%  | 0.0000% | $175146.17         | $182671.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0299 | 2054-08-01      | 6.0000%  | 0.0000% | $7667.84           | $7869.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9242 | 2054-08-01      | 6.5000%  | 0.0000% | $145929.14         | $154339.56         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9056 | 2054-08-01      | 3.5510%  | 0.0000% | $420906.35         | $400138.78         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB8402 | 2054-08-01      | 5.2240%  | 0.0000% | $323058.75         | $329338.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8178 | 2054-08-01      | 6.0000%  | 0.0000% | $143872.52         | $149528.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7919 | 2054-08-01      | 6.5000%  | 0.0000% | $129458.95         | $136111.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6963 | 2054-08-01      | 5.5000%  | 0.0000% | $128751.75         | $133331.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $1027681.18        | $1054651.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $5097392.72        | $5151770.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7692 | 2054-08-01      | 6.0000%  | 0.0000% | $7555.41           | $7763.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  | 0.0000% | $3680755.97        | $3847809.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7917 | 2054-08-01      | 6.5000%  | 0.0000% | $142040.63         | $149534.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2214 | 2054-08-01      | 6.5000%  | 0.0000% | $12800.16          | $13554.64          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0559 M     | 2055-08-20      | 7.0000%  | 0.0000% | $16263820.89       | $16927131.78       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9055 | 2054-08-01      | 4.7420%  | 0.0000% | $150296.23         | $150043.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2992 | 2054-08-01      | 6.5000%  | 0.0000% | $1495653.58        | $1560241.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2163 | 2054-08-01      | 6.0000%  | 0.0000% | $37540.10          | $38532.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1439 | 2054-08-01      | 5.5000%  | 0.0000% | $155245.90         | $156916.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5441 | 2054-08-01      | 4.0000%  | 0.0000% | $1271.25           | $1190.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0036 | 2054-08-01      | 6.5000%  | 0.0000% | $1906947.53        | $1990951.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $2668725.47        | $2650484.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1934 | 2054-08-01      | 7.0000%  | 0.0000% | $165423.25         | $175916.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1220 | 2054-08-01      | 7.0000%  | 0.0000% | $132286.08         | $140677.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD7217 | 2054-08-01      | 7.0000%  | 0.0000% | $4944671.51        | $5308641.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  | 0.0000% | $424465.94         | $436591.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  | 0.0000% | $10771.72          | $10405.59          | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0747 G        | 2054-08-01      | 3.7500%  | 0.0000% | $199671.44         | $190753.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $760944.63         | $780914.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6753 | 2054-08-01      | 6.0000%  | 0.0000% | $2284482.74        | $2385165.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  | 0.0000% | $2482909.90        | $2561907.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6385 | 2054-08-01      | 5.0000%  | 0.0000% | $273531.57         | $271747.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  | 0.0000% | $286934.43         | $294463.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 3PRE5072 | 2054-08-01      | 7.5000%  | 0.0000% | $540990.78         | $568042.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ6448 | 2054-08-01      | 7.0000%  | 0.0000% | $154394.50         | $163791.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ4192 | 2054-08-01      | 6.5000%  | 0.0000% | $133960.36         | $139820.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ4065 | 2054-08-01      | 6.0000%  | 0.0000% | $1687612.54        | $1731901.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ3763 | 2054-08-01      | 7.0000%  | 0.0000% | $270584.69         | $287054.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ3659 | 2054-08-01      | 4.0000%  | 0.0000% | $149824.78         | $140365.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3584 | 2054-08-01      | 5.5000%  | 0.0000% | $139395.07         | $142499.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2444 | 2054-08-01      | 7.0000%  | 0.0000% | $144668.56         | $154266.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  | 0.0000% | $159384.81         | $163777.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1952 | 2054-08-01      | 5.5000%  | 0.0000% | $131235.39         | $134686.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1935 | 2054-08-01      | 5.5000%  | 0.0000% | $156922.38         | $159854.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1933 | 2054-08-01      | 6.0000%  | 0.0000% | $144007.37         | $147984.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1916 | 2054-08-01      | 6.0000%  | 0.0000% | $27174.47          | $28255.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ1910 | 2054-08-01      | 4.0000%  | 0.0000% | $41882.45          | $39238.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1590 | 2054-08-01      | 6.0000%  | 0.0000% | $22286.47          | $22880.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1600 | 2054-08-01      | 5.5000%  | 0.0000% | $391425.64         | $395566.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1478 | 2054-08-01      | 6.0000%  | 0.0000% | $66526.85          | $68341.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1422 | 2054-08-01      | 6.0000%  | 0.0000% | $500849.85         | $515027.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  | 0.0000% | $74002.96          | $74804.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1412 | 2054-08-01      | 6.0000%  | 0.0000% | $160513.22         | $167801.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1264 | 2054-08-01      | 6.5000%  | 0.0000% | $134923.61         | $142537.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ1238 | 2054-08-01      | 7.5000%  | 0.0000% | $39620.07          | $42763.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  | 0.0000% | $75715.17          | $76541.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ1157 | 2054-08-01      | 5.0000%  | 0.0000% | $7566.81           | $7502.17           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1795 | 2054-08-01      | 6.0000%  | 0.0000% | $130157.78         | $136158.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0517 | 2054-08-01      | 6.0000%  | 0.0000% | $195457.80         | $203722.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0489 | 2054-08-01      | 6.0000%  | 0.0000% | $107413.57         | $110283.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0446 | 2054-08-01      | 7.0000%  | 0.0000% | $193432.42         | $205420.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  | 0.0000% | $26805.05          | $27108.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7084 | 2054-08-01      | 6.0000%  | 0.0000% | $3930686.31        | $4052603.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  | 0.0000% | $15801162.72       | $14789273.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  | 0.0000% | $17633291.41       | $16504075.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  | 0.0000% | $6048519.41        | $6288164.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  | 0.0000% | $132511.15         | $135988.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  | 0.0000% | $230287.52         | $233864.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  | 0.0000% | $26129.96          | $26407.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1475 | 2054-08-01      | 6.5000%  | 0.0000% | $465381.30         | $488811.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4824 | 2054-08-01      | 6.0000%  | 0.0000% | $371382.03         | $387282.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6389 | 2054-08-01      | 5.0000%  | 0.0000% | $80282.59          | $79641.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  | 0.0000% | $270072.18         | $273006.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1430 | 2054-08-01      | 7.0000%  | 0.0000% | $723102.08         | $777405.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0690 | 2054-08-01      | 6.5000%  | 0.0000% | $1170135.02        | $1220751.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6042 | 2054-08-01      | 5.5000%  | 0.0000% | $1778219.72        | $1812457.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6039 | 2054-08-01      | 6.0000%  | 0.0000% | $170582.30         | $175298.33         | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0754 G        | 2054-08-01      | 3.6400%  | 0.0000% | $540958.59         | $514526.88         | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0752 G        | 2054-08-01      | 4.1460%  | 0.0000% | $207364.89         | $202275.05         | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0750 G        | 2054-08-01      | 3.7280%  | 0.0000% | $409210.30         | $390591.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1705 | 2054-08-01      | 7.0000%  | 0.0000% | $8644432.64        | $9183598.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1842 | 2054-08-01      | 6.5000%  | 0.0000% | $360896.45         | $379066.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ2185 | 2054-08-01      | 5.5000%  | 0.0000% | $196461.75         | $198634.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  | 0.0000% | $1441910.81        | $1392900.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $6734290.26        | $6806399.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  | 0.0000% | $5771665.47        | $5933887.74        | Agency Mortgage-Backed Securities |

### Security 96: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  | 0.0000% | $602066.42         | $409246.82         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  | 0.0000% | $727970.48         | $502906.76         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  | 0.0000% | $1188782.29        | $831560.34         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $42051.66          | $33894.06          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  | 0.0000% | $20073.80          | $14583.11          | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $130627.31         | $97133.29          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $214317.34         | $161364.03         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  | 0.0000% | $58007.38          | $44130.85          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $51808.12          | $40323.61          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  | 0.0000% | $239114.39         | $188266.72         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $262583.03         | $216422.24         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $181845.02         | $152931.11         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $31734.32          | $26957.86          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $2060516.61        | $1770583.37        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $173579.34         | $150617.57         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $99926.20          | $87343.89          | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $154538.75         | $137662.50         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $1106730.63        | $1096913.93        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $1353505.54        | $1281463.85        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $13579.34          | $12965.05          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $3523158.67        | $3223602.11        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $69416.97          | $67503.98          | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $66273.06          | $65059.87          | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  | 0.0000% | $27862774.91       | $24421631.35       | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $121047.97         | $98637.51          | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $907763.84         | $763526.52         | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $11708929.89       | $10143422.54       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $1543143.91        | $1366378.32        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $1411896.68        | $1257782.51        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $1493505.54        | $1345234.79        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $174627.31         | $161411.86         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $789623.62         | $735965.53         | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $15631.00          | $15085.82          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $24172066.42       | $20429312.00       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $36907631.59       | $31522918.86       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $30391037.49       | $26485272.53       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $19798730.63       | $17597369.16       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $19792423.25       | $17925206.04       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $35270905.24       | $32235702.76       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $24322843.54       | $22426488.72       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $21858943.99       | $20330850.79       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $240056723.25      | $245642469.43      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $105780619.93      | $108762622.46      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $2433948.34        | $2285058.85        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $21549.82          | $20754.89          | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $11143.91          | $10691.99          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $62140.22          | $55862.75          | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $339256191.88      | $338510477.26      | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | 0.0000% | $105549.82         | $77610.46          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $9933.58           | $9009.25           | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  | 0.0000% | $428191.88         | $307408.80         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $41181000.15       | $36952988.04       | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | 0.0000% | $678523.99         | $631642.73         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $139247.23         | $115900.48         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $10542665.91       | $10451788.13       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $6199.26           | $4939.41           | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $31230420.81       | $29320930.42       | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  | 0.0000% | $10332.10          | $9119.93           | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $3283970.48        | $3121972.22        | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  | 0.0000% | $2400664.21        | $1847507.96        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $590.41            | $544.89            | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  | 0.0000% | $486051.66         | $344437.11         | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $2171158.67        | $2131361.33        | U.S. Treasuries (including strips) |

### Security 97: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 3.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB FCFR 03SF DJ 25/11   | 2025-11-14      | 4.5150%  | 0.0000% | $78148.15          | $78320.65          | Agency Debentures and Agency Strips |
| FCSB 5.05 FCOR 25-32 EV   | 2032-08-25      | 5.0500%  | 0.0000% | $3616666.67        | $3613263.79        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  | 0.0000% | $318897777.78      | $320607867.11      | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.4850%  | 0.0000% | $61111.11          | $61677.77          | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 4.4600%  | 0.0000% | $37777.78          | $38125.73          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  | 0.0000% | $132592.59         | $110461.83         | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 A1   | 2026-10-16      | 4.5000%  | 0.0000% | $27037.04          | $27205.38          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 4.5100%  | 0.0000% | $41111.11          | $41507.42          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.4750%  | 0.0000% | $314814.81         | $316699.24         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FU 25/12   | 2025-12-29      | 4.4450%  | 0.0000% | $58148.15          | $58601.45          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.4300%  | 0.0000% | $22592.59          | $22685.10          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BE 26/09   | 2026-09-14      | 4.4800%  | 0.0000% | $470370.37         | $475196.63         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BD 26/06   | 2026-06-12      | 4.4600%  | 0.0000% | $518518.52         | $523482.47         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AZ 26/06   | 2026-06-03      | 4.4550%  | 0.0000% | $120370.37         | $121679.88         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.4600%  | 0.0000% | $20740.74          | $20738.13          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.4700%  | 0.0000% | $28518.52          | $28682.48          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.5300%  | 0.0000% | $651481.48         | $658610.32         | Agency Debentures and Agency Strips |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5950%  | 0.0000% | $369259.26         | $370061.58         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 25/11   | 2025-11-28      | 4.5150%  | 0.0000% | $59259.26          | $59290.43          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6688 | 2025-12-08      | 4.5100%  | 0.0000% | $74074.07          | $74862.49          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6616 | 2025-09-26      | 4.5150%  | 0.0000% | $22222.22          | $22402.49          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/26 7434 | 2026-10-29      | 4.5000%  | 0.0000% | $35185.19          | $35354.97          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR FM 25/11   | 2025-11-28      | 4.4300%  | 0.0000% | $40740740.74       | $40754309.67       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 4.5200%  | 0.0000% | $19259.26          | $19319.64          | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  | 0.0000% | $3220.34           | $3177.65           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  | 0.0000% | $4109152.54        | $4131187.87        | Agency Debentures and Agency Strips |
| FNMA 0.50 FNSM A 11/25    | 2025-11-07      | 0.5000%  | 0.0000% | $4745.76           | $4716.84           | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $2542.37           | $2218.83           | Agency Debentures and Agency Strips |
| FMAC 4.625 FMNT GB25-2841 | 2028-07-24      | 4.6250%  | 0.0000% | $5765932.20        | $5788354.15        | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2032 F    | 2032-07-15      | 0.0000%  | 0.0000% | $7457.63           | $5590.52           | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  | 0.0000% | $847.46            | $760.64            | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  | 0.0000% | $169.49            | $193.63            | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  | 0.0000% | $847.46            | $837.12            | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 26-27 71   | 2027-06-23      | 4.1500%  | 0.0000% | $1538135.59        | $1551448.67        | Agency Debentures and Agency Strips |
| FHLB 4.90 FHOR 26-30 TI   | 2030-02-11      | 4.9000%  | 0.0000% | $2325423.73        | $2335257.95        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/26 7249 | 2026-02-02      | 4.4500%  | 0.0000% | $4237.29           | $4252.87           | Agency Debentures and Agency Strips |
| FHLB 4.40 FHLB 31 TM      | 2031-02-18      | 4.4000%  | 0.0000% | $464406.78         | $477877.57         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 I4     | 2028-09-08      | 4.3750%  | 0.0000% | $29661.02          | $30904.27          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.4800%  | 0.0000% | $6610.17           | $6651.85           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.4400%  | 0.0000% | $8135.59           | $8203.44           | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 GI      | 2026-05-08      | 4.7500%  | 0.0000% | $677.97            | $691.32            | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 28 FO     | 2028-08-01      | 3.8750%  | 0.0000% | $762711.86         | $770019.32         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DC 27/04   | 2027-04-21      | 4.4650%  | 0.0000% | $1694.92           | $1703.06           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02   | 2026-02-09      | 4.4500%  | 0.0000% | $7627.12           | $7648.37           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.4700%  | 0.0000% | $6610.17           | $6646.02           | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 23-37 BQ   | 2037-07-27      | 5.1800%  | 0.0000% | $466949.15         | $460278.99         | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 27 ZV      | 2027-12-10      | 2.7500%  | 0.0000% | $8474.58           | $8344.70           | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GD     | 2026-04-24      | 4.8750%  | 0.0000% | $4237.29           | $4330.96           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CK 25/09   | 2025-09-15      | 4.5150%  | 0.0000% | $4745.76           | $4790.52           | Agency Debentures and Agency Strips |
| FCSB 4.50 FCDB 26 B       | 2026-08-14      | 4.5000%  | 0.0000% | $43559.32          | $43872.47          | Agency Debentures and Agency Strips |
| FCSB 5.22 FCSB 26 D       | 2026-04-21      | 5.2200%  | 0.0000% | $4237.29           | $4346.69           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DW 25/12   | 2025-12-01      | 4.5150%  | 0.0000% | $4576.27           | $4628.92           | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EJ      | 2028-03-20      | 4.2500%  | 0.0000% | $5084.75           | $5245.22           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AB 26/03   | 2026-03-18      | 4.4650%  | 0.0000% | $7627.12           | $7699.05           | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $1678305.08        | $1411824.74        | Agency Debentures and Agency Strips |
| FCSB 1.84 FCOR 22-36 AE   | 2036-01-25      | 1.8400%  | 0.0000% | $508.47            | $388.91            | Agency Debentures and Agency Strips |
| FCSB 1.12 FCOR 21-29 EK   | 2029-07-30      | 1.1200%  | 0.0000% | $5932.20           | $5374.12           | Agency Debentures and Agency Strips |
| FCSB 3.12 FCSB 34 AH      | 2034-04-24      | 3.1200%  | 0.0000% | $169.49            | $157.09            | Agency Debentures and Agency Strips |
| FCSB 3.05 FCSB 27 BV      | 2027-02-09      | 3.0500%  | 0.0000% | $3389.83           | $3356.66           | Agency Debentures and Agency Strips |
| FMAC FMDN 09/18/25        | 2025-09-18      | 0.0000%  | 0.0000% | $142711.86         | $142369.36         | Agency Debentures and Agency Strips |
| FHLB FHDN 09/15/25        | 2025-09-15      | 0.0000%  | 0.0000% | $1486610.17        | $1483547.75        | Agency Debentures and Agency Strips |
| FMAC FMZC 11/15/38 S0     | 2038-11-15      | 0.0000%  | 0.0000% | $2033.90           | $1078.86           | Agency Debentures and Agency Strips |
| FCSB 4.50 FCSB 28 EP      | 2028-06-07      | 4.5000%  | 0.0000% | $2542.37           | $2625.92           | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  | 0.0000% | $338.98            | $388.09            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DD 25/10   | 2025-10-27      | 4.5200%  | 0.0000% | $6610.17           | $6639.21           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6630 | 2025-09-02      | 4.5100%  | 0.0000% | $1694.92           | $1713.50           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DH 25/11   | 2025-11-03      | 4.5200%  | 0.0000% | $3728.81           | $3741.96           | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/31        | 2031-09-15      | 0.0000%  | 0.0000% | $2881.36           | $2232.75           | Agency Debentures and Agency Strips |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $5423.73           | $5864.76           | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $338.98            | $394.65            | Agency Debentures and Agency Strips |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  | 0.0000% | $3.94              | $4.04              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.850 CA945190 | 2037-08-01      | 5.8500%  | 0.0000% | $3894.47           | $3908.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1277 | 2046-06-01      | 3.5000%  | 0.0000% | $8126.79           | $7573.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM1247 | 2046-04-01      | 4.0000%  | 0.0000% | $5376.23           | $5136.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1147 | 2046-05-01      | 3.5000%  | 0.0000% | $8198.14           | $7628.31           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE4020 | 2052-06-01      | 2.0000%  | 0.0000% | $159.54            | $127.48            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0181 | 2052-04-01      | 3.0000%  | 0.0000% | $6860.06           | $5982.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD9578 | 2052-04-01      | 2.5000%  | 0.0000% | $4176.34           | $3494.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD9509 | 2052-02-01      | 2.0000%  | 0.0000% | $8906.52           | $7190.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  | 0.0000% | $130.67            | $128.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $177.36            | $175.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  | 0.0000% | $99.55             | $98.35             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS9317 | 2032-03-01      | 2.5000%  | 0.0000% | $3007.56           | $2901.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9830 | 2047-06-01      | 4.0000%  | 0.0000% | $326.42            | $311.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS8683 | 2047-01-01      | 3.5000%  | 0.0000% | $2657.63           | $2468.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $89.93             | $88.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $37.23             | $33.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253671 | 2031-01-01      | 8.5000%  | 0.0000% | $529.03            | $552.80            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $1204.29           | $1094.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD0185 | 2049-12-01      | 3.0000%  | 0.0000% | $6718.64           | $5954.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTSC0518 | 2044-04-01      | 6.0000%  | 0.0000% | $437.47            | $456.53            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTSC0495 | 2042-08-01      | 2.0000%  | 0.0000% | $8446.45           | $7277.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  | 0.0000% | $6701.14           | $6136.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $642.43            | $643.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  | 0.0000% | $2999.04           | $3002.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  | 0.0000% | $354.66            | $363.91            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $116.34            | $119.41            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8293 | 2039-04-01      | 5.0000%  | 0.0000% | $239.89            | $243.37            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95144 G | 2040-11-01      | 4.0000%  | 0.0000% | $1858.63           | $1820.66           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94977 G | 2040-11-01      | 4.0000%  | 0.0000% | $4017.93           | $3933.36           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93851 G | 2040-09-01      | 4.0000%  | 0.0000% | $8512.10           | $8338.21           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A93010 G | 2040-07-01      | 4.5000%  | 0.0000% | $32.05             | $32.18             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93534 G | 2040-08-01      | 4.0000%  | 0.0000% | $4272.26           | $4179.68           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  | 0.0000% | $106.44            | $106.90            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | 0.0000% | $436.50            | $396.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $2852.80           | $2484.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  | 0.0000% | $7057.47           | $7023.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  | 0.0000% | $6957.38           | $6312.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8187 | 2051-10-01      | 4.0000%  | 0.0000% | $5182.70           | $4869.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $134.54            | $107.76            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN4051 | 2033-08-01      | 4.2500%  | 0.0000% | $3525932.20        | $3478996.95        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC8341 | 2054-12-01      | 5.0000%  | 0.0000% | $4310.22           | $4277.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $5174.04           | $5386.15           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  | 0.0000% | $512.68            | $509.29            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  | 0.0000% | $50256.96          | $53282.88          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN BW3016       | 2060-06-15      | 5.3100%  | 0.0000% | $191098.29         | $196481.91         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60238 G | 2045-10-01      | 3.5000%  | 0.0000% | $4179.86           | $3916.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  | 0.0000% | $1441.80           | $1326.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  | 0.0000% | $1345.86           | $1184.63           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF6767       | 2064-04-15      | 2.6500%  | 0.0000% | $335112.48         | $284601.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $1725.78           | $1522.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $151.61            | $142.04            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G31026 G | 2037-07-01      | 4.0000%  | 0.0000% | $237.74            | $236.08            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN6703 | 2036-06-01      | 2.0000%  | 0.0000% | $1948.17           | $1802.21           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $57.28             | $53.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9518 | 2032-03-01      | 3.5000%  | 0.0000% | $66.27             | $65.65             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $6182.66           | $5980.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQF0427 | 2052-09-01      | 2.0000%  | 0.0000% | $3673.16           | $2934.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  | 0.0000% | $3672.04           | $3643.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $2737.60           | $2534.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $134.54            | $128.83            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5326       | 2064-06-15      | 2.9000%  | 0.0000% | $507365.73         | $432358.08         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0595 H     | 2072-02-20      | 5.7540%  | 0.0000% | $1808177.93        | $1890302.16        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0603 H     | 2072-03-20      | 5.7130%  | 0.0000% | $175211.27         | $182892.15         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2787 H     | 2072-02-20      | 5.8540%  | 0.0000% | $211088.50         | $221707.94         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2261 H     | 2071-12-20      | 5.7330%  | 0.0000% | $806286.97         | $841481.39         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8169       | 2063-11-15      | 2.9200%  | 0.0000% | $42325.56          | $36033.66          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8167       | 2063-12-15      | 2.7000%  | 0.0000% | $33624.67          | $28694.12          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ6760 H     | 2071-10-20      | 5.5620%  | 0.0000% | $166503.51         | $172693.33         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7141 H     | 2071-11-20      | 5.7120%  | 0.0000% | $313452.44         | $326785.56         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7138 H     | 2071-11-20      | 5.7110%  | 0.0000% | $156631.99         | $163547.75         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ3116 H     | 2071-11-20      | 5.6120%  | 0.0000% | $275010.92         | $285283.62         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $44.69             | $43.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $1578.63           | $1385.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  | 0.0000% | $182.98            | $172.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $711.09            | $645.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT2292 | 2052-04-01      | 2.5000%  | 0.0000% | $7480.13           | $6236.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  | 0.0000% | $8628.76           | $7247.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  | 0.0000% | $1061.76           | $885.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  | 0.0000% | $8879.00           | $7169.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $2175.97           | $1740.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  | 0.0000% | $4907.60           | $4518.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $1722.18           | $1513.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  | 0.0000% | $2565.93           | $2163.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $2000.07           | $1899.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $204.18            | $194.40            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $267.41            | $254.89            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J16564 G | 2026-09-01      | 3.5000%  | 0.0000% | $3.27              | $3.26              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J15780 G | 2026-06-01      | 4.0000%  | 0.0000% | $8.79              | $8.78              | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13236 G | 2025-10-01      | 3.5000%  | 0.0000% | $2137.93           | $2138.34           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13585 G | 2025-11-01      | 3.5000%  | 0.0000% | $686.36            | $686.11            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G06496 G | 2041-06-01      | 5.0000%  | 0.0000% | $1885.62           | $1916.37           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G06385 G | 2040-08-01      | 5.5000%  | 0.0000% | $4102.24           | $4262.49           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G05676 G | 2039-11-01      | 4.0000%  | 0.0000% | $4176.52           | $4092.49           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G05267 G | 2038-12-01      | 5.5000%  | 0.0000% | $1.12              | $1.17              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $1102.06           | $1088.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5231 | 2042-09-01      | 4.5000%  | 0.0000% | $443.72            | $444.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL4597 | 2044-01-01      | 4.0000%  | 0.0000% | $2586.32           | $2509.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  | 0.0000% | $47.96             | $47.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  | 0.0000% | $870.05            | $882.17            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  | 0.0000% | $160.78            | $157.13            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $915.57            | $803.15            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $8986.33           | $8221.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $849.70            | $747.99            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  | 0.0000% | $315.82            | $300.30            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $309.40            | $272.42            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $676.04            | $660.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  | 0.0000% | $4757.18           | $4041.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA1084 | 2049-07-01      | 4.5000%  | 0.0000% | $1260.83           | $1235.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $1175.02           | $1120.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7381 | 2050-02-01      | 3.5000%  | 0.0000% | $8091.33           | $7286.95           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60696 G | 2030-01-01      | 3.0000%  | 0.0000% | $4412.64           | $4342.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | 0.0000% | $113.79            | $116.78            | Agency Mortgage-Backed Securities   |
| FMAC 05.600 FGPC U30724 G | 2037-11-01      | 5.6000%  | 0.0000% | $4762.08           | $4780.63           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  | 0.0000% | $79.79             | $79.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  | 0.0000% | $34.73             | $31.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  | 0.0000% | $12.41             | $12.31             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1658 | 2028-11-01      | 3.5000%  | 0.0000% | $7.59              | $7.54              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $3.54              | $3.55              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $2873.48           | $2530.18           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08831 G | 2048-08-01      | 4.0000%  | 0.0000% | $821.74            | $785.50            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $990.61            | $862.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBU0968 | 2051-11-01      | 2.0000%  | 0.0000% | $3320.68           | $2646.20           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08838 G | 2048-09-01      | 5.0000%  | 0.0000% | $1325.23           | $1339.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  | 0.0000% | $7180.87           | $7209.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH1309 | 2053-09-01      | 5.5000%  | 0.0000% | $3599.49           | $3641.93           | Agency Mortgage-Backed Securities   |
| FMAC 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  | 0.0000% | $6218.29           | $6464.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $29.39             | $31.09             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  | 0.0000% | $6838.51           | $7017.98           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB995015 | 2036-02-01      | 6.4890%  | 0.0000% | $1127.20           | $1163.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  | 0.0000% | $597.84            | $578.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2357 | 2044-01-01      | 4.0000%  | 0.0000% | $8179.03           | $7936.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $2943.58           | $2920.16           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q24368 G | 2044-01-01      | 3.5000%  | 0.0000% | $3622.52           | $3411.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1792 | 2044-02-01      | 4.5000%  | 0.0000% | $6.23              | $6.15              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $140.25            | $133.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZS8619 | 2031-08-01      | 2.0000%  | 0.0000% | $5691.08           | $5437.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $7714.98           | $7775.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8219 | 2054-06-01      | 6.0000%  | 0.0000% | $7910.98           | $8190.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $728.72            | $684.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $2095.89           | $1930.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  | 0.0000% | $109.75            | $104.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $739.28            | $725.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  | 0.0000% | $128.07            | $133.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  | 0.0000% | $1068.56           | $855.50            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4975 H     | 2075-05-20      | 6.6710%  | 0.0000% | $419768.19         | $444786.65         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK4777 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1313620.02        | $1345825.75        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2473 | 2035-12-01      | 3.5000%  | 0.0000% | $58.43             | $56.94             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8190 | 2037-11-01      | 4.5000%  | 0.0000% | $306.76            | $307.36            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $993.50            | $933.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  | 0.0000% | $2016.12           | $1851.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  | 0.0000% | $102.73            | $96.64             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $1411.08           | $1370.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8032 | 2035-02-01      | 3.0000%  | 0.0000% | $5253.02           | $5091.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  | 0.0000% | $691.05            | $669.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $1572.56           | $1631.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $124.54            | $129.34            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $639.15            | $620.62            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0674 | 2035-12-01      | 3.5000%  | 0.0000% | $8011.69           | $7818.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI7373 | 2038-04-01      | 5.5000%  | 0.0000% | $7171.18           | $7436.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.000 CLZI7159 | 2038-02-01      | 8.0000%  | 0.0000% | $7267.99           | $7531.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI4628 | 2033-09-01      | 7.0000%  | 0.0000% | $4044.79           | $4273.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZI3330 | 2035-07-01      | 5.0000%  | 0.0000% | $4110.28           | $4208.24           | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  | 0.0000% | $0.07              | $0.07              | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC T45017 G | 2027-10-01      | 2.5000%  | 0.0000% | $4777.34           | $4704.93           | Agency Mortgage-Backed Securities   |
| FMAC 05.440 FGPC T30297 G | 2037-09-01      | 5.4400%  | 0.0000% | $5830.01           | $6043.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  | 0.0000% | $3774.20           | $3474.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $2071.73           | $1978.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $62.13             | $61.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $1131.22           | $1042.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  | 0.0000% | $95.00             | $94.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  | 0.0000% | $8314.76           | $8101.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 I4BF0144 | 2056-10-01      | 3.5000%  | 0.0000% | $8161.31           | $7384.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $32.15             | $32.24             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 ZL310088 | 2038-06-01      | 5.0000%  | 0.0000% | $2422.92           | $2483.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT257238 | 2028-06-01      | 5.0000%  | 0.0000% | $1156.16           | $1166.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CT256714 | 2027-05-01      | 5.5000%  | 0.0000% | $2310.58           | $2334.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 NP256339 | 2036-07-01      | 5.5000%  | 0.0000% | $39.90             | $39.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256126 | 2026-02-01      | 6.5000%  | 0.0000% | $5.63              | $5.86              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255898 | 2035-10-01      | 5.0000%  | 0.0000% | $18.67             | $19.12             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  | 0.0000% | $114.13            | $102.45            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q44686 G | 2046-12-01      | 4.5000%  | 0.0000% | $90.23             | $88.26             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08748 G | 2047-02-01      | 3.5000%  | 0.0000% | $302.89            | $280.72            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $4681.19           | $4744.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $586.81            | $566.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $145.20            | $131.77            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  | 0.0000% | $45.06             | $44.95             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  | 0.0000% | $0.64              | $0.64              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $902.04            | $904.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  | 0.0000% | $23.13             | $23.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  | 0.0000% | $0.30              | $0.30              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  | 0.0000% | $729.77            | $696.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  | 0.0000% | $52.29             | $51.80             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $219.16            | $216.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  | 0.0000% | $309.74            | $299.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  | 0.0000% | $4309.41           | $3843.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2631 | 2031-11-01      | 2.5000%  | 0.0000% | $1658.13           | $1601.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  | 0.0000% | $890.28            | $856.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2907 | 2045-11-01      | 4.0000%  | 0.0000% | $3171.74           | $3019.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $104.31            | $98.73             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE4259 | 2055-07-01      | 5.5000%  | 0.0000% | $421.16            | $429.04            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  | 0.0000% | $169.34            | $173.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE1901 | 2055-07-01      | 6.0000%  | 0.0000% | $169.32            | $175.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE0516 | 2055-06-01      | 6.0000%  | 0.0000% | $168.85            | $174.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD9854 | 2055-07-01      | 5.0000%  | 0.0000% | $301.83            | $299.03            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9331 H     | 2075-02-20      | 6.6980%  | 0.0000% | $443367.48         | $471477.92         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7366 H     | 2075-05-20      | 5.8830%  | 0.0000% | $4721368.06        | $5079923.44        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  | 0.0000% | $8458.08           | $8379.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $51.57             | $49.27             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZA4888 | 2047-03-01      | 5.0000%  | 0.0000% | $5467.98           | $5524.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTRB5330 | 2045-01-01      | 4.0000%  | 0.0000% | $8257.19           | $7950.49           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7581       | 2061-04-15      | 5.4500%  | 0.0000% | $12693.72          | $13182.65          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | 0.0000% | $3238.80           | $3283.93           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1390 H     | 2075-04-20      | 7.4770%  | 0.0000% | $84396.99          | $89137.87          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  | 0.0000% | $6105.26           | $5897.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  | 0.0000% | $2972.33           | $3050.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQG1385 | 2053-04-01      | 5.0000%  | 0.0000% | $6632.31           | $6592.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ1662 | 2054-04-01      | 5.5000%  | 0.0000% | $5987.83           | $6056.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD5164 | 2054-03-01      | 6.0000%  | 0.0000% | $4408.23           | $4526.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD4116 | 2052-12-01      | 4.5000%  | 0.0000% | $2056.05           | $1988.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $5393.42           | $4197.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  | 0.0000% | $1282.03           | $1256.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  | 0.0000% | $186.41            | $175.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  | 0.0000% | $57.72             | $56.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $1255.17           | $1006.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  | 0.0000% | $881.38            | $844.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  | 0.0000% | $536.61            | $532.21            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD5314 | 2053-01-01      | 3.0000%  | 0.0000% | $8599.16           | $7481.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7554 | 2052-06-01      | 4.0000%  | 0.0000% | $5021.84           | $4716.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  | 0.0000% | $208.88            | $199.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | 0.0000% | $1255.21           | $1138.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  | 0.0000% | $8152.27           | $7456.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $1355.17           | $1374.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  | 0.0000% | $7587.82           | $7329.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  | 0.0000% | $1697.38           | $1741.65           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9300 H     | 2075-05-20      | 5.7830%  | 0.0000% | $125437.79         | $132135.33         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $265.68            | $275.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  | 0.0000% | $4241763.56        | $4097586.02        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5622 | 2030-08-01      | 3.0000%  | 0.0000% | $3371.03           | $3309.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6427 | 2051-12-01      | 3.0000%  | 0.0000% | $3954.82           | $3440.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $2970.13           | $3047.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 3PZA3246 | 2047-10-01      | 3.0000%  | 0.0000% | $4718.13           | $4123.48           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CH6570       | 2064-02-15      | 2.5000%  | 0.0000% | $84034.97          | $70543.27          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD1154 | 2055-02-01      | 5.0000%  | 0.0000% | $505.39            | $503.85            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CB5880       | 2062-11-15      | 2.7400%  | 0.0000% | $168270.03         | $143202.02         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $1486.02           | $1348.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  | 0.0000% | $66.47             | $64.62             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  | 0.0000% | $55.09             | $54.67             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18592 G | 2031-03-01      | 3.0000%  | 0.0000% | $262.69            | $257.29            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  | 0.0000% | $12.39             | $12.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  | 0.0000% | $1443.06           | $1378.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  | 0.0000% | $862.22            | $842.86            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $35.60             | $31.90             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $99.70             | $89.36             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  | 0.0000% | $50.75             | $49.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  | 0.0000% | $232.61            | $225.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  | 0.0000% | $37.89             | $34.81             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $283.80            | $280.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $848.48            | $832.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $103.76            | $102.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $159.09            | $156.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $799.70            | $763.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  | 0.0000% | $947.57            | $949.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $692.33            | $679.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  | 0.0000% | $37.93             | $36.26             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS748848 | 2037-06-01      | 6.2700%  | 0.0000% | $2024.71           | $2093.20           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  | 0.0000% | $4.18              | $4.31              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  | 0.0000% | $190.56            | $186.78            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6580 | 2054-10-01      | 5.5000%  | 0.0000% | $7866.89           | $7993.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD7102 | 2054-11-01      | 5.0000%  | 0.0000% | $4592.84           | $4561.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6029 | 2054-08-01      | 6.0000%  | 0.0000% | $7725.38           | $7967.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  | 0.0000% | $3335.86           | $2665.57           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q05804 G | 2042-01-01      | 4.0000%  | 0.0000% | $6635.22           | $6495.56           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE5543 H     | 2071-10-20      | 5.8610%  | 0.0000% | $344713.81         | $361618.35         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $1090.33           | $1075.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA1173 | 2049-07-01      | 4.0000%  | 0.0000% | $203.94            | $194.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL251568 | 2028-03-01      | 6.5000%  | 0.0000% | $0.20              | $0.21              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252285 | 2028-12-01      | 7.0000%  | 0.0000% | $639.71            | $652.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  | 0.0000% | $145.15            | $153.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL253266 | 2030-05-01      | 8.0000%  | 0.0000% | $0.33              | $0.34              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  | 0.0000% | $198.61            | $182.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  | 0.0000% | $893.16            | $777.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $1892.65           | $1580.37           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 786283 H     | 2072-07-20      | 5.9630%  | 0.0000% | $3121243.99        | $3288969.93        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  | 0.0000% | $6361.35           | $5309.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  | 0.0000% | $7182.60           | $6729.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | 0.0000% | $3625.00           | $3669.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253355 | 2030-07-01      | 7.5000%  | 0.0000% | $13.05             | $13.49             | Agency Mortgage-Backed Securities   |
| FMAC 05.750 FGPC T30077 G | 2037-04-01      | 5.7500%  | 0.0000% | $6388.88           | $6701.49           | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC G01624 G | 2033-11-01      | 6.5000%  | 0.0000% | $846.36            | $882.62            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  | 0.0000% | $5.27              | $5.57              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2459 | 2037-11-01      | 5.5000%  | 0.0000% | $5607.99           | $5842.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2423 | 2038-01-01      | 5.5000%  | 0.0000% | $4594.59           | $4786.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2342 | 2038-08-01      | 5.5000%  | 0.0000% | $4380.56           | $4487.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2133 | 2038-06-01      | 5.5000%  | 0.0000% | $7978.37           | $8273.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS1976 | 2038-01-01      | 5.5000%  | 0.0000% | $6353.68           | $6617.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  | 0.0000% | $4851.30           | $5125.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN5328 | 2036-02-01      | 2.0000%  | 0.0000% | $7345.24           | $6783.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIQN3915 | 2035-10-01      | 1.5000%  | 0.0000% | $7693.54           | $6911.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5159 | 2038-08-01      | 3.5000%  | 0.0000% | $515.27            | $500.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $3695.81           | $3749.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | 0.0000% | $2756.47           | $2830.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $1527.56           | $1549.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  | 0.0000% | $136.38            | $132.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $3857.45           | $3913.41           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ2360 H     | 2075-05-20      | 5.9110%  | 0.0000% | $433967.72         | $462297.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ1942 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1187429.99        | $1256819.18        | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G15227 G | 2029-12-01      | 3.5000%  | 0.0000% | $87.00             | $86.45             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16040 G | 2030-07-01      | 3.5000%  | 0.0000% | $23.05             | $22.87             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G14694 G | 2026-06-01      | 4.5000%  | 0.0000% | $7.22              | $7.24              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14668 G | 2026-12-01      | 4.0000%  | 0.0000% | $0.54              | $0.54              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14678 G | 2026-12-01      | 4.0000%  | 0.0000% | $20.11             | $20.10             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  | 0.0000% | $10.23             | $10.22             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $1205.36           | $1131.21           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07925 G | 2045-02-01      | 4.0000%  | 0.0000% | $3110.04           | $2998.45           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G07117 G | 2036-10-01      | 6.0000%  | 0.0000% | $7596.63           | $7870.61           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  | 0.0000% | $39.04             | $40.71             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT0294 | 2048-03-01      | 5.0000%  | 0.0000% | $4570.76           | $4638.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  | 0.0000% | $2238.70           | $2091.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS9236 | 2028-12-01      | 6.0000%  | 0.0000% | $745.06            | $764.61            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q40244 G | 2046-04-01      | 3.5000%  | 0.0000% | $5589.17           | $5214.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  | 0.0000% | $1919.48           | $1801.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD2599 | 2052-08-01      | 2.0000%  | 0.0000% | $7848.55           | $6288.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1461 | 2052-05-01      | 3.0000%  | 0.0000% | $4249.89           | $3742.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  | 0.0000% | $825.21            | $719.25            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  | 0.0000% | $6530.57           | $5494.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  | 0.0000% | $3557.41           | $3245.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  | 0.0000% | $4757.21           | $4332.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4584 | 2039-04-01      | 4.5000%  | 0.0000% | $124.37            | $124.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  | 0.0000% | $276.97            | $277.92            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $53.78             | $52.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  | 0.0000% | $15.94             | $15.99             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL993203 | 2039-06-01      | 4.5000%  | 0.0000% | $1757.17           | $1750.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  | 0.0000% | $587.35            | $550.80            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 714618 H     | 2059-07-20      | 5.4600%  | 0.0000% | $140.19            | $143.08            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 756718 H     | 2062-04-20      | 4.7000%  | 0.0000% | $2610.49           | $2617.68           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PD 786990 H     | 2073-07-20      | 6.4650%  | 0.0000% | $86451.48          | $88631.75          | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 785943 H     | 2071-12-20      | 5.7590%  | 0.0000% | $160341.57         | $167742.72         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML 893008 H     | 2060-11-20      | 6.1230%  | 0.0000% | $3393.54           | $3479.21           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $38565.27          | $38841.98          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2257       | 2059-12-15      | 4.9500%  | 0.0000% | $381888.65         | $382552.76         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2254       | 2059-11-15      | 4.7300%  | 0.0000% | $433134.92         | $430071.74         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7248       | 2060-05-15      | 5.5300%  | 0.0000% | $532549.30         | $555418.63         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $656287.63         | $696420.13         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  | 0.0000% | $589582.70         | $632312.58         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  | 0.0000% | $68583.15          | $72507.41          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  | 0.0000% | $2505.02           | $2374.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $5225.88           | $4546.64           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7369 H     | 2075-06-20      | 5.9110%  | 0.0000% | $2357820.56        | $2541234.63        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7368 H     | 2075-05-20      | 5.8860%  | 0.0000% | $5531655.34        | $5956003.37        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7363 H     | 2075-04-20      | 5.7790%  | 0.0000% | $5942050.00        | $6344996.25        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $151.62            | $150.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  | 0.0000% | $82.58             | $81.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $3274.60           | $2909.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | 0.0000% | $1194.16           | $1179.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3279 | 2038-02-01      | 3.0000%  | 0.0000% | $310.12            | $293.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $2492.47           | $2300.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $676.02            | $623.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  | 0.0000% | $654.54            | $582.79            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $1770.47           | $1691.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $655.84            | $670.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $1279.60           | $1162.64           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $4461.96           | $3727.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4759 | 2037-04-01      | 2.5000%  | 0.0000% | $3077.35           | $2896.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $2299.28           | $2000.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $6356.04           | $5810.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  | 0.0000% | $2655.77           | $2501.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $1360.13           | $1280.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4435 | 2053-02-01      | 2.5000%  | 0.0000% | $3648.96           | $3042.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $3108.55           | $2706.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  | 0.0000% | $271.30            | $247.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAD5093 | 2025-10-01      | 3.5000%  | 0.0000% | $1.16              | $1.16              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAD0389 | 2035-01-01      | 6.5800%  | 0.0000% | $1346.12           | $1383.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $990.83            | $1047.71           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI7884 | 2054-06-01      | 5.5000%  | 0.0000% | $4729.10           | $4779.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI3936 | 2054-04-01      | 6.0000%  | 0.0000% | $3932.05           | $4039.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $5414.09           | $4918.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  | 0.0000% | $5774.23           | $5312.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  | 0.0000% | $715.81            | $628.90            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $190.72            | $187.30            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60855 G | 2045-12-01      | 4.5000%  | 0.0000% | $51.78             | $51.31             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $620.48            | $614.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $78.99             | $78.44             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  | 0.0000% | $20.79             | $20.55             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  | 0.0000% | $19.53             | $19.36             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS0190 | 2028-08-01      | 2.5000%  | 0.0000% | $546.06            | $535.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  | 0.0000% | $28.07             | $25.63             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $18.85             | $18.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAR7439 | 2043-08-01      | 3.5000%  | 0.0000% | $4397.60           | $4145.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAR1198 | 2043-01-01      | 3.0000%  | 0.0000% | $2396.62           | $2180.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAQ9670 | 2043-01-01      | 3.0000%  | 0.0000% | $2302.79           | $2095.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4573 | 2042-12-01      | 4.0000%  | 0.0000% | $978.03            | $950.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4080 | 2043-06-01      | 4.0000%  | 0.0000% | $2141.82           | $2088.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $1680.86           | $1660.69           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $354.21            | $331.54            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $234.85            | $224.92            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $533.37            | $500.11            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $150.97            | $141.58            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  | 0.0000% | $1987.37           | $1929.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD5419 | 2054-05-01      | 6.5000%  | 0.0000% | $2560.73           | $2676.47           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC A53990 G | 2036-11-01      | 7.0000%  | 0.0000% | $4354.14           | $4604.44           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 847040 G        | 2029-02-01      | 6.5010%  | 0.0000% | $3.36              | $3.37              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  | 0.0000% | $595.86            | $602.35            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  | 0.0000% | $448.87            | $452.26            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  | 0.0000% | $2.39              | $2.53              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253183 | 2030-04-01      | 7.5000%  | 0.0000% | $10.20             | $10.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253182 | 2030-04-01      | 7.0000%  | 0.0000% | $0.33              | $0.35              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7420 | 2043-11-01      | 4.5000%  | 0.0000% | $4349.57           | $4300.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7365 | 2043-11-01      | 3.5000%  | 0.0000% | $2062.74           | $1931.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7364 | 2043-11-01      | 3.5000%  | 0.0000% | $1303.70           | $1220.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL3955 | 2042-10-01      | 3.5000%  | 0.0000% | $104.30            | $99.06             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL2777 | 2042-03-01      | 3.5000%  | 0.0000% | $4092.90           | $3864.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4RZL0989 | 2034-11-01      | 6.0000%  | 0.0000% | $7294.95           | $7489.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  | 0.0000% | $8066.28           | $7871.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  | 0.0000% | $4554.61           | $4361.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZK6369 | 2029-01-01      | 3.5000%  | 0.0000% | $5339.65           | $5283.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN8712 | 2036-12-01      | 2.0000%  | 0.0000% | $8382.62           | $7745.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN7743 | 2036-09-01      | 2.0000%  | 0.0000% | $4936.78           | $4546.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  | 0.0000% | $6300.58           | $6020.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  | 0.0000% | $256.64            | $240.39            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4591 | 2044-11-01      | 3.5000%  | 0.0000% | $331.47            | $310.62            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $201.11            | $188.88            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  | 0.0000% | $6691.95           | $6560.41           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5117 | 2029-09-01      | 4.0000%  | 0.0000% | $4271186.44        | $4264600.75        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  | 0.0000% | $68.83             | $66.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $48.01             | $47.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV9316 | 2044-03-01      | 4.5000%  | 0.0000% | $8.65              | $8.54              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV4892 | 2043-12-01      | 4.5000%  | 0.0000% | $24.96             | $24.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  | 0.0000% | $2942.10           | $2854.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ8203 | 2042-01-01      | 4.5000%  | 0.0000% | $16.65             | $16.69             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ4535 | 2026-11-01      | 3.0000%  | 0.0000% | $3447.04           | $3422.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  | 0.0000% | $6.79              | $6.64              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  | 0.0000% | $892.82            | $895.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAI5236 | 2041-06-01      | 5.0000%  | 0.0000% | $996.50            | $1019.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  | 0.0000% | $436.49            | $437.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  | 0.0000% | $7.41              | $7.40              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH7007 | 2041-03-01      | 4.0000%  | 0.0000% | $1210.54           | $1183.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQJ8358 | 2054-11-01      | 4.5000%  | 0.0000% | $5485.85           | $5299.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0688 | 2032-09-01      | 7.0000%  | 0.0000% | $2648.33           | $2797.87           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0641 | 2032-05-01      | 7.0000%  | 0.0000% | $4069.93           | $4299.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0614 | 2032-03-01      | 7.0000%  | 0.0000% | $5911.30           | $6245.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS0898 | 2035-08-01      | 5.5000%  | 0.0000% | $7680.93           | $7999.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8258 | 2038-10-01      | 4.0000%  | 0.0000% | $3599.01           | $3545.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  | 0.0000% | $476.18            | $453.37            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI0715 | 2033-09-01      | 7.0000%  | 0.0000% | $5321.17           | $5621.61           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17648 G | 2043-04-01      | 3.5000%  | 0.0000% | $4565.13           | $4304.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAT0347 | 2043-05-01      | 3.5000%  | 0.0000% | $4013.57           | $3786.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CWMA1451 | 2028-05-01      | 3.0000%  | 0.0000% | $28.48             | $28.12             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $8314.35           | $6988.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  | 0.0000% | $219.92            | $213.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $37.18             | $36.39             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | 0.0000% | $927.23            | $952.17            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQB0974 | 2050-07-01      | 2.5000%  | 0.0000% | $7088.62           | $5981.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $1685.31           | $1545.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQE7805 | 2052-08-01      | 5.5000%  | 0.0000% | $6121.86           | $6206.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1158 | 2050-07-01      | 3.0000%  | 0.0000% | $4560.54           | $4082.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2789 | 2039-06-01      | 4.5000%  | 0.0000% | $6193.28           | $6215.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZS2779 | 2031-08-01      | 8.5000%  | 0.0000% | $7637.85           | $8116.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  | 0.0000% | $87.09             | $89.20             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.490 CA824405 | 2035-08-01      | 4.4900%  | 0.0000% | $4218.23           | $4199.80           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  | 0.0000% | $42.59             | $42.87             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL836865 | 2035-11-01      | 5.0000%  | 0.0000% | $480.02            | $491.85            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256107 | 2026-01-01      | 6.5000%  | 0.0000% | $118.04            | $122.86            | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8327 H     | 2075-05-20      | 6.5600%  | 0.0000% | $81949.87          | $84496.83          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  | 0.0000% | $993.19            | $947.30            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2864 | 2052-03-01      | 3.0000%  | 0.0000% | $1249.77           | $1088.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $6954.75           | $6754.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  | 0.0000% | $5975.70           | $5527.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $840.59            | $732.07            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | 0.0000% | $7852.59           | $7172.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  | 0.0000% | $1173.54           | $1116.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $1387.57           | $1328.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $1652.91           | $1578.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  | 0.0000% | $123.96            | $127.66            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $3058.57           | $2875.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  | 0.0000% | $31.76             | $29.18             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $6452.64           | $5920.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  | 0.0000% | $1632.67           | $1635.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $4580.37           | $4514.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $169.81            | $166.23            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM8774 | 2048-10-01      | 5.0000%  | 0.0000% | $4483.16           | $4539.87           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM6867 | 2048-06-01      | 5.0000%  | 0.0000% | $6047.19           | $6050.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM6683 | 2048-05-01      | 4.0000%  | 0.0000% | $8276.88           | $7904.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4518 | 2047-10-01      | 3.5000%  | 0.0000% | $4520.38           | $4196.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM5380 | 2048-01-01      | 3.5000%  | 0.0000% | $6451.39           | $6000.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3771 | 2047-07-01      | 3.5000%  | 0.0000% | $7476.26           | $6931.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $386.56            | $358.49            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZM3064 | 2047-04-01      | 4.5000%  | 0.0000% | $7185.83           | $7093.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  | 0.0000% | $65.92             | $67.91             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0880 | 2037-05-01      | 3.0000%  | 0.0000% | $4452.22           | $4326.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  | 0.0000% | $551.78            | $560.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 ZLZT2229 | 2048-05-01      | 4.0000%  | 0.0000% | $2620.44           | $2502.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $1111.81           | $1059.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  | 0.0000% | $3339.59           | $3371.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  | 0.0000% | $167.90            | $164.71            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  | 0.0000% | $704.20            | $691.98            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $15.29             | $15.42             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZT1586 | 2048-01-01      | 3.5000%  | 0.0000% | $3641.05           | $3381.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZT1550 | 2032-07-01      | 2.5000%  | 0.0000% | $6022.31           | $5821.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 3VZT1115 | 2043-06-01      | 4.0000%  | 0.0000% | $7402.88           | $7073.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3XZT0999 | 2028-02-01      | 2.5000%  | 0.0000% | $5762.10           | $5662.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  | 0.0000% | $597.26            | $590.29            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  | 0.0000% | $4055.91           | $4225.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  | 0.0000% | $4434.96           | $4174.92           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $6288.27           | $5850.53           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.700 WAWA3234 | 2037-09-01      | 3.7000%  | 0.0000% | $724029.24         | $661021.89         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  | 0.0000% | $376738.29         | $334401.53         | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q47623 G | 2047-04-01      | 4.0000%  | 0.0000% | $4498.32           | $4302.47           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q46801 G | 2047-03-01      | 4.0000%  | 0.0000% | $6358.26           | $6084.78           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848565 G        | 2037-12-01      | 7.2110%  | 0.0000% | $10.18             | $10.45             | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FGPC C40856 G | 2030-05-01      | 8.0000%  | 0.0000% | $7340.34           | $7461.08           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $484.27            | $486.22            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A97040 G | 2041-02-01      | 4.0000%  | 0.0000% | $664.77            | $650.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $652.10            | $644.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $2577.53           | $2367.26           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ3296 | 2054-08-01      | 6.0000%  | 0.0000% | $474.92            | $487.39            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZS1370 | 2037-03-01      | 6.0000%  | 0.0000% | $149.50            | $158.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  | 0.0000% | $600.96            | $573.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  | 0.0000% | $4318.85           | $4159.52           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH9518 H     | 2071-10-20      | 6.0340%  | 0.0000% | $723756.44         | $759427.58         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $158.31            | $160.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  | 0.0000% | $636.51            | $607.28            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7871 | 2044-03-01      | 4.5000%  | 0.0000% | $5288.43           | $5224.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | 0.0000% | $4835.60           | $4232.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4295 | 2055-02-01      | 5.0000%  | 0.0000% | $337.74            | $334.89            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8980       | 2064-01-15      | 4.1400%  | 0.0000% | $1723.28           | $1626.93           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN1590 | 2030-06-01      | 4.0000%  | 0.0000% | $6621864.41        | $6586875.21        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5825 H     | 2075-06-20      | 6.6660%  | 0.0000% | $420489.26         | $445332.33         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF9973       | 2059-11-15      | 4.9800%  | 0.0000% | $23862.96          | $23987.46          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  | 0.0000% | $4157.77           | $4122.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA9685 | 2050-05-01      | 3.0000%  | 0.0000% | $8345.62           | $7440.97           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AV2187 C     | 2046-09-20      | 3.0000%  | 0.0000% | $1467247.79        | $1315288.36        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $2419.15           | $2221.14           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK7211 H     | 2072-01-20      | 5.6980%  | 0.0000% | $127357.49         | $132853.06         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL6584 | 2030-04-01      | 3.0000%  | 0.0000% | $3698.44           | $3635.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  | 0.0000% | $4331.29           | $3772.83           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $648.78            | $621.96            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45819 G | 2047-01-01      | 3.0000%  | 0.0000% | $6093.65           | $5478.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4672 | 2046-08-01      | 3.5000%  | 0.0000% | $4430.57           | $4146.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  | 0.0000% | $8098.41           | $7624.43           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $16.17             | $16.02             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4485 | 2030-02-01      | 2.5000%  | 0.0000% | $57.53             | $55.97             | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9363 H     | 2071-10-20      | 5.7760%  | 0.0000% | $759283.57         | $792429.76         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q36302 G | 2045-09-01      | 3.5000%  | 0.0000% | $3294.14           | $3074.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3774 | 2026-12-01      | 3.0000%  | 0.0000% | $6038.13           | $5990.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | 0.0000% | $1530.49           | $1280.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $3688.79           | $3348.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  | 0.0000% | $1341.30           | $1235.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $3297.88           | $3147.99           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $308.35            | $294.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1168.19           | $1160.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ3142 | 2054-08-01      | 5.0000%  | 0.0000% | $6735.31           | $6676.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6123 | 2053-11-01      | 5.5000%  | 0.0000% | $4773.89           | $4826.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $5734.76           | $5940.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $274.24            | $277.64            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8588 H     | 2075-05-20      | 6.8540%  | 0.0000% | $131363.28         | $137502.44         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8563 H     | 2075-06-20      | 5.8730%  | 0.0000% | $2637914.25        | $2839125.27        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $2588.58           | $2363.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $2241.11           | $2175.47           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $3249.34           | $3104.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  | 0.0000% | $164.67            | $163.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5534 | 2039-11-01      | 4.5000%  | 0.0000% | $1043.35           | $1044.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  | 0.0000% | $1003.26           | $939.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $79.27             | $73.93             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS0008 | 2036-12-01      | 2.0000%  | 0.0000% | $4031.69           | $3712.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN4542 | 2049-02-01      | 4.5000%  | 0.0000% | $1649.93           | $1605.02           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML CV3930 H     | 2073-05-20      | 6.5990%  | 0.0000% | $92364.44          | $94924.04          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI9903       | 2040-07-15      | 6.1100%  | 0.0000% | $180345.82         | $192693.59         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  | 0.0000% | $677966.10         | $721463.95         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  | 0.0000% | $12666.49          | $13391.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6605 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1080557.80        | $1097398.05        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $3509.09           | $3600.62           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6845       | 2060-08-15      | 5.8500%  | 0.0000% | $488135.59         | $517829.86         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  | 0.0000% | $371404.28         | $394087.84         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DK4989 H     | 2075-06-20      | 4.3770%  | 0.0000% | $194958.60         | $193674.19         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  | 0.0000% | $4521.92           | $4570.12           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  | 0.0000% | $178778.17         | $191541.84         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ1394       | 2064-03-15      | 3.0800%  | 0.0000% | $252639.70         | $250267.05         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  | 0.0000% | $1856725.59        | $1877964.68        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  | 0.0000% | $29613.42          | $31307.86          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  | 0.0000% | $8.68              | $8.69              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $416.89            | $398.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $7258.14           | $6078.29           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08833 G | 2048-07-01      | 5.0000%  | 0.0000% | $6773.72           | $6852.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9068 | 2034-01-01      | 3.5000%  | 0.0000% | $7779.20           | $7651.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM5444 | 2050-12-01      | 2.0000%  | 0.0000% | $3771.67           | $3014.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $4081.16           | $4133.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  | 0.0000% | $5138.98           | $4692.98           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6895 | 2045-12-01      | 6.4830%  | 0.0000% | $8035.83           | $8331.39           | Agency Mortgage-Backed Securities   |
| GNMA GNHF PF 786210 H     | 2072-05-20      | 4.5920%  | 0.0000% | $472589.65         | $456891.43         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | 0.0000% | $946.98            | $885.71            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI5692 | 2054-05-01      | 5.5000%  | 0.0000% | $4214.74           | $4282.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFS3310 | 2037-11-01      | 4.5000%  | 0.0000% | $4071.35           | $4079.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $315.73            | $304.08            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4992 H     | 2075-06-20      | 6.5280%  | 0.0000% | $118960.61         | $125350.03         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ3284 | 2055-02-01      | 5.5000%  | 0.0000% | $2097694.35        | $2123292.05        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $551.91            | $480.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  | 0.0000% | $1228.80           | $1069.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  | 0.0000% | $4024.11           | $3501.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $990.50            | $862.86            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $2846.94           | $2401.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS0121 | 2052-01-01      | 2.0000%  | 0.0000% | $9891.21           | $7955.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1896 | 2031-11-01      | 2.5000%  | 0.0000% | $146.98            | $142.11            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  | 0.0000% | $30.51             | $29.48             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61260 G | 2046-04-01      | 4.5000%  | 0.0000% | $791.18            | $786.57            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61033 G | 2041-05-01      | 5.0000%  | 0.0000% | $857.34            | $877.89            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  | 0.0000% | $844.89            | $758.75            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  | 0.0000% | $4565.91           | $4274.66           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  | 0.0000% | $2388.85           | $2236.97           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  | 0.0000% | $105.65            | $104.52            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60174 G | 2043-10-01      | 4.0000%  | 0.0000% | $4343.76           | $4248.76           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  | 0.0000% | $2019.25           | $1740.83           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60901 G | 2044-07-01      | 4.0000%  | 0.0000% | $3535.06           | $3450.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  | 0.0000% | $3917.72           | $3458.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  | 0.0000% | $2833.77           | $2598.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3762 | 2038-05-01      | 5.5000%  | 0.0000% | $5055.21           | $5266.88           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1783       | 2064-05-15      | 4.0000%  | 0.0000% | $33897.46          | $31378.51          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | 0.0000% | $4.59              | $4.59              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $159.87            | $152.75            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  | 0.0000% | $3262.67           | $2961.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  | 0.0000% | $5638.97           | $5847.69           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6793 | 2046-08-01      | 6.6020%  | 0.0000% | $7950.18           | $8271.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  | 0.0000% | $321.79            | $306.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  | 0.0000% | $5956.46           | $6292.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $4472.46           | $4099.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  | 0.0000% | $617.89            | $606.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $3561.90           | $3265.92           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ3408       | 2064-05-15      | 2.6000%  | 0.0000% | $83770.39          | $71012.76          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $946.23            | $830.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  | 0.0000% | $162.31            | $156.66            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $1194.42           | $1114.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $166.16            | $153.06            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1198 | 2045-03-01      | 3.5000%  | 0.0000% | $6245.12           | $5879.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5876 | 2042-01-01      | 4.5000%  | 0.0000% | $183.75            | $184.34            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $1386.36           | $1455.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $4004.40           | $3587.55           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9302 H     | 2075-06-20      | 5.9940%  | 0.0000% | $201622.70         | $215519.84         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3986 | 2041-06-01      | 5.5000%  | 0.0000% | $1730.67           | $1789.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3835 | 2039-04-01      | 5.5000%  | 0.0000% | $4274.46           | $4439.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS3426 | 2042-01-01      | 4.0000%  | 0.0000% | $5061.37           | $4945.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS3243 | 2041-05-01      | 4.5000%  | 0.0000% | $5877.26           | $5893.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  | 0.0000% | $4080.07           | $4236.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  | 0.0000% | $5608.59           | $5829.89           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q16403 G | 2043-03-01      | 3.0000%  | 0.0000% | $7473.04           | $6860.20           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q14875 G | 2043-01-01      | 3.0000%  | 0.0000% | $8031.16           | $7386.29           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q14038 G | 2042-12-01      | 3.5000%  | 0.0000% | $7588.21           | $7150.54           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  | 0.0000% | $5584.03           | $5140.23           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q12162 G | 2042-08-01      | 3.5000%  | 0.0000% | $4318.94           | $4087.27           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  | 0.0000% | $1525.38           | $1450.67           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  | 0.0000% | $5398.94           | $5089.29           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90903 G | 2043-02-01      | 3.5000%  | 0.0000% | $6433.21           | $6064.22           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90608 G | 2042-12-01      | 3.5000%  | 0.0000% | $3102.69           | $2922.77           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC U90791 G | 2043-01-01      | 4.0000%  | 0.0000% | $7350.36           | $7216.81           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90778 G | 2043-01-01      | 3.5000%  | 0.0000% | $4240.29           | $3994.39           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q08239 G | 2042-05-01      | 3.5000%  | 0.0000% | $1226.94           | $1159.86           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q07479 G | 2042-04-01      | 3.5000%  | 0.0000% | $1808.37           | $1714.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7309 | 2049-11-01      | 3.5000%  | 0.0000% | $77774.78          | $70097.03          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI1377 | 2034-01-01      | 5.5000%  | 0.0000% | $4529.50           | $4611.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.860 6GZM8961 | 2037-01-01      | 5.8600%  | 0.0000% | $6694.31           | $6874.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2741 | 2029-10-01      | 3.5000%  | 0.0000% | $1344.80           | $1324.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $417.23            | $367.36            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  | 0.0000% | $1295.00           | $1140.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $160.13            | $154.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $2901.77           | $2949.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $151.40            | $115.09            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $244.94            | $242.28            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $3902.10           | $3397.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $13.67             | $13.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  | 0.0000% | $34.19             | $34.01             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  | 0.0000% | $5636.30           | $5332.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CRAB5615 | 2042-07-01      | 3.5000%  | 0.0000% | $717.26            | $675.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  | 0.0000% | $789.68            | $771.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  | 0.0000% | $3637.62           | $3626.97           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45560 G | 2047-01-01      | 3.0000%  | 0.0000% | $5495.94           | $4930.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $1444.30           | $1271.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  | 0.0000% | $985.10            | $910.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $3912.88           | $3715.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  | 0.0000% | $3156.29           | $3062.64           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q19134 G | 2043-06-01      | 4.0000%  | 0.0000% | $1754.57           | $1709.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $342.48            | $313.53            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $3422.25           | $3208.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $623.08            | $542.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAB1251 | 2040-07-01      | 5.0000%  | 0.0000% | $138.11            | $141.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB0035 | 2039-04-01      | 4.5000%  | 0.0000% | $24.91             | $24.99             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  | 0.0000% | $8.20              | $8.23              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7583 | 2039-06-01      | 4.5000%  | 0.0000% | $2630.57           | $2618.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAA7332 | 2033-08-01      | 5.0000%  | 0.0000% | $1887.67           | $1899.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4630 | 2039-05-01      | 4.5000%  | 0.0000% | $3309.57           | $3321.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  | 0.0000% | $1392.72           | $1445.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL987022 | 2038-08-01      | 5.5000%  | 0.0000% | $46.21             | $47.80             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986760 | 2038-07-01      | 5.5000%  | 0.0000% | $3446.01           | $3573.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986209 | 2038-07-01      | 5.5000%  | 0.0000% | $315.55            | $326.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL985531 | 2038-06-01      | 5.5000%  | 0.0000% | $364.18            | $375.79            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL985626 | 2033-04-01      | 6.0000%  | 0.0000% | $809.31            | $836.96            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN3135       | 2064-10-15      | 3.6800%  | 0.0000% | $195529.74         | $174048.88         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF BE4833 H     | 2067-11-20      | 4.4750%  | 0.0000% | $79327.77          | $79159.40          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  | 0.0000% | $5164.39           | $4502.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCA3986 | 2049-08-01      | 5.0000%  | 0.0000% | $114.21            | $114.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $4883.20           | $4480.47           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $2842.88           | $2707.57           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18434 G | 2027-05-01      | 3.0000%  | 0.0000% | $82.68             | $81.98             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08759 G | 2047-04-01      | 4.5000%  | 0.0000% | $5071.79           | $5017.14           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $354.46            | $317.96            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1372 H     | 2075-03-20      | 6.6030%  | 0.0000% | $73024.83          | $77392.38          | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DJ1366 H     | 2075-03-20      | 4.1950%  | 0.0000% | $104919.57         | $103285.19         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1301 H     | 2075-05-20      | 5.8950%  | 0.0000% | $5210337.36        | $5609436.47        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1300 H     | 2075-04-20      | 5.9460%  | 0.0000% | $1960440.90        | $2112256.36        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ0276 H     | 2075-04-20      | 5.8900%  | 0.0000% | $3971442.59        | $4267556.88        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0286 H     | 2075-04-20      | 7.2190%  | 0.0000% | $258503.18         | $270313.61         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9337 H     | 2075-03-20      | 6.6920%  | 0.0000% | $419972.02         | $444566.80         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9862 H     | 2075-02-20      | 6.6290%  | 0.0000% | $442943.13         | $468742.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH7979 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1075081.16        | $1127399.38        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH4163 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1078539.55        | $1118016.97        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  | 0.0000% | $131943.03         | $138651.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  | 0.0000% | $87921.15          | $92391.38          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5092 | 2038-07-01      | 4.5000%  | 0.0000% | $3171.29           | $3177.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | 0.0000% | $109.56            | $112.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  | 0.0000% | $663.69            | $665.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  | 0.0000% | $7932.76           | $7897.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $327.83            | $317.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $145.00            | $136.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $3657.94           | $3322.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $1566.08           | $1585.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $281.38            | $264.12            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CTZS9100 | 2028-11-01      | 5.5000%  | 0.0000% | $607.52            | $613.71            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  | 0.0000% | $4692.62           | $4815.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8838 | 2027-09-01      | 6.0000%  | 0.0000% | $4842.79           | $4969.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8796 | 2026-02-01      | 6.0000%  | 0.0000% | $569.52            | $584.47            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  | 0.0000% | $7057.56           | $6905.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8610 | 2031-05-01      | 2.5000%  | 0.0000% | $41.13             | $39.75             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8532 | 2029-07-01      | 3.0000%  | 0.0000% | $6424.11           | $6322.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7436 | 2031-05-01      | 3.5000%  | 0.0000% | $5902.52           | $5853.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7974 | 2032-09-01      | 3.5000%  | 0.0000% | $5976.76           | $5907.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS6818 | 2027-04-01      | 3.0000%  | 0.0000% | $3789.53           | $3754.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS6771 | 2026-12-01      | 3.5000%  | 0.0000% | $2691.50           | $2686.71           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $268.31            | $246.79            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  | 0.0000% | $4082.23           | $3638.36           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25818 G | 2044-04-01      | 4.5000%  | 0.0000% | $5484.06           | $5447.56           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $222.04            | $220.75            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q23779 G | 2043-12-01      | 4.5000%  | 0.0000% | $4818.10           | $4729.44           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83815 G | 2047-12-01      | 3.5000%  | 0.0000% | $7218.62           | $6641.08           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V83156 G | 2047-04-01      | 4.5000%  | 0.0000% | $18.54             | $18.34             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V82147 G | 2045-12-01      | 4.5000%  | 0.0000% | $1368.43           | $1353.68           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60909 G | 2030-08-01      | 3.0000%  | 0.0000% | $1145.06           | $1122.34           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60905 G | 2030-07-01      | 2.5000%  | 0.0000% | $284.92            | $276.84            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60903 G | 2030-09-01      | 2.5000%  | 0.0000% | $4176.90           | $4055.17           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  | 0.0000% | $22.54             | $22.44             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17774 G | 2027-01-01      | 3.0000%  | 0.0000% | $70.15             | $69.67             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17508 G | 2026-12-01      | 3.0000%  | 0.0000% | $4779.71           | $4746.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9205 | 2036-04-01      | 3.5000%  | 0.0000% | $1615.03           | $1574.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 GL931104 | 2039-05-01      | 5.0000%  | 0.0000% | $140.71            | $143.69            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 721379 H     | 2059-06-20      | 5.5000%  | 0.0000% | $0.16              | $0.16              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $2393.48           | $2396.28           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  | 0.0000% | $7791.84           | $7807.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  | 0.0000% | $35.79             | $35.44             | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 725891 H     | 2064-02-20      | 5.2000%  | 0.0000% | $0.19              | $0.19              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  | 0.0000% | $5.86              | $5.86              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  | 0.0000% | $3818.14           | $3678.90           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91175 G | 2028-05-01      | 5.0000%  | 0.0000% | $1914.80           | $1933.51           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91167 G | 2028-04-01      | 5.0000%  | 0.0000% | $2643.42           | $2668.39           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91164 G | 2028-03-01      | 5.0000%  | 0.0000% | $1665.81           | $1681.55           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C90945 G | 2026-01-01      | 5.0000%  | 0.0000% | $32.48             | $32.55             | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC H00987 G | 2037-06-01      | 5.5000%  | 0.0000% | $54.46             | $55.10             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  | 0.0000% | $687.10            | $680.21            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18689 G | 2033-05-01      | 3.5000%  | 0.0000% | $5486.08           | $5433.15           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $315.81            | $312.73            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  | 0.0000% | $70.94             | $70.34             | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18669 G | 2032-12-01      | 2.5000%  | 0.0000% | $585.49            | $564.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5548 | 2030-08-01      | 2.5000%  | 0.0000% | $2419.40           | $2348.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  | 0.0000% | $1477.82           | $1411.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM2414 | 2035-02-01      | 3.5000%  | 0.0000% | $870.39            | $850.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $3.81              | $3.80              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CIZS6250 | 2026-05-01      | 4.5000%  | 0.0000% | $4581.82           | $4589.73           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  | 0.0000% | $5.12              | $5.11              | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80371 G | 2039-01-01      | 7.0000%  | 0.0000% | $2685.32           | $2728.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  | 0.0000% | $15.99             | $16.04             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  | 0.0000% | $89.37             | $85.40             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8963 | 2045-01-01      | 3.5000%  | 0.0000% | $5644.46           | $5251.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5146 | 2055-04-01      | 5.0000%  | 0.0000% | $168.79            | $168.41            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  | 0.0000% | $2982.88           | $3026.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $486.82            | $499.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | 0.0000% | $860.10            | $882.53            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  | 0.0000% | $8019.89           | $8029.59           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $3419.00           | $3319.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  | 0.0000% | $4989.49           | $5123.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQD7918 | 2052-03-01      | 3.0000%  | 0.0000% | $5410.72           | $4715.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD6813 | 2052-02-01      | 2.5000%  | 0.0000% | $5339.56           | $4504.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD6646 | 2052-02-01      | 2.0000%  | 0.0000% | $8543.95           | $6849.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQC4225 | 2051-07-01      | 2.5000%  | 0.0000% | $3512.37           | $2948.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CLQC3130 | 2051-06-01      | 1.5000%  | 0.0000% | $3670.34           | $2780.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQC2074 | 2051-04-01      | 4.0000%  | 0.0000% | $8704.40           | $8182.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $2037.95           | $1777.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB9401 | 2051-03-01      | 2.0000%  | 0.0000% | $10272.19          | $8296.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  | 0.0000% | $9837.35           | $7844.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $540.76            | $503.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  | 0.0000% | $472.51            | $444.99            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  | 0.0000% | $8728.35           | $8128.88           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61374 G | 2048-04-01      | 4.5000%  | 0.0000% | $4834.48           | $4780.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $131.85            | $124.74            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $916.26            | $868.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $6573.51           | $5777.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI4002 | 2035-12-01      | 5.5000%  | 0.0000% | $1997.35           | $2057.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  | 0.0000% | $26.50             | $25.37             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  | 0.0000% | $30.22             | $28.86             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  | 0.0000% | $86384.66          | $90776.77          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $6906.61           | $7240.77           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  | 0.0000% | $6946.29           | $7292.65           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1232068.24        | $1284667.15        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $2274.08           | $1899.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1357 | 2043-02-01      | 3.5000%  | 0.0000% | $142.82            | $134.51            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1380 | 2044-11-01      | 3.5000%  | 0.0000% | $70.39             | $65.95             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZA1333 | 2042-06-01      | 3.0000%  | 0.0000% | $8577.62           | $7903.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZA0924 | 2033-11-01      | 5.5000%  | 0.0000% | $5217.50           | $5368.80           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC T65539 G | 2049-04-01      | 3.5000%  | 0.0000% | $7818.10           | $7026.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZN4468 | 2048-12-01      | 3.5000%  | 0.0000% | $21.25             | $19.63             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB4089 | 2026-12-01      | 3.0000%  | 0.0000% | $2839.16           | $2817.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  | 0.0000% | $194.62            | $190.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $128.33            | $128.69            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  | 0.0000% | $3803.19           | $3778.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $167.93            | $152.37            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6068 | 2044-03-01      | 7.0650%  | 0.0000% | $7761.88           | $8067.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  | 0.0000% | $3710.85           | $3706.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $112.98            | $103.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  | 0.0000% | $87.63             | $88.59             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  | 0.0000% | $781.57            | $763.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $3245.18           | $3156.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  | 0.0000% | $3962.71           | $3902.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  | 0.0000% | $7620.15           | $7983.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $1513.06           | $1372.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  | 0.0000% | $1122.81           | $1152.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  | 0.0000% | $300.85            | $311.89            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60770 G | 2030-03-01      | 2.5000%  | 0.0000% | $3028.92           | $2947.91           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q22264 G | 2043-10-01      | 3.5000%  | 0.0000% | $2296.91           | $2145.13           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q21579 G | 2043-09-01      | 4.0000%  | 0.0000% | $6135.62           | $5930.57           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  | 0.0000% | $5919.01           | $5664.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL0476 | 2040-11-01      | 5.0000%  | 0.0000% | $2006.39           | $2051.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $315.71            | $316.00            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL0120 | 2036-06-01      | 6.8650%  | 0.0000% | $7919.99           | $8166.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAK7791 | 2042-03-01      | 4.5000%  | 0.0000% | $3405.01           | $3338.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  | 0.0000% | $1.86              | $1.84              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ8364 | 2042-01-01      | 4.0000%  | 0.0000% | $1929.87           | $1882.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | 0.0000% | $1647.48           | $1591.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $3271.77           | $2756.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  | 0.0000% | $56.30             | $49.49             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $290.23            | $253.40            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI2881 | 2054-03-01      | 6.0000%  | 0.0000% | $3412.90           | $3514.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQI2723 | 2054-03-01      | 6.5000%  | 0.0000% | $6753.33           | $7080.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  | 0.0000% | $210.38            | $197.10            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3KSE4017 | 2028-09-01      | 2.5000%  | 0.0000% | $4407.53           | $4298.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6094 | 2051-04-01      | 2.0000%  | 0.0000% | $37057.31          | $28837.84          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0031 | 2051-09-01      | 2.0000%  | 0.0000% | $4964.01           | $4045.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0026 | 2051-05-01      | 2.0000%  | 0.0000% | $5524.98           | $4476.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5188 | 2034-04-01      | 5.0000%  | 0.0000% | $7202.68           | $7315.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CNRD5184 | 2034-03-01      | 6.0000%  | 0.0000% | $7084.52           | $7364.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5158 | 2033-07-01      | 5.0000%  | 0.0000% | $4927.63           | $5017.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  | 0.0000% | $5265.35           | $5104.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $2980.50           | $2870.56           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29071 G | 2029-08-01      | 2.5000%  | 0.0000% | $8197.18           | $7983.77           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J29016 G | 2029-08-01      | 3.5000%  | 0.0000% | $3113.85           | $3081.47           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  | 0.0000% | $6737.52           | $6567.53           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J20463 G | 2027-09-01      | 2.5000%  | 0.0000% | $3485.92           | $3438.18           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848690 G        | 2037-03-01      | 6.5050%  | 0.0000% | $41.51             | $43.04             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q57433 G | 2048-07-01      | 4.0000%  | 0.0000% | $46.54             | $44.50             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $279.87            | $272.94            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.150 WNWN5229 | 2030-02-01      | 4.1500%  | 0.0000% | $6766688.14        | $6765380.66        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  | 0.0000% | $835.85            | $734.93            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5140 | 2029-10-01      | 4.0000%  | 0.0000% | $6779661.02        | $6757763.46        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $1054.40           | $945.98            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $1377.62           | $1236.32           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  | 0.0000% | $59.02             | $52.98             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  | 0.0000% | $67.57             | $66.84             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08708 G | 2046-05-01      | 4.5000%  | 0.0000% | $38.97             | $38.55             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08728 G | 2046-10-01      | 4.0000%  | 0.0000% | $4364.49           | $4175.42           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  | 0.0000% | $134.68            | $121.34            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  | 0.0000% | $140.63            | $139.11            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08702 G | 2046-04-01      | 3.5000%  | 0.0000% | $57.81             | $53.85             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $60.61             | $59.96             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  | 0.0000% | $207.61            | $198.66            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08655 G | 2045-07-01      | 4.0000%  | 0.0000% | $5604.97           | $5369.18           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q04022 G | 2041-10-01      | 4.0000%  | 0.0000% | $5077.43           | $4964.24           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q03841 G | 2041-10-01      | 4.0000%  | 0.0000% | $2544.49           | $2484.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  | 0.0000% | $93.29             | $97.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL669954 | 2033-01-01      | 6.0000%  | 0.0000% | $115.65            | $118.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GO653829 | 2033-05-01      | 6.5000%  | 0.0000% | $0.13              | $0.13              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL647012 | 2032-06-01      | 7.0000%  | 0.0000% | $7.30              | $7.71              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  | 0.0000% | $71.66             | $70.72             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $3128.57           | $2838.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $717.42            | $699.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  | 0.0000% | $755.30            | $747.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | 0.0000% | $2082.23           | $1953.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | 0.0000% | $369.37            | $313.84            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  | 0.0000% | $1937.19           | $1767.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  | 0.0000% | $3793.45           | $3187.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  | 0.0000% | $119.01            | $103.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  | 0.0000% | $6668.53           | $5851.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $4107.68           | $3457.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  | 0.0000% | $5675.48           | $4753.07           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  | 0.0000% | $3694.54           | $2944.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  | 0.0000% | $9281.86           | $7468.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $5282.49           | $4606.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  | 0.0000% | $7303.89           | $6470.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  | 0.0000% | $739.89            | $699.63            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  | 0.0000% | $1724.80           | $1516.64           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C91923 G | 2037-03-01      | 4.0000%  | 0.0000% | $746.48            | $741.27            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C91291 G | 2030-03-01      | 4.5000%  | 0.0000% | $269.45            | $272.01            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8145       | 2064-06-15      | 2.6400%  | 0.0000% | $504401.47         | $427671.08         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $5668.68           | $5078.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $139.58            | $130.98            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7337 C     | 2055-07-20      | 5.5000%  | 0.0000% | $934369.51         | $947060.85         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  | 0.0000% | $3253.90           | $2831.15           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DM1331 H     | 2075-07-20      | 6.4700%  | 0.0000% | $474989.15         | $488149.31         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL5004 H     | 2075-07-20      | 6.7370%  | 0.0000% | $47902.03          | $49590.10          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4996 H     | 2075-07-20      | 5.7420%  | 0.0000% | $188185.08         | $199526.06         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5005 H     | 2075-07-20      | 6.6620%  | 0.0000% | $464173.39         | $492030.08         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  | 0.0000% | $6.64              | $6.56              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  | 0.0000% | $33.52             | $32.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6431 | 2031-01-01      | 2.5000%  | 0.0000% | $202.41            | $195.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  | 0.0000% | $60.25             | $57.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6142 | 2030-11-01      | 2.5000%  | 0.0000% | $2882.94           | $2796.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6115 | 2030-11-01      | 2.5000%  | 0.0000% | $3358.09           | $3258.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253796 | 2031-05-01      | 7.5000%  | 0.0000% | $3.19              | $3.22              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252670 | 2029-07-01      | 7.0000%  | 0.0000% | $39.61             | $40.84             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252409 | 2029-03-01      | 6.5000%  | 0.0000% | $125.97            | $128.50            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252284 | 2029-01-01      | 6.5000%  | 0.0000% | $83.43             | $85.00             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL250701 | 2026-10-01      | 7.5000%  | 0.0000% | $1.15              | $1.16              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL250576 | 2026-06-01      | 7.0000%  | 0.0000% | $0.17              | $0.18              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS224713 | 2031-02-01      | 5.4970%  | 0.0000% | $7704.22           | $7792.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  | 0.0000% | $240.82            | $241.49            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  | 0.0000% | $654.21            | $654.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  | 0.0000% | $6333.44           | $6237.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $5972.16           | $5888.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $444.21            | $431.34            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $1471.18           | $1382.32           | Agency Mortgage-Backed Securities   |
| FMAC 05.460 FGPC U30869 G | 2038-01-01      | 5.4600%  | 0.0000% | $5322.75           | $5487.85           | Agency Mortgage-Backed Securities   |
| FMAC 05.625 FGPC U30863 G | 2038-02-01      | 5.6250%  | 0.0000% | $4252.63           | $4411.02           | Agency Mortgage-Backed Securities   |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  | 0.0000% | $1509.19           | $1517.15           | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FRPC G80227 G | 2030-11-01      | 8.0000%  | 0.0000% | $1295.39           | $1312.29           | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FRPC G80210 G | 2027-08-01      | 8.0000%  | 0.0000% | $919.49            | $925.29            | Agency Mortgage-Backed Securities   |
| FMAC 08.500 FRPC G80204 G | 2027-10-01      | 8.5000%  | 0.0000% | $0.09              | $0.09              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C80354 G | 2025-10-01      | 6.5000%  | 0.0000% | $0.01              | $0.01              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  | 0.0000% | $5842.44           | $5911.84           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  | 0.0000% | $694.85            | $684.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253872 | 2031-05-01      | 8.5000%  | 0.0000% | $24.60             | $24.88             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 K2253553 | 2030-10-01      | 8.0000%  | 0.0000% | $347.83            | $354.82            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  | 0.0000% | $1.47              | $1.56              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253891 | 2031-07-01      | 7.5000%  | 0.0000% | $63.21             | $65.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254107 | 2031-11-01      | 7.0000%  | 0.0000% | $176.32            | $177.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $55.70             | $55.60             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  | 0.0000% | $2023.58           | $1906.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  | 0.0000% | $3635.18           | $3431.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $2071.96           | $1856.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $7916.45           | $8011.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTRB5071 | 2040-09-01      | 2.0000%  | 0.0000% | $8847.90           | $7694.98           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $2672.25           | $2505.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  | 0.0000% | $831.48            | $822.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $96.44             | $96.77             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL928560 | 2037-07-01      | 5.5000%  | 0.0000% | $26.71             | $27.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $4063.65           | $3965.18           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM AO0392 H     | 2066-01-20      | 5.2700%  | 0.0000% | $27433.99          | $27811.54          | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 767637 H     | 2063-04-20      | 4.0150%  | 0.0000% | $2816.81           | $2786.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  | 0.0000% | $6863.81           | $6760.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $35467716.78       | $36398519.73       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  | 0.0000% | $327.94            | $336.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRJ4076 | 2055-02-01      | 6.0000%  | 0.0000% | $324.59            | $333.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRJ1106 | 2054-03-01      | 4.0000%  | 0.0000% | $7501.55           | $7029.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRJ0326 | 2053-11-01      | 6.5000%  | 0.0000% | $5713.52           | $5979.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSL1830 | 2055-07-01      | 6.5000%  | 0.0000% | $168.88            | $176.53            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSL1267 | 2055-02-01      | 4.5000%  | 0.0000% | $168.87            | $163.34            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  | 0.0000% | $5040.51           | $5096.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1046 | 2054-11-01      | 5.5000%  | 0.0000% | $167.64            | $170.68            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $2342.41           | $2194.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL1052 | 2055-01-01      | 6.0000%  | 0.0000% | $170.46            | $177.10            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  | 0.0000% | $7087.40           | $7273.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY3868 | 2055-05-01      | 6.0000%  | 0.0000% | $70267.03          | $72344.03          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM7745 | 2034-10-01      | 3.5000%  | 0.0000% | $2033.28           | $2008.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD7034 | 2055-04-01      | 5.5000%  | 0.0000% | $337.63            | $344.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6713 | 2055-04-01      | 6.5000%  | 0.0000% | $168.98            | $177.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6390 | 2055-04-01      | 6.0000%  | 0.0000% | $4152.06           | $4261.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  | 0.0000% | $675.45            | $699.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $2503.31           | $2397.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $1969.19           | $1952.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  | 0.0000% | $91.54             | $90.83             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4196 | 2030-01-01      | 3.5000%  | 0.0000% | $7914.08           | $7814.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  | 0.0000% | $16.85             | $16.13             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  | 0.0000% | $81.83             | $78.34             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96834 G | 2041-02-01      | 4.5000%  | 0.0000% | $5.53              | $5.52              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A96312 G | 2041-01-01      | 4.0000%  | 0.0000% | $388.09            | $377.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA5014 | 2047-06-01      | 3.5000%  | 0.0000% | $2365.54           | $2197.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4592 | 2045-10-01      | 4.0000%  | 0.0000% | $5202.96           | $4976.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZA3940 | 2033-01-01      | 2.0000%  | 0.0000% | $4837.73           | $4546.94           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02173 G | 2041-07-01      | 4.5000%  | 0.0000% | $7.80              | $7.83              | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02576 G | 2041-08-01      | 4.5000%  | 0.0000% | $40.34             | $40.33             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q00804 G | 2041-05-01      | 4.5000%  | 0.0000% | $8461.95           | $8496.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4275 | 2053-09-01      | 6.0000%  | 0.0000% | $2324.72           | $2394.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4083 | 2053-11-01      | 6.0000%  | 0.0000% | $7489.23           | $7832.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  | 0.0000% | $158.00            | $137.47            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | 0.0000% | $7331.75           | $6652.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  | 0.0000% | $4703.27           | $4543.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $158.09            | $159.69            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  | 0.0000% | $3874.72           | $3914.13           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $2786.66           | $2610.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8375 | 2053-09-01      | 4.0000%  | 0.0000% | $6602.01           | $6188.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8338 | 2053-06-01      | 4.0000%  | 0.0000% | $1017.86           | $953.75            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $4029.53           | $3657.74           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CN0143 H     | 2072-05-20      | 6.1540%  | 0.0000% | $2240618.06        | $2367860.52        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1637 | 2049-05-01      | 4.5000%  | 0.0000% | $1442.89           | $1418.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  | 0.0000% | $74.25             | $73.27             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  | 0.0000% | $1104.60           | $1054.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  | 0.0000% | $27.15             | $24.91             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  | 0.0000% | $2940.29           | $2867.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $537.12            | $472.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $2059.65           | $1933.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $1894.04           | $1667.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | 0.0000% | $878.28            | $851.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1171.07           | $1031.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $182.59            | $178.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  | 0.0000% | $234.20            | $213.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $3563.37           | $3268.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $3313.82           | $3120.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  | 0.0000% | $1805.17           | $1665.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  | 0.0000% | $1242.06           | $1221.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM3403 | 2030-02-01      | 2.5000%  | 0.0000% | $157.47            | $154.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $648.14            | $641.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  | 0.0000% | $17.67             | $17.51             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM3113 | 2034-04-01      | 4.5000%  | 0.0000% | $1941.13           | $1952.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7889 | 2046-09-01      | 3.0000%  | 0.0000% | $4445.91           | $4013.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  | 0.0000% | $45.51             | $40.80             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7370 | 2046-06-01      | 3.0000%  | 0.0000% | $2669.70           | $2410.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  | 0.0000% | $564.23            | $508.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $385.94            | $352.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $277.29            | $221.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $934.92            | $785.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $788.19            | $689.68            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $9529.27           | $8011.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8143 | 2051-04-01      | 3.5000%  | 0.0000% | $7293.24           | $6684.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8163 | 2051-08-01      | 3.5000%  | 0.0000% | $156.14            | $142.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $522.09            | $418.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $101.72            | $88.88             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  | 0.0000% | $3881.61           | $3269.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  | 0.0000% | $6078.08           | $4888.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | 0.0000% | $7294.82           | $6936.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2370 | 2036-11-01      | 2.0000%  | 0.0000% | $5515.69           | $5079.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $3.16              | $3.15              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  | 0.0000% | $3623.18           | $3543.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAH0621 | 2041-01-01      | 3.5000%  | 0.0000% | $4430.17           | $4196.97           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  | 0.0000% | $41.32             | $41.41             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 09.000 CL564318 | 2030-11-01      | 9.0000%  | 0.0000% | $0.67              | $0.68              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $6932.62           | $6347.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | 0.0000% | $152.31            | $151.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $3916.37           | $3409.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $8908.40           | $8092.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $1754.37           | $1593.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  | 0.0000% | $4177.05           | $4241.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  | 0.0000% | $5082.26           | $5006.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3CZA2995 | 2029-05-01      | 2.5000%  | 0.0000% | $621.28            | $618.25            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTZA2488 | 2038-01-01      | 3.0000%  | 0.0000% | $7202.63           | $6819.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2481 | 2037-11-01      | 3.5000%  | 0.0000% | $8319.02           | $8055.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTZA2499 | 2038-03-01      | 4.0000%  | 0.0000% | $729.46            | $721.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  | 0.0000% | $927.31            | $896.84            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2458 | 2037-05-01      | 3.5000%  | 0.0000% | $375.77            | $364.29            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2412 | 2036-04-01      | 3.5000%  | 0.0000% | $7505.65           | $7294.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  | 0.0000% | $4534.38           | $4410.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  | 0.0000% | $1145.02           | $1118.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  | 0.0000% | $929.48            | $905.36            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2217 | 2032-02-01      | 3.5000%  | 0.0000% | $5075.78           | $5000.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6130 | 2054-10-01      | 5.5000%  | 0.0000% | $411.75            | $415.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  | 0.0000% | $7443.92           | $7779.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH2720 | 2026-01-01      | 4.0000%  | 0.0000% | $2279.42           | $2277.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  | 0.0000% | $590.60            | $592.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY8695 | 2055-06-01      | 6.0000%  | 0.0000% | $1040.78           | $1068.60           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DF8425 H     | 2074-12-20      | 4.5490%  | 0.0000% | $75568.06          | $75457.36          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DG2522       | 2065-01-15      | 5.6900%  | 0.0000% | $134142.59         | $141483.49         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7424 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1100686.18        | $1175766.67        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8567 H     | 2075-06-20      | 6.6560%  | 0.0000% | $621068.42         | $658813.79         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2698 C     | 2055-05-20      | 6.5000%  | 0.0000% | $600435.14         | $626068.05         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI5373 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1243567.30        | $1304277.70        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6388 | 2054-10-01      | 5.5000%  | 0.0000% | $8192.46           | $8289.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $122.09            | $120.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL9072 | 2044-07-01      | 5.0000%  | 0.0000% | $2861.68           | $2932.83           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80398 G | 2039-02-01      | 7.0000%  | 0.0000% | $3435.98           | $3546.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8080 | 2050-06-01      | 2.0000%  | 0.0000% | $8993.48           | $7244.28           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $215.97            | $206.75            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK4039 | 2027-03-01      | 3.0000%  | 0.0000% | $3759.00           | $3726.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | 0.0000% | $788.26            | $809.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1036 | 2032-02-01      | 2.5000%  | 0.0000% | $273.05            | $263.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $2313.32           | $2209.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4781 | 2048-07-01      | 4.5000%  | 0.0000% | $77.81             | $76.36             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN2886       | 2060-09-15      | 5.7500%  | 0.0000% | $677966.10         | $712048.29         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $5434.96           | $5250.23           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7421 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1186045.51        | $1266941.45        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 3LZL0797 | 2038-08-01      | 5.0000%  | 0.0000% | $6628.93           | $6779.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $1667.25           | $1530.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $7706.03           | $7219.52           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  | 0.0000% | $59.56             | $56.96             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  | 0.0000% | $3964.12           | $3934.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQC0887 | 2051-04-01      | 2.0000%  | 0.0000% | $7035.79           | $5606.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  | 0.0000% | $140.11            | $143.76            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60904 G | 2030-09-01      | 2.5000%  | 0.0000% | $7886.80           | $7660.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS2905 | 2040-04-01      | 4.5000%  | 0.0000% | $8382.28           | $8405.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  | 0.0000% | $5382.27           | $5303.42           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  | 0.0000% | $680547.97         | $721666.22         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE2192 | 2055-07-01      | 6.0000%  | 0.0000% | $4901.00           | $5029.62           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM8620       | 2064-03-15      | 3.2400%  | 0.0000% | $84402.13          | $76598.98          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  | 0.0000% | $6487.40           | $6755.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX4181 | 2055-01-01      | 4.5000%  | 0.0000% | $6593.08           | $6368.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  | 0.0000% | $1019.43           | $938.86            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3292 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1055694.24        | $1100765.58        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1878 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1151018.47        | $1171721.59        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  | 0.0000% | $138096.10         | $144169.75         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8090 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1267166.95        | $1336507.03        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6606 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1225242.20        | $1245242.78        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4991 H     | 2075-06-20      | 5.7880%  | 0.0000% | $77979.48          | $81744.29          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4989 H     | 2075-06-20      | 5.6080%  | 0.0000% | $44660.15          | $46491.53          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $47.13             | $44.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK7697 | 2048-10-01      | 4.5000%  | 0.0000% | $885.84            | $872.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $74.86             | $73.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $1679.56           | $1478.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $54.44             | $51.99             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBJ6773 | 2048-05-01      | 6.5700%  | 0.0000% | $7343.13           | $7613.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CKBH1893 | 2047-11-01      | 3.5000%  | 0.0000% | $3255.84           | $2918.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBH1237 | 2047-04-01      | 4.0000%  | 0.0000% | $4190.49           | $4024.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $493.56            | $485.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  | 0.0000% | $4059.24           | $3974.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  | 0.0000% | $6010.98           | $5642.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  | 0.0000% | $7546.61           | $7084.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $2894.38           | $2654.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  | 0.0000% | $610.90            | $578.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM5475 | 2050-03-01      | 4.5000%  | 0.0000% | $2835.46           | $2783.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $2410.61           | $2222.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $827.29            | $785.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  | 0.0000% | $41.14             | $39.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  | 0.0000% | $319.80            | $292.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  | 0.0000% | $2900.55           | $2674.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $338.83            | $310.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  | 0.0000% | $1729.13           | $1608.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  | 0.0000% | $1295.99           | $1298.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $1544.55           | $1402.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  | 0.0000% | $301.18            | $305.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  | 0.0000% | $316.44            | $317.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $1442.20           | $1308.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $233.45            | $240.07            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3488 C     | 2055-06-20      | 4.5000%  | 0.0000% | $1314195.08        | $1258156.49        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8699 H     | 2075-06-20      | 5.8580%  | 0.0000% | $1617799.30        | $1742435.99        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $37.72             | $37.13             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $67.39             | $64.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2903 | 2032-02-01      | 3.0000%  | 0.0000% | $286.98            | $280.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $1163.78           | $1080.24           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM6372 H     | 2072-03-20      | 5.7530%  | 0.0000% | $33657.52          | $35157.24          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  | 0.0000% | $139625.12         | $144067.65         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM4400       | 2064-12-15      | 4.0300%  | 0.0000% | $777026.27         | $720783.90         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3097       | 2064-08-15      | 3.9000%  | 0.0000% | $195519.02         | $182846.52         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6622       | 2064-10-15      | 3.6400%  | 0.0000% | $244225.49         | $222456.73         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5333       | 2064-08-15      | 3.0800%  | 0.0000% | $84052.42          | $73750.83          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5328       | 2064-07-15      | 2.9000%  | 0.0000% | $345130.52         | $295584.81         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  | 0.0000% | $64.92             | $59.56             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31605 G | 2045-02-01      | 4.0000%  | 0.0000% | $78.23             | $74.96             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28764 G | 2044-06-01      | 3.5000%  | 0.0000% | $6617.89           | $6159.28           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28604 G | 2044-09-01      | 3.5000%  | 0.0000% | $3558.36           | $3347.07           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q26218 G | 2044-05-01      | 3.5000%  | 0.0000% | $1223.14           | $1151.05           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08812 G | 2048-04-01      | 3.0000%  | 0.0000% | $7191.51           | $6404.68           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08803 G | 2048-03-01      | 3.0000%  | 0.0000% | $5835.78           | $5197.29           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $737.76            | $658.38            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08785 G | 2047-10-01      | 4.0000%  | 0.0000% | $21.79             | $20.77             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08876 G | 2049-05-01      | 3.5000%  | 0.0000% | $946.26            | $870.01            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $79.25             | $75.68             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $46.31             | $44.23             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  | 0.0000% | $39.77             | $36.67             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $8854.27           | $8459.65           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $307.32            | $302.36            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08817 G | 2048-06-01      | 4.0000%  | 0.0000% | $14.42             | $13.79             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  | 0.0000% | $58.27             | $57.78             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  | 0.0000% | $121.23            | $120.21            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | 0.0000% | $531.14            | $516.04            | Agency Mortgage-Backed Securities   |
| FMAC FMAR 786190 G        | 2027-07-01      | 6.3570%  | 0.0000% | $25.44             | $25.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $452.67            | $394.20            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $524.36            | $513.12            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  | 0.0000% | $338.64            | $332.33            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $371.50            | $365.47            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J36177 G | 2032-01-01      | 3.0000%  | 0.0000% | $8495.73           | $8311.73           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J32373 G | 2029-05-01      | 3.0000%  | 0.0000% | $6797.32           | $6716.79           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J32203 G | 2030-07-01      | 3.5000%  | 0.0000% | $12.31             | $12.18             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08551 G | 2043-10-01      | 4.0000%  | 0.0000% | $4328.98           | $4200.36           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  | 0.0000% | $11.81             | $11.46             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  | 0.0000% | $6429.09           | $6088.23           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  | 0.0000% | $6504.79           | $6531.00           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G08081 G | 2035-09-01      | 6.0000%  | 0.0000% | $98.41             | $104.20            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  | 0.0000% | $39.90             | $35.14             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $338.05            | $298.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254379 | 2032-07-01      | 7.0000%  | 0.0000% | $2837.01           | $2997.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254312 | 2032-05-01      | 7.0000%  | 0.0000% | $2.10              | $2.22              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254125 | 2031-10-01      | 8.0000%  | 0.0000% | $51.10             | $51.60             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254071 | 2030-12-01      | 8.0000%  | 0.0000% | $488.53            | $496.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  | 0.0000% | $414.11            | $410.61            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $7547.49           | $7083.56           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ7049       | 2065-03-15      | 4.6700%  | 0.0000% | $362366.27         | $354667.88         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2136 | 2055-06-01      | 5.0000%  | 0.0000% | $770.39            | $763.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD8003 | 2055-04-01      | 6.5000%  | 0.0000% | $168.96            | $176.33            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0273 H     | 2075-03-20      | 6.6410%  | 0.0000% | $702984.36         | $745852.74         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $1490.36           | $1479.93           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9488       | 2064-03-15      | 2.8000%  | 0.0000% | $168168.76         | $137319.34         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFA2123 | 2055-04-01      | 4.5000%  | 0.0000% | $3433.09           | $3316.41           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4999 H     | 2075-06-20      | 6.4930%  | 0.0000% | $60290.99          | $61758.66          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  | 0.0000% | $7244.61           | $6787.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5147 | 2055-04-01      | 5.0000%  | 0.0000% | $337.50            | $336.35            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4714 | 2030-08-01      | 4.4600%  | 0.0000% | $4362711.86        | $4438208.11        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60724 G | 2030-01-01      | 3.0000%  | 0.0000% | $5838.15           | $5743.29           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $508.09            | $475.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  | 0.0000% | $998.20            | $921.19            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  | 0.0000% | $1269.34           | $1116.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9594 | 2037-09-01      | 6.0000%  | 0.0000% | $6833.39           | $7051.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $455.25            | $384.32            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G15257 G | 2027-05-01      | 4.0000%  | 0.0000% | $45.98             | $46.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  | 0.0000% | $159.63            | $139.22            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZA1020 | 2039-02-01      | 6.0000%  | 0.0000% | $7453.96           | $7851.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $208.74            | $205.16            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $2015.05           | $1956.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $109.36            | $108.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $3212.72           | $2950.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $3058.00           | $2839.76           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM0213 H     | 2072-01-20      | 5.9780%  | 0.0000% | $364752.99         | $384291.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $2693.08           | $2357.58           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $7564.39           | $7392.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBM1498 | 2042-03-01      | 3.0000%  | 0.0000% | $990.39            | $892.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD8261 | 2052-09-01      | 6.0000%  | 0.0000% | $5609.65           | $5769.72           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $1243.27           | $1115.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB0372 | 2033-01-01      | 4.0000%  | 0.0000% | $8179.76           | $8194.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  | 0.0000% | $601.83            | $580.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | 0.0000% | $4879.10           | $4565.14           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8550 H     | 2075-05-20      | 5.8100%  | 0.0000% | $2207590.53        | $2369651.72        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7336 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1226321.66        | $1245319.56        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7360 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1285646.66        | $1340535.49        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7300 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1276279.55        | $1330765.91        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5839 H     | 2075-06-20      | 6.7060%  | 0.0000% | $458273.36         | $486231.75         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5824 H     | 2075-06-20      | 7.2440%  | 0.0000% | $469547.53         | $491918.50         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4997 H     | 2075-06-20      | 7.2850%  | 0.0000% | $101976.89         | $107629.86         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4996 H     | 2075-06-20      | 6.6170%  | 0.0000% | $84663.88          | $89508.10          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4995 H     | 2075-06-20      | 5.2700%  | 0.0000% | $1241780.27        | $1262735.58        | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4987 H     | 2075-06-20      | 6.4930%  | 0.0000% | $1374348.21        | $1409350.57        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4985 H     | 2075-06-20      | 6.7160%  | 0.0000% | $675602.43         | $716980.75         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4982 H     | 2075-05-20      | 5.9870%  | 0.0000% | $2305261.39        | $2455248.61        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD3200 | 2053-06-01      | 6.0000%  | 0.0000% | $6733.60           | $6923.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD2862 | 2053-05-01      | 6.0000%  | 0.0000% | $4143.61           | $4259.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  | 0.0000% | $6060.32           | $5900.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  | 0.0000% | $3040.53           | $2646.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT256639 | 2027-02-01      | 5.0000%  | 0.0000% | $603.72            | $605.44            | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC A59151 G | 2037-04-01      | 5.5000%  | 0.0000% | $4683.20           | $4870.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS0035 | 2043-07-01      | 3.5000%  | 0.0000% | $3801.17           | $3575.15           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  | 0.0000% | $3082.28           | $3064.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU4283 | 2043-09-01      | 3.5000%  | 0.0000% | $3049.73           | $2870.28           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08552 G | 2043-10-01      | 4.5000%  | 0.0000% | $6115.72           | $6049.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $457.94            | $436.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3739 | 2034-08-01      | 3.5000%  | 0.0000% | $4112.74           | $4020.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  | 0.0000% | $4359.17           | $4524.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $4195.56           | $3761.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  | 0.0000% | $127.65            | $124.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  | 0.0000% | $2876.11           | $2973.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  | 0.0000% | $7829.71           | $8071.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD0404 | 2050-07-01      | 2.5000%  | 0.0000% | $7909.68           | $6605.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  | 0.0000% | $5596.07           | $5346.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZA5785 | 2048-10-01      | 4.5000%  | 0.0000% | $762.54            | $749.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL906693 | 2036-12-01      | 5.5000%  | 0.0000% | $114.65            | $118.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  | 0.0000% | $2213.78           | $2054.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7708 | 2051-06-01      | 3.5000%  | 0.0000% | $2730.84           | $2489.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  | 0.0000% | $1510.69           | $1384.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  | 0.0000% | $1445.49           | $1483.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  | 0.0000% | $404.63            | $396.21            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM6099 | 2051-02-01      | 2.0000%  | 0.0000% | $825.68            | $660.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | 0.0000% | $2678.58           | $2349.62           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83598 G | 2047-12-01      | 3.5000%  | 0.0000% | $5733.31           | $5291.74           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  | 0.0000% | $274.40            | $253.89            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18632 G | 2032-02-01      | 3.0000%  | 0.0000% | $334.16            | $326.84            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | 0.0000% | $8359.84           | $7995.54           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $204.63            | $195.51            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  | 0.0000% | $5288.05           | $5134.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $3316.58           | $3219.45           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $15.95             | $15.68             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  | 0.0000% | $63.84             | $62.65             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $179.50            | $187.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  | 0.0000% | $831.13            | $723.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  | 0.0000% | $144.20            | $143.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA2729 | 2031-08-01      | 3.5000%  | 0.0000% | $44.71             | $44.32             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $6464.72           | $6403.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4422 | 2047-10-01      | 3.5000%  | 0.0000% | $7566.09           | $7037.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0009 | 2051-11-01      | 3.5000%  | 0.0000% | $4006.89           | $3648.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  | 0.0000% | $740.52            | $680.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9994 | 2051-10-01      | 4.0000%  | 0.0000% | $951.13            | $905.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $1451.12           | $1331.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $4221.36           | $4021.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM9813 | 2051-11-01      | 2.0000%  | 0.0000% | $1349.24           | $1079.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8648 | 2051-09-01      | 3.0000%  | 0.0000% | $111.30            | $98.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  | 0.0000% | $1537.59           | $1572.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM8347 | 2033-12-01      | 3.0000%  | 0.0000% | $61.13             | $59.70             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $15968360.77       | $16143482.24       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $162.17            | $156.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $898906.36         | $908900.20         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  | 0.0000% | $3403.06           | $3494.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $1632.88           | $1676.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $158.68            | $143.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $614.78            | $610.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $967.57            | $993.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  | 0.0000% | $542.22            | $556.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | 0.0000% | $9162.07           | $8009.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $1404.86           | $1123.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  | 0.0000% | $440.74            | $386.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $1827.17           | $1745.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $4844.13           | $4439.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254360 | 2032-05-01      | 7.0000%  | 0.0000% | $108.46            | $109.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GO254485 | 2031-11-01      | 7.0000%  | 0.0000% | $80.72             | $81.18             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  | 0.0000% | $947.62            | $893.26            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90794 G | 2043-01-01      | 3.5000%  | 0.0000% | $3912.67           | $3688.24           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | 0.0000% | $3310.32           | $3118.35           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U91027 G | 2043-02-01      | 3.5000%  | 0.0000% | $3322.74           | $3130.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  | 0.0000% | $5304.09           | $4635.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  | 0.0000% | $2438.25           | $1959.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $1546.03           | $1538.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  | 0.0000% | $4798.32           | $4498.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $1143.43           | $995.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $241.09            | $225.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $1689.86           | $1408.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $241.29            | $219.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $2852.48           | $2484.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $274.24            | $219.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5392 | 2039-06-01      | 5.0000%  | 0.0000% | $3544.46           | $3595.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  | 0.0000% | $641.59            | $619.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  | 0.0000% | $3653.03           | $3657.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $167.91            | $160.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $490.23            | $458.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5714 | 2030-09-01      | 3.0000%  | 0.0000% | $3458.82           | $3393.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $801.57            | $749.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5403 | 2030-07-01      | 2.5000%  | 0.0000% | $1051.38           | $1021.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6285 | 2045-12-01      | 4.0000%  | 0.0000% | $2962.96           | $2834.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5137 | 2045-06-01      | 4.0000%  | 0.0000% | $4245.83           | $4062.57           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9402 H     | 2071-11-20      | 5.6010%  | 0.0000% | $266917.50         | $277400.98         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9411 H     | 2072-01-20      | 5.7220%  | 0.0000% | $927947.63         | $967429.22         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CD1378       | 2059-11-15      | 5.5000%  | 0.0000% | $12625.17          | $13174.63          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3679       | 2065-04-15      | 6.1500%  | 0.0000% | $4165.59           | $4497.16           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CO3151       | 2064-08-15      | 3.9600%  | 0.0000% | $255858.55         | $239324.45         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7600       | 2064-05-15      | 4.6500%  | 0.0000% | $12631.38          | $12437.57          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  | 0.0000% | $1643.03           | $1380.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $4645.23           | $4053.15           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $8474.21           | $8009.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  | 0.0000% | $232.41            | $205.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  | 0.0000% | $3302.91           | $3121.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB4886 | 2050-11-01      | 2.0000%  | 0.0000% | $6219.26           | $4967.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1488 | 2050-07-01      | 3.0000%  | 0.0000% | $4883.56           | $4371.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  | 0.0000% | $4060.81           | $3540.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $78.07             | $74.19             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQA3487 | 2049-09-01      | 5.0000%  | 0.0000% | $6361.82           | $6448.71           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972164 G        | 2035-01-01      | 6.6810%  | 0.0000% | $117.34            | $121.33            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3344 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1056227.27        | $1105069.92        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3209 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1226706.78        | $1285558.72        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9301 H     | 2075-06-20      | 5.6440%  | 0.0000% | $82896.42          | $86421.91          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1826 | 2036-02-01      | 2.0000%  | 0.0000% | $7157.73           | $6591.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIRC1695 | 2035-12-01      | 3.5000%  | 0.0000% | $8547.92           | $8300.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  | 0.0000% | $6446.17           | $5726.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  | 0.0000% | $7350.86           | $7734.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8627 | 2053-03-01      | 5.5000%  | 0.0000% | $7730.98           | $7875.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $779.59            | $789.40            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  | 0.0000% | $3874.86           | $3633.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $7212.31           | $7010.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | 0.0000% | $556.75            | $538.57            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  | 0.0000% | $5571.52           | $5228.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  | 0.0000% | $4076.01           | $3702.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $7102.60           | $6452.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6909 | 2052-03-01      | 3.5000%  | 0.0000% | $1157.79           | $1050.83           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | 0.0000% | $7690.67           | $6691.98           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A88472 G | 2039-09-01      | 4.5000%  | 0.0000% | $1577.42           | $1584.91           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A84432 G | 2039-02-01      | 4.5000%  | 0.0000% | $4135.06           | $4123.54           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C09044 G | 2043-07-01      | 3.5000%  | 0.0000% | $7147.87           | $6729.01           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C09064 G | 2044-10-01      | 4.0000%  | 0.0000% | $5700.73           | $5466.77           | Agency Mortgage-Backed Securities   |
| FMAC 07.500 FGPC C00524 G | 2027-06-01      | 7.5000%  | 0.0000% | $0.73              | $0.74              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C00785 G | 2029-06-01      | 6.5000%  | 0.0000% | $1.67              | $1.74              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09098 G | 2037-10-01      | 6.5000%  | 0.0000% | $104.65            | $107.85            | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  | 0.0000% | $78.90             | $81.22             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45080 G | 2046-12-01      | 3.0000%  | 0.0000% | $5134.82           | $4626.99           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45079 G | 2046-12-01      | 3.0000%  | 0.0000% | $4909.12           | $4432.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1914 | 2036-06-01      | 2.0000%  | 0.0000% | $5811.59           | $5352.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  | 0.0000% | $839.35            | $772.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $1275.61           | $1337.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLZM2569 | 2047-01-01      | 2.5000%  | 0.0000% | $7120.98           | $6089.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $8975.72           | $7180.67           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60796 G | 2030-05-01      | 2.5000%  | 0.0000% | $4726.42           | $4596.78           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q39583 G | 2046-03-01      | 4.5000%  | 0.0000% | $3595.24           | $3556.51           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60714 G | 2046-01-01      | 4.0000%  | 0.0000% | $442.62            | $424.41            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3WZN0326 | 2032-10-01      | 3.5000%  | 0.0000% | $1609.58           | $1578.46           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08761 G | 2047-05-01      | 3.5000%  | 0.0000% | $400.80            | $372.41            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  | 0.0000% | $1039.88           | $1025.29           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS836852 | 2035-10-01      | 6.2230%  | 0.0000% | $5706.34           | $5853.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL832244 | 2035-08-01      | 5.0000%  | 0.0000% | $340.74            | $349.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT831587 | 2026-07-01      | 6.5000%  | 0.0000% | $29.92             | $31.14             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL776591 | 2034-04-01      | 5.0000%  | 0.0000% | $0.26              | $0.27              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE2078 | 2040-08-01      | 4.5000%  | 0.0000% | $734.53            | $733.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  | 0.0000% | $631.17            | $630.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  | 0.0000% | $490.54            | $479.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  | 0.0000% | $31.48             | $31.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0138 | 2040-03-01      | 4.5000%  | 0.0000% | $1583.23           | $1588.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAD7615 | 2040-07-01      | 5.0000%  | 0.0000% | $7305.48           | $7384.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLAD8074 | 2040-06-01      | 5.5000%  | 0.0000% | $5104.82           | $5222.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  | 0.0000% | $66.51             | $66.70             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTFM3350 | 2040-04-01      | 3.5000%  | 0.0000% | $463.34            | $447.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $597.57            | $589.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $168.79            | $168.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | 0.0000% | $1134.30           | $1083.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  | 0.0000% | $107.75            | $105.45            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2923 | 2048-08-01      | 3.0000%  | 0.0000% | $968.37            | $882.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTFM3508 | 2029-09-01      | 6.0000%  | 0.0000% | $2712.18           | $2783.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  | 0.0000% | $4049.72           | $3855.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  | 0.0000% | $604.08            | $555.27            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DI4409 H     | 2075-02-20      | 6.7620%  | 0.0000% | $153542.69         | $163201.87         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2049 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1178836.86        | $1236204.30        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $1321246.09        | $1312313.00        | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS843823 | 2035-11-01      | 6.1980%  | 0.0000% | $3751.47           | $3837.26           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $2503900.22        | $2487494.39        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3750 | 2052-06-01      | 4.5000%  | 0.0000% | $3830.80           | $3704.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  | 0.0000% | $142.99            | $124.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $2363.12           | $2221.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $554.08            | $502.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $246.41            | $207.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $113.62            | $99.89             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | 0.0000% | $574.38            | $505.53            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  | 0.0000% | $113.18            | $110.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $961.85            | $846.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL254009 | 2031-10-01      | 7.5000%  | 0.0000% | $21.46             | $22.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253950 | 2031-09-01      | 7.0000%  | 0.0000% | $339.69            | $358.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253959 | 2031-08-01      | 8.5000%  | 0.0000% | $67.86             | $68.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL254766 | 2033-06-01      | 5.0000%  | 0.0000% | $12.12             | $12.33             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  | 0.0000% | $521.80            | $551.26            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31934 G | 2045-03-01      | 4.0000%  | 0.0000% | $6549.53           | $6243.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  | 0.0000% | $5907.02           | $5972.90           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08672 G | 2045-10-01      | 4.0000%  | 0.0000% | $6541.60           | $6263.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  | 0.0000% | $150.70            | $149.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZA0873 | 2032-11-01      | 7.0000%  | 0.0000% | $1665.31           | $1759.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD7734 | 2055-04-01      | 6.0000%  | 0.0000% | $506.27            | $522.37            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8172       | 2064-04-15      | 2.7000%  | 0.0000% | $41941.41          | $35639.42          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  | 0.0000% | $5558.14           | $5369.22           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3484 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1232719.24        | $1273261.59        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  | 0.0000% | $5519.08           | $5605.17           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1355 H     | 2075-02-20      | 6.8090%  | 0.0000% | $139105.91         | $148080.81         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2076 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1059736.30        | $1111307.78        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $479.98            | $492.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.500 CLRQ0018 | 2055-06-01      | 7.5000%  | 0.0000% | $284.01            | $304.51            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3338       | 2060-06-15      | 5.1500%  | 0.0000% | $203787.66         | $207190.01         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $119.88            | $109.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $104.69            | $102.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CKAS8356 | 2046-11-01      | 3.0000%  | 0.0000% | $2797.77           | $2445.23           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI3544       | 2064-06-15      | 2.7000%  | 0.0000% | $251947.14         | $215175.20         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1027       | 2063-10-15      | 2.6200%  | 0.0000% | $168285.93         | $142462.59         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1781       | 2064-10-15      | 4.0500%  | 0.0000% | $68521.02          | $64272.37          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7768 H     | 2071-09-20      | 5.6410%  | 0.0000% | $254728.51         | $264777.23         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7766 H     | 2071-08-20      | 5.8620%  | 0.0000% | $186213.62         | $195389.67         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH2661 H     | 2071-08-20      | 6.2560%  | 0.0000% | $172738.21         | $183529.53         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG8075 H     | 2071-07-20      | 5.7380%  | 0.0000% | $323228.83         | $337787.09         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG2479 H     | 2071-08-20      | 5.6960%  | 0.0000% | $975937.99         | $1015848.43        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9497       | 2064-02-15      | 2.4000%  | 0.0000% | $168037.48         | $134266.59         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF5143       | 2064-01-15      | 2.7000%  | 0.0000% | $83968.59          | $71766.36          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF1029       | 2064-09-15      | 3.6000%  | 0.0000% | $590182.06         | $536083.02         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3957 | 2035-03-01      | 3.5000%  | 0.0000% | $823.18            | $803.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $825.16            | $754.44            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3788 | 2026-12-01      | 3.0000%  | 0.0000% | $6090.25           | $6044.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIZK3065 | 2026-03-01      | 5.0000%  | 0.0000% | $139.72            | $141.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3539 | 2026-09-01      | 3.0000%  | 0.0000% | $5316.20           | $5278.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9583 | 2037-07-01      | 6.0000%  | 0.0000% | $6925.80           | $6956.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  | 0.0000% | $1.96              | $2.05              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZJ4957 | 2031-01-01      | 8.5000%  | 0.0000% | $4641.72           | $4697.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZJ0144 | 2040-07-01      | 5.5000%  | 0.0000% | $6660.58           | $6889.19           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972136 G        | 2034-01-01      | 6.4300%  | 0.0000% | $10.98             | $11.30             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7953       | 2060-07-15      | 5.9900%  | 0.0000% | $65147.22          | $69798.34          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7952       | 2060-07-15      | 5.9900%  | 0.0000% | $116988.54         | $125790.63         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7947       | 2060-06-15      | 5.9800%  | 0.0000% | $652600.66         | $701288.00         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7943       | 2060-06-15      | 5.9800%  | 0.0000% | $238601.16         | $256402.03         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7941       | 2060-06-15      | 5.9400%  | 0.0000% | $392089.31         | $420160.94         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6839       | 2060-07-15      | 5.8500%  | 0.0000% | $689775.72         | $731736.16         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ6586 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1141618.96        | $1175279.21        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4683       | 2060-05-15      | 5.5000%  | 0.0000% | $12683.38          | $13252.05          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  | 0.0000% | $418169.49         | $443335.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  | 0.0000% | $449429.32         | $476583.54         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $431.87            | $404.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  | 0.0000% | $1138.33           | $1099.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $159.68            | $149.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  | 0.0000% | $65.16             | $62.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $157.79            | $157.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  | 0.0000% | $78.74             | $75.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  | 0.0000% | $48.11             | $47.89             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $3534.21           | $3105.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  | 0.0000% | $4403.96           | $4186.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  | 0.0000% | $1039.53           | $914.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $606.74            | $593.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $806.01            | $739.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | 0.0000% | $1078.81           | $1017.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $226.55            | $199.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  | 0.0000% | $105.91            | $104.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $165.12            | $151.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $221.41            | $218.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $1753.19           | $1404.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $996.80            | $834.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $346.23            | $325.79            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $25805.81          | $23737.33          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  | 0.0000% | $102.93            | $98.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $658.97            | $647.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  | 0.0000% | $79.70             | $78.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $65.47             | $64.34             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $2468.37           | $2151.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  | 0.0000% | $2370.10           | $2301.41           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8952       | 2060-06-15      | 5.7000%  | 0.0000% | $23231.12          | $24516.02          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7436 | 2055-04-01      | 6.5000%  | 0.0000% | $138.54            | $145.20            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3652       | 2064-12-15      | 4.5300%  | 0.0000% | $9606.85           | $9370.67           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM0609 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1288545.25        | $1343556.54        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ0056       | 2060-03-15      | 5.7000%  | 0.0000% | $43312.62          | $47734.50          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8953       | 2060-04-15      | 5.2200%  | 0.0000% | $12671.31          | $12055.82          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  | 0.0000% | $8273.42           | $8490.55           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  | 0.0000% | $65198.19          | $68513.11          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI7056 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1218132.88        | $1258194.30        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7779 | 2036-06-01      | 2.0000%  | 0.0000% | $4405.13           | $4070.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS8195 | 2031-10-01      | 2.5000%  | 0.0000% | $3283.42           | $3174.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  | 0.0000% | $7469.41           | $7011.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  | 0.0000% | $7050.37           | $6656.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  | 0.0000% | $4485.82           | $4070.17           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBL1296 | 2026-02-01      | 3.5750%  | 0.0000% | $1172.71           | $1168.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $1274.34           | $1193.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5786 | 2030-09-01      | 2.5000%  | 0.0000% | $3335.34           | $3236.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $513.77            | $528.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK4740 | 2048-08-01      | 4.0000%  | 0.0000% | $4430.11           | $4230.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $1466.72           | $1405.29           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  | 0.0000% | $635564.92         | $676342.34         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7954       | 2060-07-15      | 5.9900%  | 0.0000% | $56879.84          | $60940.71          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  | 0.0000% | $159.77            | $163.94            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0063 | 2049-08-01      | 3.5000%  | 0.0000% | $8173.53           | $7508.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $145.28            | $127.86            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32491 G | 2030-07-01      | 2.5000%  | 0.0000% | $206.39            | $200.24            | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2398       | 2066-03-15      | 10.5000% | 0.0000% | $3360367.12        | $3571020.69        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3836 | 2030-08-01      | 3.0000%  | 0.0000% | $8329.39           | $8123.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTZA2201 | 2031-04-01      | 4.5000%  | 0.0000% | $7399.56           | $7460.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFM5594 | 2033-01-01      | 2.5000%  | 0.0000% | $258.98            | $250.47            | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK8593 H     | 2075-07-20      | 6.2190%  | 0.0000% | $80903.05          | $82710.99          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8570 H     | 2075-07-20      | 5.7300%  | 0.0000% | $3403949.66        | $3653658.87        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8565 H     | 2075-07-20      | 5.7470%  | 0.0000% | $3533986.44        | $3794861.39        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8573 H     | 2075-07-20      | 5.9420%  | 0.0000% | $266624.41         | $282552.43         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL4962 H     | 2075-07-20      | 6.5670%  | 0.0000% | $206031.36         | $213139.57         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8707 H     | 2075-07-20      | 7.0240%  | 0.0000% | $221951.69         | $238560.36         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8594 H     | 2075-07-20      | 6.5110%  | 0.0000% | $222985.93         | $232203.97         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4957 H     | 2075-07-20      | 6.6050%  | 0.0000% | $377061.86         | $399750.52         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7766 | 2032-06-01      | 3.5000%  | 0.0000% | $8491.62           | $8410.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  | 0.0000% | $229.77            | $227.99            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  | 0.0000% | $450847.46         | $480993.02         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  | 0.0000% | $393220.34         | $419512.71         | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08772 G | 2047-07-01      | 4.5000%  | 0.0000% | $101.65            | $99.93             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G16303 G | 2028-10-01      | 4.5000%  | 0.0000% | $158.45            | $159.12            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G16186 G | 2031-04-01      | 2.5000%  | 0.0000% | $5068.00           | $4915.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $5570.73           | $5518.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $150.93            | $149.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  | 0.0000% | $91.54             | $90.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  | 0.0000% | $1123.05           | $1073.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  | 0.0000% | $264.75            | $263.53            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  | 0.0000% | $83.73             | $84.07             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  | 0.0000% | $2973.77           | $2907.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH6500 | 2026-03-01      | 3.5000%  | 0.0000% | $4320.96           | $4308.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  | 0.0000% | $190.60            | $191.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  | 0.0000% | $122.58            | $116.40            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH4167 | 2041-01-01      | 4.0000%  | 0.0000% | $1025.81           | $1000.65           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  | 0.0000% | $12666.49          | $13391.26          | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2404       | 2066-05-15      | 10.7500% | 0.0000% | $2410250.51        | $2561763.94        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CU1282       | 2065-08-15      | 7.0500%  | 0.0000% | $2556754.75        | $2585391.25        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT3707       | 2060-01-15      | 5.1300%  | 0.0000% | $12638.95          | $12786.07          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6553       | 2056-09-15      | 6.1000%  | 0.0000% | $54973.25          | $55702.83          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2716       | 2065-01-15      | 5.5000%  | 0.0000% | $12690.84          | $13226.37          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CR2278       | 2065-02-15      | 4.5000%  | 0.0000% | $43749.32          | $42263.77          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CR0589 H     | 2072-11-20      | 6.0960%  | 0.0000% | $169073.59         | $180002.71         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AP6957 H     | 2065-09-20      | 4.5570%  | 0.0000% | $30487.91          | $30387.92          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3339       | 2060-03-15      | 5.3100%  | 0.0000% | $63724.82          | $60817.76          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $15.75             | $15.65             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  | 0.0000% | $2972.23           | $3083.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 NP889151 | 2038-01-01      | 6.5000%  | 0.0000% | $72.66             | $75.74             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL889072 | 2037-12-01      | 6.5000%  | 0.0000% | $39.54             | $42.22             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL888560 | 2035-11-01      | 6.0000%  | 0.0000% | $1341.16           | $1391.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  | 0.0000% | $117.73            | $120.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  | 0.0000% | $47.60             | $49.59             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  | 0.0000% | $152.73            | $156.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $3516.10           | $3554.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $1112.82           | $968.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBX0579 | 2052-11-01      | 5.0000%  | 0.0000% | $3943.82           | $3951.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $1783.84           | $1552.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $2074.11           | $2024.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV9997 | 2052-06-01      | 4.0000%  | 0.0000% | $3980.46           | $3734.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3159 | 2027-10-01      | 3.0000%  | 0.0000% | $41.42             | $40.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  | 0.0000% | $275.39            | $239.63            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6604       | 2064-01-15      | 2.7400%  | 0.0000% | $502193.20         | $427814.43         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $2134.77           | $2067.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $679.23            | $620.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $1131.79           | $1095.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4337 | 2052-08-01      | 4.5000%  | 0.0000% | $1696.25           | $1671.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $6803.04           | $6580.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $410.72            | $374.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  | 0.0000% | $1624.14           | $1482.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $1990.77           | $1868.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $2561.89           | $2344.93           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9298 H     | 2075-05-20      | 5.9730%  | 0.0000% | $46748.80          | $49350.17          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ9289 H     | 2075-04-20      | 6.4880%  | 0.0000% | $105592.52         | $111289.01         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8328 H     | 2075-05-20      | 6.6740%  | 0.0000% | $118062.10         | $122364.92         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ8322 H     | 2075-05-20      | 6.6510%  | 0.0000% | $385332.23         | $407767.55         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  | 0.0000% | $467796.61         | $499075.47         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL4464 | 2028-06-01      | 2.5000%  | 0.0000% | $3211.85           | $3153.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  | 0.0000% | $2981.79           | $2956.99           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAL2815 | 2035-05-01      | 6.7370%  | 0.0000% | $4123.43           | $4266.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2120 | 2041-02-01      | 4.0000%  | 0.0000% | $786.57            | $768.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  | 0.0000% | $19.83             | $19.79             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  | 0.0000% | $129.39            | $127.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  | 0.0000% | $32.06             | $32.17             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL1697 | 2041-10-01      | 4.0000%  | 0.0000% | $1042.25           | $1018.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $5656.66           | $5236.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  | 0.0000% | $7003.61           | $6914.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $1541.26           | $1430.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6600 | 2052-01-01      | 3.5000%  | 0.0000% | $4225.08           | $3833.59           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J17514 G | 2026-12-01      | 4.0000%  | 0.0000% | $37.86             | $37.81             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7796 | 2046-08-01      | 3.0000%  | 0.0000% | $261.79            | $234.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  | 0.0000% | $2203.77           | $2286.23           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16308 G | 2032-09-01      | 3.5000%  | 0.0000% | $108.04            | $107.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  | 0.0000% | $296.31            | $304.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $759.16            | $761.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $149.58            | $150.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE5195 | 2040-09-01      | 4.0000%  | 0.0000% | $4592.23           | $4493.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE4342 | 2040-10-01      | 4.5000%  | 0.0000% | $541.23            | $542.91            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32204 G | 2030-07-01      | 2.5000%  | 0.0000% | $1270.91           | $1235.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2352 | 2045-08-01      | 3.5000%  | 0.0000% | $20.91             | $19.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  | 0.0000% | $326.36            | $321.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $8457.02           | $6762.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS2967 | 2052-09-01      | 5.0000%  | 0.0000% | $3894.82           | $3870.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIQN4840 | 2036-01-01      | 2.5000%  | 0.0000% | $3530.49           | $3325.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  | 0.0000% | $6914.33           | $6711.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $1152.47           | $1124.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  | 0.0000% | $5001.05           | $5136.41           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $224.55            | $214.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $407.56            | $373.18            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | 0.0000% | $157.27            | $141.12            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94779 G | 2040-11-01      | 4.0000%  | 0.0000% | $2065.23           | $2022.62           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE8226 | 2025-12-01      | 3.5000%  | 0.0000% | $2.01              | $2.00              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE9758 | 2040-12-01      | 4.0000%  | 0.0000% | $1373.78           | $1342.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH1161 | 2041-01-01      | 4.5000%  | 0.0000% | $2462.56           | $2469.47           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95923 G | 2040-10-01      | 4.0000%  | 0.0000% | $2938.22           | $2878.81           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  | 0.0000% | $149.95            | $149.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE5364 | 2052-07-01      | 3.0000%  | 0.0000% | $4355.15           | $3794.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $960.51            | $920.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  | 0.0000% | $5339.31           | $4454.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $153.94            | $133.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $4520.03           | $3932.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $5972.49           | $6044.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  | 0.0000% | $7043.36           | $6803.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY2249 | 2055-04-01      | 6.5000%  | 0.0000% | $2198.87           | $2294.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0227 | 2055-04-01      | 6.0000%  | 0.0000% | $5382.33           | $5529.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX8354 | 2055-03-01      | 5.0000%  | 0.0000% | $1438.89           | $1425.87           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQX3506 | 2055-01-01      | 5.5000%  | 0.0000% | $138.17            | $139.71            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  | 0.0000% | $7389.84           | $7587.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $667.61            | $625.53            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE9814 | 2025-12-01      | 3.5000%  | 0.0000% | $0.40              | $0.40              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE8748 | 2040-12-01      | 4.0000%  | 0.0000% | $1041.65           | $1019.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE7731 | 2040-11-01      | 4.5000%  | 0.0000% | $269.64            | $270.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  | 0.0000% | $6424.75           | $6084.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  | 0.0000% | $4252.44           | $4296.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $7673.28           | $7874.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2615 | 2055-04-01      | 6.0000%  | 0.0000% | $337.55            | $346.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDC2601 | 2055-04-01      | 6.5000%  | 0.0000% | $337.96            | $353.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7687 | 2054-08-01      | 6.0000%  | 0.0000% | $2981.34           | $3083.86           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB851836 | 2035-12-01      | 6.8350%  | 0.0000% | $5449.62           | $5640.68           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS843997 | 2035-11-01      | 6.1280%  | 0.0000% | $1980.37           | $2031.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5632 | 2040-02-01      | 6.0000%  | 0.0000% | $780.74            | $809.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CLMA5606 | 2055-01-01      | 7.5000%  | 0.0000% | $5979.97           | $6419.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  | 0.0000% | $654.85            | $594.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $3594.90           | $3644.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $2864.65           | $2970.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2614.89           | $2652.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $381844.58         | $385729.00         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $418.96            | $430.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  | 0.0000% | $908.36            | $909.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $3927.70           | $3982.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  | 0.0000% | $162.86            | $147.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $168.16            | $175.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  | 0.0000% | $328.18            | $262.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB8751 | 2054-06-01      | 4.5000%  | 0.0000% | $773.89            | $751.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  | 0.0000% | $1029.25           | $1022.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $1227.57           | $1221.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  | 0.0000% | $1195.82           | $1120.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB2047 | 2026-01-01      | 3.0000%  | 0.0000% | $31.47             | $31.38             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB1463 | 2040-09-01      | 4.0000%  | 0.0000% | $1146.69           | $1127.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  | 0.0000% | $223.15            | $221.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV1710 | 2043-11-01      | 4.5000%  | 0.0000% | $187.62            | $186.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU8774 | 2028-10-01      | 3.0000%  | 0.0000% | $2161.94           | $2130.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  | 0.0000% | $13.11             | $12.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU6041 | 2028-09-01      | 3.5000%  | 0.0000% | $4258.45           | $4204.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU0567 | 2043-08-01      | 3.5000%  | 0.0000% | $3998.64           | $3754.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT9657 | 2043-07-01      | 4.0000%  | 0.0000% | $2562.76           | $2487.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  | 0.0000% | $876.51            | $863.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT3874 | 2043-06-01      | 4.0000%  | 0.0000% | $2371.46           | $2334.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT3121 | 2028-04-01      | 3.0000%  | 0.0000% | $722.69            | $712.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  | 0.0000% | $7.49              | $7.35              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9972 | 2047-07-01      | 4.0000%  | 0.0000% | $343.47            | $328.17            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX GW458126 | 2028-10-01      | 6.2780%  | 0.0000% | $7068.23           | $7184.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQE4965 | 2052-06-01      | 5.0000%  | 0.0000% | $4455.73           | $4459.55           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN5278 | 2030-02-01      | 4.2500%  | 0.0000% | $4942887.46        | $4964831.68        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.190 WNWN2416 | 2030-05-01      | 4.1900%  | 0.0000% | $3898305.08        | $3873546.52        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  | 0.0000% | $3253282.54        | $3278045.45        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  | 0.0000% | $1226962.37        | $961181.06         | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67718 G | 2049-01-01      | 4.0000%  | 0.0000% | $7207.28           | $6891.14           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $6321.95           | $6046.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  | 0.0000% | $96.97             | $86.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  | 0.0000% | $2834.71           | $2781.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  | 0.0000% | $152.56            | $151.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  | 0.0000% | $1596.20           | $1583.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  | 0.0000% | $802.29            | $724.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $2586.95           | $2475.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $5560.70           | $5202.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTAL8083 | 2029-03-01      | 6.0000%  | 0.0000% | $943.39            | $968.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  | 0.0000% | $28.35             | $28.17             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAL6970 | 2035-07-01      | 3.5000%  | 0.0000% | $214.78            | $208.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $20.87             | $20.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  | 0.0000% | $215.19            | $207.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  | 0.0000% | $1869.09           | $1802.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  | 0.0000% | $22.70             | $22.52             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  | 0.0000% | $51.71             | $51.61             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6980%  | 0.0000% | $1131.03           | $1177.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $8855.01           | $7705.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0084 | 2032-02-01      | 3.0000%  | 0.0000% | $6098.19           | $5994.90           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AY4849 H     | 2067-07-20      | 4.6090%  | 0.0000% | $154634.47         | $154473.44         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  | 0.0000% | $5261.25           | $5359.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  | 0.0000% | $579.07            | $570.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $86.34             | $78.38             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM5573 | 2036-01-01      | 2.0000%  | 0.0000% | $2360.51           | $2181.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $1132.62           | $1064.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $857.13            | $746.29            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  | 0.0000% | $5929.07           | $5995.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $534.98            | $486.03            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $2470.64           | $2067.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL7800 | 2030-11-01      | 2.5000%  | 0.0000% | $114.59            | $111.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $174.11            | $169.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $3194.88           | $3102.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3662 | 2053-08-01      | 5.5000%  | 0.0000% | $3765.18           | $3830.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRMA2702 | 2046-07-01      | 3.0000%  | 0.0000% | $2728.90           | $2455.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $76.19             | $75.29             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM5529 | 2033-03-01      | 3.0000%  | 0.0000% | $1083.16           | $1060.59           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $147.68            | $145.21            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  | 0.0000% | $3776.90           | $3471.99           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q49490 G | 2047-07-01      | 3.5000%  | 0.0000% | $21.61             | $20.07             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.550 6GZM8983 | 2037-06-01      | 5.5500%  | 0.0000% | $6813.19           | $7093.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  | 0.0000% | $26.38             | $25.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  | 0.0000% | $60.99             | $61.11             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAJ6935 | 2026-11-01      | 3.5000%  | 0.0000% | $2887.50           | $2872.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $206.18            | $212.83            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17848 G | 2027-01-01      | 3.0000%  | 0.0000% | $5141.92           | $5103.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  | 0.0000% | $4204.00           | $3945.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV7709 | 2052-04-01      | 3.0000%  | 0.0000% | $2525.77           | $2197.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4199 | 2052-03-01      | 3.0000%  | 0.0000% | $3911.89           | $3405.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV3393 | 2052-03-01      | 3.0000%  | 0.0000% | $4273.24           | $3720.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBV3013 | 2052-02-01      | 2.0000%  | 0.0000% | $4136.79           | $3305.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | 0.0000% | $3491.27           | $3038.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  | 0.0000% | $440.90            | $408.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  | 0.0000% | $90.13             | $80.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  | 0.0000% | $33.01             | $29.54             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  | 0.0000% | $32.97             | $29.51             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  | 0.0000% | $82.94             | $76.49             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  | 0.0000% | $66.73             | $65.90             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $293.83            | $263.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2964 | 2032-04-01      | 3.0000%  | 0.0000% | $2738.78           | $2672.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $2171.79           | $1940.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD5136 | 2055-04-01      | 5.5000%  | 0.0000% | $463.67            | $472.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD4953 | 2055-04-01      | 6.0000%  | 0.0000% | $506.27            | $522.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD2383 | 2055-04-01      | 6.0000%  | 0.0000% | $168.91            | $173.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLDD2312 | 2055-02-01      | 4.5000%  | 0.0000% | $6679.66           | $6458.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  | 0.0000% | $5724.19           | $5782.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  | 0.0000% | $5070.75           | $5056.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC5696 | 2054-11-01      | 6.0000%  | 0.0000% | $6011.76           | $6176.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $4216.89           | $4177.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  | 0.0000% | $161.06            | $146.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | 0.0000% | $6278.48           | $6220.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $1579.07           | $1320.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $586.03            | $582.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $2890.07           | $2622.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  | 0.0000% | $3955.92           | $4014.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  | 0.0000% | $722.06            | $601.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  | 0.0000% | $250.64            | $213.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $5075.81           | $4424.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | 0.0000% | $282.06            | $235.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  | 0.0000% | $2641.00           | $2316.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  | 0.0000% | $291.49            | $255.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCA8494 | 2051-01-01      | 2.0000%  | 0.0000% | $4300.84           | $3472.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  | 0.0000% | $4201.51           | $3537.44           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1389 H     | 2075-04-20      | 6.8490%  | 0.0000% | $55141.75          | $58939.85          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $111.80            | $103.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA1600 | 2043-10-01      | 3.5000%  | 0.0000% | $733.68            | $689.36            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CRMA1146 | 2042-08-01      | 4.0000%  | 0.0000% | $2625.35           | $2541.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  | 0.0000% | $9.88              | $9.82              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  | 0.0000% | $4176.90           | $4213.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA1770 | 2044-02-01      | 4.5000%  | 0.0000% | $49.58             | $49.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA0755 | 2041-06-01      | 4.5000%  | 0.0000% | $23.97             | $24.03             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  | 0.0000% | $2839.10           | $2888.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC2968 | 2039-09-01      | 4.5000%  | 0.0000% | $2970.19           | $2981.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  | 0.0000% | $12.95             | $12.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB9597 | 2043-06-01      | 4.0000%  | 0.0000% | $2933.01           | $2860.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB8870 | 2028-04-01      | 2.5000%  | 0.0000% | $167.40            | $164.43            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  | 0.0000% | $210.45            | $207.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $76.20             | $78.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO535441 | 2030-03-01      | 8.0000%  | 0.0000% | $0.02              | $0.02              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG7176 | 2053-07-01      | 3.0000%  | 0.0000% | $5446.12           | $4738.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  | 0.0000% | $9407.49           | $8185.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  | 0.0000% | $7021.18           | $5858.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF2223 | 2052-10-01      | 4.0000%  | 0.0000% | $4089.27           | $3834.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0919 | 2052-09-01      | 4.5000%  | 0.0000% | $1966.18           | $1901.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0206 | 2052-09-01      | 4.5000%  | 0.0000% | $6410.68           | $6222.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF0133 | 2052-09-01      | 4.0000%  | 0.0000% | $8722.90           | $8189.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE8485 | 2052-08-01      | 2.0000%  | 0.0000% | $4510.32           | $3599.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE7644 | 2052-08-01      | 3.5000%  | 0.0000% | $3884.23           | $3524.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2127 | 2044-12-01      | 4.0000%  | 0.0000% | $544.70            | $521.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6919 | 2052-07-01      | 4.0000%  | 0.0000% | $4055.45           | $3803.24           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO1248 | 2038-03-01      | 4.0000%  | 0.0000% | $8048.15           | $7926.43           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4176 H     | 2075-04-20      | 7.4870%  | 0.0000% | $88331.19          | $91135.52          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  | 0.0000% | $5048.52           | $4209.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3628 | 2035-04-01      | 3.5000%  | 0.0000% | $109.18            | $106.83            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  | 0.0000% | $121.34            | $115.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $3549.27           | $3337.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  | 0.0000% | $440.58            | $351.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  | 0.0000% | $1430.70           | $1484.40           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18534 G | 2029-12-01      | 3.0000%  | 0.0000% | $1282.05           | $1261.63           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C92007 G | 2038-05-01      | 4.5000%  | 0.0000% | $5113.22           | $5211.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  | 0.0000% | $6787.46           | $6299.10           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $70.21             | $69.50             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $2650.39           | $2306.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  | 0.0000% | $921.41            | $900.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $1870.00           | $1786.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7688 | 2030-11-01      | 3.5000%  | 0.0000% | $2437.97           | $2419.34           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q39644 G | 2046-03-01      | 3.5000%  | 0.0000% | $6723.12           | $6283.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW2213 | 2052-06-01      | 3.0000%  | 0.0000% | $4787.28           | $4167.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRA8892 | 2053-04-01      | 6.0000%  | 0.0000% | $7738.38           | $8011.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253348 | 2030-06-01      | 8.5000%  | 0.0000% | $42.37             | $43.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253438 | 2030-09-01      | 8.5000%  | 0.0000% | $31.00             | $32.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  | 0.0000% | $2694.87           | $2480.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $203.21            | $193.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  | 0.0000% | $580.17            | $587.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | 0.0000% | $351.10            | $355.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $9255.50           | $8408.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI3496 | 2054-04-01      | 5.5000%  | 0.0000% | $4669.07           | $4719.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CNSA0042 | 2033-05-01      | 4.5000%  | 0.0000% | $5757.08           | $5809.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $3493.77           | $3476.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $3628.73           | $3723.96           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 694836 H     | 2059-09-20      | 5.6840%  | 0.0000% | $0.20              | $0.20              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD3685 | 2040-05-01      | 4.5000%  | 0.0000% | $768.07            | $764.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1088 | 2040-06-01      | 4.5000%  | 0.0000% | $2901.61           | $2909.75           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q27319 G | 2044-07-01      | 3.5000%  | 0.0000% | $1596.14           | $1498.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $205.85            | $203.00            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AG8139 H     | 2064-06-20      | 5.1940%  | 0.0000% | $0.82              | $0.82              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $1408.14           | $1365.00           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  | 0.0000% | $1361.54           | $1323.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4907 | 2047-05-01      | 4.0000%  | 0.0000% | $6023.66           | $5782.16           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7787 H     | 2071-10-20      | 5.7000%  | 0.0000% | $174989.16         | $182410.36         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  | 0.0000% | $146.21            | $127.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $143.28            | $130.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $1876.38           | $1633.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $2063.13           | $2003.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $118.28            | $111.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  | 0.0000% | $173.90            | $172.22            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  | 0.0000% | $859.31            | $791.55            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBZ4245 | 2035-07-01      | 5.2600%  | 0.0000% | $3242.37           | $3382.99           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4420 | 2032-07-01      | 4.7700%  | 0.0000% | $3289.83           | $3371.22           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI9689 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1123162.28        | $1171938.47        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  | 0.0000% | $12674.99          | $13259.96          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  | 0.0000% | $6942.02           | $6955.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $222.81            | $225.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 K2253607 | 2030-11-01      | 7.5000%  | 0.0000% | $6.65              | $6.68              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253517 | 2030-11-01      | 8.5000%  | 0.0000% | $100.93            | $106.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253482 | 2030-10-01      | 8.5000%  | 0.0000% | $155.27            | $158.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253395 | 2030-07-01      | 8.5000%  | 0.0000% | $241.55            | $255.63            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 GO253365 | 2030-05-01      | 8.5000%  | 0.0000% | $4.87              | $4.89              | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  | 0.0000% | $211048.94         | $223938.78         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  | 0.0000% | $58.17             | $51.66             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $580.26            | $561.15            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4187 | 2053-11-01      | 6.0000%  | 0.0000% | $5958.19           | $6206.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  | 0.0000% | $8936.92           | $7775.75           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91987 G | 2038-04-01      | 3.0000%  | 0.0000% | $5443.88           | $5178.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $163.58            | $165.37            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | 0.0000% | $213.33            | $186.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR0441 | 2051-03-01      | 2.5000%  | 0.0000% | $4092.70           | $3412.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ5214 | 2030-01-01      | 7.0000%  | 0.0000% | $5505.91           | $5816.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $295.18            | $285.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  | 0.0000% | $31.00             | $31.07             | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7770 H     | 2071-09-20      | 5.6530%  | 0.0000% | $957209.52         | $996227.82         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $2480.82           | $2368.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0649 | 2037-04-01      | 2.5000%  | 0.0000% | $8662.50           | $8138.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $3308.85           | $3104.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  | 0.0000% | $27.94             | $25.91             | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  | 0.0000% | $6445254.24        | $5958585.26        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  | 0.0000% | $1355.00           | $1405.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $5218.07           | $4900.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  | 0.0000% | $205.55            | $197.16            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8287 | 2044-07-01      | 3.5000%  | 0.0000% | $4816.82           | $4519.82           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0590 | 2052-04-01      | 3.0000%  | 0.0000% | $4635.24           | $4035.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $2569.31           | $2345.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2344 | 2036-11-01      | 2.0000%  | 0.0000% | $6700.29           | $6191.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  | 0.0000% | $363.34            | $333.29            | Agency Mortgage-Backed Securities   |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $18518344.44       | $14986822.09       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $2425297.78        | $2007186.14        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $18.15             | $15.50             | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $0.37              | $0.32              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $18146654.44       | $11860725.93       | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $13435595.56       | $9027954.39        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $11937851.85       | $8249497.33        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/33        | 2033-11-15      | 0.0000%  | 0.0000% | $9739621.48        | $6907349.29        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  | 0.0000% | $4737741.11        | $3449658.27        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  | 0.0000% | $8733878.15        | $6513918.47        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $1890066.67        | $1443470.37        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  | 0.0000% | $5752568.52        | $4603285.86        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  | 0.0000% | $4636537.41        | $2990617.63        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $10289276.30       | $6819948.40        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $565962.59         | $416867.67         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  | 0.0000% | $574337.04         | $433472.84         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/32        | 2032-02-15      | 0.0000%  | 0.0000% | $51001421.11       | $39413286.22       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $691564.44         | $547237.71         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TPRN E 31      | 2031-08-15      | 0.0000%  | 0.0000% | $74074.07          | $59020.30          | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN E 30      | 2030-08-15      | 0.0000%  | 0.0000% | $47259.26          | $39335.58          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $0.37              | $0.32              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $947.41            | $792.29            | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $160956.30         | $109681.09         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $337633.33         | $242701.64         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  | 0.0000% | $22108442.59       | $17289266.39       | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  | 0.0000% | $5459282.22        | $4469476.14        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $4121257.44        | $3556336.07        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  | 0.0000% | $5052484.07        | $4446676.07        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $5247030.73        | $4974541.93        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $7298159.49        | $6976288.76        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  | 0.0000% | $5945084.16        | $5734152.58        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $2761481.25        | $2713111.14        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  | 0.0000% | $297118.64         | $205319.98         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  | 0.0000% | $4977471.69        | $3712307.89        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  | 0.0000% | $8615378.69        | $6579685.32        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  | 0.0000% | $814781.57         | $637176.30         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  | 0.0000% | $4571108.14        | $3742334.23        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  | 0.0000% | $1638475.93        | $1056835.00        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $4242005.93        | $2811690.61        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $7802812.03        | $5461500.25        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  | 0.0000% | $54406.89          | $39109.41          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $7931259.32        | $5841880.09        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  | 0.0000% | $10014665.42       | $7558428.52        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $1638474.59        | $1296531.49        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $41785237.29       | $42389937.78       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $16663677.97       | $16936076.58       | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  | 0.0000% | $5122567.63        | $4145673.49        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  | 0.0000% | $5111465.07        | $4972024.30        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $32687677.97       | $34287386.81       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  | 0.0000% | $4667837.97        | $3735269.29        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  | 0.0000% | $277118.64         | $181125.85         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $1638474.90        | $1116512.50        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  | 0.0000% | $1.69              | $1.23              | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  | 0.0000% | $0.04              | $0.03              | U.S. Treasuries (including strips)  |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $41200491.53       | $42390139.61       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $5822209.32        | $4818483.72        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  | 0.0000% | $5329877.92        | $4457222.34        | U.S. Treasuries (including strips)  |

### Security 98: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.330000%
- **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_4.33_0902
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.8900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $32101300.00       | $30658049.98       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  | 0.0000% | $34944900.00       | $36684548.28       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  | 0.0000% | $8653400.00        | $8884520.07        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $51413422.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2029 | 2029-11-30      | 4.1250%  | 0.0000% | $3366300.00        | $3461460.06        | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |
| UST - 1.7500 - 11/15/2029 | 2029-11-15      | 1.7500%  | 0.0000% | $50000000.00       | $46627038.04       | U.S. Treasuries (including strips) |

### 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: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142456474.95
- **C.18.a - Value (excl. sponsor support):** $142456474.95
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119577980.40
- **C.18.a - Value (excl. sponsor support):** $119577980.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $310659119.26
- **C.18.a - Value (excl. sponsor support):** $310659119.26
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $622351591.90
- **C.18.a - Value (excl. sponsor support):** $622351591.90
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: 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):** $128335773.80
- **C.18.a - Value (excl. sponsor support):** $128335773.80
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 104: 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):** $632007589.23
- **C.18.a - Value (excl. sponsor support):** $632007589.23
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 105: 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):** $45259557.82
- **C.18.a - Value (excl. sponsor support):** $45259557.82
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 106: 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):** $323295187.80
- **C.18.a - Value (excl. sponsor support):** $323295187.80
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $321558683.74
- **C.18.a - Value (excl. sponsor support):** $321558683.74
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77345907.07
- **C.18.a - Value (excl. sponsor support):** $77345907.07
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **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? 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: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $467058705.75
- **C.18.a - Value (excl. sponsor support):** $467058705.75
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193063952.04
- **C.18.a - Value (excl. sponsor support):** $193063952.04
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: 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):** $92032573.08
- **C.18.a - Value (excl. sponsor support):** $92032573.08
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304989688.98
- **C.18.a - Value (excl. sponsor support):** $304989688.98
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 113: 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):** $154927971.74
- **C.18.a - Value (excl. sponsor support):** $154927971.74
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 114: 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):** $316644889.84
- **C.18.a - Value (excl. sponsor support):** $316644889.84
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $924210669.76
- **C.18.a - Value (excl. sponsor support):** $924210669.76
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $303766738.36
- **C.18.a - Value (excl. sponsor support):** $303766738.36
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **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? 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: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769774496.46
- **C.18.a - Value (excl. sponsor support):** $769774496.46
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $304029360.00
- **C.18.a - Value (excl. sponsor support):** $304029360.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: 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):** $309062590.63
- **C.18.a - Value (excl. sponsor support):** $309062590.63
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 120: 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):** $309099373.05
- **C.18.a - Value (excl. sponsor support):** $309099373.05
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 121: 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):** $234976915.86
- **C.18.a - Value (excl. sponsor support):** $234976915.86
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 122: United States Treasury Bill

- **C.1 - Title:** United States Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $263010728.95
- **C.18.a - Value (excl. sponsor support):** $263010728.95
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $267764112.98
- **C.18.a - Value (excl. sponsor support):** $267764112.98
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: 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):** $60825332.48
- **C.18.a - Value (excl. sponsor support):** $60825332.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 125: 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):** $210786529.95
- **C.18.a - Value (excl. sponsor support):** $210786529.95
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 126: 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):** $29369882.70
- **C.18.a - Value (excl. sponsor support):** $29369882.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59569359.07
- **C.18.a - Value (excl. sponsor support):** $59569359.07
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 128: 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):** $63888201.40
- **C.18.a - Value (excl. sponsor support):** $63888201.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 129: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.313400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270673533.02
- **C.18.a - Value (excl. sponsor support):** $270673533.02
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.388400%
- **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):** $55033310.20
- **C.18.a - Value (excl. sponsor support):** $55033310.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.293400%
- **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):** $139029000.96
- **C.18.a - Value (excl. sponsor support):** $139029000.96
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 132: 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):** $63651117.50
- **C.18.a - Value (excl. sponsor support):** $63651117.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 133: 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):** $78705193.36
- **C.18.a - Value (excl. sponsor support):** $78705193.36
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 134: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.348400%
- **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):** $130083582.20
- **C.18.a - Value (excl. sponsor support):** $130083582.20
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.241400%
- **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):** $334895252.20
- **C.18.a - Value (excl. sponsor support):** $334895252.20
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.303400%
- **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):** $396951669.22
- **C.18.a - Value (excl. sponsor support):** $396951669.22
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: BMO Capital Markets Corp.

- **C.1 - Title:** Bmo Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 931FWK002, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 931FWK002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-139 FD     | 2065-08-20      | 5.3860%  | 0.0000% | $191275167.79      | $193148039.07      | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 HJ     | 2051-08-20      | 5.2500%  | 0.0000% | $41045983.89       | $41323550.52       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL023FP R06F023 | 2036-04-25      | 4.7629%  | 0.0000% | $4220.52           | $4170.98           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FA R03F011 | 2032-09-25      | 5.4629%  | 0.0000% | $3983.90           | $4014.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041F  R02F041 | 2032-07-25      | 5.0129%  | 0.0000% | $3455.63           | $3456.51           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4257EK 10/15/28 | 2028-10-15      | 2.5000%  | 0.0000% | $10470.86          | $10390.98          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41 | 2041-06-15      | 4.0000%  | 0.0000% | $6022.24           | $5914.29           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29 | 2029-09-15      | 4.0000%  | 0.0000% | $7091.22           | $7079.72           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FM R25F016 | 2055-01-25      | 5.2984%  | 0.0000% | $1695.34           | $1700.16           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL098FD R07F098 | 2037-06-25      | 4.9129%  | 0.0000% | $3433.24           | $3402.12           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064 | 2037-07-25      | 4.9329%  | 0.0000% | $3802.32           | $3739.95           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43 | 2043-04-15      | 3.0000%  | 0.0000% | $7004.69           | $6840.14           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33 | 2033-04-15      | 3.0000%  | 0.0000% | $742.43            | $726.39            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0558 M     | 2055-08-20      | 6.5000%  | 0.0000% | $98104388.59       | $101552321.87      | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $177660667.27      | $176446336.89      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $1141.93           | $1171.90           | Agency Mortgage-Backed Securities         |

### Security 138: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $745000000.00
- **C.18.a - Value (excl. sponsor support):** $745000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $664.17            | $667.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5450%  | 0.0000% | $21499310.67       | $21521761.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.6950%  | 0.0000% | $1863452.88        | $1870598.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3950%  | 0.0000% | $21853697.33       | $21849299.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1450%  | 0.0000% | $19405863.33       | $19254851.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  | 0.0000% | $704282.24         | $641936.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-025 EB      | 2052-02-20      | 2.5000%  | 0.0000% | $50000.00          | $33219.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  | 0.0000% | $1291659.36        | $1039665.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.8549%  | 0.0000% | $1261.82           | $1256.03           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.9049%  | 0.0000% | $2386480.81        | $2324819.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  | 0.0000% | $2556708.65        | $2339963.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.6650%  | 0.0000% | $24947035.25       | $25063594.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 5.6650%  | 0.0000% | $16602720.33       | $16671808.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.6950%  | 0.0000% | $21646459.03       | $21749988.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL      | 2055-07-20      | 5.9950%  | 0.0000% | $16612748.17       | $16737240.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $915983.11         | $881794.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF      | 2055-06-20      | 5.7450%  | 0.0000% | $11619632.85       | $11681498.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.8549%  | 0.0000% | $83191.00          | $83153.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.8484%  | 0.0000% | $16000245.00       | $16101027.68       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 5.6484%  | 0.0000% | $5744251.27        | $5724517.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4450%  | 0.0000% | $3447106.03        | $3453422.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.4950%  | 0.0000% | $16262386.77       | $16200325.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.3950%  | 0.0000% | $19575698.56       | $19580176.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 GC      | 2051-10-20      | 3.5000%  | 0.0000% | $1561943.27        | $1506580.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54  | 2054-11-25      | 5.4984%  | 0.0000% | $10554601.82       | $10516583.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $2028535.23        | $1592634.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.5984%  | 0.0000% | $507.02            | $507.51            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063FH R24F063  | 2054-09-25      | 5.4484%  | 0.0000% | $24849022.79       | $24816976.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4450%  | 0.0000% | $16025101.67       | $16050249.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.4950%  | 0.0000% | $22699749.33       | $22697791.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55  | 2055-02-25      | 5.7484%  | 0.0000% | $12185731.33       | $12212609.52       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55  | 2055-02-25      | 5.7484%  | 0.0000% | $8740194.40        | $8770948.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $6378548.60        | $6759740.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.9049%  | 0.0000% | $3513871.36        | $3432202.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  | 0.0000% | $1150687.80        | $1129773.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.9049%  | 0.0000% | $8045.44           | $7798.44           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 5.1744%  | 0.0000% | $88164.47          | $88497.60          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.5950%  | 0.0000% | $25377980.23       | $25510345.61       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549AF 06/25/55  | 2055-06-25      | 5.8484%  | 0.0000% | $9591199.50        | $9651114.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 5.6950%  | 0.0000% | $16651010.67       | $16730631.77       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063DF R25F063  | 2055-08-25      | 5.7484%  | 0.0000% | $9963610.00        | $10009917.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA      | 2055-07-20      | 5.6650%  | 0.0000% | $4994900.30        | $5017603.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  | 0.0000% | $1069891.12        | $1022471.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.7549%  | 0.0000% | $7066.81           | $6851.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF      | 2055-05-20      | 5.6050%  | 0.0000% | $16608034.50       | $16658460.76       | Agency Collateralized Mortgage Obligation |
| FHLB FHDN 11/14/25         | 2025-11-14      | 0.0000%  | 0.0000% | $98657.72          | $97785.58          | Agency Debentures and Agency Strips       |
| FHLB FHDN 10/24/25         | 2025-10-24      | 0.0000%  | 0.0000% | $16442953.02       | $16336797.32       | Agency Debentures and Agency Strips       |
| FHLB FHDN 10/17/25         | 2025-10-17      | 0.0000%  | 0.0000% | $36174.50          | $35968.19          | Agency Debentures and Agency Strips       |
| FHLB FHDN 09/02/25         | 2025-09-02      | 0.0000%  | 0.0000% | $2219798.66        | $2218533.37        | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 28 EL       | 2028-03-10      | 3.0000%  | 0.0000% | $166073.83         | $165978.22         | Agency Debentures and Agency Strips       |
| FHLB FHFR 03SO 07/28 8232  | 2028-07-14      | 4.5900%  | 0.0000% | $295973.15         | $297695.55         | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A       | 2055-02-01      | 5.2500%  | 0.0000% | $3223805.37        | $3145961.21        | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G       | 2030-05-01      | 7.1250%  | 0.0000% | $42751.68          | $49771.81          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/28         | 2028-01-15      | 0.0000%  | 0.0000% | $14798.66          | $13540.80          | Agency Debentures and Agency Strips       |
| FNMA 5.625 FNSM A 07/37    | 2037-07-15      | 5.6250%  | 0.0000% | $169691.28         | $187261.96         | Agency Debentures and Agency Strips       |
| FNMA 6.03 FNNT A 10/27     | 2027-10-08      | 6.0300%  | 0.0000% | $11510.07          | $12309.18          | Agency Debentures and Agency Strips       |
| FNMA 1.31 FNNT A 23-32     | 2032-01-27      | 1.3100%  | 0.0000% | $88791.95          | $75169.88          | Agency Debentures and Agency Strips       |
| FNMA 1.875 FNSM A 09/26    | 2026-09-24      | 1.8750%  | 0.0000% | $76624.16          | $75608.35          | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27     | 2027-10-08      | 0.7500%  | 0.0000% | $199288.59         | $188150.25         | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30    | 2030-08-05      | 0.8750%  | 0.0000% | $168046.98         | $146661.04         | Agency Debentures and Agency Strips       |
| FNMA 6.625 FNSM BB 11/30   | 2030-11-15      | 6.6250%  | 0.0000% | $3864422.82        | $4450778.99        | Agency Debentures and Agency Strips       |
| FNMA 7.25 FNSM BB 05/30    | 2030-05-15      | 7.2500%  | 0.0000% | $19731.54          | $23140.26          | Agency Debentures and Agency Strips       |
| FNMA 6.21 FNSM GDED 08/38  | 2038-08-06      | 6.2100%  | 0.0000% | $1644.30           | $1909.40           | Agency Debentures and Agency Strips       |
| FMAC 5.00 FMNT 25-30 K4    | 2030-02-19      | 5.0000%  | 0.0000% | $1379234.90        | $1382186.31        | Agency Debentures and Agency Strips       |
| FMAC 6.00 FMNT 25-45 R1    | 2045-01-30      | 6.0000%  | 0.0000% | $295315.44         | $296440.39         | Agency Debentures and Agency Strips       |
| FMAC 2.67 FMNT 22-27 M2    | 2027-03-25      | 2.6700%  | 0.0000% | $82214.77          | $81705.99          | Agency Debentures and Agency Strips       |
| FMAC 1.24 FMNT 22-31 H5    | 2031-09-30      | 1.2400%  | 0.0000% | $78597.32          | $67175.73          | Agency Debentures and Agency Strips       |
| FHLB 0.92 FHOR 21-27 7U    | 2027-08-24      | 0.9200%  | 0.0000% | $657718.12         | $621015.99         | Agency Debentures and Agency Strips       |
| FHLB 1.00 FHOR 21-28 TV    | 2028-02-25      | 1.0000%  | 0.0000% | $328859.06         | $307056.07         | Agency Debentures and Agency Strips       |
| FCSB 4.53 FCOR 25-30 IU    | 2030-08-26      | 4.5300%  | 0.0000% | $7445040.27        | $7439445.32        | Agency Debentures and Agency Strips       |
| FCSB 3.97 FCOR 26-27 NW    | 2027-08-26      | 3.9700%  | 0.0000% | $11510067.11       | $11501213.96       | Agency Debentures and Agency Strips       |
| FCSB 4.07 FCOR 26-28 LK    | 2028-08-21      | 4.0700%  | 0.0000% | $21326510.07       | $21322382.20       | Agency Debentures and Agency Strips       |
| FCSB 5.73 FCOR 26-40 AP    | 2040-08-13      | 5.7300%  | 0.0000% | $9125838.93        | $9157110.13        | Agency Debentures and Agency Strips       |
| FCSB 5.04 FCOR 25-32 EU    | 2032-02-12      | 5.0400%  | 0.0000% | $1741637.58        | $1743703.17        | Agency Debentures and Agency Strips       |
| FCSB 5.45 FCOR 25-34 DM    | 2034-07-28      | 5.4500%  | 0.0000% | $2314181.21        | $2324423.90        | Agency Debentures and Agency Strips       |
| FCSB 3.75 FCSB 28 FN       | 2028-07-03      | 3.7500%  | 0.0000% | $93724.83          | $94477.47          | Agency Debentures and Agency Strips       |
| FCSB 5.37 FCOR 26-34 DK    | 2034-06-12      | 5.3700%  | 0.0000% | $2800892.62        | $2833326.49        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03FF 26/01       | 2026-01-06      | 4.3700%  | 0.0000% | $22056248.32       | $22201709.28       | Agency Debentures and Agency Strips       |
| FCSB 5.12 FCOR 25-31 FE    | 2031-08-01      | 5.1200%  | 0.0000% | $4042335.57        | $4057289.07        | Agency Debentures and Agency Strips       |
| FCSB 5.90 FCOR 25-40 AG    | 2040-04-23      | 5.9000%  | 0.0000% | $49328.86          | $50272.32          | Agency Debentures and Agency Strips       |
| FCSB 5.78 FCOR 26-40 AH    | 2040-04-23      | 5.7800%  | 0.0000% | $1645939.60        | $1682397.16        | Agency Debentures and Agency Strips       |
| FCSB 5.04 FCOR 25-32 EF    | 2032-04-14      | 5.0400%  | 0.0000% | $5786932.89        | $5886352.39        | Agency Debentures and Agency Strips       |
| FCSB 5 5/8 FCOR 26-40 AF   | 2040-03-26      | 5.6250%  | 0.0000% | $182187.92         | $186686.91         | Agency Debentures and Agency Strips       |
| FCSB 5.82 FCOR 25-40 AE    | 2040-03-26      | 5.8200%  | 0.0000% | $1078657.72        | $1103025.67        | Agency Debentures and Agency Strips       |
| FCSB 5.72 FCOR 25-44 AC    | 2044-10-28      | 5.7200%  | 0.0000% | $991510.07         | $997127.52         | Agency Debentures and Agency Strips       |
| FCSB 5.29 FCOR 25-36 BZ    | 2036-04-07      | 5.2900%  | 0.0000% | $1322013.42        | $1338345.72        | Agency Debentures and Agency Strips       |
| FHLB 0.55 FHOR 21-26 5377  | 2026-02-12      | 0.5500%  | 0.0000% | $4720771.81        | $4647173.67        | Agency Debentures and Agency Strips       |
| FHLB 1.78 FHOR 21-36 BS    | 2036-02-11      | 1.7800%  | 0.0000% | $1123053.69        | $850140.41         | Agency Debentures and Agency Strips       |
| FHLB 1.85 FHOR 22-36 BJ    | 2036-01-25      | 1.8500%  | 0.0000% | $1124697.99        | $860154.65         | Agency Debentures and Agency Strips       |
| FHLB 0.80 FHOR 21-27 6L    | 2027-10-29      | 0.8000%  | 0.0000% | $328859.06         | $308370.05         | Agency Debentures and Agency Strips       |
| FHLB 0.90 FHOR 20-27 5M    | 2027-09-24      | 0.9000%  | 0.0000% | $657718.12         | $621849.46         | Agency Debentures and Agency Strips       |
| FHLB 2.75 FHLB 29 EQ       | 2029-06-08      | 2.7500%  | 0.0000% | $27953.02          | $27147.35          | Agency Debentures and Agency Strips       |
| FHLB 3.25 FHLB 28 G4973    | 2028-11-16      | 3.2500%  | 0.0000% | $136476.51         | $136263.96         | Agency Debentures and Agency Strips       |
| FHLB 3.00 FHLB 26 HF       | 2026-09-11      | 3.0000%  | 0.0000% | $27953.02          | $28081.69          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF CI 26/09    | 2026-09-03      | 4.5000%  | 0.0000% | $10194.63          | $10312.97          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BV 26/05    | 2026-05-26      | 4.4650%  | 0.0000% | $10852.35          | $10862.80          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF BR 26/07    | 2026-07-15      | 4.4800%  | 0.0000% | $5590.60           | $5625.85           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03PR BG 26/03    | 2026-03-24      | 4.4400%  | 0.0000% | $6248.32           | $6300.43           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03PR AX 26/05    | 2026-05-28      | 4.4600%  | 0.0000% | $1644.30           | $1644.09           | Agency Debentures and Agency Strips       |
| FCSB 5.23 FCOR 25-32 DT    | 2032-11-26      | 5.2300%  | 0.0000% | $2129362.42        | $2156439.03        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF DZ 26/09    | 2026-09-21      | 4.4850%  | 0.0000% | $22362.42          | $22569.77          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03PR AJ 26/04    | 2026-04-17      | 4.4700%  | 0.0000% | $10194.63          | $10253.24          | Agency Debentures and Agency Strips       |
| FCSB FCFR 03FF AI 26/01    | 2026-01-16      | 4.3900%  | 0.0000% | $19369798.66       | $19475471.67       | Agency Debentures and Agency Strips       |
| FCSB 5.74 FCOR 26-45 G     | 2045-03-06      | 5.7400%  | 0.0000% | $54261.74          | $55826.70          | Agency Debentures and Agency Strips       |
| FCSB 5.73 FCOR 25-39 BC    | 2039-03-04      | 5.7300%  | 0.0000% | $1826483.22        | $1865294.47        | Agency Debentures and Agency Strips       |
| FCSB 5.25 FCOR 26-34 DE    | 2034-03-03      | 5.2500%  | 0.0000% | $1319053.69        | $1353016.25        | Agency Debentures and Agency Strips       |
| FCSB 5.42 FCOR 25-33 EI    | 2033-08-12      | 5.4200%  | 0.0000% | $3288.59           | $3294.93           | Agency Debentures and Agency Strips       |
| FCSB 4.25 FCSB 28 EA       | 2028-08-07      | 4.2500%  | 0.0000% | $5919.46           | $6023.75           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF EE 25/12    | 2025-12-15      | 4.5100%  | 0.0000% | $9208.05           | $9298.30           | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO       | 2026-03-09      | 4.7500%  | 0.0000% | $55906.04          | $57352.36          | Agency Debentures and Agency Strips       |
| FCSB 4 7/8 FCSB 28 EE      | 2028-11-01      | 4.8750%  | 0.0000% | $657.72            | $691.22            | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A     | 2032-07-15      | 6.2500%  | 0.0000% | $657.72            | $752.35            | Agency Debentures and Agency Strips       |
| FMAC FMIN 03/15/2031 E     | 2031-03-15      | 0.0000%  | 0.0000% | $15127.52          | $12139.38          | Agency Debentures and Agency Strips       |
| FHLB 5.65 FHOR 27-42 TT    | 2042-07-21      | 5.6500%  | 0.0000% | $116744.97         | $118037.79         | Agency Debentures and Agency Strips       |
| FHLB 5.17 FHOR 26-32 KV    | 2032-06-16      | 5.1700%  | 0.0000% | $1747885.91        | $1771934.39        | Agency Debentures and Agency Strips       |
| FHLB 4.95 FHOR 26-33 IX    | 2033-04-14      | 4.9500%  | 0.0000% | $106879.19         | $108573.50         | Agency Debentures and Agency Strips       |
| FHLB 5.75 FHOR 25-40 BK    | 2040-04-02      | 5.7500%  | 0.0000% | $1693624.16        | $1731583.64        | Agency Debentures and Agency Strips       |
| FHLB 5.18 FHOR 26-32 JN    | 2032-03-10      | 5.1800%  | 0.0000% | $2354630.87        | $2415719.94        | Agency Debentures and Agency Strips       |
| FHLB 5.52 FHOR 27-40 AS    | 2040-02-10      | 5.5200%  | 0.0000% | $1504530.20        | $1510004.18        | Agency Debentures and Agency Strips       |
| FHLB 5.32 FHOR 26-33 IS    | 2033-01-14      | 5.3200%  | 0.0000% | $639630.87         | $644408.28         | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHOR 25-34 MW    | 2034-12-26      | 5.5000%  | 0.0000% | $235134.23         | $237143.22         | Agency Debentures and Agency Strips       |
| FHLB 6.00 FHOR 25-54 J     | 2054-10-23      | 6.0000%  | 0.0000% | $49328.86          | $50149.40          | Agency Debentures and Agency Strips       |
| FHLB FHFR 03SO 12/25 6688  | 2025-12-08      | 4.5100%  | 0.0000% | $90436.24          | $91398.81          | Agency Debentures and Agency Strips       |
| FHLB 4.875 FHLB 26 EN      | 2026-09-11      | 4.8750%  | 0.0000% | $4932.89           | $5092.17           | Agency Debentures and Agency Strips       |
| FHLB 4.50 FHLB 30 ME       | 2030-09-13      | 4.5000%  | 0.0000% | $989865.77         | $1045059.70        | Agency Debentures and Agency Strips       |
| FHLB 4.375 FHLB 28 I4      | 2028-09-08      | 4.3750%  | 0.0000% | $2334899.33        | $2432767.22        | Agency Debentures and Agency Strips       |
| FMAC 6.75 FMPR GB 29 A     | 2029-09-15      | 0.0000%  | 0.0000% | $8221.48           | $7006.28           | Agency Debentures and Agency Strips       |
| FMAC 6.75 FMNT GB 29 A     | 2029-09-15      | 6.7500%  | 0.0000% | $9536.91           | $10894.86          | Agency Debentures and Agency Strips       |
| FMAC FMZC 12/11/2025 A     | 2025-12-11      | 0.0000%  | 0.0000% | $102604.03         | $101352.05         | Agency Debentures and Agency Strips       |
| FHLB 5.125 FHLB 36 A       | 2036-03-14      | 5.1250%  | 0.0000% | $31241.61          | $33408.20          | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 28 G6378    | 2028-06-30      | 4.0000%  | 0.0000% | $243355.70         | $247321.32         | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 33 FU       | 2033-06-10      | 4.0000%  | 0.0000% | $16442.95          | $16412.83          | Agency Debentures and Agency Strips       |
| FHLB 3.50 FHLB 32 GP       | 2032-06-11      | 3.5000%  | 0.0000% | $3288.59           | $3205.73           | Agency Debentures and Agency Strips       |
| FHLB 1.00 FHLB 28 VB       | 2028-03-10      | 1.0000%  | 0.0000% | $11510.07          | $10815.26          | Agency Debentures and Agency Strips       |
| FHLB 2.09 FHOR 22-36 DH    | 2036-02-22      | 2.0900%  | 0.0000% | $1470000.00        | $1147339.98        | Agency Debentures and Agency Strips       |
| FHLB 2.15 FHOR 21-41 TT    | 2041-02-25      | 2.1500%  | 0.0000% | $1644295.30        | $1118314.65        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03PR AA 26/03    | 2026-03-18      | 4.4750%  | 0.0000% | $25979.87          | $26214.20          | Agency Debentures and Agency Strips       |
| FCSB 3.82 FCSB 37 AE       | 2037-06-15      | 3.8200%  | 0.0000% | $1170409.40        | $1094592.88        | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 32 BS      | 2032-09-20      | 3.8750%  | 0.0000% | $1315.44           | $1320.52           | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 37 AG       | 2037-09-08      | 4.0000%  | 0.0000% | $254865.77         | $244630.36         | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 FD       | 2026-05-28      | 4.7500%  | 0.0000% | $11510.07          | $11718.25          | Agency Debentures and Agency Strips       |
| FHLB FHDN 10/22/25         | 2025-10-22      | 0.0000%  | 0.0000% | $378187.92         | $375822.35         | Agency Debentures and Agency Strips       |
| FCSB 2.92 FCSB 30 L        | 2030-12-17      | 2.9200%  | 0.0000% | $16442.95          | $15770.44          | Agency Debentures and Agency Strips       |
| FHLB 5.45 FHOR 26-35 HK    | 2035-06-18      | 5.4500%  | 0.0000% | $1522617.45        | $1544323.29        | Agency Debentures and Agency Strips       |
| FCSB 4.94 FCOR 27-33 EJ    | 2033-03-03      | 4.9400%  | 0.0000% | $313073.83         | $322519.61         | Agency Debentures and Agency Strips       |
| FHLB 2.625 FHLB 25 VQ      | 2025-12-12      | 2.6250%  | 0.0000% | $14798.66          | $14812.34          | Agency Debentures and Agency Strips       |
| FHLB FHDN 11/28/25         | 2025-11-28      | 0.0000%  | 0.0000% | $13154362.42       | $13017162.42       | Agency Debentures and Agency Strips       |
| FHLB 4.75 FHLB 27 G6982    | 2027-04-09      | 4.7500%  | 0.0000% | $317348.99         | $328212.55         | Agency Debentures and Agency Strips       |
| FCSB 4.97 FCOR 26-29 HG    | 2029-03-27      | 4.9700%  | 0.0000% | $591946.31         | $606463.46         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF DJ 26/04    | 2026-04-21      | 4.4700%  | 0.0000% | $5590.60           | $5620.92           | Agency Debentures and Agency Strips       |
| FCSB 4 7/8 FCSB 26 GK      | 2026-08-28      | 4.8750%  | 0.0000% | $62483.22          | $63051.53          | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNSM BB 01/30   | 2030-01-15      | 7.1250%  | 0.0000% | $15456.38          | $17695.67          | Agency Debentures and Agency Strips       |
| FHLB 4.72 FHOR 28-35 IR    | 2035-08-15      | 4.7200%  | 0.0000% | $851744.97         | $860888.07         | Agency Debentures and Agency Strips       |
| FHLB FHFR 03SO 12/25 6679  | 2025-12-08      | 4.5150%  | 0.0000% | $162785.23         | $164521.33         | Agency Debentures and Agency Strips       |
| FCSB 3.00 FCSB 37 S        | 2037-09-14      | 3.0000%  | 0.0000% | $3288.59           | $2803.46           | Agency Debentures and Agency Strips       |
| FHLB 2.625 FHLB 25 TW      | 2025-09-12      | 2.6250%  | 0.0000% | $23020.13          | $23281.83          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/27         | 2027-04-15      | 0.0000%  | 0.0000% | $220664.43         | $206826.56         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF CO 26/06    | 2026-06-15      | 4.4850%  | 0.0000% | $5919.46           | $5979.12           | Agency Debentures and Agency Strips       |
| FHLB 4.125 FHLB 27 G6795   | 2027-01-15      | 4.1250%  | 0.0000% | $332147.65         | $335150.49         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF DJ 25/11    | 2025-11-14      | 4.5150%  | 0.0000% | $72677.85          | $72838.28          | Agency Debentures and Agency Strips       |
| FMAC FMZC 12/17/2029 A     | 2029-12-17      | 0.0000%  | 0.0000% | $4932.89           | $4192.19           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF DT 26/02    | 2026-02-09      | 4.4500%  | 0.0000% | $6577.18           | $6595.51           | Agency Debentures and Agency Strips       |
| FCSB FCFR 03SF GR 25/11    | 2025-11-25      | 4.4150%  | 0.0000% | $59523.49          | $59564.68          | Agency Debentures and Agency Strips       |
| FHLB 5.19 FHOR 26-32 LC    | 2032-07-07      | 5.1900%  | 0.0000% | $2134295.30        | $2151383.89        | Agency Debentures and Agency Strips       |
| FCSB 5.05 FCOR 25-32 EV    | 2032-08-25      | 5.0500%  | 0.0000% | $6487731.54        | $6481627.31        | Agency Debentures and Agency Strips       |
| FCSB 4.42 FCOR 26-28 KR    | 2028-06-16      | 4.4200%  | 0.0000% | $4788187.92        | $4837782.90        | Agency Debentures and Agency Strips       |
| FCSB FCFR 03PR BU 26/01    | 2026-01-29      | 4.4300%  | 0.0000% | $8221.48           | $8255.14           | Agency Debentures and Agency Strips       |
| FNMA FNFR SOFR A 11/05/27  | 2027-11-05      | 4.6200%  | 0.0000% | $328859.06         | $330622.57         | Agency Debentures and Agency Strips       |
| FHLB 4.50 FHLB 25 LD       | 2025-12-23      | 4.5000%  | 0.0000% | $14798.66          | $14932.17          | Agency Debentures and Agency Strips       |
| FNMA FNDN 10/03/25         | 2025-10-03      | 0.0000%  | 0.0000% | $541630.87         | $539429.68         | Agency Debentures and Agency Strips       |
| FCSB FCFR 03FF 26/07       | 2026-07-15      | 4.3950%  | 0.0000% | $9865771.81        | $9919281.29        | Agency Debentures and Agency Strips       |
| FHLB 2.00 FHOR 21-39 AB    | 2039-02-16      | 2.0000%  | 0.0000% | $3288590.60        | $2322442.88        | Agency Debentures and Agency Strips       |
| TVDB 2.875 TVBD 27 A       | 2027-02-01      | 2.8750%  | 0.0000% | $16771.81          | $16590.76          | Agency Debentures and Agency Strips       |
| FCSB 4.76 FCOR 25-30 IM    | 2030-07-22      | 4.7600%  | 0.0000% | $32885.91          | $33038.80          | Agency Debentures and Agency Strips       |
| FMAC 4.75 FMNT 26-30 83    | 2030-07-30      | 4.7500%  | 0.0000% | $4234060.40        | $4253945.20        | Agency Debentures and Agency Strips       |
| FCSB 2.70 FCOR 22-41 L     | 2041-06-21      | 2.7000%  | 0.0000% | $986577.18         | $730995.48         | Agency Debentures and Agency Strips       |
| FHLB 1.10 FHOR 21-28 5400  | 2028-02-25      | 1.1000%  | 0.0000% | $88791.95          | $83213.35          | Agency Debentures and Agency Strips       |
| FCSB 2.62 FCOR 22-36 BK    | 2036-12-16      | 2.6200%  | 0.0000% | $657718.12         | $539260.97         | Agency Debentures and Agency Strips       |
| FCSB 3.25 FCSB 32 BQ       | 2032-07-28      | 3.2500%  | 0.0000% | $7892.62           | $7512.47           | Agency Debentures and Agency Strips       |
| FCSB 1.16 FCSB 26 DN       | 2026-10-27      | 1.1600%  | 0.0000% | $417979.87         | $406686.51         | Agency Debentures and Agency Strips       |
| FCSB 2 3/8 FCOR 26-41 S    | 2041-10-21      | 2.3750%  | 0.0000% | $633053.69         | $445830.88         | Agency Debentures and Agency Strips       |
| FCSB 2.74 FCOR 22-41 G     | 2041-04-01      | 2.7400%  | 0.0000% | $1973154.36        | $1488700.46        | Agency Debentures and Agency Strips       |
| FCSB 1.68 FCSB 37 X        | 2037-11-03      | 1.6800%  | 0.0000% | $950402.68         | $693454.98         | Agency Debentures and Agency Strips       |
| FCSB 3.35 FCSB 25 CO       | 2025-11-13      | 3.3500%  | 0.0000% | $8221.48           | $8285.55           | Agency Debentures and Agency Strips       |
| FCSB 3.35 FCSB 26 CO       | 2026-10-30      | 3.3500%  | 0.0000% | $3288.59           | $3303.60           | Agency Debentures and Agency Strips       |
| FCSB 3.00 FCSB 26 CE       | 2026-04-02      | 3.0000%  | 0.0000% | $16442.95          | $16540.95          | Agency Debentures and Agency Strips       |
| FCSB 3.30 FCSB 26 CK       | 2026-09-28      | 3.3000%  | 0.0000% | $3288.59           | $3311.85           | Agency Debentures and Agency Strips       |
| FCSB 3.22 FCSB 25 CQ       | 2025-12-10      | 3.2200%  | 0.0000% | $10852.35          | $10897.02          | Agency Debentures and Agency Strips       |
| FCSB 2.83 FCSB 36 Q        | 2036-12-19      | 2.8300%  | 0.0000% | $36832.21          | $30911.91          | Agency Debentures and Agency Strips       |
| FCSB 3.03 FCSB 29 AD       | 2029-03-20      | 3.0300%  | 0.0000% | $13154.36          | $13023.90          | Agency Debentures and Agency Strips       |
| FHLB FHDN 02/27/26         | 2026-02-27      | 0.0000%  | 0.0000% | $914885.91         | $896685.17         | Agency Debentures and Agency Strips       |
| FHLB FHDN 02/20/26         | 2026-02-20      | 0.0000%  | 0.0000% | $1644295.30        | $1612718.26        | Agency Debentures and Agency Strips       |
| FHLB FHDN 12/26/25         | 2025-12-26      | 0.0000%  | 0.0000% | $21375838.93       | $21089124.80       | Agency Debentures and Agency Strips       |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5910%  | 0.0000% | $15199586.59       | $14756103.16       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617301 X      | 2036-11-15      | 6.5000%  | 0.0000% | $1600.21           | $1684.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  | 0.0000% | $64553.30          | $67935.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $9971896.29        | $10090928.60       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  | 0.0000% | $536.75            | $502.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  | 0.0000% | $2076787.01        | $2169257.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7942        | 2060-06-15      | 5.9400%  | 0.0000% | $2382.12           | $2525.55           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  | 0.0000% | $1235936.00        | $1293449.59        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1761        | 2060-04-15      | 5.7700%  | 0.0000% | $216074.55         | $229682.66         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9975        | 2059-11-15      | 4.9800%  | 0.0000% | $248085.48         | $249379.82         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972        | 2059-11-15      | 4.9800%  | 0.0000% | $215007.42         | $216550.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  | 0.0000% | $217076.58         | $227038.73         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0767        | 2066-04-15      | 5.8300%  | 0.0000% | $396132.67         | $422422.98         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT6901        | 2065-05-15      | 5.0400%  | 0.0000% | $7999.67           | $8142.42           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1229        | 2060-05-15      | 6.1000%  | 0.0000% | $266146.18         | $289658.71         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  | 0.0000% | $215558.63         | $226719.33         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897        | 2060-06-15      | 5.9700%  | 0.0000% | $264978.76         | $281574.73         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE4026        | 2059-11-15      | 5.2300%  | 0.0000% | $215096.93         | $220369.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8025        | 2060-08-15      | 4.9000%  | 0.0000% | $12916400.00       | $12879525.11       | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  | 0.0000% | $20617.67          | $20657.75          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7410% | 0.0000% | $9945360.28        | $9823902.00        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3555%  | 0.0000% | $817447.77         | $785726.03         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7410% | 0.0000% | $8630596.34        | $9133936.53        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-07-25      | 9.3891%  | 0.0000% | $8664475.35        | $7102571.33        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 4.0903%  | 0.0000% | $10019333.33       | $8402106.54        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.2109%  | 0.0000% | $7972937.85        | $7604908.31        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 7.0055%  | 0.0000% | $326520.10         | $313649.79         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2016-KF1 | 2025-12-25      | 14.9555% | 0.0000% | $507424.74         | $497784.54         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.3976%  | 0.0000% | $8699700.85        | $7061819.66        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.8055%  | 0.0000% | $879851.87         | $795743.45         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-03-25      | 6.6555%  | 0.0000% | $828530.08         | $791894.55         | Agency Mortgage-Backed Securities         |

### Security 139: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CWS000, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 933CWS000_4.35_0905
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  | 0.0000% | $443096.92         | $446156.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FG     | 2055-07-20      | 5.5950%  | 0.0000% | $17752963.73       | $17816852.34       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54 | 2054-11-25      | 5.4984%  | 0.0000% | $23656.95          | $23571.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-104 AB     | 2048-05-20      | 3.5000%  | 0.0000% | $5443650.61        | $5240429.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT     | 2055-03-20      | 5.0000%  | 0.0000% | $432648.22         | $414059.01         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.3950%  | 0.0000% | $444263.51         | $444365.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-077 LC     | 2050-07-20      | 1.2500%  | 0.0000% | $15462.88          | $12046.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA8044 M     | 2052-05-20      | 3.5000%  | 0.0000% | $11889626.43       | $10884860.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $185.41            | $165.11            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7027       | 2059-10-15      | 5.1800%  | 0.0000% | $82653.34          | $84277.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  | 0.0000% | $1837.05           | $1958.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $6649.67           | $6432.43           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9630 C     | 2055-08-20      | 6.0000%  | 0.0000% | $643928.78         | $669893.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $1311799.44        | $1219904.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4499 C     | 2055-08-20      | 6.0000%  | 0.0000% | $475168.11         | $492725.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4502 C     | 2055-08-20      | 6.0000%  | 0.0000% | $764211.56         | $789839.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $1441775.81        | $1431955.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $273151.22         | $284893.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  | 0.0000% | $5539816.28        | $5674775.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8224 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1880008.22        | $1946514.77        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2243       | 2059-10-15      | 5.6000%  | 0.0000% | $44640.43          | $46895.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3169 C     | 2055-08-20      | 6.0000%  | 0.0000% | $602177.44         | $623110.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1581214.02        | $1655639.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $2040503.68        | $2064860.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8270 C     | 2055-08-20      | 6.0000%  | 0.0000% | $855187.56         | $885441.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4540 C     | 2055-08-20      | 6.0000%  | 0.0000% | $423431.89         | $440490.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8273 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2065259.44        | $2132617.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1123 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1179338.11        | $1220408.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $440275.63         | $447436.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3224 C     | 2055-08-20      | 6.0000%  | 0.0000% | $434905.44         | $450841.54         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7255       | 2060-07-15      | 5.8200%  | 0.0000% | $523638.10         | $556304.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7031       | 2060-01-15      | 5.4400%  | 0.0000% | $82887.44          | $86156.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9628 C     | 2055-08-20      | 6.0000%  | 0.0000% | $978221.33         | $1016467.51        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778       | 2060-05-15      | 5.6800%  | 0.0000% | $72066.91          | $75945.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $1009804.34        | $945146.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $15869.53          | $15342.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $303925.84         | $311467.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8858 C     | 2055-08-20      | 6.5000%  | 0.0000% | $125817.56         | $132162.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | 0.0000% | $86786.06          | $85978.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  | 0.0000% | $1755708.62        | $1752242.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  | 0.0000% | $1270925.99        | $1324446.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  | 0.0000% | $2984.92           | $3219.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  | 0.0000% | $1430.65           | $1492.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8810 C     | 2055-08-20      | 6.0000%  | 0.0000% | $34947.78          | $36055.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5243.23           | $5467.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4538 C     | 2055-08-20      | 6.0000%  | 0.0000% | $378040.56         | $393735.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4535 C     | 2055-08-20      | 6.0000%  | 0.0000% | $259275.11         | $268924.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  | 0.0000% | $2221300.00        | $2247815.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $224035.99         | $226710.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M     | 2055-07-20      | 3.0000%  | 0.0000% | $3973.41           | $3529.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0458 M     | 2040-07-20      | 5.0000%  | 0.0000% | $1222557.25        | $1239817.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M     | 2055-06-20      | 6.5000%  | 0.0000% | $242.24            | $250.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  | 0.0000% | $8945744.95        | $9052528.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $2576534.56        | $2612139.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $4608815.53        | $4663829.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  | 0.0000% | $753757.60         | $705487.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7051 C     | 2055-08-20      | 6.5000%  | 0.0000% | $135.67            | $141.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6662 C     | 2055-08-20      | 5.5000%  | 0.0000% | $353231.11         | $359083.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4501 C     | 2055-08-20      | 6.0000%  | 0.0000% | $707263.11         | $731633.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4500 C     | 2055-08-20      | 6.0000%  | 0.0000% | $364870.78         | $378226.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4498 C     | 2055-08-20      | 6.0000%  | 0.0000% | $459113.33         | $476623.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2222 C     | 2055-08-20      | 6.0000%  | 0.0000% | $231485.56         | $239683.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2221 C     | 2055-08-20      | 6.0000%  | 0.0000% | $434603.56         | $450245.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0457 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4736.11           | $4941.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9629 C     | 2055-08-20      | 6.0000%  | 0.0000% | $716054.11         | $744050.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8225 C     | 2055-08-20      | 6.0000%  | 0.0000% | $418060.67         | $432336.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8223 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1413295.33        | $1465027.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8222 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1031262.33        | $1070275.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3227 C     | 2055-08-20      | 6.0000%  | 0.0000% | $316048.89         | $327339.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8274 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1566458.33        | $1616106.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8272 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1395770.00        | $1442576.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8271 C     | 2055-08-20      | 6.0000%  | 0.0000% | $948285.89         | $980959.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8269 C     | 2055-08-20      | 6.0000%  | 0.0000% | $672166.89         | $694708.45         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  | 0.0000% | $356645.71         | $382108.03         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1748       | 2060-02-15      | 5.8500%  | 0.0000% | $77453.61          | $82696.60          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8946       | 2060-02-15      | 4.9000%  | 0.0000% | $71849.35          | $72099.33          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  | 0.0000% | $71669.14          | $72183.39          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5546       | 2059-10-15      | 5.0100%  | 0.0000% | $82627.38          | $83324.81          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4693       | 2049-11-15      | 5.4400%  | 0.0000% | $82176.68          | $85354.79          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255       | 2067-01-15      | 5.2400%  | 0.0000% | $286011.78         | $288806.84         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2245       | 2059-10-15      | 5.0200%  | 0.0000% | $71611.75          | $72393.42          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244       | 2060-05-15      | 5.5900%  | 0.0000% | $25686.93          | $27038.06          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240       | 2060-04-15      | 5.5200%  | 0.0000% | $83084.90          | $86592.27          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $62799.31          | $65344.15          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  | 0.0000% | $71773.78          | $75027.23          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4402       | 2059-07-15      | 5.8900%  | 0.0000% | $110.10            | $118.06            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200       | 2059-12-15      | 5.5900%  | 0.0000% | $74003.31          | $77745.71          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813       | 2066-02-15      | 5.6900%  | 0.0000% | $389104.89         | $406400.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  | 0.0000% | $9961.18           | $9348.04           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $4333843.24        | $3702317.52        | Agency Mortgage-Backed Securities         |

### Security 140: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-139 JT     | 2055-08-20      | 5.0000%  | 0.0000% | $22222222.22       | $22388286.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.6450%  | 0.0000% | $21347861.78       | $21312942.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4950%  | 0.0000% | $74130744.00       | $74370539.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FD     | 2055-04-20      | 5.6450%  | 0.0000% | $21978360.22       | $21973157.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.5450%  | 0.0000% | $20747777.96       | $20682241.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FA     | 2055-06-20      | 6.0000%  | 0.0000% | $22096562.22       | $22289995.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.8550%  | 0.0000% | $22135356.89       | $22210921.64       | Agency Collateralized Mortgage Obligation |
| FMAC FKAR 04.400 WNWN1250 | 2028-05-01      | 4.4000%  | 0.0000% | $222222.22         | $222308.72         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  | 0.0000% | $3164444.44        | $3199851.06        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B6490 G        | 2050-08-01      | 2.0330%  | 0.0000% | $3297297.61        | $3172334.06        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.5980%  | 0.0000% | $9668.54           | $10008.77          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.5890%  | 0.0000% | $10482.81          | $10873.76          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.5430%  | 0.0000% | $8610.85           | $8912.74           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.5820%  | 0.0000% | $11071.24          | $11463.66          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.5820%  | 0.0000% | $8852.61           | $9166.37           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.5820%  | 0.0000% | $10623.13          | $10999.65          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9670%  | 0.0000% | $10316.34          | $10655.66          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  | 0.0000% | $6933333.33        | $6979047.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3529 | 2032-05-01      | 4.7100%  | 0.0000% | $2194666.67        | $2241277.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  | 0.0000% | $6040000.00        | $6181979.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2508 | 2031-12-01      | 4.7100%  | 0.0000% | $1728222.22        | $1774523.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  | 0.0000% | $3505555.56        | $3624864.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  | 0.0000% | $4231111.11        | $4300116.30        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  | 0.0000% | $3312222.22        | $3405141.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  | 0.0000% | $2334444.44        | $2399933.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  | 0.0000% | $3964333.33        | $4061006.69        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  | 0.0000% | $7805555.56        | $8024529.14        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  | 0.0000% | $7695555.56        | $7908342.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  | 0.0000% | $3213555.56        | $3296579.91        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  | 0.0000% | $2986666.67        | $3060504.37        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  | 0.0000% | $2186767.11        | $2255132.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  | 0.0000% | $2124666.67        | $2184833.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  | 0.0000% | $6500000.00        | $6667952.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  | 0.0000% | $3403111.11        | $3495425.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  | 0.0000% | $3540000.00        | $3618354.36        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  | 0.0000% | $1144444.44        | $1172204.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  | 0.0000% | $3334444.44        | $3405782.29        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841162 G        | 2050-12-01      | 2.2700%  | 0.0000% | $2614203.83        | $2530140.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  | 0.0000% | $2558666.67        | $2632171.76        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.1880%  | 0.0000% | $11972.06          | $11751.46          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  | 0.0000% | $2275555.56        | $2337926.26        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6486 | 2030-04-01      | 2.3100%  | 0.0000% | $12222.22          | $11295.15          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  | 0.0000% | $2683555.56        | $2722417.32        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  | 0.0000% | $44409.24          | $44510.65          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3009 | 2035-01-01      | 5.0200%  | 0.0000% | $222222.22         | $228097.88         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4355 | 2030-07-01      | 4.4600%  | 0.0000% | $4369111.11        | $4434642.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  | 0.0000% | $6666666.67        | $6721872.59        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  | 0.0000% | $64224.88          | $62401.76          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  | 0.0000% | $5241497.78        | $5264410.69        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  | 0.0000% | $172793.78         | $175770.00         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.8800%  | 0.0000% | $493.82            | $491.41            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 6.3690%  | 0.0000% | $19475.07          | $19444.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.6640%  | 0.0000% | $859.60            | $847.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4440%  | 0.0000% | $40.48             | $40.25             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  | 0.0000% | $191172.07         | $186330.11         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4752 | 2035-08-01      | 4.8100%  | 0.0000% | $5387777.78        | $5504655.44        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4716 | 2032-08-01      | 4.4100%  | 0.0000% | $1440444.44        | $1445288.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4548 | 2030-08-01      | 4.2500%  | 0.0000% | $2306222.22        | $2321103.25        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4190 | 2032-06-01      | 4.8000%  | 0.0000% | $1660888.89        | $1704721.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4185 | 2035-06-01      | 5.0100%  | 0.0000% | $720444.44         | $737319.18         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HIBZ4044 | 2040-06-01      | 5.3300%  | 0.0000% | $485818.95         | $508185.35         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  | 0.0000% | $5806666.67        | $5791913.22        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3731 | 2032-06-01      | 4.5400%  | 0.0000% | $5429555.56        | $5512025.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  | 0.0000% | $6165777.78        | $6258610.41        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  | 0.0000% | $7386888.89        | $7449201.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  | 0.0000% | $6138888.89        | $6283245.54        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6210%  | 0.0000% | $12190.88          | $12119.82          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.3470%  | 0.0000% | $61.41             | $60.97             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.4150%  | 0.0000% | $8571.39           | $8872.92           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  | 0.0000% | $6666666.67        | $6749496.29        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.260 WNWN2001 | 2027-09-01      | 3.2600%  | 0.0000% | $439283.17         | $433706.72         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.310 WNWN1542 | 2030-02-01      | 4.3100%  | 0.0000% | $1867111.11        | $1880694.76        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  | 0.0000% | $5555555.56        | $5635212.96        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841116 G        | 2050-08-01      | 2.2990%  | 0.0000% | $2042247.71        | $1973128.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6319 | 2032-08-01      | 3.8300%  | 0.0000% | $900000.00         | $875748.50         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  | 0.0000% | $6735555.56        | $6896098.27        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  | 0.0000% | $2112888.89        | $2014020.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  | 0.0000% | $448222.22         | $470037.40         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  | 0.0000% | $2750222.22        | $2811590.38        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4651 | 2032-08-01      | 4.3400%  | 0.0000% | $3097111.11        | $3096409.79        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  | 0.0000% | $4204444.44        | $4326522.83        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  | 0.0000% | $2418666.67        | $2476668.98        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  | 0.0000% | $6044444.44        | $5988752.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  | 0.0000% | $6666666.67        | $6843648.15        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  | 0.0000% | $2209935.80        | $2241754.46        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4403 | 2032-07-01      | 4.4200%  | 0.0000% | $2111111.11        | $2121577.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  | 0.0000% | $3139111.11        | $3229081.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  | 0.0000% | $4473333.33        | $4467932.03        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  | 0.0000% | $47424.52          | $44123.14          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  | 0.0000% | $4409111.11        | $4389046.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0723 | 2026-09-01      | 3.8400%  | 0.0000% | $61849.48          | $61680.92          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  | 0.0000% | $10000.00          | $9169.78           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  | 0.0000% | $5555555.56        | $5623936.42        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.870 WNWN2267 | 2032-10-01      | 3.8700%  | 0.0000% | $96666.67          | $93198.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.5530%  | 0.0000% | $12446.36          | $12885.79          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  | 0.0000% | $5562888.89        | $5590660.68        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  | 0.0000% | $3850000.00        | $3669846.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3766 | 2030-05-01      | 4.1900%  | 0.0000% | $5555555.56        | $5587327.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  | 0.0000% | $3333333.33        | $3405571.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  | 0.0000% | $44444.44          | $43924.86          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  | 0.0000% | $4000000.00        | $4131497.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  | 0.0000% | $5476.08           | $4230.14           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  | 0.0000% | $3410000.00        | $3533451.10        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  | 0.0000% | $4633333.33        | $4724650.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  | 0.0000% | $1629333.33        | $1671373.39        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  | 0.0000% | $3195777.78        | $3279155.62        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  | 0.0000% | $3493333.33        | $3584474.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  | 0.0000% | $3827555.56        | $3927416.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9371 | 2028-08-01      | 4.9400%  | 0.0000% | $4044760.55        | $4155280.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  | 0.0000% | $2211111.11        | $2260399.48        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  | 0.0000% | $111111.11         | $112043.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  | 0.0000% | $222040.26         | $222592.55         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7278 | 2027-11-01      | 4.9000%  | 0.0000% | $45555.56          | $45984.56          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  | 0.0000% | $2373333.33        | $2437446.03        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6962 | 2032-10-01      | 4.7900%  | 0.0000% | $857298.78         | $878847.46         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  | 0.0000% | $44444.44          | $45238.42          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  | 0.0000% | $3333333.33        | $3339975.93        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  | 0.0000% | $12165.32          | $10791.60          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.5020%  | 0.0000% | $10195.84          | $10580.70          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7352 | 2052-05-01      | 2.1470%  | 0.0000% | $6683730.63        | $6604860.38        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7128 | 2052-12-01      | 3.7170%  | 0.0000% | $4892513.29        | $4735468.50        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.8010%  | 0.0000% | $413135.37         | $431004.85         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.5710%  | 0.0000% | $343650.48         | $355822.58         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3348 | 2025-12-01      | 3.0000%  | 0.0000% | $24583.46          | $24515.05          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8941 | 2030-11-01      | 1.1700%  | 0.0000% | $4437555.56        | $3820451.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3863 | 2029-09-01      | 2.7100%  | 0.0000% | $4903555.56        | $4674102.39        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  | 0.0000% | $5080.93           | $5028.54           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8133 | 2033-01-01      | 3.2400%  | 0.0000% | $241727.25         | $226873.35         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  | 0.0000% | $14662.67          | $14126.27          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM3347 | 2033-05-01      | 3.3100%  | 0.0000% | $16750.74          | $15897.18          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM2127 | 2033-01-01      | 3.3100%  | 0.0000% | $29070.75          | $27234.36          | Agency Mortgage-Backed Securities         |

### Security 141: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.370000%
- **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_4.37_0905
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 FNRA CL074F R25F074  | 2055-01-25      | 5.8427%  | 0.0000% | $5960326.12        | $6163955.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  | 0.0000% | $8277129.87        | $8159742.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063A R25F063  | 2055-08-25      | 5.0000%  | 0.0000% | $890800.78         | $889070.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7484%  | 0.0000% | $4137602.11        | $4155525.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  | 0.0000% | $1940367.14        | $1857396.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $742486.95         | $710480.48         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5984%  | 0.0000% | $12623262.86       | $12601096.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1684397.83        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6603640.74        | $6554648.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $209754.55         | $170992.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $8262.34           | $8051.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $70788.76          | $61699.32          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 F      | 2053-10-20      | 5.8950%  | 0.0000% | $8750859.12        | $8817923.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FN     | 2053-08-20      | 5.5950%  | 0.0000% | $11761937.95       | $11846468.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FG     | 2053-08-20      | 5.4450%  | 0.0000% | $11078793.18       | $11121006.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 FE     | 2053-06-20      | 5.4450%  | 0.0000% | $10552866.70       | $10568793.69       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  | 0.0000% | $19235235.20       | $19271628.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 FA     | 2053-05-20      | 5.3450%  | 0.0000% | $14527898.14       | $14472013.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4250%  | 0.0000% | $1033040.36        | $1034120.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3950%  | 0.0000% | $2273784.52        | $2273311.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-043 FA     | 2053-03-20      | 5.2450%  | 0.0000% | $13154580.01       | $13091415.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3450%  | 0.0000% | $2111954.48        | $2108759.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3450%  | 0.0000% | $5026155.58        | $5011902.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.1950%  | 0.0000% | $13245119.72       | $13149380.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2794709.99        | $2686726.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5741844.33        | $5626261.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9959128.67        | $8743338.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $10008982.22       | $8878457.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2720445.50        | $2387705.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FB     | 2053-01-20      | 5.4450%  | 0.0000% | $9835542.74        | $9842538.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 AF     | 2055-02-20      | 6.0000%  | 0.0000% | $19050318.08       | $19191042.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.5950%  | 0.0000% | $9704930.65        | $9737915.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2950%  | 0.0000% | $567334.99         | $567229.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4450%  | 0.0000% | $11049814.39       | $11060193.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5450%  | 0.0000% | $12075383.65       | $12112796.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $1460916.59        | $1408121.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  | 0.0000% | $2265252.48        | $2203886.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5450%  | 0.0000% | $2096157.66        | $2098411.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.5450%  | 0.0000% | $20707824.05       | $20737627.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  | 0.0000% | $4801118.43        | $3857800.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5450%  | 0.0000% | $6981909.42        | $7010446.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6450%  | 0.0000% | $6191107.55        | $6224330.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.4450%  | 0.0000% | $19923590.39       | $19891279.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6450%  | 0.0000% | $11841537.92       | $11903566.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6450%  | 0.0000% | $1730331.70        | $1741354.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 FM     | 2053-12-20      | 5.5450%  | 0.0000% | $11188845.66       | $11248686.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FD     | 2053-11-20      | 5.8450%  | 0.0000% | $9291307.27        | $9418823.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 DF     | 2053-11-20      | 5.8550%  | 0.0000% | $9291307.27        | $9420705.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5950%  | 0.0000% | $4198242.47        | $4236504.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.4950%  | 0.0000% | $11354182.84       | $11392716.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2317898.87        | $2353256.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.3950%  | 0.0000% | $11390766.49       | $11446669.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6798021.04        | $6894786.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5450%  | 0.0000% | $5685593.92        | $5726696.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1450%  | 0.0000% | $3781361.41        | $3770188.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2784%  | 0.0000% | $6264212.44        | $6251318.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3917%  | 0.0000% | $2536351.41        | $2548512.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $2130852.57        | $1691126.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $1609494.47        | $1598831.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580KB 03/25/55 | 2055-03-25      | 5.0000%  | 0.0000% | $689189.19         | $693930.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $1016419.66        | $1020581.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FP     | 2055-02-20      | 6.0000%  | 0.0000% | $19050318.08       | $19184813.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3950%  | 0.0000% | $5165201.78        | $5166781.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.3450%  | 0.0000% | $14085535.62       | $14064185.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 JT     | 2055-06-20      | 0.1250%  | 0.0000% | $12780158.65       | $9515623.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 DT     | 2065-03-20      | 5.0000%  | 0.0000% | $11911535.19       | $11989292.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 AP     | 2055-08-20      | 5.0000%  | 0.0000% | $17483121.62       | $17613771.05       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $10268.95          | $9918.83           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7450%  | 0.0000% | $4262861.42        | $4288426.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8847%  | 0.0000% | $1236492.19        | $1184082.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FA     | 2054-05-20      | 5.6450%  | 0.0000% | $12320751.15       | $12390317.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5450%  | 0.0000% | $6570295.89        | $6594101.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  | 0.0000% | $2060568.58        | $2075833.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.4784%  | 0.0000% | $14739766.28       | $14638085.34       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $2020775.57        | $1983816.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4450%  | 0.0000% | $6526874.55        | $6533807.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7950%  | 0.0000% | $6343318.66        | $6289694.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5450%  | 0.0000% | $6709355.25        | $6778537.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  | 0.0000% | $1240540.54        | $1223941.83        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $513029.23         | $486860.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $2250729.48        | $2266648.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PM     | 2055-07-20      | 4.5000%  | 0.0000% | $11929947.70       | $11751105.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1017%  | 0.0000% | $2480032.89        | $2484200.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2920183.27        | $2887868.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $546195.11         | $526407.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 DF     | 2053-10-20      | 5.9450%  | 0.0000% | $8798853.11        | $8872897.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  | 0.0000% | $2672445.95        | $2682964.40        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580DY 09/25/55 | 2055-09-25      | 5.0000%  | 0.0000% | $828688.20         | $815448.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $418978.88         | $370319.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7299822.79        | $6429326.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  | 0.0000% | $17340546.03       | $17300140.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1630163.45        | $1639908.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4417%  | 0.0000% | $1035832.13        | $1041304.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $121377.59         | $115769.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $295593.37         | $297142.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7222509.96        | $6239078.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $991931.97         | $1008371.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9417%  | 0.0000% | $1447784.08        | $1445737.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.9049%  | 0.0000% | $7353867.73        | $7191120.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 HF     | 2065-08-20      | 5.1864%  | 0.0000% | $10389477.64       | $10447457.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  | 0.0000% | $12749721.57       | $12832950.33       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 NF     | 2055-08-20      | 5.2927%  | 0.0000% | $18378378.38       | $18567825.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 HT     | 2055-06-20      | 5.0000%  | 0.0000% | $5730854.03        | $5699448.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.9049%  | 0.0000% | $3627792.10        | $3550669.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4417%  | 0.0000% | $2625619.60        | $2628603.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6917%  | 0.0000% | $1416057.82        | $1431090.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7917%  | 0.0000% | $100804.87         | $100484.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $324645.03         | $325977.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $2225720.84        | $2237495.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  | 0.0000% | $2201403.51        | $2211034.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $3353913.92        | $3363895.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  | 0.0000% | $1773177.43        | $1787508.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $979158.65         | $933149.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $995460.04         | $949010.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $693994.68         | $676001.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $317803.27         | $308697.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3417%  | 0.0000% | $967649.46         | $970289.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3617%  | 0.0000% | $1331474.07        | $1337649.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3917%  | 0.0000% | $2568094.38        | $2581288.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3517%  | 0.0000% | $1402878.25        | $1408250.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3417%  | 0.0000% | $3977100.91        | $3993913.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3417%  | 0.0000% | $1206458.07        | $1212302.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0417%  | 0.0000% | $2123851.29        | $2125939.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0817%  | 0.0000% | $1873951.96        | $1876630.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0817%  | 0.0000% | $1615801.79        | $1618138.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $449060.88         | $450861.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  | 0.0000% | $2.08              | $2.08              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FP 09/25/55 | 2055-09-25      | 5.2974%  | 0.0000% | $4420558.01        | $4468788.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580EY 09/25/55 | 2055-09-25      | 5.0000%  | 0.0000% | $2166461.62        | $2150104.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580KT 09/25/55 | 2055-09-25      | 6.0000%  | 0.0000% | $12252290.08       | $12573614.56       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580CJ 09/25/55 | 2055-09-25      | 5.0000%  | 0.0000% | $9189189.19        | $9239113.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $12648923.37       | $12751757.71       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $4673167.04        | $4661011.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565CT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $7447109.45        | $7392498.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  | 0.0000% | $7182013.27        | $7125834.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5364987.58        | $5305714.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $5095277.34        | $5059029.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1796787.20        | $1619033.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5950%  | 0.0000% | $6526874.55        | $6556302.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4450%  | 0.0000% | $11424147.03       | $11434877.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.73        | $1980808.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4450%  | 0.0000% | $10165627.61       | $10186815.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5450%  | 0.0000% | $9596537.22        | $9619542.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9917%  | 0.0000% | $2562724.29        | $2562198.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  | 0.0000% | $2548537.20        | $2504085.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.5450%  | 0.0000% | $263262.96         | $262431.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2944606.20        | $2841734.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1917%  | 0.0000% | $738280.77         | $740402.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8549%  | 0.0000% | $5294949.55        | $5164570.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3950%  | 0.0000% | $6865284.57        | $6854744.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19759529.59       | $17932374.67       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1060309.46        | $961871.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6416%  | 0.0000% | $3558446.10        | $3374599.38        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $4381114.78        | $4188878.28        | Agency Mortgage-Backed Securities         |

### Security 142: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dom 8 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933FLH009, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 933FLH009_4.34_0902
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $351922.78         | $312689.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-182 FA     | 2054-11-20      | 5.4450%  | 0.0000% | $9659031.08        | $9643994.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  | 0.0000% | $3412410.34        | $2748696.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $690990.38         | $625405.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.3950%  | 0.0000% | $2866398.39        | $2858454.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $264.86            | $234.47            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.6450%  | 0.0000% | $21291197.63       | $21411072.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 5.4450%  | 0.0000% | $5173725.25        | $5165976.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5450%  | 0.0000% | $12832041.75       | $12845274.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-005 JF     | 2054-01-20      | 5.5450%  | 0.0000% | $345694.36         | $346746.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 JF     | 2054-01-20      | 5.3450%  | 0.0000% | $5658456.55        | $5665995.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-117 AF     | 2053-08-20      | 5.5950%  | 0.0000% | $1919577.49        | $1933373.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-069 FA     | 2053-05-20      | 5.2950%  | 0.0000% | $4899587.41        | $4875274.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2450%  | 0.0000% | $107411490.00      | $106900990.90      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 5.2450%  | 0.0000% | $10630460.21       | $10579925.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $15881889.11       | $13669669.01       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $3461252.43        | $2985122.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF     | 2051-11-20      | 2.5000%  | 0.0000% | $163366.99         | $135246.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  | 0.0000% | $4684905.66        | $3878909.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.7450%  | 0.0000% | $3278448.73        | $3298185.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.4150%  | 0.0000% | $15460587.07       | $15470988.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF     | 2054-10-20      | 5.3950%  | 0.0000% | $21734420.59       | $21723917.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 5.3950%  | 0.0000% | $15565733.45       | $15568889.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 5.4950%  | 0.0000% | $310.20            | $310.10            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC     | 2054-08-20      | 5.4050%  | 0.0000% | $1403979.70        | $1408152.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.6450%  | 0.0000% | $20311952.25       | $20420951.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 5.5450%  | 0.0000% | $18516231.56       | $18587060.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $2013.13           | $1666.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FB     | 2055-02-20      | 5.4950%  | 0.0000% | $478.93            | $480.55            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  | 0.0000% | $117823.82         | $97643.31          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5450%  | 0.0000% | $142.09            | $143.22            | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $4061.21           | $4114.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $1943296.29        | $1974285.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5841 | 2051-09-01      | 3.0000%  | 0.0000% | $115269.15         | $100293.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $531933.99         | $538805.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0558 M     | 2055-08-20      | 6.5000%  | 0.0000% | $12783703.13       | $13232993.48       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $371.98            | $376.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $2954911.83        | $2769080.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  | 0.0000% | $10392128.59       | $9755684.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $2378906.90        | $2369188.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $320399.93         | $311120.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $233.56            | $239.37            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1387395.74        | $1351656.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $2472421.18        | $2408731.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $307.17            | $262.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $857141.67         | $761484.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $48968664.93       | $46167564.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $308.67            | $291.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $119.18            | $109.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $113.38            | $103.92            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $42.18             | $38.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $37445.22          | $35605.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $38.77             | $36.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $2531297.38        | $2646677.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | 0.0000% | $11798566.46       | $12175373.35       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  | 0.0000% | $10016621.47       | $10135756.94       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1978 | 2054-07-01      | 6.5000%  | 0.0000% | $366.32            | $385.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $1384.64           | $1417.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $59944.11          | $61356.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $2744852.54        | $2772775.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | 0.0000% | $7210327.35        | $7409257.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2415 | 2055-01-01      | 5.5000%  | 0.0000% | $2134029.49        | $2167778.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  | 0.0000% | $509268.65         | $528130.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $2373.68           | $2351.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $3225664.88        | $3360031.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0289 | 2055-04-01      | 6.5000%  | 0.0000% | $736.06            | $768.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS9778 | 2054-10-01      | 7.0000%  | 0.0000% | $623.75            | $659.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4348 | 2049-07-01      | 4.0000%  | 0.0000% | $1976399.15        | $1888315.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $215.50            | $182.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0821 | 2051-07-01      | 2.0000%  | 0.0000% | $583436.05         | $467695.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $51195.96          | $53833.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $6992507.20        | $5606351.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8715 | 2051-01-01      | 2.0000%  | 0.0000% | $49060784.72       | $39737202.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | 0.0000% | $286.39            | $230.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $10883429.46       | $9196208.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $3212708.02        | $2841634.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  | 0.0000% | $19907134.52       | $16074942.57       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8100 | 2055-04-01      | 6.0000%  | 0.0000% | $373.67            | $386.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL555647 | 2033-07-01      | 4.5000%  | 0.0000% | $7.62              | $7.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $2868364.66        | $2965245.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $289.02            | $288.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  | 0.0000% | $219.40            | $187.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $1299.98           | $1314.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $978056.88         | $948118.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6436 | 2051-12-01      | 2.5000%  | 0.0000% | $16933249.79       | $14333055.20       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $198009.74         | $175025.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $15898701.91       | $13047644.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $55.96             | $54.09             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $126.93            | $117.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  | 0.0000% | $855795.97         | $892496.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQX2832 | 2055-01-01      | 5.0000%  | 0.0000% | $101907.48         | $102299.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  | 0.0000% | $205241.09         | $211009.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $10609051.08       | $8889795.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $82.43             | $81.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2292 | 2055-08-01      | 5.0000%  | 0.0000% | $114871.88         | $114419.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $39545.76          | $39178.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB7592 | 2051-01-01      | 2.5000%  | 0.0000% | $231.54            | $195.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3468 | 2055-07-01      | 6.0000%  | 0.0000% | $15510913.06       | $15933161.48       | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59742 G | 2048-11-01      | 4.0000%  | 0.0000% | $88.29             | $84.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | 0.0000% | $2064402.36        | $1811488.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | 0.0000% | $10737746.19       | $10918503.03       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  | 0.0000% | $381.53            | $392.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | 0.0000% | $3131377.71        | $3213556.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $24558.57          | $22099.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $2823635.48        | $2815892.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $9241653.21        | $8137537.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $8155773.06        | $7183526.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $406362.68         | $412935.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $340255.66         | $355253.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD5753 | 2052-07-01      | 3.5000%  | 0.0000% | $91806.51          | $83338.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $280.16            | $284.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $619.15            | $647.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $407.97            | $373.15            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $3.56              | $3.77              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC D98606 G | 2031-04-01      | 3.5000%  | 0.0000% | $11.68             | $11.52             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $11.46             | $11.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $440354.99         | $445545.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $397034.65         | $408010.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $42840.88          | $43412.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $246963.64         | $252798.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | 0.0000% | $22858616.95       | $23539704.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3839 | 2053-09-01      | 5.5000%  | 0.0000% | $366.04            | $372.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9174 | 2053-06-01      | 6.5000%  | 0.0000% | $7935705.14        | $8300140.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $14539.83          | $11698.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $3066609.73        | $3102764.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE3333 | 2052-05-01      | 3.0000%  | 0.0000% | $303.08            | $267.08            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  | 0.0000% | $8232077.53        | $7615192.16        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $617923.04         | $574166.81         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  | 0.0000% | $1494.72           | $1429.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $365677.27         | $370101.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8201 | 2052-03-01      | 3.0000%  | 0.0000% | $677473.89         | $590068.47         | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $22936800.00       | $22988157.24       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $37312.50          | $38191.06          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $238.86            | $236.09            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 TRIN AE 27     | 2027-10-15      | 1.6250%  | 0.0000% | $122.45            | $125.54            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $75.00             | $76.83             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $56209875.00       | $54848994.30       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $37.50             | $34.97             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 31      | 2031-07-15      | 0.1250%  | 0.0000% | $45.11             | $42.30             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $71662.50          | $67879.88          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $201075.00         | $187913.64         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $1335750.00        | $1251274.53        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $47.88             | $47.79             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $37.50             | $36.08             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $1181062.50        | $1166888.58        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $5247.04           | $4091.43           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $112.50            | $78.10             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $18715341.26       | $13504389.12       | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $11872109.57       | $8658653.93        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $257137.50         | $199644.45         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $535.08            | $418.28            | U.S. Treasuries (including strips)        |
| USTR BILL 10/14/25        | 2025-10-14      | 0.0000%  | 0.0000% | $5004937.50        | $4978161.09        | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $10125.00          | $9854.36           | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  | 0.0000% | $2480475.00        | $2476655.07        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $492562.50         | $339973.58         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $886312.50         | $792296.18         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $13050.00          | $13150.37          | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $37.50             | $38.16             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  | 0.0000% | $9.13              | $8.66              | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  | 0.0000% | $198562.50         | $197198.38         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $218.09            | $201.47            | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $459.74            | $474.30            | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $298987.50         | $298775.22         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $19579875.00       | $16349732.37       | U.S. Treasuries (including strips)        |

### Security 143: Wells Fargo Securities LLC

- **C.1 - Title:** Wells NA 4 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933GQD001, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 933GQD001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA6840 M | 2035-09-20      | 2.5000%  | 0.0000% | $46671.58          | $43926.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF8441 C | 2051-10-20      | 3.5000%  | 0.0000% | $679481.79         | $611881.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1194 C | 2053-08-20      | 6.5000%  | 0.0000% | $1062583.70        | $1112890.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9481 C | 2055-07-20      | 6.5000%  | 0.0000% | $490136.22         | $515266.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  | 0.0000% | $684423.90         | $645696.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8491 M | 2052-12-20      | 5.5000%  | 0.0000% | $1095132.42        | $1116605.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9600 C | 2053-11-20      | 6.5000%  | 0.0000% | $1110854.53        | $1159392.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $15855457.45       | $13012154.64       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5086 C | 2055-05-20      | 5.5000%  | 0.0000% | $718317.63         | $728406.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7863 C | 2055-07-20      | 7.5000%  | 0.0000% | $1220202.43        | $1322503.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9105 C | 2055-01-20      | 5.5000%  | 0.0000% | $1440388.04        | $1460617.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1488 C | 2054-01-20      | 6.0000%  | 0.0000% | $1242180.42        | $1281533.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M | 2050-10-20      | 5.0000%  | 0.0000% | $9490.10           | $9634.68           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3448 C | 2055-02-20      | 6.0000%  | 0.0000% | $1082714.64        | $1119219.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2987 C | 2055-07-20      | 6.0000%  | 0.0000% | $485128.98         | $503481.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3451 C | 2054-01-20      | 7.5000%  | 0.0000% | $341569.16         | $364395.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3960 C | 2054-02-20      | 5.5000%  | 0.0000% | $776932.77         | $793225.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  | 0.0000% | $1953737.57        | $1977058.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4983 C | 2054-09-20      | 6.5000%  | 0.0000% | $297259.86         | $309941.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3098 C | 2055-08-20      | 6.0000%  | 0.0000% | $743717.57         | $775734.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6874 C | 2053-12-20      | 6.0000%  | 0.0000% | $1002858.37        | $1034013.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  | 0.0000% | $240856.52         | $251474.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4108 C | 2055-08-20      | 5.5000%  | 0.0000% | $484988.38         | $492621.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0502 C | 2055-08-20      | 5.5000%  | 0.0000% | $341148.38         | $347347.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8213 C | 2055-07-20      | 6.0000%  | 0.0000% | $292074.77         | $302407.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8929 C | 2055-08-20      | 6.5000%  | 0.0000% | $6134339.19        | $6557906.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3004 C | 2054-06-20      | 6.5000%  | 0.0000% | $397722.91         | $415436.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $452848.72         | $459106.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9803 C | 2051-04-20      | 4.0000%  | 0.0000% | $18630.94          | $17526.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4455 M | 2047-05-20      | 5.5000%  | 0.0000% | $353345.17         | $366142.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9537 M | 2054-03-20      | 3.5000%  | 0.0000% | $94061.55          | $85972.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  | 0.0000% | $5536.00           | $5736.42           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9476 C | 2055-05-20      | 7.0000%  | 0.0000% | $3747675.89        | $4026193.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7825 M | 2052-01-20      | 1.5000%  | 0.0000% | $426369.07         | $334842.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $4283294.22        | $3814330.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M | 2046-12-20      | 3.0000%  | 0.0000% | $1213664.24        | $1092127.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6284 C | 2055-02-20      | 6.5000%  | 0.0000% | $434929.43         | $462979.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4822 C | 2054-09-20      | 6.5000%  | 0.0000% | $1379946.56        | $1443771.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7001 C | 2047-09-20      | 4.0000%  | 0.0000% | $5860.20           | $5471.04           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0551 M | 2055-08-20      | 3.0000%  | 0.0000% | $223590.00         | $198693.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8724 M | 2053-03-20      | 4.5000%  | 0.0000% | $900820.95         | $877795.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  | 0.0000% | $270270.47         | $279482.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9665 M | 2054-05-20      | 4.0000%  | 0.0000% | $102327.66         | $95776.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC6285 C | 2043-02-20      | 3.5000%  | 0.0000% | $700218.51         | $643194.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT8347 C | 2053-04-20      | 6.5000%  | 0.0000% | $383049.64         | $399389.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0223 C | 2054-09-20      | 5.5000%  | 0.0000% | $341658.38         | $349065.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  | 0.0000% | $12784688.30       | $10051279.33       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3559 C | 2054-09-20      | 5.5000%  | 0.0000% | $686208.19         | $699647.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  | 0.0000% | $44310.95          | $40759.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $45613617.50       | $47209435.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M | 2048-12-20      | 4.5000%  | 0.0000% | $10521413.00       | $10367453.16       | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $516.53            | $538.55            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003187 M | 2032-01-20      | 6.0000%  | 0.0000% | $173.12            | $180.36            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  | 0.0000% | $257.13            | $270.42            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003500 M | 2034-01-20      | 5.5000%  | 0.0000% | $465.56            | $488.09            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6849 C | 2047-05-20      | 3.5000%  | 0.0000% | $107504.54         | $99071.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3151 C | 2047-03-20      | 3.5000%  | 0.0000% | $113642.34         | $104727.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX3410 C | 2047-03-20      | 3.5000%  | 0.0000% | $70563.82          | $65290.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1516 C | 2055-03-20      | 5.5000%  | 0.0000% | $563437.11         | $573674.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1035 C | 2055-02-20      | 7.0000%  | 0.0000% | $408961.19         | $440851.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M | 2055-08-20      | 4.5000%  | 0.0000% | $99758134.59       | $96447162.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $40132866.46       | $41128710.04       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  | 0.0000% | $12259183.14       | $11852300.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  | 0.0000% | $3121277.98        | $3238874.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  | 0.0000% | $73350487.76       | $72869887.22       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9712 C | 2055-08-20      | 7.0000%  | 0.0000% | $343203.78         | $360745.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2370 M | 2044-11-20      | 3.0000%  | 0.0000% | $128796.20         | $116576.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1223 M | 2043-08-20      | 3.0000%  | 0.0000% | $72795.49          | $66331.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1091 M | 2043-06-20      | 4.0000%  | 0.0000% | $43572.15          | $41834.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1069 C | 2048-01-20      | 3.5000%  | 0.0000% | $215145.11         | $198532.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C | 2047-09-20      | 3.5000%  | 0.0000% | $38038.35          | $35195.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9749 M | 2039-11-20      | 5.5000%  | 0.0000% | $51620.57          | $52955.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  | 0.0000% | $8051276.56        | $7791775.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9306 M | 2053-11-20      | 6.0000%  | 0.0000% | $155752.23         | $160256.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9098 M | 2053-08-20      | 1.5000%  | 0.0000% | $312381.93         | $245324.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9874 M | 2035-04-20      | 3.0000%  | 0.0000% | $43085.25          | $41151.86          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8798 M | 2053-04-20      | 4.0000%  | 0.0000% | $3209868.72        | $3026200.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  | 0.0000% | $1425377.89        | $1449121.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $1773857.89        | $1673755.74        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  | 0.0000% | $13318102.66       | $13592292.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8269 M | 2052-09-20      | 5.0000%  | 0.0000% | $1400054.04        | $1397278.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7851 M | 2037-02-20      | 1.5000%  | 0.0000% | $47497.68          | $42787.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M | 2052-01-20      | 5.0000%  | 0.0000% | $46673.56          | $46792.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  | 0.0000% | $350326.66         | $343491.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7736 M | 2036-12-20      | 1.5000%  | 0.0000% | $18228.36          | $16421.51          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $15589035.18       | $13846544.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $13878322.10       | $11389571.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  | 0.0000% | $578068.43         | $531725.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7841 C | 2055-06-20      | 7.5000%  | 0.0000% | $1503886.69        | $1629974.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3236 C | 2055-07-20      | 6.0000%  | 0.0000% | $1951735.60        | $2016466.21        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9916 C | 2055-07-20      | 7.0000%  | 0.0000% | $292352.54         | $310508.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9904 C | 2055-07-20      | 7.0000%  | 0.0000% | $1924825.33        | $2048769.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6580 C | 2055-05-20      | 6.5000%  | 0.0000% | $386527.94         | $403030.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3185 C | 2055-08-20      | 5.5000%  | 0.0000% | $2168817.84        | $2202618.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3166 C | 2055-08-20      | 5.5000%  | 0.0000% | $2378720.81        | $2412129.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2919 C | 2055-07-20      | 5.5000%  | 0.0000% | $4112309.38        | $4213129.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0746 C | 2055-04-20      | 7.0000%  | 0.0000% | $415280.29         | $436909.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0740 C | 2055-05-20      | 5.5000%  | 0.0000% | $610340.19         | $624363.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0733 C | 2055-05-20      | 6.0000%  | 0.0000% | $372842.45         | $385722.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7181 C | 2054-12-20      | 5.5000%  | 0.0000% | $659583.09         | $672299.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5673 C | 2055-02-20      | 5.5000%  | 0.0000% | $353945.01         | $358915.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8881 C | 2054-09-20      | 6.5000%  | 0.0000% | $618553.62         | $644942.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4855 C | 2054-11-20      | 6.5000%  | 0.0000% | $3193157.82        | $3337202.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6968 M | 2035-11-20      | 2.5000%  | 0.0000% | $130156.76         | $122501.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  | 0.0000% | $33148160.22       | $27203818.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6654 M | 2050-05-20      | 2.0000%  | 0.0000% | $13908.99          | $11437.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  | 0.0000% | $11797691.32       | $9682053.29        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M | 2049-07-20      | 3.5000%  | 0.0000% | $1985304.82        | $1826703.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5880 M | 2049-04-20      | 6.0000%  | 0.0000% | $3089.05           | $3262.36           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 759449 C | 2041-01-20      | 4.0000%  | 0.0000% | $220133.27         | $210457.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M | 2041-03-20      | 4.5000%  | 0.0000% | $1200.24           | $1201.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M | 2040-07-20      | 5.0000%  | 0.0000% | $10706.75          | $10948.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004545 M | 2039-02-20      | 7.0000%  | 0.0000% | $4639.68           | $4817.87           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $1126975.35        | $1078613.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004005 M | 2037-07-20      | 5.5000%  | 0.0000% | $174.47            | $180.79            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003890 M | 2036-08-20      | 6.0000%  | 0.0000% | $276.52            | $291.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004471 M | 2039-06-20      | 6.0000%  | 0.0000% | $5377.44           | $5678.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003414 M | 2033-07-20      | 5.0000%  | 0.0000% | $633.23            | $641.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  | 0.0000% | $20828.01          | $20912.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  | 0.0000% | $24520.63          | $25188.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M | 2048-11-20      | 5.5000%  | 0.0000% | $44031.07          | $45301.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5437 M | 2033-09-20      | 4.0000%  | 0.0000% | $7733.76           | $7765.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6224 M | 2049-10-20      | 6.0000%  | 0.0000% | $4417.22           | $4664.96           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5138 M | 2048-04-20      | 4.5000%  | 0.0000% | $15078.24          | $14894.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M | 2048-02-20      | 4.0000%  | 0.0000% | $2859.21           | $2718.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M | 2047-12-20      | 3.5000%  | 0.0000% | $37792.99          | $35232.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4589 M | 2047-07-20      | 5.0000%  | 0.0000% | $26408.25          | $26810.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  | 0.0000% | $1647530.32        | $1482461.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M | 2046-05-20      | 4.0000%  | 0.0000% | $119227.11         | $113681.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4848 C | 2054-11-20      | 6.0000%  | 0.0000% | $1081045.01        | $1119943.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8715 C | 2054-09-20      | 6.5000%  | 0.0000% | $2380936.27        | $2512077.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3181 C | 2054-09-20      | 6.0000%  | 0.0000% | $473679.40         | $490140.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7429 C | 2054-08-20      | 6.5000%  | 0.0000% | $581510.87         | $614181.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2911 C | 2054-05-20      | 6.5000%  | 0.0000% | $348846.23         | $363730.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2905 C | 2054-05-20      | 6.5000%  | 0.0000% | $329197.81         | $344545.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1246 C | 2054-03-20      | 6.5000%  | 0.0000% | $607845.81         | $641325.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0023 C | 2054-05-20      | 6.5000%  | 0.0000% | $728867.51         | $765524.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7258 C | 2054-06-20      | 6.0000%  | 0.0000% | $1304611.52        | $1349145.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7165 C | 2054-05-20      | 6.0000%  | 0.0000% | $346224.23         | $356290.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5256 C | 2054-01-20      | 7.5000%  | 0.0000% | $236207.30         | $248823.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3989 C | 2054-01-20      | 6.5000%  | 0.0000% | $289908.86         | $304488.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3715 C | 2054-01-20      | 7.5000%  | 0.0000% | $57695.03          | $60276.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3343 C | 2053-12-20      | 6.5000%  | 0.0000% | $538163.18         | $564238.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1870 C | 2054-01-20      | 7.5000%  | 0.0000% | $79921.28          | $83313.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9137 C | 2054-04-20      | 6.0000%  | 0.0000% | $42128.59          | $43566.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2875 C | 2054-02-20      | 6.5000%  | 0.0000% | $287524.75         | $299789.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6928 C | 2053-10-20      | 6.0000%  | 0.0000% | $186375.81         | $191690.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6884 C | 2053-12-20      | 6.0000%  | 0.0000% | $164990.22         | $169772.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3244 M | 2045-11-20      | 3.5000%  | 0.0000% | $7240954.86        | $6762488.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2798 M | 2030-05-20      | 3.5000%  | 0.0000% | $20017.09          | $19864.27          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  | 0.0000% | $15085.11          | $15339.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2583 C | 2054-08-20      | 6.5000%  | 0.0000% | $363266.66         | $378764.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M | 2040-06-20      | 5.0000%  | 0.0000% | $17809.40          | $18255.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M | 2040-08-20      | 5.0000%  | 0.0000% | $162939.35         | $166125.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7624 C | 2045-09-20      | 3.5000%  | 0.0000% | $29369.19          | $27065.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7283 M | 2036-04-20      | 2.0000%  | 0.0000% | $4557.77           | $4231.62           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5684 M | 2034-01-20      | 4.0000%  | 0.0000% | $6838.27           | $6865.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7454 C | 2054-04-20      | 6.0000%  | 0.0000% | $643330.72         | $667658.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005174 M | 2041-09-20      | 4.0000%  | 0.0000% | $2260764.62        | $2174898.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3532 C | 2047-11-20      | 4.5000%  | 0.0000% | $182368.66         | $182454.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0221 M | 2042-07-20      | 4.0000%  | 0.0000% | $179210.86         | $172402.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1676 M | 2044-02-20      | 3.0000%  | 0.0000% | $3415.55           | $3109.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M | 2042-11-20      | 4.0000%  | 0.0000% | $148197.76         | $142551.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M | 2042-08-20      | 3.0000%  | 0.0000% | $38559.32          | $35429.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0089 M | 2042-05-20      | 4.0000%  | 0.0000% | $162948.16         | $156757.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6825 C | 2055-08-20      | 6.0000%  | 0.0000% | $6699076.49        | $6911401.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4934 C | 2055-08-20      | 7.0000%  | 0.0000% | $281196.22         | $297629.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4098 C | 2055-08-20      | 6.0000%  | 0.0000% | $1013108.92        | $1043314.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2050 C | 2055-07-20      | 6.0000%  | 0.0000% | $346428.11         | $362192.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6881 C | 2053-12-20      | 6.0000%  | 0.0000% | $899449.88         | $927999.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8076 C | 2053-09-20      | 6.5000%  | 0.0000% | $214943.09         | $224164.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6245 C | 2053-08-20      | 7.0000%  | 0.0000% | $2246863.62        | $2400410.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9689 C | 2053-11-20      | 6.5000%  | 0.0000% | $242391.08         | $251894.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU6443 C | 2053-05-20      | 6.5000%  | 0.0000% | $1495138.83        | $1558916.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1168 C | 2053-07-20      | 6.5000%  | 0.0000% | $1296152.64        | $1357518.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ3551 C | 2046-03-20      | 3.5000%  | 0.0000% | $109791.18         | $101318.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5503 C | 2045-03-20      | 3.5000%  | 0.0000% | $10875.77          | $9868.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9940 M | 2039-10-20      | 6.0000%  | 0.0000% | $721311.70         | $745552.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6773 C | 2051-10-20      | 3.0000%  | 0.0000% | $353503.93         | $313937.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH6427 C | 2051-11-20      | 2.5000%  | 0.0000% | $2179563.75        | $1826654.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9926 C | 2051-08-20      | 2.5000%  | 0.0000% | $352595.28         | $300309.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ2572 C | 2050-11-20      | 2.5000%  | 0.0000% | $96824.42          | $82462.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX9609 C | 2051-03-20      | 2.0000%  | 0.0000% | $1113286.48        | $913149.36         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT1865 C | 2050-11-20      | 3.0000%  | 0.0000% | $646555.14         | $554996.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7589 C | 2050-03-20      | 4.0000%  | 0.0000% | $27588.10          | $25927.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8087 C | 2050-02-20      | 3.5000%  | 0.0000% | $65452.51          | $60320.92          | Agency Mortgage-Backed Securities |

### Security 144: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 935AYQ004, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_4.34_0902
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.9000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLSL2351 | 2055-07-01      | 5.0000%  | 0.0000% | $18278590.00       | $18150473.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $791.64            | $810.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $58401997.52       | $59874766.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | 0.0000% | $21559649.39       | $21012034.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $818.13            | $767.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $782.26            | $742.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $1805717.33        | $1853400.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  | 0.0000% | $1676.64           | $1458.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  | 0.0000% | $63398.23          | $50658.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3097 | 2052-03-01      | 2.5000%  | 0.0000% | $747.83            | $640.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  | 0.0000% | $568837.11         | $494918.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $57682.39          | $54223.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $840.26            | $712.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  | 0.0000% | $14942047.55       | $13792803.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX7600 | 2055-02-01      | 5.0000%  | 0.0000% | $22232243.35       | $22121257.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  | 0.0000% | $22267639.30       | $22746076.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5442 | 2054-08-01      | 4.5000%  | 0.0000% | $4528597.32        | $4374670.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $342607.18         | $275081.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $59.65             | $62.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS9995 | 2054-09-01      | 6.5000%  | 0.0000% | $127179.47         | $134397.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9303 | 2054-10-01      | 6.0000%  | 0.0000% | $634813.30         | $652387.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $1838.62           | $1863.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLFS8837 | 2054-07-01      | 7.5000%  | 0.0000% | $686.06            | $741.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  | 0.0000% | $802.15            | $838.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  | 0.0000% | $28079.17          | $26049.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $136150.90         | $143763.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $366854.91         | $365337.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $74766.67          | $72616.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $5300.15           | $5151.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7402 | 2052-05-01      | 3.5000%  | 0.0000% | $238800.11         | $217791.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | 0.0000% | $470407.64         | $485363.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  | 0.0000% | $200113.15         | $199905.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8588 | 2054-07-01      | 6.5000%  | 0.0000% | $4779566.40        | $5043353.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS7546 | 2054-02-01      | 7.0000%  | 0.0000% | $21438618.13       | $22850510.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $619493.54         | $641836.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  | 0.0000% | $12573.63          | $12992.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  | 0.0000% | $14703.82          | $15037.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4653 | 2053-05-01      | 5.5000%  | 0.0000% | $4671757.06        | $4733082.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5313 | 2050-01-01      | 3.5000%  | 0.0000% | $28923.22          | $26756.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD2067 | 2051-12-01      | 2.0000%  | 0.0000% | $1113666.11        | $898798.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD0787 | 2051-11-01      | 2.0000%  | 0.0000% | $2237986.23        | $1790132.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3270 | 2049-10-01      | 3.5000%  | 0.0000% | $520.88            | $484.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $401856.75         | $401372.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3642 | 2053-09-01      | 6.0000%  | 0.0000% | $562526.59         | $584795.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $20504.29          | $17137.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $62778.06          | $58814.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $51578.84          | $52957.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $51906.72          | $51518.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $805795.29         | $827976.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $5145.57           | $4336.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7531 | 2050-12-01      | 3.0000%  | 0.0000% | $528341.22         | $466457.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $15224273.16       | $13478069.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5482 | 2054-06-01      | 5.5000%  | 0.0000% | $92838.60          | $94165.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5302 | 2054-04-01      | 5.5000%  | 0.0000% | $5799491.29        | $5948003.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2410 | 2053-02-01      | 6.0000%  | 0.0000% | $390467.23         | $403562.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $14742928.89       | $12943750.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1122 | 2037-06-01      | 3.0000%  | 0.0000% | $217311.73         | $210662.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $53822.54          | $55328.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $39044518.26       | $40476697.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $1131174.41        | $1181891.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $7537222.81        | $7633064.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $1805.47           | $1826.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $9597.23           | $10235.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  | 0.0000% | $30036234.24       | $31321985.32       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $30152064.96       | $30688644.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $43588916.21       | $44545073.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $29689160.45       | $29647236.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6870 | 2053-08-01      | 5.5000%  | 0.0000% | $8462564.52        | $8566686.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $913.22            | $884.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $811.17            | $679.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $5977469.17        | $6245478.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  | 0.0000% | $1526.79           | $1601.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | 0.0000% | $802.30            | $836.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $1582.09           | $1622.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6688 | 2053-07-01      | 4.5000%  | 0.0000% | $852.97            | $836.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1818 | 2051-10-01      | 2.5000%  | 0.0000% | $111247.71         | $92772.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2670 | 2052-01-01      | 3.0000%  | 0.0000% | $874.21            | $760.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $42512020.12       | $42254094.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $55213169.53       | $54913576.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $101956108.05      | $101636158.47      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8838 | 2054-07-01      | 5.5000%  | 0.0000% | $646020.77         | $656895.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $929.78            | $957.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8758 | 2054-06-01      | 6.5000%  | 0.0000% | $58161.72          | $60546.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $29852900.97       | $31122292.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $82880.10          | $84015.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $362534.65         | $366883.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | 0.0000% | $426344.29         | $436055.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $1633844.92        | $1684318.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8177 | 2054-03-01      | 6.5000%  | 0.0000% | $35588070.01       | $37101330.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8142 | 2054-03-01      | 5.5000%  | 0.0000% | $7525148.96        | $7622379.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8139 | 2054-03-01      | 5.5000%  | 0.0000% | $64981.70          | $66390.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $7116894.95        | $7078676.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7632 | 2050-11-01      | 2.0000%  | 0.0000% | $61626310.72       | $49827186.66       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7524 | 2050-11-01      | 2.0000%  | 0.0000% | $48057324.29       | $39234651.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA7061 | 2050-09-01      | 3.5000%  | 0.0000% | $513428.61         | $477335.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6315 | 2050-07-01      | 3.0000%  | 0.0000% | $194084.33         | $169201.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $206124.97         | $182317.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4536 | 2049-11-01      | 3.0000%  | 0.0000% | $221243.87         | $195689.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2950 | 2049-01-01      | 4.5000%  | 0.0000% | $104831.93         | $103677.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $26775.13          | $26358.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4058 | 2053-07-01      | 6.5000%  | 0.0000% | $29322560.26       | $30939129.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4051 | 2053-07-01      | 5.5000%  | 0.0000% | $44111532.45       | $44913911.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $71403983.79       | $57352504.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2205 | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  | 0.0000% | $207491.08         | $176556.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBQ2347 | 2035-09-01      | 3.0000%  | 0.0000% | $44994.14          | $43423.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  | 0.0000% | $101767.66         | $89462.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  | 0.0000% | $44566.60          | $41112.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $854.71            | $867.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $798064.78         | $809392.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  | 0.0000% | $718.26            | $749.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7126 | 2053-09-01      | 6.0000%  | 0.0000% | $915.36            | $948.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $317593.84         | $322076.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6107 | 2053-04-01      | 6.5000%  | 0.0000% | $9258795.97        | $9701417.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $901.61            | $923.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $831.29            | $853.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $38084598.50       | $39154267.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $850.21            | $826.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBJ5121 | 2038-04-01      | 4.0000%  | 0.0000% | $338.78            | $332.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $835.76            | $808.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0734 | 2063-06-01      | 3.5000%  | 0.0000% | $845.16            | $759.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $8363935.87        | $6696312.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | 0.0000% | $827.81            | $660.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD5047 | 2047-02-01      | 3.0000%  | 0.0000% | $87666.22          | $78540.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  | 0.0000% | $2004.00           | $2102.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL1955 | 2052-05-01      | 2.5000%  | 0.0000% | $27083683.70       | $22680132.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8774 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $827.49            | $804.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $134963.59         | $130766.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5227 | 2052-11-01      | 5.5000%  | 0.0000% | $34732391.55       | $35245936.98       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  | 0.0000% | $750.09            | $785.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  | 0.0000% | $61322499.90       | $62708006.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  | 0.0000% | $21390551.39       | $21674377.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7791 | 2055-05-01      | 5.0000%  | 0.0000% | $17516018.62       | $17363347.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9458 | 2054-09-01      | 6.5000%  | 0.0000% | $416792.78         | $442704.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB0392 | 2054-04-01      | 6.0000%  | 0.0000% | $44355282.72       | $45540751.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5894 | 2043-06-01      | 3.0000%  | 0.0000% | $101711040.90      | $93270990.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  | 0.0000% | $520782.33         | $487594.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $40133.61          | $38460.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 ZC310225 | 2042-04-01      | 4.0000%  | 0.0000% | $288072.92         | $276141.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI7285 | 2054-06-01      | 6.5000%  | 0.0000% | $569155.80         | $602628.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  | 0.0000% | $18795442.75       | $19294417.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | 0.0000% | $260795.55         | $260927.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $28987988.87       | $30777401.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  | 0.0000% | $100479826.66      | $105505983.93      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $6873708.52        | $7159535.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $822.21            | $837.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKCB1183 | 2051-07-01      | 2.0000%  | 0.0000% | $107379979.53      | $83562300.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0630 | 2036-05-01      | 2.0000%  | 0.0000% | $41243219.13       | $38186253.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3061 | 2052-03-01      | 3.0000%  | 0.0000% | $148570.38         | $129782.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8562 | 2051-01-01      | 1.5000%  | 0.0000% | $123369843.19      | $93753760.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $138222.35         | $130645.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $49755450.01       | $51854814.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $10944.76          | $9941.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $37373666.61       | $38224955.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $53655309.26       | $52185690.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $1493.45           | $1536.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3783 | 2053-04-01      | 5.0000%  | 0.0000% | $7555538.48        | $7531322.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $957.98            | $974.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | 0.0000% | $58719008.40       | $46847401.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9567 | 2047-04-01      | 3.5000%  | 0.0000% | $359452.46         | $331946.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  | 0.0000% | $83870.70          | $77037.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE8836 | 2047-03-01      | 3.0000%  | 0.0000% | $111041.11         | $99496.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  | 0.0000% | $20990899.37       | $21244464.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2288 | 2050-07-01      | 4.0000%  | 0.0000% | $10717161.90       | $10250677.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1947 | 2052-09-01      | 3.5000%  | 0.0000% | $8183098.59        | $7434772.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $17100155.35       | $17398532.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  | 0.0000% | $3617574.43        | $3601168.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | 0.0000% | $8205117.17        | $8449569.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $12738138.12       | $13148862.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $959.05            | $976.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | 0.0000% | $55840350.76       | $45047614.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLCA8564 | 2051-01-01      | 1.5000%  | 0.0000% | $1429279.92        | $1086463.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | 0.0000% | $98687273.37       | $78695951.21       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $887.30            | $897.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  | 0.0000% | $1330.79           | $1078.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7713 | 2050-11-01      | 2.0000%  | 0.0000% | $74919096.36       | $60199258.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | 0.0000% | $49615544.67       | $41855348.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $33584.62          | $28935.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $726.08            | $607.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | 0.0000% | $655.65            | $606.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1712 | 2036-09-01      | 2.0000%  | 0.0000% | $60796234.81       | $56345315.47       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  | 0.0000% | $1614.10           | $1406.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $1167949.71        | $939762.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0388 | 2051-05-01      | 2.5000%  | 0.0000% | $61161.92          | $51478.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $49148090.32       | $41787350.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9107 | 2051-02-01      | 2.5000%  | 0.0000% | $17980752.01       | $15127070.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8848 | 2051-02-01      | 2.0000%  | 0.0000% | $68255399.05       | $55284453.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3880 | 2055-03-01      | 5.0000%  | 0.0000% | $21052268.89       | $20994541.23       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3519 | 2055-02-01      | 6.5000%  | 0.0000% | $21156911.33       | $22144633.49       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3488 | 2055-02-01      | 5.5000%  | 0.0000% | $13217768.13       | $13427227.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3721 | 2053-07-01      | 5.0000%  | 0.0000% | $568148.92         | $567483.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX0015 | 2054-10-01      | 6.0000%  | 0.0000% | $21618268.74       | $22331923.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0470 | 2055-01-01      | 5.0000%  | 0.0000% | $5796237.02        | $5754260.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $311798.00         | $314969.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3756 | 2051-05-01      | 3.0000%  | 0.0000% | $1072326.21        | $949816.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $167909.68         | $146246.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $768.44            | $711.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2082 | 2052-06-01      | 4.5000%  | 0.0000% | $31521307.84       | $30488228.50       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6184 | 2051-03-01      | 2.0000%  | 0.0000% | $1838889.42        | $1492592.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1873 | 2049-11-01      | 3.0000%  | 0.0000% | $117203.47         | $103738.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  | 0.0000% | $1237454.76        | $1274163.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8734 | 2054-06-01      | 6.5000%  | 0.0000% | $49567797.75       | $51678174.30       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  | 0.0000% | $91263404.47       | $94877131.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | 0.0000% | $35223656.10       | $37278482.88       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4007 | 2049-08-01      | 4.0000%  | 0.0000% | $22858398.77       | $21713675.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $292977.46         | $296521.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $1012.93           | $1031.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $4930048.67        | $4998743.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3416 | 2055-03-01      | 6.0000%  | 0.0000% | $12438216.18       | $12827864.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7424 | 2055-08-01      | 6.0000%  | 0.0000% | $297473.00         | $305398.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $141192.38         | $128474.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $5298757.43        | $5473678.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  | 0.0000% | $7965.60           | $7227.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $286079.41         | $299918.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  | 0.0000% | $898.60            | $870.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $30122002.30       | $30083231.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $63608.36          | $61992.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $54383616.78       | $54130835.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $40730143.43       | $42490608.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB0941 | 2036-06-01      | 2.5000%  | 0.0000% | $59322964.31       | $56061414.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | 0.0000% | $7613.67           | $7949.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $892.68            | $907.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9104 | 2051-05-01      | 2.5000%  | 0.0000% | $364675.84         | $310147.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2226 | 2052-08-01      | 3.0000%  | 0.0000% | $26129429.01       | $22822993.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $847.83            | $823.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0684 | 2036-05-01      | 3.0000%  | 0.0000% | $57167.63          | $55409.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $56869.21          | $54319.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $54245.25          | $48584.39          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G08852 G | 2048-12-01      | 4.0000%  | 0.0000% | $105283.49         | $100591.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  | 0.0000% | $1708.16           | $1749.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | 0.0000% | $93657289.84       | $75627189.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $1517.79           | $1583.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  | 0.0000% | $10630369.04       | $10543677.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $1700.79           | $1738.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6517 | 2053-06-01      | 5.0000%  | 0.0000% | $871.59            | $871.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1353 | 2048-02-01      | 3.5000%  | 0.0000% | $361938.67         | $335098.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAL6167 | 2044-01-01      | 3.5000%  | 0.0000% | $267612.61         | $251944.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | 0.0000% | $50730327.09       | $52920282.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $11087.14          | $10135.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8364 | 2054-04-01      | 6.5000%  | 0.0000% | $57386688.34       | $59879483.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE4754 | 2052-07-01      | 4.5000%  | 0.0000% | $85058.96          | $82463.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $204028.67         | $192180.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5308 | 2052-12-01      | 6.0000%  | 0.0000% | $890790.23         | $916017.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  | 0.0000% | $879.84            | $875.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  | 0.0000% | $157110.45         | $131139.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  | 0.0000% | $65029492.29       | $59887516.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | 0.0000% | $61145805.99       | $63452878.04       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29077 G | 2044-10-01      | 4.0000%  | 0.0000% | $343438.56         | $325666.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | 0.0000% | $42434594.48       | $43471771.41       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $1553.43           | $1581.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | 0.0000% | $269877.57         | $268511.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $68633633.55       | $71883680.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8893 | 2053-04-01      | 6.0000%  | 0.0000% | $21112731.61       | $21715767.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $5980774.07        | $6062559.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  | 0.0000% | $700.29            | $730.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $91642928.03       | $95197451.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6693 | 2053-07-01      | 5.0000%  | 0.0000% | $57853019.12       | $58163162.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $858.52            | $872.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $803.75            | $839.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS4110 | 2052-03-01      | 2.5000%  | 0.0000% | $5590896.60        | $4665292.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $939.91            | $967.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  | 0.0000% | $165512.39         | $170492.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $99201611.66       | $103405533.52      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | 0.0000% | $28007560.91       | $29626889.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA6009 | 2050-05-01      | 3.5000%  | 0.0000% | $2609993.44        | $2379067.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3714 | 2055-03-01      | 5.0000%  | 0.0000% | $23041746.58       | $22850543.61       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  | 0.0000% | $6077007.07        | $6244669.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  | 0.0000% | $243773.85         | $228189.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $891.02            | $797.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5445 | 2044-02-01      | 4.0000%  | 0.0000% | $2330455.53        | $2214709.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1970 | 2036-10-01      | 2.0000%  | 0.0000% | $60588689.42       | $56152419.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7555 | 2050-11-01      | 2.0000%  | 0.0000% | $67261318.39       | $54300099.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1754 | 2036-09-01      | 2.0000%  | 0.0000% | $692.61            | $637.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $49434.09          | $47458.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $2001560.27        | $2063635.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $1688.05           | $1730.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5215 | 2052-12-01      | 4.5000%  | 0.0000% | $99493.23          | $97605.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5395 | 2053-01-01      | 5.5000%  | 0.0000% | $38761083.07       | $39371716.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $895550.97         | $916898.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $15766.89          | $15768.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $1343494.55        | $1342095.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $54799612.69       | $54667594.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $108889.54         | $106605.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  | 0.0000% | $1937453.27        | $1818164.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $22599208.80       | $22850461.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $90101.15          | $76000.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8491 | 2049-01-01      | 3.5000%  | 0.0000% | $400030.48         | $368240.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  | 0.0000% | $9436100.60        | $8645734.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $7639378.54        | $7971886.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8101 | 2050-12-01      | 2.0000%  | 0.0000% | $65309118.06       | $52737345.07       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0918 | 2052-01-01      | 3.5000%  | 0.0000% | $22427612.67       | $20552198.25       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $89974.69          | $94436.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3723 | 2055-03-01      | 5.5000%  | 0.0000% | $22472090.37       | $22850403.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1457 | 2055-03-01      | 5.5000%  | 0.0000% | $313862.76         | $317372.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  | 0.0000% | $76776.67          | $74061.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $1594.58           | $1634.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $2006079.20        | $2045718.88        | Agency Mortgage-Backed Securities |

### Security 145: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_4.34_0902
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4450%  | 0.0000% | $67569.44          | $67721.76          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  | 0.0000% | $419.90            | $421.70            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3450%  | 0.0000% | $4654668.87        | $4660870.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 6.0000%  | 0.0000% | $44053764.44       | $44434433.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 AF      | 2055-06-20      | 5.7450%  | 0.0000% | $439.90            | $442.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  | 0.0000% | $3558468.00        | $3628195.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5450%  | 0.0000% | $3254941.45        | $3264847.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5950%  | 0.0000% | $837860.64         | $841405.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4450%  | 0.0000% | $4748330.79        | $4752790.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8629%  | 0.0000% | $315949.86         | $314202.76         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  | 0.0000% | $532.73            | $557.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8450%  | 0.0000% | $7514836.42        | $7617971.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2450%  | 0.0000% | $5935431.73        | $6064457.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3450%  | 0.0000% | $5736541.97        | $5744184.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  | 0.0000% | $29791.11          | $30408.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3650%  | 0.0000% | $1922583.67        | $1925698.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5450%  | 0.0000% | $6024925.78        | $6034591.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4950%  | 0.0000% | $8455266.33        | $8456245.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.2984%  | 0.0000% | $255.88            | $256.43            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3450%  | 0.0000% | $11823093.52       | $11782838.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  | 0.0000% | $8528750.70        | $8246687.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 5.2450%  | 0.0000% | $102384.10         | $101897.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3450%  | 0.0000% | $10823493.53       | $10784380.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 5.2450%  | 0.0000% | $436.40            | $431.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2550%  | 0.0000% | $11399377.30       | $11324104.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4450%  | 0.0000% | $8079795.03        | $8044221.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  | 0.0000% | $2897143.36        | $2751498.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF      | 2052-02-20      | 3.0000%  | 0.0000% | $68064400.13       | $57945197.70       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  | 0.0000% | $1684310.27        | $1643304.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2450%  | 0.0000% | $3895421.01        | $3852607.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  | 0.0000% | $767200.69         | $634522.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3450%  | 0.0000% | $383.12            | $374.88            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4450%  | 0.0000% | $1013096.51        | $1016449.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 5.0029%  | 0.0000% | $4.45              | $4.43              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4750%  | 0.0000% | $5497983.52        | $5507059.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC060PA R13F060  | 2042-10-25      | 1.7500%  | 0.0000% | $88.74             | $82.99             | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4611BF 06/15/41  | 2041-06-15      | 4.8572%  | 0.0000% | $782713.53         | $776092.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4950%  | 0.0000% | $553487.86         | $555007.05         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  | 0.0000% | $444.44            | $462.62            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  | 0.0000% | $9231185.33        | $9310756.10        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4550%  | 0.0000% | $5309629.22        | $5327208.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6450%  | 0.0000% | $668704.80         | $668546.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5250%  | 0.0000% | $4589822.36        | $4614379.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4450%  | 0.0000% | $12121335.05       | $12067967.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2950%  | 0.0000% | $3489514.81        | $3484161.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2550%  | 0.0000% | $1838806.10        | $1819560.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC048AB R25F048  | 2055-06-25      | 5.0000%  | 0.0000% | $888.89            | $854.44            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0329%  | 0.0000% | $206.56            | $206.05            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.6450%  | 0.0000% | $174.85            | $176.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7450%  | 0.0000% | $984881.17         | $996643.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 6.0000%  | 0.0000% | $10391621.79       | $10481415.79       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-064 CY      | 2055-04-20      | 5.0000%  | 0.0000% | $905807.56         | $881087.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 5.2950%  | 0.0000% | $407.39            | $407.61            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4450%  | 0.0000% | $11405598.63       | $11356751.39       | Agency Collateralized Mortgage Obligation |
| FCSB 2.45 FCOR 22-41 O     | 2041-08-09      | 2.4500%  | 0.0000% | $2222.22           | $1570.00           | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  | 0.0000% | $1019111.11        | $857297.21         | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX    | 2035-09-10      | 1.7300%  | 0.0000% | $115555.56         | $87380.96          | Agency Debentures and Agency Strips       |
| FNMA 1.90 FNNT A 22-36     | 2036-01-25      | 1.9000%  | 0.0000% | $444.44            | $343.13            | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2    | 2040-07-13      | 2.1500%  | 0.0000% | $1292444.44        | $895741.84         | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  | 0.0000% | $976000.00         | $723227.39         | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  | 0.0000% | $5333.33           | $4454.86           | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  | 0.0000% | $623555.56         | $496997.79         | Agency Debentures and Agency Strips       |
| FCSB 2.22 FCOR 22-36 AY    | 2036-08-12      | 2.2200%  | 0.0000% | $793777.78         | $623927.06         | Agency Debentures and Agency Strips       |
| FCSB 1.80 FCOR 21-35 AP    | 2035-06-04      | 1.8000%  | 0.0000% | $421777.78         | $329172.25         | Agency Debentures and Agency Strips       |
| FCSB 3.67 FCOR 23-28 BW    | 2028-05-16      | 3.6700%  | 0.0000% | $45333.33          | $45449.26          | Agency Debentures and Agency Strips       |
| FCSB 3.57 FCSB 38 R        | 2038-03-02      | 3.5700%  | 0.0000% | $1333.33           | $1203.15           | Agency Debentures and Agency Strips       |
| FCSB 3.45 FCSB 38 M        | 2038-03-02      | 3.4500%  | 0.0000% | $166666.67         | $148393.75         | Agency Debentures and Agency Strips       |
| FHLB 2.90 FHOR 22-37 AP    | 2037-02-18      | 2.9000%  | 0.0000% | $8888.89           | $7347.76           | Agency Debentures and Agency Strips       |
| FHLB 2.00 FHOR 21-36 CW    | 2036-02-25      | 2.0000%  | 0.0000% | $1046666.67        | $813375.36         | Agency Debentures and Agency Strips       |
| FHLB 4.10 FHOR 23-38 AB    | 2038-12-28      | 4.1000%  | 0.0000% | $22222.22          | $20260.29          | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  | 0.0000% | $16.41             | $16.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775  | 2049-09-01      | 3.5000%  | 0.0000% | $167.51            | $153.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  | 0.0000% | $8333896.44        | $8410397.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4528  | 2051-12-01      | 4.0000%  | 0.0000% | $415.15            | $389.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  | 0.0000% | $118.61            | $121.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  | 0.0000% | $209.28            | $221.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  | 0.0000% | $1.18              | $1.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2088  | 2051-11-01      | 2.5000%  | 0.0000% | $10024.80          | $8388.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  | 0.0000% | $1330784.67        | $1306874.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  | 0.0000% | $22.20             | $22.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  | 0.0000% | $378.31            | $343.64            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387969  | 2028-08-01      | 3.6500%  | 0.0000% | $444.44            | $441.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  | 0.0000% | $112.14            | $113.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  | 0.0000% | $2205846.49        | $2106488.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  | 0.0000% | $5583.46           | $4481.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3834  | 2049-11-01      | 3.0000%  | 0.0000% | $547.04            | $481.65            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  | 0.0000% | $1179.62           | $1120.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  | 0.0000% | $21692.35          | $19794.73          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8273 X      | 2042-07-15      | 3.5000%  | 0.0000% | $68.13             | $63.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374  | 2052-11-01      | 4.5000%  | 0.0000% | $1197.85           | $1159.66           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0773  | 2033-12-01      | 4.1400%  | 0.0000% | $439.26            | $431.98            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  | 0.0000% | $1169.33           | $1116.79           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  | 0.0000% | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  | 0.0000% | $257.00            | $267.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  | 0.0000% | $843.51            | $877.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  | 0.0000% | $982.66            | $1034.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  | 0.0000% | $521.73            | $518.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  | 0.0000% | $272.29            | $276.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  | 0.0000% | $2.44              | $2.53              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  | 0.0000% | $1364.47           | $1383.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  | 0.0000% | $135.38            | $140.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  | 0.0000% | $102.11            | $106.28            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 6.7900%  | 0.0000% | $1.11              | $1.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  | 0.0000% | $982.21            | $1015.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  | 0.0000% | $1479.82           | $1462.05           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6350%  | 0.0000% | $76.45             | $75.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  | 0.0000% | $430.41            | $447.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  | 0.0000% | $2216.97           | $2281.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  | 0.0000% | $194.39            | $199.84            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.7080%  | 0.0000% | $24.92             | $26.00             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  | 0.0000% | $18417.74          | $16964.26          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004A2 R16M004  | 2026-03-25      | 2.5760%  | 0.0000% | $331216.34         | $328602.24         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.8683%  | 0.0000% | $1581.10           | $1564.57           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.8926%  | 0.0000% | $9200.00           | $8894.81           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5826%  | 0.0000% | $457.90            | $434.93            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  | 0.0000% | $547.56            | $569.07            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  | 0.0000% | $11.13             | $11.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  | 0.0000% | $916.70            | $919.27            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.3320%  | 0.0000% | $414.26            | $423.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  | 0.0000% | $293.75            | $294.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  | 0.0000% | $150.00            | $141.66            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.3650%  | 0.0000% | $73.73             | $75.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  | 0.0000% | $70.21             | $72.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  | 0.0000% | $448.42            | $474.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  | 0.0000% | $304.67            | $302.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  | 0.0000% | $246.08            | $244.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  | 0.0000% | $1524.53           | $1496.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  | 0.0000% | $4.51              | $4.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  | 0.0000% | $1012.13           | $989.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  | 0.0000% | $7233.36           | $7217.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  | 0.0000% | $28.09             | $26.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  | 0.0000% | $253.65            | $253.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  | 0.0000% | $42.20             | $43.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  | 0.0000% | $447.80            | $446.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  | 0.0000% | $52.51             | $52.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  | 0.0000% | $5.90              | $5.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  | 0.0000% | $400.82            | $403.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  | 0.0000% | $26.22             | $26.18             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  | 0.0000% | $612.45            | $606.21            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  | 0.0000% | $463.56            | $442.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2252  | 2050-07-01      | 3.0000%  | 0.0000% | $3484893.15        | $3122754.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4064  | 2028-12-01      | 1.5800%  | 0.0000% | $444.44            | $411.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  | 0.0000% | $31.20             | $32.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  | 0.0000% | $161.05            | $170.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  | 0.0000% | $1126.12           | $1192.74           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7690%  | 0.0000% | $7.34              | $7.24              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 6.2500%  | 0.0000% | $3.86              | $4.00              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796411 X      | 2043-04-15      | 3.5000%  | 0.0000% | $39.18             | $36.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  | 0.0000% | $344.36            | $380.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  | 0.0000% | $425.08            | $435.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  | 0.0000% | $224.98            | $234.40            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.1900%  | 0.0000% | $47.10             | $48.60             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0277 X      | 2053-09-15      | 7.0000%  | 0.0000% | $1308.78           | $1384.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  | 0.0000% | $21153.53          | $17034.95          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 6.9970%  | 0.0000% | $78.20             | $81.09             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3070%  | 0.0000% | $16.80             | $17.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  | 0.0000% | $554.97            | $560.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  | 0.0000% | $125.60            | $131.25            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 6.6050%  | 0.0000% | $73.27             | $75.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  | 0.0000% | $65.89             | $65.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL928938  | 2037-12-01      | 7.0000%  | 0.0000% | $17.20             | $18.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  | 0.0000% | $1842.16           | $1828.40           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.7660%  | 0.0000% | $72.18             | $74.17             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  | 0.0000% | $366.39            | $378.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  | 0.0000% | $1682.01           | $1695.43           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4810%  | 0.0000% | $37.60             | $38.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  | 0.0000% | $697.30            | $690.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  | 0.0000% | $70.35             | $67.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  | 0.0000% | $15345051.13       | $15349913.81       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  | 0.0000% | $523555.80         | $550960.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  | 0.0000% | $443.43            | $468.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  | 0.0000% | $443.83            | $458.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  | 0.0000% | $445.62            | $450.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3275  | 2048-02-01      | 3.0000%  | 0.0000% | $156.03            | $138.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  | 0.0000% | $1802.20           | $1686.23           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2951  | 2034-06-01      | 3.3700%  | 0.0000% | $26615.56          | $24670.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2860 C      | 2065-02-20      | 6.5000%  | 0.0000% | $25344.76          | $26100.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7666  | 2055-08-01      | 5.5000%  | 0.0000% | $1142596.44        | $1162064.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  | 0.0000% | $96669.26          | $100162.58         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 3.2000%  | 0.0000% | $284.83            | $295.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  | 0.0000% | $546.56            | $469.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  | 0.0000% | $3130.75           | $2634.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  | 0.0000% | $23055.82          | $22328.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  | 0.0000% | $885.22            | $878.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  | 0.0000% | $442.98            | $466.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  | 0.0000% | $885.51            | $915.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  | 0.0000% | $215525.76         | $225250.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  | 0.0000% | $7444.26           | $7784.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  | 0.0000% | $1329641.30        | $1345269.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4885  | 2052-11-01      | 3.0000%  | 0.0000% | $380.65            | $331.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  | 0.0000% | $824.00            | $808.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  | 0.0000% | $676.50            | $654.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  | 0.0000% | $382.73            | $395.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  | 0.0000% | $444.65            | $472.72            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  | 0.0000% | $444.44            | $400.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  | 0.0000% | $266.05            | $234.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6688  | 2051-04-01      | 2.5000%  | 0.0000% | $177802.20         | $150667.70         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE1966 X      | 2048-01-15      | 4.5000%  | 0.0000% | $519.98            | $514.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495  | 2048-10-01      | 4.0000%  | 0.0000% | $104.85            | $100.07            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  | 0.0000% | $444.44            | $469.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  | 0.0000% | $1941280.07        | $2024070.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9987  | 2055-01-01      | 6.0000%  | 0.0000% | $581290.14         | $596545.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  | 0.0000% | $419.75            | $415.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3753  | 2054-08-01      | 5.5000%  | 0.0000% | $134127.60         | $136926.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  | 0.0000% | $1942.10           | $1993.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  | 0.0000% | $442.61            | $447.24            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.1240%  | 0.0000% | $95.29             | $97.19             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.5880%  | 0.0000% | $8.77              | $9.08              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  | 0.0000% | $115.53            | $117.16            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 6.7700%  | 0.0000% | $8.19              | $8.56              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.3670%  | 0.0000% | $3.19              | $3.29              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.8110%  | 0.0000% | $8.42              | $8.76              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5572  | 2054-11-01      | 3.5000%  | 0.0000% | $858.58            | $779.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5528  | 2054-11-01      | 4.0000%  | 0.0000% | $445298.10         | $417184.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  | 0.0000% | $427.04            | $387.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245  | 2054-01-01      | 5.0000%  | 0.0000% | $1636.56           | $1622.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263  | 2054-01-01      | 4.0000%  | 0.0000% | $822.22            | $770.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189  | 2053-11-01      | 5.0000%  | 0.0000% | $2015.11           | $2001.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056  | 2053-05-01      | 3.5000%  | 0.0000% | $1207.24           | $1095.86           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.1820%  | 0.0000% | $34.85             | $34.20             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.3500%  | 0.0000% | $0.18              | $0.19              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  | 0.0000% | $177.11            | $177.41            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.4650%  | 0.0000% | $3.71              | $3.76              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6810%  | 0.0000% | $391.70            | $392.60            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2750%  | 0.0000% | $406.18            | $399.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  | 0.0000% | $1667.81           | $1737.08           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3723  | 2030-05-01      | 4.4400%  | 0.0000% | $444.44            | $451.65            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  | 0.0000% | $3269.33           | $3529.27           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0385  | 2034-02-01      | 4.7600%  | 0.0000% | $444.44            | $456.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  | 0.0000% | $389.28            | $413.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  | 0.0000% | $1275.83           | $1341.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  | 0.0000% | $352.77            | $378.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  | 0.0000% | $433.27            | $457.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  | 0.0000% | $411.88            | $454.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  | 0.0000% | $918.88            | $979.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  | 0.0000% | $10223.31          | $10834.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9918  | 2052-10-01      | 5.0000%  | 0.0000% | $979703.03         | $980838.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  | 0.0000% | $148108.82         | $154122.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  | 0.0000% | $445.41            | $450.16            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 6.4880%  | 0.0000% | $46.87             | $47.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  | 0.0000% | $416.75            | $433.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  | 0.0000% | $1361.87           | $1417.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  | 0.0000% | $35.21             | $35.69             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.6270%  | 0.0000% | $30.22             | $31.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  | 0.0000% | $860.12            | $885.32            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 6.8180%  | 0.0000% | $4.59              | $4.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  | 0.0000% | $442.13            | $454.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  | 0.0000% | $39.92             | $40.17             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1260%  | 0.0000% | $7.22              | $7.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  | 0.0000% | $667.06            | $674.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  | 0.0000% | $83.22             | $87.83             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.7080%  | 0.0000% | $0.29              | $0.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  | 0.0000% | $0.23              | $0.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  | 0.0000% | $471.84            | $478.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  | 0.0000% | $239.72            | $249.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  | 0.0000% | $161.59            | $167.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  | 0.0000% | $1191.08           | $1258.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  | 0.0000% | $198.45            | $209.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  | 0.0000% | $66.52             | $67.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  | 0.0000% | $26.12             | $27.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  | 0.0000% | $241.48            | $254.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  | 0.0000% | $215.92            | $223.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  | 0.0000% | $822.64            | $842.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  | 0.0000% | $773.16            | $816.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  | 0.0000% | $105.82            | $109.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  | 0.0000% | $6.87              | $7.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  | 0.0000% | $942.69            | $881.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  | 0.0000% | $1483.55           | $1386.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  | 0.0000% | $837.90            | $811.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  | 0.0000% | $831.50            | $778.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $94.37             | $88.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  | 0.0000% | $223.91            | $214.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  | 0.0000% | $28.78             | $27.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  | 0.0000% | $34.65             | $34.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  | 0.0000% | $61.71             | $61.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  | 0.0000% | $85.95             | $85.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  | 0.0000% | $472.45            | $466.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  | 0.0000% | $68.27             | $67.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  | 0.0000% | $70.91             | $68.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  | 0.0000% | $173.28            | $159.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  | 0.0000% | $387.81            | $344.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  | 0.0000% | $98.25             | $85.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $489.35            | $461.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  | 0.0000% | $962.22            | $938.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  | 0.0000% | $22.86             | $22.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  | 0.0000% | $387.27            | $370.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  | 0.0000% | $38.27             | $37.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  | 0.0000% | $152.79            | $151.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  | 0.0000% | $445.05            | $441.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  | 0.0000% | $2918.28           | $2883.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  | 0.0000% | $240.96            | $238.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  | 0.0000% | $1496.43           | $1350.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  | 0.0000% | $345.64            | $360.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  | 0.0000% | $61.94             | $61.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  | 0.0000% | $263.11            | $261.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  | 0.0000% | $362.68            | $358.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  | 0.0000% | $29.76             | $29.52             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5900%  | 0.0000% | $126.37            | $131.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  | 0.0000% | $19.70             | $19.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  | 0.0000% | $370.36            | $348.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  | 0.0000% | $807857.90         | $808033.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  | 0.0000% | $396.66            | $404.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  | 0.0000% | $36826.50          | $33528.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5821  | 2055-09-01      | 5.0000%  | 0.0000% | $1883464.44        | $1865946.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  | 0.0000% | $684.33            | $699.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  | 0.0000% | $20.23             | $21.40             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6450%  | 0.0000% | $0.54              | $0.54              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  | 0.0000% | $449.78            | $461.67            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  | 0.0000% | $3260.00           | $2594.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  | 0.0000% | $21.02             | $22.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT928776  | 2027-10-01      | 6.0000%  | 0.0000% | $16.06             | $16.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.030 CL917250  | 2036-08-01      | 6.0300%  | 0.0000% | $9.05              | $9.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888745  | 2037-10-01      | 6.5000%  | 0.0000% | $1.80              | $1.90              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.5980%  | 0.0000% | $14.91             | $15.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993  | 2036-04-01      | 6.5000%  | 0.0000% | $6.85              | $7.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  | 0.0000% | $425.11            | $436.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  | 0.0000% | $437.03            | $459.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849  | 2052-07-01      | 3.0000%  | 0.0000% | $405.84            | $356.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288  | 2052-03-01      | 2.0000%  | 0.0000% | $2464.02           | $1970.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8016  | 2054-05-01      | 5.5000%  | 0.0000% | $661.55            | $673.85            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  | 0.0000% | $901.78            | $844.27            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  | 0.0000% | $1777.78           | $1688.59           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  | 0.0000% | $475.11            | $369.70            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  | 0.0000% | $145879.63         | $147980.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7063  | 2053-10-01      | 3.0000%  | 0.0000% | $816.92            | $710.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  | 0.0000% | $1255.48           | $1092.34           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  | 0.0000% | $396.28            | $393.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9804  | 2055-01-01      | 4.5000%  | 0.0000% | $466870.20         | $453371.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  | 0.0000% | $15.61             | $16.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  | 0.0000% | $67.09             | $61.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3148  | 2047-10-01      | 3.5000%  | 0.0000% | $57.81             | $53.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3143  | 2047-09-01      | 3.0000%  | 0.0000% | $86.56             | $77.47             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  | 0.0000% | $3006.67           | $2915.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3087  | 2047-08-01      | 3.5000%  | 0.0000% | $54.37             | $50.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027  | 2047-06-01      | 4.0000%  | 0.0000% | $49.00             | $47.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026  | 2047-06-01      | 3.5000%  | 0.0000% | $873.29            | $810.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  | 0.0000% | $420444.13         | $376789.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  | 0.0000% | $658.42            | $645.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3574  | 2049-01-01      | 3.5000%  | 0.0000% | $49.68             | $45.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2671  | 2046-07-01      | 3.5000%  | 0.0000% | $117.27            | $109.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  | 0.0000% | $633282.00         | $647764.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  | 0.0000% | $94.40             | $99.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  | 0.0000% | $8.07              | $8.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  | 0.0000% | $16.89             | $16.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  | 0.0000% | $305.67            | $318.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  | 0.0000% | $463.04            | $436.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  | 0.0000% | $38.01             | $39.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  | 0.0000% | $198.82            | $208.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  | 0.0000% | $59.09             | $60.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  | 0.0000% | $225.71            | $234.92            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1880%  | 0.0000% | $0.22              | $0.22              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  | 0.0000% | $920.88            | $958.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  | 0.0000% | $426.86            | $450.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  | 0.0000% | $343.65            | $316.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5556  | 2055-02-01      | 5.5000%  | 0.0000% | $90647.45          | $91632.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  | 0.0000% | $17071.09          | $13699.28          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8219  | 2033-04-01      | 4.6800%  | 0.0000% | $444.44            | $454.44            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  | 0.0000% | $2143.03           | $2181.38           | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.5160%  | 0.0000% | $161.93            | $166.71            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783653 X      | 2040-08-15      | 5.0000%  | 0.0000% | $35.96             | $36.76             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  | 0.0000% | $129.25            | $132.16            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  | 0.0000% | $118.04            | $120.73            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081497 M      | 2035-10-20      | 4.7500%  | 0.0000% | $252.49            | $258.60            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080526 M      | 2031-07-20      | 4.6250%  | 0.0000% | $25.89             | $26.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  | 0.0000% | $727.75            | $735.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  | 0.0000% | $1512.13           | $1517.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  | 0.0000% | $8.82              | $9.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  | 0.0000% | $653.72            | $670.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  | 0.0000% | $82.77             | $84.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  | 0.0000% | $62.22             | $65.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  | 0.0000% | $187.31            | $185.29            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.3950%  | 0.0000% | $30.58             | $31.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  | 0.0000% | $426.50            | $375.50            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.8750%  | 0.0000% | $119.46            | $120.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  | 0.0000% | $35.75             | $37.03             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  | 0.0000% | $31.72             | $32.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  | 0.0000% | $1343552.84        | $1348561.61        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  | 0.0000% | $62.84             | $64.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  | 0.0000% | $1300.55           | $1419.26           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8708  | 2032-11-01      | 1.4000%  | 0.0000% | $444.44            | $364.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024  | 2040-09-01      | 4.5000%  | 0.0000% | $234011.24         | $234667.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL890268  | 2038-10-01      | 6.5000%  | 0.0000% | $8.14              | $8.69              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M      | 2048-10-20      | 4.0000%  | 0.0000% | $51.89             | $49.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3276  | 2048-02-01      | 3.5000%  | 0.0000% | $62.25             | $57.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  | 0.0000% | $878.23            | $929.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  | 0.0000% | $1920.25           | $1817.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072  | 2053-07-01      | 5.5000%  | 0.0000% | $1865.32           | $1890.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKMA4970  | 2053-02-01      | 6.0000%  | 0.0000% | $112414.95         | $113955.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  | 0.0000% | $144196.10         | $146058.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  | 0.0000% | $724.21            | $719.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  | 0.0000% | $46846.72          | $42513.03          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.1510%  | 0.0000% | $127.50            | $131.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  | 0.0000% | $338.25            | $327.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655  | 2052-07-01      | 4.0000%  | 0.0000% | $721.66            | $677.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592  | 2049-02-01      | 4.0000%  | 0.0000% | $26.85             | $25.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  | 0.0000% | $32605.99          | $32293.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4618  | 2052-04-01      | 4.0000%  | 0.0000% | $632.19            | $592.28            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9720%  | 0.0000% | $4827840.16        | $4577338.02        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  | 0.0000% | $888.89            | $910.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3906  | 2050-01-01      | 3.5000%  | 0.0000% | $470.36            | $431.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895  | 2053-01-01      | 6.5000%  | 0.0000% | $8210506.15        | $8567421.42        | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  | 0.0000% | $219.42            | $227.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  | 0.0000% | $1054.43           | $1019.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3443  | 2048-08-01      | 4.0000%  | 0.0000% | $35.02             | $33.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3563  | 2049-01-01      | 4.0000%  | 0.0000% | $31.49             | $30.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2920  | 2047-03-01      | 3.0000%  | 0.0000% | $1768.47           | $1584.38           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  | 0.0000% | $410.25            | $382.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  | 0.0000% | $64.44             | $63.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  | 0.0000% | $1166.66           | $1152.66           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3595  | 2030-04-01      | 4.3800%  | 0.0000% | $444.44            | $450.10            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4468  | 2029-10-01      | 2.4100%  | 0.0000% | $444.89            | $418.56            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2330%  | 0.0000% | $10.55             | $10.30             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.7280%  | 0.0000% | $524129.99         | $545225.64         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  | 0.0000% | $32.11             | $33.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  | 0.0000% | $345238.59         | $303485.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7304  | 2051-05-01      | 2.5000%  | 0.0000% | $170811.95         | $142406.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6742  | 2040-08-01      | 3.0000%  | 0.0000% | $54796.97          | $50948.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  | 0.0000% | $5202.31           | $4951.92           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 6.7350%  | 0.0000% | $42.49             | $43.32             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  | 0.0000% | $18.30             | $18.76             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 6.6630%  | 0.0000% | $227.94            | $235.69            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  | 0.0000% | $84.68             | $88.12             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  | 0.0000% | $45.90             | $46.59             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 6.3270%  | 0.0000% | $24.11             | $24.90             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  | 0.0000% | $29.44             | $29.98             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  | 0.0000% | $393.60            | $347.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  | 0.0000% | $1817.96           | $1798.40           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  | 0.0000% | $443.91            | $452.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466  | 2048-09-01      | 3.5000%  | 0.0000% | $1151.71           | $1058.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  | 0.0000% | $1276382.90        | $1265236.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991  | 2050-04-01      | 3.0000%  | 0.0000% | $690.58            | $605.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  | 0.0000% | $432.55            | $464.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  | 0.0000% | $1329.67           | $1393.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0883  | 2055-08-01      | 6.0000%  | 0.0000% | $1552530.04        | $1644572.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  | 0.0000% | $343.54            | $353.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9439  | 2054-11-01      | 3.5000%  | 0.0000% | $1689.32           | $1533.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2960  | 2047-04-01      | 4.0000%  | 0.0000% | $45.08             | $43.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  | 0.0000% | $450.83            | $476.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  | 0.0000% | $91.97             | $88.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  | 0.0000% | $30731.84          | $24908.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521  | 2048-11-01      | 4.0000%  | 0.0000% | $36.75             | $35.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  | 0.0000% | $302.45            | $289.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215  | 2053-12-01      | 5.5000%  | 0.0000% | $1530.73           | $1548.78           | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.4920%  | 0.0000% | $372.96            | $379.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698  | 2052-08-01      | 3.0000%  | 0.0000% | $375.05            | $326.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  | 0.0000% | $678.53            | $675.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  | 0.0000% | $554769.34         | $517350.27         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  | 0.0000% | $2560.89           | $2634.17           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  | 0.0000% | $869760.00         | $848660.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197  | 2038-07-01      | 4.2400%  | 0.0000% | $434.31            | $415.05            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5079  | 2029-03-01      | 2.3100%  | 0.0000% | $444.44            | $420.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664  | 2051-02-01      | 2.0000%  | 0.0000% | $26307.15          | $21307.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBO6642  | 2041-04-01      | 2.0000%  | 0.0000% | $153459.05         | $133330.68         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2650%  | 0.0000% | $593.49            | $541.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  | 0.0000% | $322.96            | $308.55            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  | 0.0000% | $10466885.91       | $9652957.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  | 0.0000% | $564.00            | $501.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  | 0.0000% | $144888.89         | $144596.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0900  | 2034-02-01      | 4.0800%  | 0.0000% | $444.44            | $433.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  | 0.0000% | $2163659.35        | $2185213.48        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2720%  | 0.0000% | $71.23             | $73.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  | 0.0000% | $82.82             | $81.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII BD DK5996 C      | 2055-06-20      | 4.5000%  | 0.0000% | $2460.14           | $2297.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ1309 C      | 2065-03-20      | 7.0000%  | 0.0000% | $443.82            | $458.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0257 X      | 2053-07-15      | 7.0000%  | 0.0000% | $437.06            | $462.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0288 X      | 2053-06-15      | 7.0000%  | 0.0000% | $438.48            | $463.91            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0479 X      | 2046-02-15      | 4.5000%  | 0.0000% | $4537.44           | $4462.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  | 0.0000% | $11930702.08       | $10626954.72       | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 6.1250%  | 0.0000% | $21.22             | $21.69             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5980 X      | 2045-12-15      | 4.5000%  | 0.0000% | $20.52             | $20.18             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB2759 X      | 2042-08-15      | 3.5000%  | 0.0000% | $33.00             | $30.92             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  | 0.0000% | $71.72             | $65.24             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796233 X      | 2042-05-15      | 3.5000%  | 0.0000% | $33.56             | $31.36             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.4510%  | 0.0000% | $23.04             | $23.70             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  | 0.0000% | $89481.79          | $88163.12          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  | 0.0000% | $326.38            | $306.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  | 0.0000% | $356660.45         | $344322.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  | 0.0000% | $758289.77         | $674053.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  | 0.0000% | $421.18            | $430.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  | 0.0000% | $860.48            | $874.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  | 0.0000% | $1997509.38        | $1685103.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  | 0.0000% | $961.63            | $993.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  | 0.0000% | $23238822.81       | $24084406.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  | 0.0000% | $362.56            | $364.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  | 0.0000% | $1127.10           | $1136.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408  | 2051-12-01      | 2.5000%  | 0.0000% | $3960.33           | $3314.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6073  | 2050-06-01      | 2.5000%  | 0.0000% | $5366586.87        | $4527582.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  | 0.0000% | $637140.26         | $632638.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2046  | 2048-07-01      | 4.5000%  | 0.0000% | $702089.01         | $690484.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  | 0.0000% | $152.39            | $149.33            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  | 0.0000% | $444.44            | $464.73            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4046  | 2030-06-01      | 4.3900%  | 0.0000% | $444.44            | $449.95            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  | 0.0000% | $444.44            | $457.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  | 0.0000% | $45721.61          | $42610.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  | 0.0000% | $703424.50         | $722831.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5731  | 2055-06-01      | 3.5000%  | 0.0000% | $881.68            | $799.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 794652 X      | 2042-07-15      | 3.5000%  | 0.0000% | $70.10             | $65.58             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779398 X      | 2042-06-15      | 3.5000%  | 0.0000% | $172.00            | $162.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 763429 X      | 2041-06-15      | 4.7500%  | 0.0000% | $296.92            | $296.62            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  | 0.0000% | $424.68            | $424.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  | 0.0000% | $106.51            | $110.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  | 0.0000% | $106.54            | $104.04            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.5080%  | 0.0000% | $32.46             | $32.92             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.5080%  | 0.0000% | $7.19              | $7.25              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  | 0.0000% | $230.77            | $233.96            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 6.5000%  | 0.0000% | $3.41              | $3.48              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  | 0.0000% | $57.22             | $57.82             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2100%  | 0.0000% | $6.34              | $6.52              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.5080%  | 0.0000% | $35.95             | $36.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  | 0.0000% | $226.24            | $224.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  | 0.0000% | $38.06             | $37.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  | 0.0000% | $92.24             | $91.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  | 0.0000% | $1518.37           | $1580.37           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.2950%  | 0.0000% | $24.70             | $24.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  | 0.0000% | $318.22            | $336.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  | 0.0000% | $831.82            | $878.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 6.3080%  | 0.0000% | $16.88             | $17.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  | 0.0000% | $25.53             | $26.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  | 0.0000% | $391000.65         | $313975.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209  | 2050-12-01      | 1.5000%  | 0.0000% | $27543.23          | $20878.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  | 0.0000% | $222.38            | $202.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097  | 2050-08-01      | 3.0000%  | 0.0000% | $1787.61           | $1571.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020  | 2050-05-01      | 3.0000%  | 0.0000% | $1246.09           | $1096.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4043  | 2035-06-01      | 3.0000%  | 0.0000% | $850.98            | $820.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  | 0.0000% | $439.95            | $395.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  | 0.0000% | $610.19            | $547.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  | 0.0000% | $1292.62           | $1158.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  | 0.0000% | $1011.13           | $943.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  | 0.0000% | $81.93             | $80.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  | 0.0000% | $698.67            | $668.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  | 0.0000% | $42.13             | $39.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  | 0.0000% | $196.45            | $204.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  | 0.0000% | $135.57            | $138.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  | 0.0000% | $150.29            | $156.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  | 0.0000% | $197.13            | $205.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  | 0.0000% | $0.10              | $0.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  | 0.0000% | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  | 0.0000% | $168.24            | $172.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  | 0.0000% | $795.96            | $821.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  | 0.0000% | $354.19            | $357.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  | 0.0000% | $3.12              | $3.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803  | 2049-10-01      | 3.5000%  | 0.0000% | $1939.31           | $1778.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3746  | 2049-08-01      | 4.0000%  | 0.0000% | $99.89             | $95.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686  | 2049-06-01      | 3.5000%  | 0.0000% | $882.79            | $810.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  | 0.0000% | $2079.21           | $1831.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695  | 2034-07-01      | 3.0000%  | 0.0000% | $288.32            | $279.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3692  | 2049-07-01      | 3.5000%  | 0.0000% | $1853.83           | $1701.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3637  | 2049-04-01      | 3.5000%  | 0.0000% | $110.64            | $101.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3663  | 2049-05-01      | 3.5000%  | 0.0000% | $72.16             | $66.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379  | 2051-07-01      | 2.5000%  | 0.0000% | $309.40            | $259.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442  | 2048-08-01      | 3.5000%  | 0.0000% | $46.50             | $42.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3277  | 2048-02-01      | 4.0000%  | 0.0000% | $56.99             | $54.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305  | 2048-03-01      | 3.5000%  | 0.0000% | $189.93            | $175.21            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  | 0.0000% | $183.26            | $190.14            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  | 0.0000% | $324.77            | $338.77            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  | 0.0000% | $35.60             | $36.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  | 0.0000% | $44.73             | $46.26             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5690%  | 0.0000% | $17.61             | $18.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  | 0.0000% | $160.81            | $161.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  | 0.0000% | $183.03            | $188.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  | 0.0000% | $15.83             | $15.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296  | 2054-03-01      | 5.5000%  | 0.0000% | $1139.56           | $1152.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5283  | 2054-02-01      | 4.0000%  | 0.0000% | $835.40            | $782.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5272  | 2054-02-01      | 6.0000%  | 0.0000% | $336.56            | $345.60            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.970 WAWA2517  | 2050-05-01      | 1.9700%  | 0.0000% | $684.08            | $470.78            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  | 0.0000% | $928.54            | $923.30            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  | 0.0000% | $122.40            | $121.36            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.5580%  | 0.0000% | $35.24             | $36.57             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.6060%  | 0.0000% | $198.41            | $205.48            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  | 0.0000% | $80.33             | $83.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  | 0.0000% | $409.12            | $400.11            | Agency Mortgage-Backed Securities         |
| USTR TINT 02/15/26         | 2026-02-15      | 0.0000%  | 0.0000% | $0.41              | $0.40              | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/34         | 2034-05-15      | 0.0000%  | 0.0000% | $0.55              | $0.38              | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34         | 2034-02-15      | 0.0000%  | 0.0000% | $1595932.36        | $1117056.90        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26       | 2026-05-31      | 0.7500%  | 0.0000% | $937288.89         | $916575.05         | U.S. Treasuries (including strips)        |

### Security 146: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.34_0905
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.500 CLQF0270 | 2052-09-01      | 4.5000%  | 0.0000% | $5253.79           | $5081.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7385 | 2051-02-01      | 2.0000%  | 0.0000% | $10035.75          | $8015.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7525 | 2054-06-01      | 6.0000%  | 0.0000% | $251742.59         | $258526.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7630 | 2055-05-01      | 5.5000%  | 0.0000% | $215698.24         | $218211.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $33649576.60       | $33991886.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1667 | 2055-06-01      | 5.0000%  | 0.0000% | $380404.75         | $380126.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2994 | 2046-08-01      | 3.0000%  | 0.0000% | $49771.67          | $44597.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  | 0.0000% | $123006.56         | $115551.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  | 0.0000% | $214420.23         | $225879.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2722 | 2055-08-01      | 5.0000%  | 0.0000% | $1628814.96        | $1621325.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBV5849 | 2045-06-01      | 5.5000%  | 0.0000% | $301419.78         | $307418.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY9457 | 2055-08-01      | 7.0000%  | 0.0000% | $1415104.94        | $1495524.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0308 | 2055-01-01      | 5.0000%  | 0.0000% | $16288.17          | $16159.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8390 | 2052-09-01      | 5.5000%  | 0.0000% | $145870.33         | $147819.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8213 | 2052-11-01      | 6.0000%  | 0.0000% | $152217.72         | $158294.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9486 | 2051-11-01      | 2.5000%  | 0.0000% | $16972573.49       | $14150143.89       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1014 | 2049-08-01      | 4.5000%  | 0.0000% | $22786.98          | $22431.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  | 0.0000% | $29519.91          | $30315.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8196 | 2054-03-01      | 7.0000%  | 0.0000% | $37343.01          | $39693.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8176 | 2054-03-01      | 6.5000%  | 0.0000% | $4946650.11        | $5185981.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7484 | 2053-11-01      | 6.5000%  | 0.0000% | $1085.63           | $1130.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4894 | 2052-10-01      | 5.0000%  | 0.0000% | $43374.16          | $43385.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW2917 | 2052-06-01      | 3.5000%  | 0.0000% | $130457.39         | $120595.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV9504 | 2052-04-01      | 4.5000%  | 0.0000% | $58650.60          | $56962.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  | 0.0000% | $28512.29          | $24180.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBV1867 | 2055-07-01      | 7.0000%  | 0.0000% | $199779.35         | $211619.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1703 | 2055-05-01      | 6.0000%  | 0.0000% | $471236.29         | $490691.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1702 | 2055-06-01      | 5.5000%  | 0.0000% | $228794.15         | $232787.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1683 | 2055-05-01      | 6.0000%  | 0.0000% | $178250.67         | $186429.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4208 | 2053-10-01      | 5.5000%  | 0.0000% | $346324.45         | $355137.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1931 | 2054-07-01      | 7.0000%  | 0.0000% | $147486.46         | $156327.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1069 | 2054-03-01      | 5.5000%  | 0.0000% | $1738901.84        | $1761752.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1025 | 2054-02-01      | 7.0000%  | 0.0000% | $666612.85         | $706508.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0862 | 2054-02-01      | 7.0000%  | 0.0000% | $37823.72          | $40129.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5499 | 2049-02-01      | 3.0000%  | 0.0000% | $125374.71         | $112440.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CTRB5276 | 2043-12-01      | 7.0000%  | 0.0000% | $18580.75          | $19654.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  | 0.0000% | $179301.67         | $143980.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS7189 | 2046-05-01      | 4.0000%  | 0.0000% | $63520.77          | $60241.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $63922.72          | $63619.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  | 0.0000% | $2243.69           | $1956.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK3105 | 2042-02-01      | 4.0000%  | 0.0000% | $66878.37          | $65210.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $7370.51           | $7019.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $51.04             | $50.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190312 | 2031-04-01      | 6.5000%  | 0.0000% | $34.68             | $36.10             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBP7482 | 2035-10-01      | 2.0000%  | 0.0000% | $142581.65         | $131917.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2724 | 2053-04-01      | 5.0000%  | 0.0000% | $882215.33         | $877613.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5947 | 2053-07-01      | 5.5000%  | 0.0000% | $44096.25          | $45148.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  | 0.0000% | $122594.93         | $129625.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6855 | 2054-02-01      | 6.5000%  | 0.0000% | $29988.97          | $31505.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  | 0.0000% | $613372.34         | $620982.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | 0.0000% | $34228.68          | $29034.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2708 | 2036-08-01      | 3.5000%  | 0.0000% | $9300.57           | $9033.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $38.16             | $35.73             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7929 | 2054-01-01      | 6.0000%  | 0.0000% | $179251.61         | $184083.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5883 | 2055-03-01      | 6.5000%  | 0.0000% | $228084.25         | $240210.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV4917 | 2052-04-01      | 3.5000%  | 0.0000% | $163898.72         | $150140.44         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91967 G | 2037-12-01      | 3.0000%  | 0.0000% | $22898.72          | $21712.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3821 | 2055-05-01      | 6.5000%  | 0.0000% | $721816.37         | $755625.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9813 | 2055-08-01      | 6.0000%  | 0.0000% | $185384.16         | $191362.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1879 | 2054-03-01      | 6.5000%  | 0.0000% | $7670476.95        | $7991943.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1306 | 2052-08-01      | 3.0000%  | 0.0000% | $1230230.54        | $1087124.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0607 | 2048-01-01      | 3.5000%  | 0.0000% | $2070180.84        | $1932599.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ2462 | 2055-08-01      | 7.0000%  | 0.0000% | $362395.62         | $383873.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1663 | 2055-08-01      | 6.0000%  | 0.0000% | $612783.90         | $630141.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0665 | 2055-07-01      | 6.5000%  | 0.0000% | $203523.30         | $212421.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9990 | 2055-08-01      | 6.5000%  | 0.0000% | $381530.78         | $405100.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8866 | 2055-07-01      | 7.0000%  | 0.0000% | $495093.85         | $524435.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8690 | 2055-07-01      | 6.0000%  | 0.0000% | $169434.09         | $173938.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8577 | 2055-07-01      | 7.0000%  | 0.0000% | $197373.39         | $209052.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8180 | 2055-07-01      | 6.5000%  | 0.0000% | $199236.57         | $210980.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6946 | 2055-07-01      | 6.0000%  | 0.0000% | $1718937.25        | $1767627.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6331 | 2055-06-01      | 7.0000%  | 0.0000% | $2083997.12        | $2210046.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | 0.0000% | $2485.74           | $2521.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4661 | 2052-09-01      | 3.5000%  | 0.0000% | $61184.28          | $55705.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  | 0.0000% | $26626.45          | $26397.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO8961 | 2050-01-01      | 4.0000%  | 0.0000% | $1401.89           | $1333.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $85.30             | $83.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4189 | 2053-10-01      | 6.5000%  | 0.0000% | $1362812.44        | $1436113.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  | 0.0000% | $29351.52          | $28146.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $2146.22           | $2047.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1367 | 2046-05-01      | 3.5000%  | 0.0000% | $3545.46           | $3293.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8426 | 2054-04-01      | 7.0000%  | 0.0000% | $4959171.11        | $5248788.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  | 0.0000% | $133984.48         | $138383.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5958 | 2054-08-01      | 6.5000%  | 0.0000% | $24237.74          | $25249.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ4528 | 2055-04-01      | 7.0000%  | 0.0000% | $1137827.71        | $1206186.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  | 0.0000% | $7692.08           | $6421.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8601 | 2054-07-01      | 6.0000%  | 0.0000% | $328403.26         | $337181.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  | 0.0000% | $86159.99          | $78271.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8100 | 2054-04-01      | 7.0000%  | 0.0000% | $218036.26         | $230445.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $2296.00           | $2018.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS7437 | 2054-02-01      | 7.0000%  | 0.0000% | $826156.89         | $873628.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8050 | 2053-08-01      | 5.5000%  | 0.0000% | $11850.19          | $12085.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTFS6980 | 2044-01-01      | 6.0000%  | 0.0000% | $47690.84          | $49504.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6380 | 2052-02-01      | 2.5000%  | 0.0000% | $243.02            | $203.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS7170 | 2042-08-01      | 2.0000%  | 0.0000% | $35391.48          | $30492.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  | 0.0000% | $2590.98           | $2578.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4163 | 2053-03-01      | 5.0000%  | 0.0000% | $267545.87         | $266212.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  | 0.0000% | $10744.98          | $11124.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2249 | 2052-06-01      | 5.0000%  | 0.0000% | $50839.53          | $50513.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1656 | 2052-04-01      | 4.0000%  | 0.0000% | $500797.17         | $470012.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  | 0.0000% | $373550.18         | $339128.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFS1282 | 2037-03-01      | 3.0000%  | 0.0000% | $22437.04          | $21497.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  | 0.0000% | $922942.44         | $770334.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7235 | 2036-04-01      | 2.5000%  | 0.0000% | $363728.70         | $344246.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6901 | 2051-04-01      | 2.0000%  | 0.0000% | $26052118.90       | $21008417.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7163 | 2050-09-01      | 4.5000%  | 0.0000% | $213581.36         | $208961.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5174 | 2046-01-01      | 3.0000%  | 0.0000% | $20842.68          | $19120.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM4334 | 2050-04-01      | 3.0000%  | 0.0000% | $3112.79           | $2753.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | 0.0000% | $3160.84           | $3012.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $133708.45         | $119832.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA0389 | 2046-03-01      | 4.0000%  | 0.0000% | $14809065.49       | $14329327.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0850 | 2051-04-01      | 3.5000%  | 0.0000% | $3222151.92        | $2978358.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $12736.72          | $13230.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9825 | 2055-01-01      | 6.0000%  | 0.0000% | $2664624.70        | $2739518.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4928 | 2054-10-01      | 6.5000%  | 0.0000% | $280962.83         | $292910.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4827 | 2054-12-01      | 5.0000%  | 0.0000% | $41023.67          | $40663.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5343 | 2054-10-01      | 5.5000%  | 0.0000% | $167341.70         | $170349.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8622 | 2054-07-01      | 6.5000%  | 0.0000% | $383262.32         | $400288.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB3046 | 2054-05-01      | 6.5000%  | 0.0000% | $149596.22         | $157097.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA5787 | 2054-01-01      | 6.0000%  | 0.0000% | $22491.71          | $23101.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2418 | 2036-06-01      | 3.0000%  | 0.0000% | $2422566.61        | $2308173.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA1208 | 2042-06-01      | 4.0000%  | 0.0000% | $131500.47         | $128357.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  | 0.0000% | $2562.03           | $2412.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM5369 | 2048-01-01      | 3.5000%  | 0.0000% | $5475.75           | $5063.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3772 | 2047-07-01      | 4.0000%  | 0.0000% | $646.45            | $615.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM2146 | 2046-11-01      | 4.0000%  | 0.0000% | $3131.79           | $2992.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9023 | 2044-12-01      | 3.5000%  | 0.0000% | $7583.21           | $7084.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL6354 | 2043-07-01      | 4.0000%  | 0.0000% | $53780.06          | $52228.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5229 | 2043-03-01      | 3.0000%  | 0.0000% | $12860.73          | $11791.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  | 0.0000% | $74263.37          | $72149.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  | 0.0000% | $10390.94          | $8639.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $24142.49          | $21688.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  | 0.0000% | $2682.49           | $2561.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3217 | 2032-12-01      | 2.5000%  | 0.0000% | $967.86            | $931.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  | 0.0000% | $29991.06          | $29640.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1436 | 2043-05-01      | 3.5000%  | 0.0000% | $1966.03           | $1837.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  | 0.0000% | $433.11            | $431.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 GO954633 | 2037-02-01      | 5.5000%  | 0.0000% | $2367.56           | $2409.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  | 0.0000% | $13393.21          | $13068.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CI890622 | 2029-07-01      | 2.0000%  | 0.0000% | $20653.57          | $20082.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0682 | 2055-07-01      | 5.0000%  | 0.0000% | $931730.85         | $936561.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880508 | 2036-08-01      | 6.0000%  | 0.0000% | $27759.89          | $29035.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  | 0.0000% | $43.44             | $43.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3008 | 2043-04-01      | 3.5000%  | 0.0000% | $2969.99           | $2798.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  | 0.0000% | $7672.09           | $7532.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5371 | 2045-07-01      | 3.5000%  | 0.0000% | $33188.69          | $31046.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS3024 | 2029-08-01      | 3.5000%  | 0.0000% | $15291.60          | $15074.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS0361 | 2043-09-01      | 4.0000%  | 0.0000% | $11628.25          | $11278.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  | 0.0000% | $126414.59         | $112212.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7692 | 2042-07-01      | 3.5000%  | 0.0000% | $11004.35          | $10385.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL8558 | 2041-07-01      | 6.0000%  | 0.0000% | $1424.19           | $1506.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL3400 | 2042-07-01      | 4.0000%  | 0.0000% | $78057.15          | $76320.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2534 | 2041-12-01      | 4.0000%  | 0.0000% | $58206.24          | $56851.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI0541 | 2033-09-01      | 6.0000%  | 0.0000% | $26.15             | $26.84             | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC T61431 G | 2042-11-01      | 3.0000%  | 0.0000% | $53067.03          | $47493.42          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91912 G | 2037-02-01      | 3.0000%  | 0.0000% | $94408.12          | $89805.85          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91840 G | 2035-07-01      | 3.0000%  | 0.0000% | $18804.64          | $18007.90          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91801 G | 2035-01-01      | 3.0000%  | 0.0000% | $34841.31          | $33356.84          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  | 0.0000% | $19374.53          | $19007.64          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  | 0.0000% | $14431.98          | $14170.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ8442 | 2054-11-01      | 7.0000%  | 0.0000% | $176207.62         | $186853.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0110 | 2054-07-01      | 7.0000%  | 0.0000% | $9068.70           | $9589.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQE8026 | 2052-08-01      | 2.5000%  | 0.0000% | $32296.26          | $26985.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB8934 | 2051-02-01      | 2.5000%  | 0.0000% | $67810.24          | $56722.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB2616 | 2050-08-01      | 2.0000%  | 0.0000% | $1205082.85        | $970194.79         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q58633 G | 2048-09-01      | 4.0000%  | 0.0000% | $39186.35          | $37379.35          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  | 0.0000% | $10199.90          | $10119.43          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q11129 G | 2042-09-01      | 3.0000%  | 0.0000% | $79904.85          | $73754.52          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q08238 G | 2042-05-01      | 3.0000%  | 0.0000% | $49323.85          | $45424.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  | 0.0000% | $8573680.20        | $9035471.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $10187.11          | $10679.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $543116.72         | $557370.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8510 | 2055-02-01      | 3.5000%  | 0.0000% | $109955.29         | $99766.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $21778.02          | $22071.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $135435.34         | $130936.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO6225 | 2049-12-01      | 3.0000%  | 0.0000% | $639.54            | $563.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $3363242.53        | $3356643.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $73120.57          | $75204.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3337 | 2048-01-01      | 4.5000%  | 0.0000% | $68228.95          | $67325.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  | 0.0000% | $5588.57           | $5482.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ6316 | 2048-02-01      | 4.5000%  | 0.0000% | $10156.26          | $10019.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ2239 | 2047-11-01      | 3.0000%  | 0.0000% | $26426.72          | $23678.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7561 | 2055-08-01      | 6.0000%  | 0.0000% | $412609.95         | $423564.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7435 | 2055-08-01      | 6.0000%  | 0.0000% | $230682.60         | $238722.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5235 | 2048-01-01      | 3.5000%  | 0.0000% | $378020.05         | $348213.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  | 0.0000% | $1388.87           | $1364.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3433 | 2040-04-01      | 6.0000%  | 0.0000% | $168209.00         | $175101.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI4905 | 2054-05-01      | 7.0000%  | 0.0000% | $82113.13          | $86976.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 ZLSI2084 | 2050-12-01      | 4.5000%  | 0.0000% | $24768.20          | $24272.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6077 | 2050-12-01      | 2.5000%  | 0.0000% | $250402.49         | $205095.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2693 | 2037-07-01      | 1.5000%  | 0.0000% | $78194.46          | $69849.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $99024.90          | $85314.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  | 0.0000% | $68135.81          | $56845.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $19807.32          | $17065.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  | 0.0000% | $8542713.60        | $8610362.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6107 | 2051-10-01      | 2.5000%  | 0.0000% | $160169.33         | $133533.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $66708.42          | $55701.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  | 0.0000% | $128107.93         | $129962.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  | 0.0000% | $428318.31         | $382876.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1919 | 2055-06-01      | 6.0000%  | 0.0000% | $196817.47         | $205644.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $1098696.73        | $1090489.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY5822 | 2055-06-01      | 7.0000%  | 0.0000% | $1454024.52        | $1543744.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8411 | 2055-05-01      | 7.0000%  | 0.0000% | $1027560.08        | $1088175.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6955 | 2055-02-01      | 7.0000%  | 0.0000% | $283618.11         | $302500.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6700 | 2055-08-01      | 6.5000%  | 0.0000% | $970251.75         | $1012239.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6343 | 2055-08-01      | 6.0000%  | 0.0000% | $369421.02         | $385989.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6098 | 2055-08-01      | 7.0000%  | 0.0000% | $133629.89         | $141512.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4774 | 2055-06-01      | 7.0000%  | 0.0000% | $210807.43         | $223281.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE4628 | 2040-08-01      | 5.0000%  | 0.0000% | $205519.68         | $208525.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4288 | 2055-07-01      | 7.0000%  | 0.0000% | $233463.88         | $248778.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE3441 | 2055-07-01      | 5.0000%  | 0.0000% | $179256.19         | $177588.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2827 | 2055-07-01      | 6.0000%  | 0.0000% | $718842.43         | $740038.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1922 | 2055-06-01      | 6.0000%  | 0.0000% | $239404.70         | $250975.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0568 | 2055-05-01      | 5.0000%  | 0.0000% | $10828.42          | $10742.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0429 | 2055-05-01      | 5.0000%  | 0.0000% | $466252.34         | $462774.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD9871 | 2055-07-01      | 5.0000%  | 0.0000% | $75510.36          | $74808.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8293 | 2055-04-01      | 6.5000%  | 0.0000% | $593372.62         | $621165.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8189 | 2055-05-01      | 6.5000%  | 0.0000% | $167150.59         | $174914.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7431 | 2055-03-01      | 6.0000%  | 0.0000% | $155530.86         | $160883.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6974 | 2055-04-01      | 5.0000%  | 0.0000% | $148948.27         | $147595.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6574 | 2055-05-01      | 5.5000%  | 0.0000% | $429094.59         | $434039.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD6573 | 2055-05-01      | 7.0000%  | 0.0000% | $177635.14         | $188110.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD6435 | 2055-04-01      | 7.0000%  | 0.0000% | $509443.33         | $540380.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3599 | 2052-05-01      | 3.5000%  | 0.0000% | $546.31            | $498.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $28703.53          | $26465.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  | 0.0000% | $18218.00          | $15203.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB0863 | 2051-06-01      | 3.5000%  | 0.0000% | $15964.62          | $14649.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $1955663.97        | $1521908.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA6745 | 2050-08-01      | 3.5000%  | 0.0000% | $259551.98         | $240524.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  | 0.0000% | $251748.83         | $232910.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6346 | 2055-08-01      | 6.0000%  | 0.0000% | $304791.12         | $318227.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $3376.19           | $2951.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS9823 | 2054-09-01      | 7.0000%  | 0.0000% | $49071.24          | $51926.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5564 | 2055-06-01      | 6.0000%  | 0.0000% | $273674.39         | $285947.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1782 | 2055-08-01      | 6.0000%  | 0.0000% | $4725216.00        | $4859060.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9141 | 2055-07-01      | 5.0000%  | 0.0000% | $273393.01         | $273869.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM0613 | 2045-12-01      | 4.0000%  | 0.0000% | $3132.44           | $3003.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC2061 | 2054-09-01      | 7.0000%  | 0.0000% | $182910.73         | $193309.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW5802 | 2052-08-01      | 4.0000%  | 0.0000% | $190144.41         | $179984.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4096 | 2045-01-01      | 4.0000%  | 0.0000% | $4262.69           | $4103.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1244 | 2055-04-01      | 6.5000%  | 0.0000% | $146668.92         | $153287.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3801 | 2040-06-01      | 5.0000%  | 0.0000% | $226825.81         | $230019.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  | 0.0000% | $16639.56          | $16073.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6878 | 2053-08-01      | 6.0000%  | 0.0000% | $45156.50          | $46425.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI8561 | 2039-02-01      | 5.5000%  | 0.0000% | $15686.96          | $16267.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $54605.00          | $51307.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $69666.35          | $71515.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9418 | 2045-04-01      | 3.5000%  | 0.0000% | $32846.42          | $30712.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  | 0.0000% | $20356.69          | $20191.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4964 | 2055-05-01      | 6.5000%  | 0.0000% | $333445.25         | $353089.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3520 | 2055-05-01      | 7.0000%  | 0.0000% | $477782.58         | $507962.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1653 | 2055-04-01      | 6.5000%  | 0.0000% | $145576.56         | $153117.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9170 | 2055-04-01      | 5.5000%  | 0.0000% | $188884.64         | $192104.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9892 | 2055-03-01      | 7.0000%  | 0.0000% | $164379.10         | $174361.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9801 | 2055-03-01      | 7.0000%  | 0.0000% | $201791.29         | $214119.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8681 | 2055-03-01      | 6.0000%  | 0.0000% | $149559.08         | $156787.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8290 | 2055-03-01      | 7.0000%  | 0.0000% | $400552.91         | $425511.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6932 | 2055-02-01      | 7.0000%  | 0.0000% | $198859.57         | $211517.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6616 | 2054-11-01      | 5.0000%  | 0.0000% | $500942.55         | $498639.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAE9449 | 2025-12-01      | 3.5000%  | 0.0000% | $59.02             | $58.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CKBT5998 | 2051-04-01      | 1.5000%  | 0.0000% | $134925.69         | $99549.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  | 0.0000% | $151843.49         | $135732.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD5694 | 2055-05-01      | 7.0000%  | 0.0000% | $279820.38         | $295721.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD5585 | 2055-03-01      | 7.0000%  | 0.0000% | $431287.15         | $456610.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5516 | 2055-06-01      | 6.0000%  | 0.0000% | $335904.62         | $351020.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5487 | 2055-05-01      | 6.5000%  | 0.0000% | $1572678.53        | $1641476.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0444 | 2055-01-01      | 6.0000%  | 0.0000% | $225237.36         | $233250.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  | 0.0000% | $14236.02          | $14138.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  | 0.0000% | $967075.77         | $990126.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2477 | 2053-03-01      | 5.5000%  | 0.0000% | $298413.92         | $305076.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $8492738.98        | $8745369.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $11473.39          | $11436.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX4372 | 2053-04-01      | 6.5000%  | 0.0000% | $196825.98         | $211356.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4381 | 2052-08-01      | 4.0000%  | 0.0000% | $2503292.29        | $2349027.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7286 | 2055-06-01      | 5.0000%  | 0.0000% | $96983.34          | $96084.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2114 | 2051-02-01      | 2.5000%  | 0.0000% | $7238.53           | $6054.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $1011.12           | $917.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1714 | 2055-03-01      | 5.5000%  | 0.0000% | $192287.34         | $195215.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0046 | 2055-09-01      | 4.0000%  | 0.0000% | $44668.40          | $41848.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  | 0.0000% | $160029.98         | $133979.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0507 | 2045-09-01      | 4.0000%  | 0.0000% | $124797.44         | $121559.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  | 0.0000% | $11654.57          | $10040.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  | 0.0000% | $55524.10          | $48506.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $21817.84          | $20200.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  | 0.0000% | $24521.68          | $25161.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  | 0.0000% | $113280.48         | $106438.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | 0.0000% | $318922.30         | $304551.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  | 0.0000% | $70.02             | $69.53             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  | 0.0000% | $103.11            | $102.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  | 0.0000% | $5221.50           | $5522.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1894 | 2041-05-01      | 4.5000%  | 0.0000% | $1245.90           | $1249.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $88096.01          | $89372.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $39339233.28       | $39739422.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $3099223.97        | $3180645.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2782 | 2042-09-01      | 4.5000%  | 0.0000% | $41261.36          | $41173.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ0036 | 2041-10-01      | 4.0000%  | 0.0000% | $14628.60          | $14278.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAI7845 | 2026-07-01      | 4.5000%  | 0.0000% | $1773.26           | $1779.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL483244 | 2029-02-01      | 7.0000%  | 0.0000% | $2242.29           | $2368.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $21.16             | $18.80             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  | 0.0000% | $24.19             | $23.90             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  | 0.0000% | $9219.99           | $9440.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS3012 | 2040-10-01      | 4.0000%  | 0.0000% | $15944.13          | $15592.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $10077.93          | $10405.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $51197.25          | $42779.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $166.47            | $163.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7749 | 2055-05-01      | 7.0000%  | 0.0000% | $1949835.80        | $2070141.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $70358.68          | $72211.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3201 | 2055-05-01      | 6.5000%  | 0.0000% | $228438.95         | $239898.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  | 0.0000% | $134986.42         | $131026.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4767 | 2055-06-01      | 7.0000%  | 0.0000% | $262139.48         | $279591.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4562 | 2055-08-01      | 5.0000%  | 0.0000% | $377222.94         | $376370.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1077 | 2054-08-01      | 7.0000%  | 0.0000% | $203632.15         | $216543.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL6404 | 2045-01-01      | 4.5000%  | 0.0000% | $3716.85           | $3672.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4645 | 2051-11-01      | 4.0000%  | 0.0000% | $9780.72           | $9180.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0929 | 2055-08-01      | 7.0000%  | 0.0000% | $320067.72         | $339251.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7560 | 2055-07-01      | 6.0000%  | 0.0000% | $177859.92         | $182577.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1752 | 2045-04-01      | 5.5000%  | 0.0000% | $188382.89         | $192131.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ1318 | 2055-08-01      | 5.0000%  | 0.0000% | $439871.04         | $436589.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0953 | 2054-12-01      | 5.0000%  | 0.0000% | $201642.23         | $202172.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0780 | 2055-05-01      | 5.5000%  | 0.0000% | $312849.36         | $318968.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  | 0.0000% | $250.17            | $244.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6180 | 2053-08-01      | 3.5000%  | 0.0000% | $24528.09          | $22522.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  | 0.0000% | $6486.60           | $6556.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5431 | 2055-05-01      | 6.0000%  | 0.0000% | $176316.01         | $181134.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD8430 | 2055-06-01      | 5.0000%  | 0.0000% | $392857.90         | $389204.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3981 | 2040-08-01      | 5.0000%  | 0.0000% | $810444.15         | $821736.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  | 0.0000% | $12238.28          | $12812.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI5853 | 2054-05-01      | 7.0000%  | 0.0000% | $759164.23         | $804300.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ6336 | 2054-10-01      | 6.5000%  | 0.0000% | $26945.98          | $28141.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0741 | 2040-11-01      | 4.0000%  | 0.0000% | $1480.40           | $1448.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4967 | 2052-10-01      | 4.0000%  | 0.0000% | $252674.55         | $237076.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRC3568 | 2040-08-01      | 5.5000%  | 0.0000% | $1908472.32        | $1968626.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2698 | 2054-11-01      | 5.0000%  | 0.0000% | $447004.04         | $443323.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5777 | 2055-07-01      | 7.0000%  | 0.0000% | $135450.31         | $143675.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1982 | 2049-02-01      | 3.0000%  | 0.0000% | $1368918.25        | $1236170.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | 0.0000% | $13209.99          | $12396.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2418 | 2051-12-01      | 3.0000%  | 0.0000% | $89620.20          | $79173.47          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL1731 | 2052-03-01      | 2.0000%  | 0.0000% | $2445019.48        | $1966515.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4783 | 2055-03-01      | 6.5000%  | 0.0000% | $151139.12         | $160213.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5783 | 2045-07-01      | 6.5000%  | 0.0000% | $395565.57         | $412163.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN9730 | 2037-04-01      | 1.5000%  | 0.0000% | $134999.96         | $120590.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7638 | 2036-09-01      | 1.5000%  | 0.0000% | $178620.55         | $159789.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $976201.13         | $986131.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $37284.94          | $34930.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  | 0.0000% | $9341602.21        | $9254714.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $12095.98          | $12014.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4999 | 2053-03-01      | 3.0000%  | 0.0000% | $10357.80          | $9014.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $272808.74         | $263840.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0144 | 2055-02-01      | 5.0000%  | 0.0000% | $120596.04         | $119508.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8175 | 2055-03-01      | 5.5000%  | 0.0000% | $824312.43         | $832997.20         | Agency Mortgage-Backed Securities |

### Security 147: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.38_0905
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $32014.85          | $31743.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  | 0.0000% | $74.15             | $78.26             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0168 | 2047-10-01      | 3.5000%  | 0.0000% | $5551.26           | $5187.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $207112.99         | $185687.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $17.83             | $18.51             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4425 | 2043-12-01      | 4.0000%  | 0.0000% | $5200.35           | $5039.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN6334 | 2049-05-01      | 3.5000%  | 0.0000% | $1856.65           | $1716.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8014 | 2048-09-01      | 4.0000%  | 0.0000% | $384561.42         | $366545.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4711 | 2047-11-01      | 4.0000%  | 0.0000% | $515508.26         | $493763.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5321 | 2048-01-01      | 4.0000%  | 0.0000% | $6626.76           | $6331.72           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91855 G | 2035-11-01      | 3.0000%  | 0.0000% | $37063.24          | $35427.77          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18529 G | 2029-10-01      | 2.5000%  | 0.0000% | $12981.49          | $12654.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3387 | 2052-03-01      | 3.0000%  | 0.0000% | $62584.65          | $55606.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8937 | 2049-06-01      | 3.5000%  | 0.0000% | $35291.40          | $32827.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3977 | 2055-08-01      | 7.0000%  | 0.0000% | $112428.20         | $119711.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  | 0.0000% | $150135.80         | $151712.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9154 | 2055-05-01      | 6.0000%  | 0.0000% | $93057.57          | $96567.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD4030 | 2055-02-01      | 5.0000%  | 0.0000% | $59418.64          | $58892.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6724 | 2054-06-01      | 7.0000%  | 0.0000% | $212962.35         | $225654.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB0050 | 2054-04-01      | 5.0000%  | 0.0000% | $156474.56         | $155721.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0779 | 2054-03-01      | 6.5000%  | 0.0000% | $7821.24           | $8179.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX3212 | 2029-10-01      | 3.0000%  | 0.0000% | $1124.01           | $1106.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAW6945 | 2044-07-01      | 5.0000%  | 0.0000% | $133791.08         | $134650.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2600 | 2037-06-01      | 2.5000%  | 0.0000% | $19484.75          | $18319.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5048 | 2040-05-01      | 2.5000%  | 0.0000% | $23798.75          | $21729.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8811 | 2055-03-01      | 7.0000%  | 0.0000% | $356892.36         | $378565.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6898 | 2055-02-01      | 7.0000%  | 0.0000% | $83919.18          | $88686.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6750 | 2055-02-01      | 7.0000%  | 0.0000% | $81058.11          | $85936.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6655 | 2055-02-01      | 7.0000%  | 0.0000% | $148341.56         | $157119.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $29800.31          | $30582.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0914 | 2040-03-01      | 5.5000%  | 0.0000% | $2478.45           | $2570.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5218 | 2053-12-01      | 7.0000%  | 0.0000% | $33908572.97       | $35839138.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | 0.0000% | $784224.27         | $806623.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $107909.35         | $101290.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $490348.03         | $500104.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  | 0.0000% | $7284.68           | $7489.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $19105.62          | $17538.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3576 | 2050-09-01      | 2.0000%  | 0.0000% | $6041147.66        | $4824965.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1573 | 2049-10-01      | 3.5000%  | 0.0000% | $13658.44          | $12549.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  | 0.0000% | $36895.44          | $38993.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8086 | 2054-11-01      | 5.0000%  | 0.0000% | $203033.16         | $202279.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ5586 | 2054-09-01      | 5.0000%  | 0.0000% | $593841.09         | $592212.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  | 0.0000% | $1948286.77        | $1968951.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1757 | 2053-10-01      | 6.5000%  | 0.0000% | $29551.73          | $30987.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG2977 | 2053-05-01      | 4.0000%  | 0.0000% | $49999.96          | $46871.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1634 | 2053-04-01      | 5.0000%  | 0.0000% | $76301.76          | $75895.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  | 0.0000% | $22217.67          | $21481.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5370 | 2054-05-01      | 7.0000%  | 0.0000% | $77823.07          | $82362.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5342 | 2054-04-01      | 7.0000%  | 0.0000% | $108525.84         | $114860.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4349 | 2051-05-01      | 4.0000%  | 0.0000% | $20778.41          | $19593.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4036 | 2052-06-01      | 3.0000%  | 0.0000% | $386481.41         | $336497.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8422 | 2051-02-01      | 2.0000%  | 0.0000% | $39999.96          | $31875.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  | 0.0000% | $61630.93          | $49541.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB5808 | 2050-11-01      | 2.0000%  | 0.0000% | $7454.59           | $5985.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8386 | 2053-12-01      | 7.0000%  | 0.0000% | $43749967.95       | $46240848.05       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD4637 | 2054-01-01      | 7.0000%  | 0.0000% | $3645.79           | $3875.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  | 0.0000% | $1818.11           | $1649.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2902 | 2053-05-01      | 5.5000%  | 0.0000% | $23137.29          | $23426.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4333 | 2041-05-01      | 2.0000%  | 0.0000% | $576366.40         | $496588.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3413 | 2038-07-01      | 4.0000%  | 0.0000% | $2624.53           | $2594.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  | 0.0000% | $70394.49          | $69997.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8547 | 2054-07-01      | 7.0000%  | 0.0000% | $3809207.47        | $4031857.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8192 | 2053-06-01      | 6.0000%  | 0.0000% | $587181.49         | $603614.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7304 | 2053-10-01      | 5.0000%  | 0.0000% | $4254990.96        | $4233677.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  | 0.0000% | $1650492.98        | $1771986.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6611 | 2053-12-01      | 7.0000%  | 0.0000% | $22332.37          | $23603.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $19150.17          | $17561.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6903 | 2051-05-01      | 2.5000%  | 0.0000% | $16950409.43       | $14431992.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4862 | 2050-11-01      | 2.5000%  | 0.0000% | $179597.53         | $150211.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2892 | 2048-07-01      | 3.5000%  | 0.0000% | $44414.98          | $41384.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  | 0.0000% | $8703.83           | $8312.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  | 0.0000% | $65434.60          | $58635.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6304 | 2052-08-01      | 5.0000%  | 0.0000% | $28772.35          | $28761.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2873 | 2052-01-01      | 3.0000%  | 0.0000% | $2052.56           | $1809.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $404.90            | $397.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2171 | 2042-06-01      | 4.0000%  | 0.0000% | $65753.13          | $63677.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0022 | 2040-09-01      | 3.5000%  | 0.0000% | $114844.00         | $111474.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  | 0.0000% | $440963.64         | $473332.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL0717 | 2055-03-01      | 7.0000%  | 0.0000% | $12977195.72       | $13730839.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL0658 | 2052-04-01      | 2.5000%  | 0.0000% | $1612042.53        | $1379364.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0602 | 2047-09-01      | 3.5000%  | 0.0000% | $4585120.28        | $4292581.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0759 | 2055-08-01      | 7.0000%  | 0.0000% | $711975.20         | $755039.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0504 | 2055-08-01      | 7.0000%  | 0.0000% | $219245.00         | $231703.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0038 | 2055-08-01      | 7.0000%  | 0.0000% | $101326.20         | $108257.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9975 | 2055-07-01      | 6.5000%  | 0.0000% | $269774.96         | $282071.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL0719 | 2039-10-01      | 6.0000%  | 0.0000% | $20850.26          | $22017.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL555743 | 2033-09-01      | 5.0000%  | 0.0000% | $63101.53          | $64137.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  | 0.0000% | $146.52            | $133.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4963 | 2055-02-01      | 5.0000%  | 0.0000% | $34710.85          | $34410.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2639 | 2055-07-01      | 7.0000%  | 0.0000% | $179316.97         | $189561.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1340 | 2055-08-01      | 5.5000%  | 0.0000% | $194657.40         | $198362.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $424537.02         | $435678.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9399 | 2055-08-01      | 6.0000%  | 0.0000% | $135975.00         | $140359.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8571 | 2052-08-01      | 5.0000%  | 0.0000% | $95902.67          | $96435.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1594 | 2049-01-01      | 4.0000%  | 0.0000% | $6857.79           | $6541.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $145504.61         | $122503.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX2530 | 2055-01-01      | 7.0000%  | 0.0000% | $156134.85         | $165307.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE7710 | 2055-08-01      | 5.0000%  | 0.0000% | $39086.50          | $38722.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3711 | 2055-05-01      | 6.0000%  | 0.0000% | $222581.09         | $231208.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4004 | 2055-08-01      | 6.5000%  | 0.0000% | $221310.00         | $231989.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $7555.07           | $7526.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5387 | 2055-02-01      | 5.5000%  | 0.0000% | $150745.19         | $154370.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4144 | 2055-05-01      | 5.5000%  | 0.0000% | $4921599.95        | $5007495.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA7017 | 2049-05-01      | 3.5000%  | 0.0000% | $275609.06         | $253022.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $67085.56          | $65148.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4169 | 2053-09-01      | 6.5000%  | 0.0000% | $46966.67          | $49068.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $237.25            | $229.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX3661 | 2055-01-01      | 7.0000%  | 0.0000% | $725505.53         | $768720.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8450 | 2055-04-01      | 7.0000%  | 0.0000% | $128342.49         | $136136.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2464 | 2055-08-01      | 6.5000%  | 0.0000% | $306953.20         | $320288.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6669 | 2055-06-01      | 6.0000%  | 0.0000% | $1626157.63        | $1670920.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  | 0.0000% | $534029.57         | $504717.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1535 | 2051-09-01      | 2.5000%  | 0.0000% | $17287043.89       | $14621683.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  | 0.0000% | $4413.49           | $4391.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $72531.88          | $69212.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  | 0.0000% | $23738.67          | $22354.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $7141.56           | $6941.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  | 0.0000% | $21131098.81       | $22338201.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2909 | 2055-05-01      | 6.5000%  | 0.0000% | $266077.50         | $278833.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  | 0.0000% | $3411.56           | $3196.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5337 | 2043-03-01      | 3.0000%  | 0.0000% | $24916.22          | $22848.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  | 0.0000% | $16164.73          | $16651.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1295 | 2052-07-01      | 5.0000%  | 0.0000% | $6746.70           | $6749.18           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1183 | 2052-01-01      | 3.0000%  | 0.0000% | $14319.61          | $12585.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0486 | 2048-04-01      | 4.5000%  | 0.0000% | $66774.68          | $65808.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $23386.44          | $24039.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZA3195 | 2045-03-01      | 3.5000%  | 0.0000% | $11500.34          | $10577.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7749 | 2051-06-01      | 2.0000%  | 0.0000% | $11039296.47       | $8950391.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS9110 | 2052-03-01      | 2.0000%  | 0.0000% | $1802103.77        | $1458191.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8508 | 2036-02-01      | 2.0000%  | 0.0000% | $19229.59          | $17769.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3803 | 2050-12-01      | 1.5000%  | 0.0000% | $129499.88         | $98384.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $5382.34           | $5113.94           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3957 | 2047-08-01      | 4.0000%  | 0.0000% | $209375.99         | $199945.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3171 | 2047-05-01      | 4.0000%  | 0.0000% | $77746.02          | $74358.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1230 | 2046-06-01      | 3.5000%  | 0.0000% | $7049.34           | $6582.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7625 | 2044-01-01      | 4.5000%  | 0.0000% | $61.46             | $60.93             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI5312 | 2054-05-01      | 6.0000%  | 0.0000% | $76410.70          | $79150.69          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2500 | 2054-04-01      | 5.5000%  | 0.0000% | $1329365.54        | $1350163.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY6459 | 2055-06-01      | 6.5000%  | 0.0000% | $173636.16         | $181174.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6136 | 2055-06-01      | 7.0000%  | 0.0000% | $647541.71         | $684462.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4364 | 2055-05-01      | 6.5000%  | 0.0000% | $104541.49         | $110674.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4216 | 2055-05-01      | 5.0000%  | 0.0000% | $23273.42          | $23079.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3506 | 2055-05-01      | 7.0000%  | 0.0000% | $334873.12         | $356677.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9978 | 2055-04-01      | 7.0000%  | 0.0000% | $373644.53         | $396516.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9676 | 2055-04-01      | 7.0000%  | 0.0000% | $159289.93         | $169117.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9899 | 2055-03-01      | 7.0000%  | 0.0000% | $230730.56         | $244742.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $50339.91          | $47291.04          | Agency Mortgage-Backed Securities |

### Security 148: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FRH006, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 963FRH006_4.35_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $94174.95          | $93718.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 HB     | 2055-03-20      | 5.0000%  | 0.0000% | $949061.29         | $959137.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CL     | 2055-02-20      | 5.0000%  | 0.0000% | $555677.00         | $533682.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 GB     | 2054-04-20      | 5.2500%  | 0.0000% | $1040151.14        | $1050489.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $175076.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $46331.94          | $45348.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5474%  | 0.0000% | $141731.05         | $138448.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2149641.82        | $2233926.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O DF     | 2075-06-20      | 5.1450%  | 0.0000% | $5038197.80        | $5021845.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-044 HM     | 2052-04-20      | 4.0000%  | 0.0000% | $3429911.80        | $3258773.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $3734119.00        | $3884433.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-186 DB     | 2053-12-20      | 7.0000%  | 0.0000% | $218489.08         | $229486.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-083 UA     | 2053-06-20      | 5.0000%  | 0.0000% | $24883.38          | $24626.26          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $342916.68         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1606422.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36 | 2036-05-25      | 5.5000%  | 0.0000% | $4829873.95        | $4996846.45        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1894190.76        | $1924921.69        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426CF 12/15/50 | 2050-12-15      | 5.2139%  | 0.0000% | $1052487.41        | $1054750.99        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2139%  | 0.0000% | $595722.25         | $597954.24         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5146KC 03/25/51 | 2051-03-25      | 1.5000%  | 0.0000% | $2417775.77        | $2060183.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5124WG 07/25/51 | 2051-07-25      | 1.0000%  | 0.0000% | $593479.89         | $438300.79         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5124KA 06/25/51 | 2051-06-25      | 1.5000%  | 0.0000% | $5598142.70        | $4517856.04        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3737DG 10/15/30 | 2030-10-15      | 5.0000%  | 0.0000% | $43.48             | $43.56             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2430.86           | $2028.73           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4860CA 08/15/47 | 2047-08-15      | 3.5000%  | 0.0000% | $5715.92           | $5531.48           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $13558.97          | $13282.35          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4638FA 07/15/40 | 2040-07-15      | 4.8684%  | 0.0000% | $92562.89          | $92064.52          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9670.10           | $6699.96           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4503MJ 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $1232925.69        | $1162579.06        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9316.90           | $7196.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2563.93           | $2556.46           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5337781.66        | $5509609.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC076PL R10F076 | 2040-07-25      | 5.0000%  | 0.0000% | $739418.89         | $754344.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $8366.48           | $8129.52           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $3930.25           | $3939.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.3891%  | 0.0000% | $59934.47          | $61788.38          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1192.00           | $1236.60           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2762LY 03/15/34 | 2034-03-15      | 5.0000%  | 0.0000% | $70562.89          | $72134.10          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5412.16           | $5273.49           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $285.79            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $7302.68           | $7252.10           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $5042.62           | $5003.07           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3470.81           | $3394.84           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $44.26             | $45.70             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1509.55           | $1461.65           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0383%  | 0.0000% | $5865318.25        | $5495532.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-127 PA     | 2042-09-16      | 2.0000%  | 0.0000% | $348961.34         | $323666.02         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-116 QB     | 2051-07-20      | 2.0000%  | 0.0000% | $3110624.85        | $2668594.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2216.66           | $1977.34           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $88.51             | $89.90             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2954.82           | $2912.78           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4167.01           | $3747.78           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $5000.26           | $5126.63           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $412608.31         | $425630.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $314.59            | $316.23            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $15700.93          | $15383.64          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5581%  | 0.0000% | $100000.00         | $92985.42          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3372.58           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $5199.72           | $5167.42           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $3951821.68        | $3505925.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2114.47           | $2045.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-139 QA     | 2046-01-20      | 3.0000%  | 0.0000% | $35254.02          | $34841.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.82            | $132.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $207964.30         | $216302.09         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $801.17            | $786.12            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1689657.27        | $1702162.23        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $39.26             | $40.40             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $14732.03          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-200 BD     | 2052-09-20      | 5.0000%  | 0.0000% | $1983923.47        | $1991858.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 5.0629%  | 0.0000% | $45412.60          | $45375.39          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028KA R04F028 | 2034-05-25      | 6.0000%  | 0.0000% | $73.22             | $75.09             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $50.71             | $51.77             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18784.80          | $17133.48          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $7453.33           | $7158.19           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-191 BA     | 2050-12-20      | 3.5000%  | 0.0000% | $2987853.00        | $2753970.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $2793689.74        | $2852761.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O FD     | 2075-06-20      | 5.1450%  | 0.0000% | $3131873.74        | $3136525.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.7248%  | 0.0000% | $100000.00         | $97729.78          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-118 AP     | 2039-12-16      | 3.0000%  | 0.0000% | $34260.72          | $32715.30          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5474%  | 0.0000% | $610625.91         | $596483.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $89413.12          | $87140.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-024 BD     | 2043-02-16      | 1.7500%  | 0.0000% | $6227.85           | $5558.75           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-023 LE     | 2048-07-20      | 3.5000%  | 0.0000% | $27531.39          | $25941.21          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8072%  | 0.0000% | $250000.00         | $208547.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4613%  | 0.0000% | $123789.70         | $111124.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.10              | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4363FA 06/15/41 | 2041-06-15      | 4.7984%  | 0.0000% | $86417.62          | $85481.93          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5058EJ 06/25/50 | 2050-06-25      | 1.2500%  | 0.0000% | $2203666.20        | $1757858.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4165.78           | $4173.39           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $382438.66         | $389698.75         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5568DA 03/25/51 | 2051-03-25      | 5.0000%  | 0.0000% | $462973.27         | $464864.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $839121.39         | $888011.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-025 PA     | 2044-01-20      | 2.2500%  | 0.0000% | $723931.10         | $667780.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2210.38           | $2087.99           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $3250406.32        | $3289468.62        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5124KB 06/25/51 | 2051-06-25      | 1.5000%  | 0.0000% | $1537951.29        | $1241169.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 NP     | 2052-02-20      | 3.0000%  | 0.0000% | $45280.02          | $42482.23          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-16O FE     | 2073-05-20      | 5.0450%  | 0.0000% | $367749.59         | $368011.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $149511.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5764%  | 0.0000% | $106116.65         | $75565.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-097 DQ     | 2051-06-20      | 1.5000%  | 0.0000% | $4498797.36        | $3687599.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-097 QK     | 2051-06-20      | 2.0000%  | 0.0000% | $1589738.57        | $1323429.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-107 JH     | 2051-06-20      | 1.0000%  | 0.0000% | $240634.74         | $179510.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 MC     | 2051-04-20      | 1.0000%  | 0.0000% | $491590.26         | $378118.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-041 LC     | 2046-09-20      | 1.5000%  | 0.0000% | $773883.03         | $700486.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-046 KC     | 2051-03-20      | 1.5000%  | 0.0000% | $6503452.10        | $5527281.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-96 KA      | 2049-08-20      | 3.5000%  | 0.0000% | $147782.50         | $135038.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-29 CB      | 2048-10-20      | 3.0000%  | 0.0000% | $12362.05          | $11316.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-36 PD      | 2049-02-20      | 3.0000%  | 0.0000% | $1260290.38        | $1128569.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $3596991.96        | $3720356.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.7217%  | 0.0000% | $589990.01         | $595360.85         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6311%  | 0.0000% | $100000.00         | $94004.99          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $21458.96          | $21480.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL041GC R24F041 | 2048-02-25      | 5.5000%  | 0.0000% | $5379.10           | $5355.79           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2139%  | 0.0000% | $1569256.45        | $1575300.76        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL023BD R22F023 | 2052-05-25      | 3.0000%  | 0.0000% | $1490483.50        | $1438847.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $460920.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL083BM R21F083 | 2051-12-25      | 2.0000%  | 0.0000% | $2209703.00        | $1219637.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058LD R21F058 | 2051-03-25      | 1.5000%  | 0.0000% | $3635417.75        | $3115649.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL057CK R21F057 | 2051-07-25      | 1.5000%  | 0.0000% | $3532255.95        | $3032447.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027WF R18F027 | 2058-05-25      | 4.7784%  | 0.0000% | $378145.48         | $373296.88         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2780.34           | $2686.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019HA R14F019 | 2040-06-25      | 2.0000%  | 0.0000% | $127.94            | $127.35            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $99349.31          | $95951.62          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29553.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1246.18           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1341.38           | $1301.44           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9513.32           | $8433.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $7.65              | $7.70              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O YF     | 2071-05-20      | 5.8450%  | 0.0000% | $54159.61          | $54735.74          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1270.58           | $1148.05           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-139 QH     | 2046-01-20      | 2.7500%  | 0.0000% | $4700.54           | $4634.06           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-79 LA      | 2045-09-20      | 3.0000%  | 0.0000% | $52723.50          | $51989.08          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $57889.74          | $53856.41          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.88              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3073.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $7.27              | $7.25              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $958324.05         | $941813.40         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $300447.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2007-006 LE     | 2037-02-20      | 5.5000%  | 0.0000% | $3689.43           | $3721.36           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.9417%  | 0.0000% | $4376.78           | $4371.43           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H13 FS     | 2063-06-20      | 5.4417%  | 0.0000% | $623351.40         | $625321.37         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $69.17             | $70.91             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $31.12             | $31.48             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2005-28 AB      | 2035-04-20      | 5.5000%  | 0.0000% | $422999.98         | $431055.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9696.60           | $9715.38           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1341.05           | $1342.40           | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $240000.00         | $225091.47         | Agency Debentures and Agency Strips       |
| FCSB 5.84 FCOR 25-38 BC   | 2038-08-26      | 5.8400%  | 0.0000% | $130000.00         | $129486.46         | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8078.68           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 27 EP     | 2027-01-25      | 4.1250%  | 0.0000% | $8000.00           | $8057.73           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 26 FP     | 2026-01-22      | 4.1250%  | 0.0000% | $300000.00         | $301235.87         | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1025.87           | Agency Debentures and Agency Strips       |
| FCSB 4 1/8 FCSB 29 DC     | 2029-02-13      | 4.1250%  | 0.0000% | $7000.00           | $7100.12           | Agency Debentures and Agency Strips       |
| FCSB 4.37 FCOR 22-32 CN   | 2032-05-17      | 4.3700%  | 0.0000% | $5000.00           | $5010.47           | Agency Debentures and Agency Strips       |
| FCSB 3.54 FCOR 23-37 AI   | 2037-03-16      | 3.5400%  | 0.0000% | $20713000.00       | $18692225.91       | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $3984.79           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $19000.00          | $17108.80          | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1804.06           | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCSB 38 Q       | 2038-02-16      | 3.4400%  | 0.0000% | $25000.00          | $21851.81          | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7833.13           | Agency Debentures and Agency Strips       |
| FCSB 4.93 FCSB 28 E       | 2028-02-01      | 4.9300%  | 0.0000% | $8000.00           | $8259.32           | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4222.47           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $7000.00           | $5734.31           | Agency Debentures and Agency Strips       |
| FHLB 4.25 FHOR 26-30 B7   | 2030-08-20      | 4.2500%  | 0.0000% | $980000.00         | $979752.55         | Agency Debentures and Agency Strips       |
| FHLB 5.00 FHOR 23-32 GX   | 2032-09-01      | 5.0000%  | 0.0000% | $45000.00          | $45997.97          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-27 J8        | 2027-11-24      | 2.0000%  | 0.0000% | $100000.00         | $97007.78          | Agency Debentures and Agency Strips       |
| FHLB 3.875 FHLB 27 G8130  | 2027-06-04      | 3.8750%  | 0.0000% | $540000.00         | $545924.64         | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $80000.00          | $67946.49          | Agency Debentures and Agency Strips       |
| FCSB 5.14 FCOR 25-34 CX   | 2034-10-30      | 5.1400%  | 0.0000% | $13000.00          | $13160.52          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $41000.00          | $38114.42          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $233000.00         | $194380.25         | Agency Debentures and Agency Strips       |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11535.68          | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $30000.00          | $30358.06          | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 30 CS      | 2030-04-01      | 4.0000%  | 0.0000% | $150000.00         | $154107.67         | Agency Debentures and Agency Strips       |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7595.33           | Agency Debentures and Agency Strips       |
| FCSB 3.98 FCOR 26-27 NR   | 2027-08-11      | 3.9800%  | 0.0000% | $3450000.00        | $3454067.55        | Agency Debentures and Agency Strips       |
| FCSB 5.45 FCOR 25-34 DG   | 2034-04-03      | 5.4500%  | 0.0000% | $69000.00          | $70457.13          | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1374731.25        | Agency Debentures and Agency Strips       |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  | 0.0000% | $5000.00           | $5028.33           | Agency Debentures and Agency Strips       |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $1233000.00        | $1253649.05        | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $66000.00          | $54490.55          | Agency Debentures and Agency Strips       |
| TVDB 5.25 TVBD 39 C       | 2039-09-15      | 5.2500%  | 0.0000% | $4000.00           | $4282.76           | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $147000.00         | $158953.39         | Agency Debentures and Agency Strips       |
| TVDB 4.65 TVBD 35 A       | 2035-06-15      | 4.6500%  | 0.0000% | $14000.00          | $14311.48          | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $11000.00          | $12806.28          | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $36000.00          | $36913.86          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $868.80            | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6288.26           | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $30000.00          | $29520.00          | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $7000.00           | $7000.02           | Agency Debentures and Agency Strips       |
| FCSB 3.30 FCSB 26 M       | 2026-11-25      | 3.3000%  | 0.0000% | $3000.00           | $3003.74           | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2444.20           | $2428.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $6225.61           | $6327.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $6640.58           | $6233.25           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $38.93             | $39.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $8976.98           | $9218.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $5175.40           | $5166.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1581.65           | $1529.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $4753.58           | $4877.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $842.85            | $733.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2524904.73        | $2551085.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4305 | 2055-07-01      | 7.0000%  | 0.0000% | $1208660.73        | $1283239.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2119.44           | $2175.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1414.11           | $1435.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 734310 C     | 2041-02-20      | 4.0000%  | 0.0000% | $216247.24         | $206740.60         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.5479%  | 0.0000% | $196436.83         | $191758.79         | Agency Mortgage-Backed Securities         |
| FNMA FNRA RC0061A R13M006 | 2043-02-25      | 3.4858%  | 0.0000% | $401779.00         | $391961.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1882.15           | $1981.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7183 M     | 2051-02-20      | 1.5000%  | 0.0000% | $569967.31         | $440570.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1709 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1060379.69        | $1119888.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1711 C     | 2055-03-20      | 7.5000%  | 0.0000% | $998888.35         | $1058293.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $213958.33         | $222684.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0354 M     | 2055-05-20      | 6.0000%  | 0.0000% | $243179.19         | $246930.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $228394.47         | $202865.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8486 M     | 2052-12-20      | 3.0000%  | 0.0000% | $186674.91         | $165844.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051 | 2047-11-01      | 4.5000%  | 0.0000% | $3058636.90        | $3020666.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5894 C     | 2055-06-20      | 7.5000%  | 0.0000% | $414621.49         | $437152.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $819052.40         | $748381.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $362722.55         | $379428.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $731850.26         | $635972.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004542 M     | 2039-09-20      | 5.5000%  | 0.0000% | $231086.36         | $239460.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $9.37              | $9.73              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $44.25             | $45.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $68073.33          | $70913.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3331 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1372859.41        | $1416370.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1712 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1058594.42        | $1122195.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $194562.35         | $199302.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6129 C     | 2065-05-20      | 3.0000%  | 0.0000% | $198026.12         | $172646.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0424 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1073255.97        | $1133488.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6112 C     | 2055-06-20      | 6.5000%  | 0.0000% | $471398.28         | $491823.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0306 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2185170.69        | $2203073.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $47694.89          | $49274.04          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $50645.49          | $51752.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2571.30           | $2608.59           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK8566 H     | 2075-07-20      | 5.7360%  | 0.0000% | $17348069.00       | $18602131.99       | Agency Mortgage-Backed Securities         |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $17725.18          | $15754.37          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $325000.00         | $332652.47         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $328000.00         | $332746.69         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $8849000.00        | $9034308.40        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $8360400.00        | $8497066.19        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $352500.00         | $357988.71         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $6690600.00        | $6748807.49        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $433200.00         | $436413.34         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $60000.00          | $61071.05          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $37700.00          | $38678.88          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $14300.00          | $14999.83          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $225700.00         | $232239.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $54600.00          | $54960.38          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $448100.00         | $449688.60         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $4161000.00        | $4193003.52        | U.S. Treasuries (including strips)        |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  | 0.0000% | $7272800.00        | $7228435.92        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $132900.00         | $130869.66         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | 0.0000% | $2551300.00        | $2566284.81        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $8400.00           | $8499.67           | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $306600.00         | $211619.64         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $112300.00         | $114829.90         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $6695900.00        | $4456535.00        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $6900.00           | $7003.67           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $967800.00         | $977852.26         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $3000.00           | $2103.71           | U.S. Treasuries (including strips)        |
| USTR BILL 09/09/25        | 2025-09-09      | 0.0000%  | 0.0000% | $1143600.00        | $1142113.32        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $671600.00         | $677800.84         | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  | 0.0000% | $3843800.00        | $3826272.27        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $4700.00           | $4615.24           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $800.00            | $832.61            | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $611802.45         | $601086.12         | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  | 0.0000% | $952500.00         | $951033.15         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $5134517.44        | $5223846.74        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $250000.00         | $256723.67         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $171800.00         | $175832.69         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $83300.00          | $85428.62          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $1286100.00        | $893169.55         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $1174200.00        | $1182600.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $5228600.00        | $5281378.17        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $591200.00         | $599205.26         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $21800.00          | $22782.57          | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $483000.00         | $491505.73         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $91000.00          | $96508.35          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $580400.00         | $605518.10         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.86            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $156400.00         | $158333.64         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AL 26     | 2026-03-15      | 4.6250%  | 0.0000% | $500000.00         | $512218.23         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $317400.00         | $326564.80         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $2586700.00        | $2511736.20        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $1900.00           | $1891.73           | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  | 0.0000% | $186000.00         | $187471.95         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $589500.00         | $603254.09         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $5700.00           | $5402.30           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $247500.00         | $243410.34         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $600.00            | $562.73            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $326500.00         | $322584.42         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $382800.00         | $357638.95         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $1000.00           | $967.69            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $1915000.00        | $1886202.29        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  | 0.0000% | $422800.00         | $423704.36         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  | 0.0000% | $274300.00         | $275328.54         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $171500.00         | $170485.64         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.88            | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $26188900.00       | $18426228.51       | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $466.05            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $729600.00         | $454253.32         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $929000.00         | $680384.09         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $13499900.00       | $10046838.20       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $465.23            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $182300.00         | $187397.46         | U.S. Treasuries (including strips)        |
| USTR BILL 12/23/25        | 2025-12-23      | 0.0000%  | 0.0000% | $11563800.00       | $11413725.00       | U.S. Treasuries (including strips)        |
| USTR BILL 02/12/26        | 2026-02-12      | 0.0000%  | 0.0000% | $300.00            | $294.58            | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $98.27             | U.S. Treasuries (including strips)        |
| USTR BILL 12/04/25        | 2025-12-04      | 0.0000%  | 0.0000% | $7900.00           | $7813.81           | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $163700.00         | $162157.95         | U.S. Treasuries (including strips)        |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  | 0.0000% | $1721400.00        | $1706544.32        | U.S. Treasuries (including strips)        |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  | 0.0000% | $1049300.00        | $1044273.85        | U.S. Treasuries (including strips)        |
| USTR BILL 09/25/25        | 2025-09-25      | 0.0000%  | 0.0000% | $8050400.00        | $8024880.23        | U.S. Treasuries (including strips)        |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  | 0.0000% | $1253300.00        | $1233322.40        | U.S. Treasuries (including strips)        |

### Security 149: Bank of Nova Scotia

- **C.1 - Title:** Novasc Repo 1 Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FUM001, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 963FUM001_4.34_0902
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $2182.64           | $2054.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $128045.92         | $120551.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $34898.11          | $34060.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $7.15              | $7.10              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $388773.70         | $388667.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $2698477.43        | $2733632.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $5051718.40        | $5023524.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $4900279.21        | $4960051.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $4931972.03        | $4770351.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $5018320.10        | $4708494.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $2476451.45        | $2464301.70        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $4809539.80        | $4651594.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $6808806.76        | $6613005.90        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  | 0.0000% | $24728.88          | $26150.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  | 0.0000% | $1413406.00        | $1510991.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3489 | 2048-05-01      | 3.5000%  | 0.0000% | $208854.68         | $192106.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $2893373.65        | $2868886.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $4780457.03        | $4839767.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $6010298.81        | $5999708.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $255130.29         | $243459.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $71011.14          | $67849.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $7.89              | $7.73              | Agency Mortgage-Backed Securities  |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $2924846.36        | $2924805.86        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $7062888.18        | $6624141.99        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $8377093.64        | $8461919.22        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $6180743.64        | $6061901.51        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $7512794.55        | $7714848.79        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $8066854.55        | $8015017.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $6404012.73        | $6526002.17        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $6159352.73        | $6052944.89        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $6283632.73        | $6446786.98        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $6056109.09        | $6406534.95        | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $5909090.91        | $5997870.12        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  | 0.0000% | $2685055.45        | $2728298.71        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  | 0.0000% | $6511983.64        | $6483650.98        | U.S. Treasuries (including strips) |

### Security 150: Natixis Financial Products LLC

- **C.1 - Title:** Natix Repo 3 Repo 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FWF004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: 963FWF004_4.35_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $210.53            | $145.91            | Agency Debentures and Agency Strips |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2065473.68        | $1668334.73        | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $421052.63         | $344920.89         | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $798315.79         | $659101.05         | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $222947.37         | $226492.73         | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $542736.84         | $456561.39         | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $111789.47         | $82837.31          | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  | 0.0000% | $545894.74         | $437080.99         | Agency Debentures and Agency Strips |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  | 0.0000% | $319789.47         | $241818.85         | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  | 0.0000% | $5760210.53        | $3867731.76        | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $3157.89           | $2926.91           | Agency Debentures and Agency Strips |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | 0.0000% | $9046842.77        | $8644279.37        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB1261 | 2051-08-01      | 2.0000%  | 0.0000% | $314.02            | $254.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBO3192 | 2049-10-01      | 3.0000%  | 0.0000% | $84.17             | $74.12             | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  | 0.0000% | $3939687.37        | $4035268.56        | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $210.53            | $213.93            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  | 0.0000% | $3468210.53        | $3573104.63        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  | 0.0000% | $376.18            | $373.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $168.33            | $172.06            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  | 0.0000% | $631475.23         | $630583.52         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | 0.0000% | $308.92            | $312.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBW9852 | 2052-09-01      | 5.0000%  | 0.0000% | $156.00            | $155.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLBV1620 | 2055-05-01      | 6.5000%  | 0.0000% | $201707.57         | $210464.01         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $491454.28         | $505235.04         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBU1027 | 2051-11-01      | 2.0000%  | 0.0000% | $171.22            | $136.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR1922 | 2051-01-01      | 2.0000%  | 0.0000% | $136.73            | $111.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  | 0.0000% | $64717.74          | $64981.85          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  | 0.0000% | $78783.80          | $78455.73          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  | 0.0000% | $86.60             | $76.75             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  | 0.0000% | $60886.81          | $60781.35          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  | 0.0000% | $102743.62         | $104132.81         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE8122 | 2055-08-01      | 6.5000%  | 0.0000% | $246834.32         | $257632.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8120 | 2055-07-01      | 6.0000%  | 0.0000% | $341865.26         | $352575.45         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8114 | 2055-09-01      | 6.0000%  | 0.0000% | $212.21            | $219.33            | Agency Mortgage-Backed Securities   |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  | 0.0000% | $1996791.29        | $1967961.61        | Agency Mortgage-Backed Securities   |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.6482%  | 0.0000% | $925905.77         | $940332.53         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  | 0.0000% | $210.53            | $201.09            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  | 0.0000% | $210.53            | $188.89            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  | 0.0000% | $421052.63         | $376574.69         | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  | 0.0000% | $3006315.79        | $2944228.69        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI6713 | 2054-05-01      | 5.5000%  | 0.0000% | $238930.53         | $242153.64         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $9184221.05        | $9351261.63        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $2233.12           | $2276.90           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $3451724.09        | $3068897.97        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $201.81            | $205.71            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  | 0.0000% | $395986.75         | $325344.47         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  | 0.0000% | $980235.13         | $968442.90         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ2082 | 2055-08-01      | 6.0000%  | 0.0000% | $261653.89         | $268873.10         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $543850.90         | $549786.91         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA8250 | 2052-11-01      | 4.5000%  | 0.0000% | $8263582.23        | $8020880.82        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $164.11            | $164.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $15480355.15       | $15047586.34       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  | 0.0000% | $66.49             | $58.97             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7772 | 2055-08-01      | 6.0000%  | 0.0000% | $215.58            | $222.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7694 | 2055-08-01      | 6.0000%  | 0.0000% | $942348.63         | $968838.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  | 0.0000% | $243052.63         | $254588.53         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE6100 | 2055-08-01      | 6.0000%  | 0.0000% | $1044186.95        | $1071972.41        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4223 | 2055-08-01      | 6.0000%  | 0.0000% | $248488.21         | $255499.22         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6080%  | 0.0000% | $2704463.01        | $2699100.06        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $138.29            | $137.11            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  | 0.0000% | $3208544.00        | $3106050.27        | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  | 0.0000% | $374597.68         | $368837.54         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $109.20            | $97.99             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE9353 | 2055-09-01      | 5.5000%  | 0.0000% | $2315.79           | $2348.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE3354 | 2055-07-01      | 6.0000%  | 0.0000% | $120306.25         | $124908.40         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  | 0.0000% | $354589.92         | $371272.86         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2393 | 2055-06-01      | 6.5000%  | 0.0000% | $421050.36         | $441375.11         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE1647 | 2055-06-01      | 6.5000%  | 0.0000% | $709227.44         | $745738.15         | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  | 0.0000% | $2920000.00        | $2802692.89        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6537       | 2058-06-15      | 5.1300%  | 0.0000% | $3205690.58        | $3282899.64        | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.5820%  | 0.0000% | $6.49              | $6.53              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  | 0.0000% | $167.39            | $166.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $17198355.94       | $17513185.23       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $24195.88          | $21072.20          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQB5093 | 2050-11-01      | 2.5000%  | 0.0000% | $141.02            | $119.88            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  | 0.0000% | $201.65            | $178.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9001 | 2055-05-01      | 6.5000%  | 0.0000% | $154255.42         | $162775.81         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  | 0.0000% | $661625.96         | $610732.73         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4053 | 2055-08-01      | 6.0000%  | 0.0000% | $434505.89         | $446120.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  | 0.0000% | $68661.33          | $71799.53          | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  | 0.0000% | $5240628.84        | $4526929.15        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  | 0.0000% | $247988.82         | $262358.67         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $243.83            | $207.28            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  | 0.0000% | $208.23            | $206.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  | 0.0000% | $88.06             | $86.69             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | 0.0000% | $179.51            | $156.31            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  | 0.0000% | $315789.47         | $269134.88         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  | 0.0000% | $236319.23         | $249471.95         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  | 0.0000% | $20.02             | $18.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  | 0.0000% | $183.37            | $182.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $151.49            | $128.30            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  | 0.0000% | $231.16            | $200.17            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $33.26             | $31.64             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0744 | 2055-06-01      | 6.5000%  | 0.0000% | $854049.43         | $894936.66         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $285000.04         | $297991.07         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $483390.40         | $504489.69         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  | 0.0000% | $420732.99         | $439116.31         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  | 0.0000% | $713245.27         | $755563.94         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  | 0.0000% | $209.66            | $218.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD4554 | 2055-04-01      | 6.5000%  | 0.0000% | $108908.59         | $114822.71         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC5422 | 2054-10-01      | 5.5000%  | 0.0000% | $198586.82         | $202029.47         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  | 0.0000% | $172117.54         | $176136.97         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  | 0.0000% | $400150.32         | $417895.25         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  | 0.0000% | $302302.35         | $307328.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDA2678 | 2053-10-01      | 5.5000%  | 0.0000% | $141678.45         | $146043.67         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $4.16              | $4.25              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | 0.0000% | $616040.66         | $554444.19         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $294.22            | $294.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  | 0.0000% | $270339.40         | $281452.39         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  | 0.0000% | $1888196.95        | $1978646.41        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  | 0.0000% | $94994.87          | $95558.27          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $14776042.05       | $14701258.87       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8113 | 2055-09-01      | 6.0000%  | 0.0000% | $215.58            | $223.03            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  | 0.0000% | $362400.00         | $374926.11         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL BW0712       | 2063-03-15      | 2.7500%  | 0.0000% | $8368.63           | $7329.14           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  | 0.0000% | $1511279.79        | $1355985.21        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7796 | 2055-08-01      | 6.0000%  | 0.0000% | $1198714.95        | $1235634.97        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4067 | 2055-08-01      | 6.0000%  | 0.0000% | $300987.37         | $309512.73         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4707 | 2055-07-01      | 6.5000%  | 0.0000% | $370518.63         | $389105.91         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | 0.0000% | $108.33            | $91.28             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE5924 | 2055-08-01      | 6.0000%  | 0.0000% | $421.05            | $434.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | 0.0000% | $118.13            | $117.07            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  | 0.0000% | $5897684.21        | $6049320.22        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $4353.05           | $4107.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2673 | 2055-06-01      | 6.5000%  | 0.0000% | $420783.11         | $439179.14         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ6579 | 2054-10-01      | 7.0000%  | 0.0000% | $166798.36         | $177379.96         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $177.24            | $161.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  | 0.0000% | $752660.46         | $639035.41         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  | 0.0000% | $117.07            | $98.86             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7292 | 2055-08-01      | 6.0000%  | 0.0000% | $869565.05         | $892757.80         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  | 0.0000% | $279418.25         | $295484.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8750 | 2055-09-01      | 6.0000%  | 0.0000% | $2736.84           | $2832.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  | 0.0000% | $627890.23         | $592823.96         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  | 0.0000% | $693729.97         | $678595.95         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  | 0.0000% | $1500102.74        | $1441293.71        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  | 0.0000% | $335.56            | $334.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $26625760.20       | $27065771.61       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY7708 | 2055-07-01      | 6.0000%  | 0.0000% | $1035334.73        | $1062820.45        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE6444 | 2055-08-01      | 6.5000%  | 0.0000% | $328684.21         | $343113.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  | 0.0000% | $295849.61         | $308839.64         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  | 0.0000% | $163.16            | $149.13            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQF6481 | 2053-01-01      | 5.5000%  | 0.0000% | $139.64            | $143.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  | 0.0000% | $291730.98         | $297725.98         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  | 0.0000% | $203745.17         | $217148.84         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR7241 | 2051-04-01      | 2.0000%  | 0.0000% | $292.91            | $237.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQZ2081 | 2055-09-01      | 6.5000%  | 0.0000% | $340.63            | $358.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAX7598 | 2030-01-01      | 3.0000%  | 0.0000% | $43.76             | $43.04             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  | 0.0000% | $759632.74         | $645430.65         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  | 0.0000% | $205.02            | $198.05            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  | 0.0000% | $701094.52         | $649039.11         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  | 0.0000% | $228308.73         | $222315.93         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ1641 | 2055-07-01      | 6.0000%  | 0.0000% | $362605.89         | $373965.85         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  | 0.0000% | $212.21            | $217.88            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $626182.49         | $620915.60         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ6133 | 2054-10-01      | 5.0000%  | 0.0000% | $226209.48         | $225693.47         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  | 0.0000% | $196340.02         | $204994.42         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  | 0.0000% | $6509241.76        | $6578622.32        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  | 0.0000% | $332034.39         | $347412.42         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $199.27            | $213.03            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  | 0.0000% | $550602.42         | $536815.94         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  | 0.0000% | $67488.52          | $62361.25          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | 0.0000% | $370.04            | $376.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $343.29            | $335.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $337.09            | $335.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $1773468.21        | $1722470.36        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $324.33            | $276.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $355.45            | $296.34            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  | 0.0000% | $217861.12         | $231601.50         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  | 0.0000% | $245554.21         | $262312.16         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  | 0.0000% | $152276.98         | $157693.59         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQF9775 | 2053-04-01      | 6.5000%  | 0.0000% | $155472.88         | $165851.87         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4218 | 2055-08-01      | 6.0000%  | 0.0000% | $710498.11         | $729490.90         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4102 | 2055-08-01      | 6.0000%  | 0.0000% | $642698.53         | $660903.39         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  | 0.0000% | $289525.68         | $302590.11         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  | 0.0000% | $266461.03         | $273930.68         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  | 0.0000% | $168.41            | $163.36            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  | 0.0000% | $159.42            | $139.89            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $42.94             | $41.08             | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  | 0.0000% | $173697.42         | $177009.11         | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  | 0.0000% | $37862.45          | $38421.18          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  | 0.0000% | $178.90            | $142.85            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | 0.0000% | $314.12            | $289.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2164 | 2051-11-01      | 3.0000%  | 0.0000% | $310.77            | $273.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | 0.0000% | $9124717.30        | $8090607.00        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $308.61            | $249.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $254.78            | $216.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | 0.0000% | $222.20            | $201.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  | 0.0000% | $674435.47         | $635554.49         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $11405631.27       | $11880147.35       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | 0.0000% | $8842728.88        | $9001126.72        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  | 0.0000% | $202.51            | $200.79            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $181.62            | $180.49            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  | 0.0000% | $167.89            | $162.19            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $608981.05         | $606056.04         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  | 0.0000% | $163.49            | $166.22            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  | 0.0000% | $191.26            | $185.40            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CTSC0595 | 2044-12-01      | 5.5000%  | 0.0000% | $180.48            | $184.28            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | 0.0000% | $203.28            | $203.52            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  | 0.0000% | $22.80             | $22.12             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  | 0.0000% | $35992.21          | $34443.36          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $382004.89         | $340493.69         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  | 0.0000% | $190.88            | $177.61            | Agency Mortgage-Backed Securities   |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $1328631.58        | $1370785.99        | U.S. Treasuries (including strips)  |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 4.2414%  | 0.0000% | $63.16             | $63.35             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $616694.74         | $638105.42         | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  | 0.0000% | $84252.63          | $86405.59          | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  | 0.0000% | $21.05             | $21.26             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $1245894.74        | $1261298.27        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $189242.11         | $194262.97         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | 0.0000% | $21.05             | $21.57             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $3914063.16        | $3888911.86        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $189.47            | $186.34            | U.S. Treasuries (including strips)  |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $210.53            | $208.74            | U.S. Treasuries (including strips)  |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $2960526.32        | $2760672.58        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $21.05             | $21.60             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  | 0.0000% | $1052589.47        | $1041553.29        | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $42.11             | $41.51             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $21.05             | $20.28             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $114715.79         | $114363.85         | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $189.47            | $183.56            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $344968.42         | $337070.02         | U.S. Treasuries (including strips)  |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $168.42            | $174.45            | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $9815957.89        | $9698156.69        | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $42.11             | $42.48             | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $42.11             | $41.83             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $6021915.79        | $5324682.08        | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $21.05             | $12.71             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $42.11             | $23.34             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $336.84            | $213.34            | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $42.11             | $23.39             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $21.05             | $13.22             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $84.21             | $52.06             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $126.32            | $61.62             | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $21.05             | $15.59             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $21.05             | $16.32             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  | 0.0000% | $203.87            | $171.36            | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $29.52             | $22.05             | U.S. Treasuries (including strips)  |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $21.05             | $16.89             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $21.05             | $16.15             | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $1052589.47        | $1049622.18        | U.S. Treasuries (including strips)  |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  | 0.0000% | $2105263.16        | $2099067.37        | U.S. Treasuries (including strips)  |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  | 0.0000% | $21.05             | $20.95             | U.S. Treasuries (including strips)  |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $21.05             | $20.55             | U.S. Treasuries (including strips)  |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $21.05             | $21.40             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $21.05             | $21.71             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  | 0.0000% | $484210.53         | $485695.42         | U.S. Treasuries (including strips)  |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $364105.26         | $370802.51         | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $525242.11         | $550947.03         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $554842.11         | $522466.39         | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | 0.0000% | $26.08             | $24.59             | U.S. Treasuries (including strips)  |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $42.11             | $36.65             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $12109263.16       | $11241903.36       | U.S. Treasuries (including strips)  |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $63.16             | $54.60             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $42.11             | $27.10             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $36841705.26       | $27243568.04       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $1052610.53        | $1084251.31        | U.S. Treasuries (including strips)  |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $2771810.53        | $3124494.91        | U.S. Treasuries (including strips)  |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $21.05             | $16.22             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $21.05             | $15.75             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $736778.95         | $697389.90         | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | 0.0000% | $189.47            | $186.65            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $32400.00          | $31565.86          | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $21.51             | $20.53             | U.S. Treasuries (including strips)  |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $21.05             | $12.27             | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $144.24            | $142.34            | U.S. Treasuries (including strips)  |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $21.05             | $21.51             | U.S. Treasuries (including strips)  |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $21.05             | $17.44             | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $1419473.68        | $1399368.04        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $21.05             | $16.35             | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $733642.11         | $592972.89         | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $42.11             | $36.91             | U.S. Treasuries (including strips)  |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $17291494.74       | $15650212.37       | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $42.11             | $42.44             | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $144594.18         | $133578.54         | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $21.05             | $19.01             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $42.11             | $37.96             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $21.05             | $21.20             | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $1162526.32        | $1138785.18        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $21.05             | $21.87             | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $88099010.53       | $91754064.21       | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $1046947.37        | $1054699.10        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $63.16             | $64.07             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $21.05             | $21.49             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $21.05             | $21.60             | U.S. Treasuries (including strips)  |

### Security 151: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUN008, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_4.34_0902
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $451320.88         | $438806.36         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7684%  | 0.0000% | $389065.51         | $390983.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $4063031.16        | $2973551.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8629%  | 0.0000% | $1044156.93        | $1039528.52        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.7685%  | 0.0000% | $294.91            | $295.88            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.9984%  | 0.0000% | $882013.55         | $889161.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1984%  | 0.0000% | $5472348.15        | $5468498.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2484%  | 0.0000% | $1580867.41        | $1574117.35        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4484%  | 0.0000% | $1565436.06        | $1562468.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  | 0.0000% | $142.39            | $142.22            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1984%  | 0.0000% | $2526189.72        | $2521937.13        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6984%  | 0.0000% | $9646283.55        | $9650760.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9584%  | 0.0000% | $15589782.94       | $15373426.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6984%  | 0.0000% | $1984333.11        | $1991397.64        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5196%  | 0.0000% | $167551.43         | $170219.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7484%  | 0.0000% | $4531731.75        | $4555667.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1984%  | 0.0000% | $3924328.49        | $3921677.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1484%  | 0.0000% | $5997736.92        | $5984428.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7639%  | 0.0000% | $150.96            | $149.86            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.8068%  | 0.0000% | $32.01             | $32.05             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5558GF 07/25/55 | 2055-07-25      | 5.1984%  | 0.0000% | $21816.09          | $21645.28          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.2984%  | 0.0000% | $5050571.40        | $5022746.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5984%  | 0.0000% | $7670284.20        | $7669226.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2484%  | 0.0000% | $288.62            | $288.88            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1984%  | 0.0000% | $3243223.55        | $3224067.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1984%  | 0.0000% | $3377126.77        | $3369577.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4484%  | 0.0000% | $4368270.74        | $4383054.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1684%  | 0.0000% | $5590365.73        | $5527783.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  | 0.0000% | $1099364.40        | $603808.92         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7784%  | 0.0000% | $86090.24          | $85262.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $97411.24          | $94789.94          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.4984%  | 0.0000% | $151.25            | $151.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6484%  | 0.0000% | $2085964.29        | $2090819.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $105786.86         | $105699.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8484%  | 0.0000% | $4509467.97        | $4531482.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5484%  | 0.0000% | $6923849.48        | $6904244.51        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.9194%  | 0.0000% | $180267.43         | $186004.57         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5095%  | 0.0000% | $75549.66          | $78149.16          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1621235.14        | $1558605.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1984%  | 0.0000% | $1687103.70        | $1685916.99        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8484%  | 0.0000% | $531822.30         | $536546.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0984%  | 0.0000% | $667097.36         | $675076.25         | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6984%  | 0.0000% | $1503224.47        | $1512197.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8984%  | 0.0000% | $136788.47         | $138078.44         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $383919.78         | $390590.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $28022.21          | $28984.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $280734.36         | $275489.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $27076.23          | $28005.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $21501.96          | $21590.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $2206803.86        | $1760677.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $62108.53          | $63515.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $82652.21          | $83691.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $383721.16         | $363166.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $66588.34          | $69376.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $538850.66         | $507307.54         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $38110.28          | $36642.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $11913826.77       | $12148383.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  | 0.0000% | $1165995.14        | $983703.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $127058.24         | $113283.01         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $32909.95          | $34001.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  | 0.0000% | $1312003.74        | $1245525.97        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $24.13             | $24.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $258316.04         | $267214.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $87259.82          | $89235.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $24692.05          | $25756.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $379480.51         | $362370.16         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $17.91             | $18.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1111038.38        | $1075668.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $30093.36          | $29332.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  | 0.0000% | $261790.45         | $250136.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $14334.23          | $13746.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $410730.78         | $398713.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $54747.54          | $52382.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $69900.83          | $72532.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $60319.08          | $57250.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $2649267.57        | $2559447.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  | 0.0000% | $107.83            | $107.52            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  | 0.0000% | $2992326.93        | $2642853.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | 0.0000% | $614407.55         | $497194.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $411734.22         | $423118.95         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $1800000.00        | $1589234.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $931195.63         | $916698.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  | 0.0000% | $854583.08         | $811098.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $93030.94          | $89329.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  | 0.0000% | $447725.01         | $462295.18         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $832574.94         | $820032.48         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  | 0.0000% | $36331.31          | $34018.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $236848.41         | $246310.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $230971.09         | $237513.26         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  | 0.0000% | $49625.49          | $48690.45          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  | 0.0000% | $1559802.90        | $1462621.98        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $94849.18          | $89495.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $10205.70          | $10776.36          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9520%  | 0.0000% | $1431095.36        | $1467150.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $16295984.99       | $16185757.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $3317704.73        | $3298348.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  | 0.0000% | $17964755.49       | $18353167.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $239809.88         | $246134.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $7451753.86        | $7545741.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $716581.35         | $713250.60         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $221576.59         | $208790.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $3385522.04        | $3253588.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $543394.52         | $438522.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $72387.79          | $66492.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2519642.53        | $2503909.60        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $206250.00         | $192344.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  | 0.0000% | $304694.55         | $273261.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $258316.26         | $254578.43         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $39438.67          | $35661.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $188522.69         | $200554.31         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $2887500.00        | $2682002.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $14086.47          | $13205.25          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  | 0.0000% | $14637.50          | $14533.69          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $2389471.50        | $2371808.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $74477.01          | $78345.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $564706.51         | $576778.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $2415618.53        | $2258871.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  | 0.0000% | $1630899.70        | $1316955.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $11336.95          | $11994.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $78449.23          | $76300.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $452186.75         | $439545.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $69890.19          | $72735.26          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $1888750.72        | $1916458.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $62740.22          | $62674.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $84681.62          | $75319.50          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $108132.75         | $102991.05         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  | 0.0000% | $54326.00          | $53394.91          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  | 0.0000% | $35672.35          | $35288.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  | 0.0000% | $63614.74          | $62929.42          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  | 0.0000% | $58841.02          | $58072.97          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $22288.68          | $22389.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $17985.15          | $17680.73          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $104868.17         | $99178.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3574.08           | $3682.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $20610.36          | $18545.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $831270.48         | $751073.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $36389.07          | $34062.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $16.50             | $15.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $103617.56         | $102812.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $7364.55           | $6938.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4422.56           | $3948.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $918141.14         | $854127.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1218076.23        | $1134426.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $327649.72         | $305143.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3762.99           | $3525.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $22.91             | $21.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $609955.09         | $617395.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $115309.97         | $120331.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $183.61            | $183.02            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0440%  | 0.0000% | $1104450.49        | $1096468.75        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  | 0.0000% | $2137443.38        | $2125582.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $516317.74         | $512251.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  | 0.0000% | $410521.59         | $421645.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $9122.03           | $8300.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  | 0.0000% | $363235.76         | $379342.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $37915.03          | $34921.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $14838.70          | $15021.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $11986.82          | $12265.84          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $35602.37          | $36494.17          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $43676.21          | $45164.42          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $83261.75          | $83648.75          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $10.76             | $11.19             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $44.48             | $46.18             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $349.74            | $370.35            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  | 0.0000% | $986413.49         | $1013380.50        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $99.72             | $102.50            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.85              | $3.90              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  | 0.0000% | $2802964.61        | $2646311.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $1081158.80        | $1107429.64        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $2016901.95        | $2001993.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $2676600.00        | $2747676.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $105201.91         | $91210.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $1105358.60        | $889913.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $78.74             | $79.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $277382.34         | $247835.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $367885.09         | $339492.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $109.78            | $104.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $906512.85         | $868346.95         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $9.04              | $9.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $127474.70         | $125093.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $783466.14         | $775980.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $349478.93         | $335150.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $1026674.08        | $1008859.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $3832276.88        | $3573960.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $31360.85          | $32082.33          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  | 0.0000% | $654378.43         | $664117.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $9025.68           | $9198.73           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  | 0.0000% | $804320.23         | $813841.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $12728.10          | $13094.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $5176.15           | $5291.80           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  | 0.0000% | $54335.11          | $53974.92          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $35145.27          | $35817.20          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $218.16            | $211.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $130714.33         | $118183.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $74079.25          | $66162.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $2256911.85        | $1937318.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $7402.07           | $7098.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $673024.86         | $714334.16         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  | 0.0000% | $313.65            | $271.96            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2210456.98        | $2054424.75        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1738615.80        | $1628571.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $878881.50         | $762770.90         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  | 0.0000% | $7592.49           | $7579.12           | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  | 0.0000% | $468736.92         | $465542.27         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $855750.00         | $750383.69         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6253%  | 0.0000% | $426421.13         | $433798.31         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5397%  | 0.0000% | $702557.23         | $670467.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  | 0.0000% | $1912511.25        | $1677098.12        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $34006.40          | $31622.07          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  | 0.0000% | $848082.25         | $745468.54         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $51259.86          | $49029.02          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $6997.12           | $6373.29           | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1998%  | 0.0000% | $266643.35         | $249882.55         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $277691.15         | $265313.07         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $21807.40          | $20863.08          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  | 0.0000% | $139.10            | $136.40            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  | 0.0000% | $211066.77         | $209087.39         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1625%  | 0.0000% | $979906.36         | $964480.79         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  | 0.0000% | $1163080.04        | $1137256.82        | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  | 0.0000% | $61072.58          | $59220.38          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $572220.99         | $543517.37         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $29746.34          | $30320.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $7884477.67        | $6964275.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $4363869.08        | $3523791.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $329.89            | $267.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  | 0.0000% | $1240751.00        | $1000943.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $391689.19         | $315165.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $2057470.54        | $1659812.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $1694155.94        | $1361651.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  | 0.0000% | $3181914.81        | $2568767.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $4030752.32        | $3267023.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $470623.07         | $379186.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $249671.99         | $237425.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $525651.30         | $518967.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $40102.93          | $34012.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $187406.00         | $185410.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $86973.98          | $85388.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $94137.33          | $90995.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $21822.98          | $21100.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $102430.41         | $97898.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $13453.61          | $13157.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $32584.67          | $31866.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $54437.09          | $51453.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $2475703.34        | $2311787.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $23599.59          | $22037.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $20532.69          | $21326.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $23032.13          | $23308.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $42204.00          | $43739.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $30681.88          | $31109.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $29412.77          | $30228.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $37535.84          | $38824.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $23724.30          | $24539.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $31247.75          | $32321.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $4534.86           | $4716.89           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  | 0.0000% | $166882.67         | $173402.61         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  | 0.0000% | $23867.23          | $22687.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $30585.64          | $28600.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $98194.66          | $94295.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $13689.55          | $13556.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $28701.41          | $29663.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $23692.10          | $24438.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $47968.91          | $49616.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  | 0.0000% | $3464725.41        | $2804582.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $1103445.18        | $930421.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  | 0.0000% | $72.62             | $66.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $666445.98         | $615011.16         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $34221.32          | $34742.10          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $17743.56          | $18348.67          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $33238.48          | $33711.56          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $19772.19          | $20427.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $8400151.35        | $8725965.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $61964.70          | $61667.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $106737.67         | $110587.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $731819.51         | $749108.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  | 0.0000% | $101056.69         | $92623.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $8076.88           | $7709.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $289556.11         | $272606.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $57483.16          | $54580.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $137704.28         | $131404.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $922093.81         | $882006.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $1598444.79        | $1532910.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $28409.77          | $27134.77          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $649800.00         | $650740.04         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1307850.00        | $1394493.17        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $844007.24         | $875994.83         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1458417.94        | $1508711.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  | 0.0000% | $67863.08          | $72255.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $72792.31          | $69536.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $221202.07         | $212133.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $230091.35         | $234753.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $561485.97         | $521301.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $549408.35         | $535341.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $424982.74         | $395094.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $19219.99          | $17245.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $570040.50         | $564951.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  | 0.0000% | $625069.93         | $634545.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  | 0.0000% | $887286.43         | $912745.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $234494.37         | $245539.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $162040.31         | $169416.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $54945.96          | $55903.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $213226.51         | $226077.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $88661.07          | $94134.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $35710.83          | $37346.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $587017.92         | $611251.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  | 0.0000% | $63099.30          | $64835.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  | 0.0000% | $463533.12         | $476305.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $33972.28          | $35202.92          | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $238239.25         | $162344.33         | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $2212609.80        | $1268308.00        | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $249765.00         | $230863.28         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $153300.00         | $126871.69         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $421500.00         | $356235.78         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $249300.00         | $221581.08         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $120750.00         | $108352.72         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $570038.77         | $520984.65         | U.S. Treasuries (including strips)        |

### Security 152: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered 10 Stand Chartered 10 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 966RRD006, C.3 - LEI: N/A, C.5 - Other ID: 966RRD006_4.34_0902
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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? 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 2019-23 BF      | 2049-10-20      | 4.8549%  | 0.0000% | $188.85            | $184.06            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-009 DF     | 2040-01-16      | 4.8744%  | 0.0000% | $3941.09           | $3911.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-016 FB     | 2050-02-20      | 4.8049%  | 0.0000% | $6033.22           | $5848.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $5956056.71        | $5273452.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  | 0.0000% | $3502866.13        | $3252839.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  | 0.0000% | $3531560.03        | $3164430.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $5232862.33        | $4209076.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  | 0.0000% | $4160805.18        | $4373536.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $2740558.58        | $2773272.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $39359263.80       | $39759656.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | 0.0000% | $5841778.72        | $6028345.66        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q42970 G | 2046-09-01      | 3.0000%  | 0.0000% | $178.61            | $160.25            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  | 0.0000% | $3347864.18        | $3200227.09        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  | 0.0000% | $3658546.16        | $3384174.30        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83191 G | 2047-06-01      | 4.0000%  | 0.0000% | $3233431.01        | $3093365.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  | 0.0000% | $262.91            | $262.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  | 0.0000% | $6656733.96        | $5964948.41        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  | 0.0000% | $31.78             | $28.64             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  | 0.0000% | $4338447.73        | $4246694.38        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $8.05              | $8.15              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $5481870.05        | $4909800.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $34785.52          | $35735.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $299.59            | $303.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $5315797.87        | $4765922.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  | 0.0000% | $4245823.30        | $3575770.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $35450579.15       | $29093352.85       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $985963.37         | $975551.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $299078.78         | $275093.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $5057197.44        | $5346456.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  | 0.0000% | $2558.28           | $2540.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  | 0.0000% | $3211083.05        | $2986963.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $3841517.46        | $3908543.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $6573692.92        | $6992564.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $5373866.56        | $5523655.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $4862631.25        | $4358382.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  | 0.0000% | $5085413.10        | $5312199.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $4204746.32        | $4489724.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $280.20            | $262.84            | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $20.00             | $19.56             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $60.00             | $58.57             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $178000.00         | $175544.15         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $40.00             | $40.75             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $21.23             | $20.97             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $2248962.62        | $2219931.84        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $20.00             | $19.61             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $65600.00          | $66711.05          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $60.00             | $61.69             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $200.00            | $194.62            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $20.00             | $15.14             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $40.00             | $39.58             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $14731180.00       | $15521555.12       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $20.00             | $16.96             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $20.00             | $18.84             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $40.00             | $21.97             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $40.00             | $40.46             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $7040.00           | $6916.80           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $40.00             | $29.21             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  | 0.0000% | $60.00             | $63.21             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $31700.00          | $30689.10          | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $20.00             | $19.68             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $46.52             | $42.98             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $60.00             | $60.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $40.00             | $40.33             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $60.00             | $61.40             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $40.00             | $40.57             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  | 0.0000% | $177900.00         | $166716.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $1372580.00        | $1425732.91        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $2610460.00        | $2719167.44        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $51.38             | $51.40             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $24896600.00       | $25548167.85       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $20.00             | $19.31             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  | 0.0000% | $20.00             | $20.02             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $60.00             | $58.69             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $20.00             | $18.17             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $80.00             | $70.16             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $40.00             | $34.77             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $60.00             | $37.67             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $100.33            | $56.99             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $20.00             | $14.68             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $53.43             | $38.27             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $40.00             | $29.41             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $40.00             | $32.93             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $168.28            | $124.96            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $40.00             | $31.88             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $60.00             | $45.73             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $220.00            | $176.05            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $57.08             | $44.39             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $100.00            | $100.82            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $1985120.00        | $2134379.53        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  | 0.0000% | $39.23             | $43.74             | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $120.00            | $117.72            | U.S. Treasuries (including strips)        |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  | 0.0000% | $20.00             | $19.81             | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $3100.00           | $3050.03           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $20.00             | $17.47             | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $600.00            | $591.20            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $1518560.00        | $1559294.53        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $4000.00           | $3985.57           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  | 0.0000% | $80.00             | $80.45             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $11960.00          | $11110.56          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $140.00            | $135.14            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $1169923.97        | $1111876.17        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $60.00             | $56.10             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $172220.00         | $170232.82         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $40.00             | $37.39             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  | 0.0000% | $20.00             | $19.83             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $2140.00           | $1858.95           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $120.00            | $103.37            | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $40.00             | $37.82             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  | 0.0000% | $136760.00         | $132411.29         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | 0.0000% | $40.00             | $36.50             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $80.00             | $77.63             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $2076728.26        | $1992238.34        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $20.00             | $18.58             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $2400958.75        | $2391258.52        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  | 0.0000% | $1729667.35        | $1686179.55        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $40.00             | $38.76             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $14600.00          | $15013.88          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $60.00             | $61.70             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $34915000.00       | $36012559.27       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $1019260.00        | $1039074.32        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $80.00             | $81.38             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $60.00             | $60.62             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $20.00             | $19.89             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  | 0.0000% | $40.00             | $39.24             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $1290300.57        | $1279431.61        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $40.00             | $39.10             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $40.00             | $38.99             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $80.00             | $81.54             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $8620.00           | $8758.52           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $40.00             | $40.73             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $20.00             | $20.59             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $80.00             | $82.06             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $91082960.00       | $94823151.87       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  | 0.0000% | $15705440.00       | $16606055.91       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $2989320.00        | $3054057.35        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  | 0.0000% | $2750900.00        | $2809127.13        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $120.00            | $123.26            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $2020.00           | $2010.37           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $200.00            | $200.73            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  | 0.0000% | $21440.00          | $21569.41          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $1524640.00        | $1576542.10        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  | 0.0000% | $14230840.00       | $15213212.13       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $40.00             | $42.41             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  | 0.0000% | $20.00             | $20.35             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $3920.00           | $3957.20           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $40.00             | $38.72             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $40.00             | $40.33             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $120.00            | $121.07            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $67420.00          | $68255.56          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $40.00             | $41.34             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $80.00             | $82.33             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $43.30             | $42.12             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  | 0.0000% | $40.00             | $40.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $40.00             | $40.53             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $40.00             | $40.90             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $1593700.00        | $1636450.11        | U.S. Treasuries (including strips)        |
| USTR BILL 09/16/25        | 2025-09-16      | 0.0000%  | 0.0000% | $469680.00         | $468901.27         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  | 0.0000% | $40.00             | $38.95             | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  | 0.0000% | $40.00             | $39.96             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  | 0.0000% | $174640.00         | $174598.96         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $80.00             | $79.85             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $80.00             | $79.10             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $40.00             | $39.35             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $40.00             | $35.45             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $40.00             | $38.78             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $80.00             | $75.17             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $20.00             | $19.45             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $40.00             | $37.53             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  | 0.0000% | $47.20             | $46.94             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $40.00             | $34.57             | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $120.00            | $111.55            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $20.00             | $19.53             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $20.00             | $19.57             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $60.00             | $56.86             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $20.00             | $20.22             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $20.00             | $20.28             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $40.00             | $40.62             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $10567620.00       | $10814121.00       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $80.00             | $81.67             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $10000020.00       | $10176464.61       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $40.00             | $41.21             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $12557640.00       | $12866757.84       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $80.00             | $82.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $60.00             | $61.57             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $19615180.00       | $20309155.48       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $2188000.00        | $2246159.63        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $40.00             | $41.41             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $40.00             | $41.69             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $60.00             | $61.02             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $160.00            | $163.93            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $20.00             | $20.37             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  | 0.0000% | $20.00             | $20.47             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $11300.00          | $10709.33          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $140.00            | $106.58            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $7020.00           | $6825.63           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $20.00             | $14.59             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $13220.00          | $13598.02          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $60.00             | $60.18             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $120.00            | $113.65            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  | 0.0000% | $2020.00           | $2026.66           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $40.00             | $38.59             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $6535576.14        | $6480523.15        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $20.00             | $19.40             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.74             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $29180360.00       | $29838254.36       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $80.00             | $78.82             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $12050920.00       | $12287395.34       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $60.00             | $57.05             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  | 0.0000% | $8000.00           | $7933.08           | U.S. Treasuries (including strips)        |

### Security 153: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 986PPM008, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 986PPM008_4.33_0905
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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      | 5.4950%  | 0.0000% | $597.66            | $598.62            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  | 0.0000% | $1214.08           | $1212.63           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $10307.27          | $8968.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $16447.30          | $16394.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $808.01            | $786.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  | 0.0000% | $24383.26          | $23077.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $45.21             | $44.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $5300.43           | $5346.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $170152.94         | $177645.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $68637.25          | $60479.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $252969.18         | $250705.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $57739.24          | $55340.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $243241.00         | $249951.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  | 0.0000% | $11589.18          | $9287.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $519887.40         | $535894.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $7427.35           | $6828.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $860678.90         | $879898.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $23.35             | $21.67             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $16.36             | $16.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $3.92              | $3.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6135 | 2051-02-01      | 2.0000%  | 0.0000% | $514346.98         | $416788.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $282529.41         | $290416.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $519722.83         | $538516.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  | 0.0000% | $1664158.09        | $1715776.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $404.05            | $415.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  | 0.0000% | $334676.09         | $343554.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  | 0.0000% | $332049.06         | $329854.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  | 0.0000% | $660380.30         | $656760.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $166320.71         | $168148.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $5446202.26        | $5574867.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $281638.78         | $281397.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $374215.65         | $385969.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $187.96            | $189.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $622102.33         | $548370.97         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $77007.64          | $73784.03          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $336025.78         | $321958.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $6537.89           | $5951.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $135774.51         | $139010.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  | 0.0000% | $156.95            | $160.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $160.00            | $159.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1624757.99        | $1653026.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $39.11             | $36.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $104.46            | $103.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $653281.23         | $631478.70         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $527.13            | $510.98            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $2.98              | $3.06              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $4.50              | $4.52              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5936 C     | 2055-06-20      | 6.0000%  | 0.0000% | $733726.49         | $756980.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5935 C     | 2055-06-20      | 6.0000%  | 0.0000% | $468340.86         | $483615.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  | 0.0000% | $39061.70          | $34022.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  | 0.0000% | $29239.65          | $26990.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9520 | 2049-05-01      | 3.5000%  | 0.0000% | $314904.26         | $288470.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  | 0.0000% | $11144026.49       | $8998740.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  | 0.0000% | $5637196.48        | $4547653.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8722 | 2051-01-01      | 2.0000%  | 0.0000% | $165.04            | $133.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $10212732.58       | $8246705.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  | 0.0000% | $6649185.30        | $5389327.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $15268835.46       | $12275205.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $9895660.07        | $8392721.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $7033845.24        | $5936413.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $344122.36         | $290269.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  | 0.0000% | $3806812.57        | $3547938.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  | 0.0000% | $136845.25         | $140705.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $219438.16         | $229013.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  | 0.0000% | $255284.68         | $256608.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4457 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1593523.68        | $1663590.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | 0.0000% | $6944562.66        | $5587821.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $152180.47         | $153809.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $219620.52         | $233178.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $90.60             | $85.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $11698.41          | $11870.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  | 0.0000% | $830071.72         | $692237.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $505076.89         | $500840.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5223 | 2054-12-01      | 4.5000%  | 0.0000% | $4149.16           | $4008.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $2229442.48        | $2135578.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $10707.45          | $9913.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $233941.91         | $232547.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $817.31            | $828.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $79766.63          | $84271.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $259861.12         | $259067.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $325443.01         | $333759.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $159914.18         | $165393.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $275818.54         | $289419.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $261867.72         | $274344.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $334512.79         | $333977.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $16988.43          | $17837.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $550565.98         | $573935.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $115378.83         | $115388.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  | 0.0000% | $112506.70         | $113907.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  | 0.0000% | $89684.49          | $86636.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $111330.71         | $114469.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $5056.31           | $5118.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $38597.63          | $34664.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $907885.99         | $857375.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $7635.69           | $7743.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $3908776.17        | $4067193.65        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $364810.34         | $381561.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $463688.38         | $471959.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $1410818.80        | $1474382.61        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $12.17             | $8.30              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $3.67              | $2.91              | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $102724740.00      | $103485327.33      | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $1393260.00        | $1433489.84        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | 0.0000% | $22128920.00       | $21444230.04       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $2653340.00        | $2506528.19        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $23572680.00       | $24416868.92       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $52299800.00       | $49756324.85       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $43400.00          | $38796.31          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $14154080.00       | $14247546.62       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $20.00             | $16.30             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $98654680.00       | $97597521.11       | U.S. Treasuries (including strips)        |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-09-08

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer