# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-25-014025
**Filing Date:** 2025-10
**Character Count:** 912263
**Document Hash:** 30902864778fabaeccb0ed0f87d5a3a3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014025.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014025

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251379320

**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):** 2025-09-30

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 46 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $31327666948.67

- **Amortized Cost of Portfolio Securities:** $31321987404.92

- **Cash:** $55889.61

- **Total Other Assets:** $68094424.25

- **Total Liabilities:** $380262737.17

- **Net Assets of Series:** $31009874981.61

- **Number of Shares Outstanding (Series):** 31009686322.2120

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $20894837597.85           | $24748847183.80            | 67.9000%                  | 80.4200%                   |
| 2025-09-03 | $21005853896.29           | $24859896716.69            | 67.9000%                  | 80.3600%                   |
| 2025-09-04 | $21885222581.70           | $25704290048.90            | 68.5200%                  | 80.4800%                   |
| 2025-09-05 | $22113129620.43           | $25832219503.63            | 68.8800%                  | 80.4600%                   |
| 2025-09-08 | $22084428528.51           | $25803585661.71            | 68.4300%                  | 79.9500%                   |
| 2025-09-09 | $21006395773.10           | $25010575918.05            | 67.2400%                  | 80.0600%                   |
| 2025-09-10 | $20559790270.46           | $24563992599.86            | 66.7600%                  | 79.7600%                   |
| 2025-09-11 | $20441579838.18           | $24445819682.58            | 66.5100%                  | 79.5300%                   |
| 2025-09-12 | $20621979200.55           | $24626236177.60            | 66.5600%                  | 79.4900%                   |
| 2025-09-15 | $21065149650.33           | $25023812883.73            | 67.3500%                  | 80.0100%                   |
| 2025-09-16 | $20955413511.00           | $24914114108.80            | 67.2400%                  | 79.9400%                   |
| 2025-09-17 | $21272303071.32           | $24831042305.12            | 68.1400%                  | 79.5400%                   |
| 2025-09-18 | $20469241503.87           | $24771009997.83            | 66.0800%                  | 79.9600%                   |
| 2025-09-19 | $20369509854.44           | $24671316337.59            | 65.9500%                  | 79.8800%                   |
| 2025-09-22 | $20557647844.75           | $25058553897.20            | 65.7400%                  | 80.1300%                   |
| 2025-09-23 | $20514268243.70           | $25015206422.31            | 65.2700%                  | 79.5900%                   |
| 2025-09-24 | $20618039031.68           | $24826018906.68            | 66.0000%                  | 79.4700%                   |
| 2025-09-25 | $20494449515.85           | $24702464331.65            | 65.5500%                  | 79.0100%                   |
| 2025-09-26 | $20150926338.97           | $24508970566.17            | 64.7600%                  | 78.7700%                   |
| 2025-09-29 | $20336761662.23           | $24694903384.43            | 64.9700%                  | 78.8900%                   |
| 2025-09-30 | $20430731187.45           | $24788903170.25            | 65.0700%                  | 78.9600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3600%             |
| 2025-09-03 | 4.3600%             |
| 2025-09-04 | 4.3600%             |
| 2025-09-05 | 4.3800%             |
| 2025-09-08 | 4.3800%             |
| 2025-09-09 | 4.3800%             |
| 2025-09-10 | 4.3800%             |
| 2025-09-11 | 4.3800%             |
| 2025-09-12 | 4.3700%             |
| 2025-09-15 | 4.3800%             |
| 2025-09-16 | 4.3800%             |
| 2025-09-17 | 4.3800%             |
| 2025-09-18 | 4.3600%             |
| 2025-09-19 | 4.3000%             |
| 2025-09-22 | 4.2700%             |
| 2025-09-23 | 4.2500%             |
| 2025-09-24 | 4.2200%             |
| 2025-09-25 | 4.2200%             |
| 2025-09-26 | 4.2200%             |
| 2025-09-29 | 4.2100%             |
| 2025-09-30 | 4.2200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0002                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0002                      |
|  |  |
| 2025-09-12 | 1.0002                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0002                      |
|  |  |
| 2025-09-17 | 1.0002                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $21905170742.00

- **Number of Shares Outstanding:** 21905042425.3900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $430349340.31             | $442619603.98           |
| 2025-09-03 | $558549737.82             | $445323447.31           |
| 2025-09-04 | $406081536.45             | $404931471.95           |
| 2025-09-05 | $543070420.80             | $416081257.03           |
| 2025-09-08 | $374826695.82             | $461098465.42           |
| 2025-09-09 | $402928862.69             | $406489216.34           |
| 2025-09-10 | $377393824.44             | $488464368.12           |
| 2025-09-11 | $370167336.35             | $430841193.44           |
| 2025-09-12 | $564002145.44             | $405175412.32           |
| 2025-09-15 | $405896765.44             | $387124179.47           |
| 2025-09-16 | $417081116.04             | $444724506.48           |
| 2025-09-17 | $368042878.00             | $475656421.39           |
| 2025-09-18 | $403165855.42             | $389613585.86           |
| 2025-09-19 | $408515104.55             | $414140274.71           |
| 2025-09-22 | $414201897.96             | $350167143.28           |
| 2025-09-23 | $449794203.18             | $380018129.98           |
| 2025-09-24 | $376688531.20             | $405934120.24           |
| 2025-09-25 | $385604293.38             | $337090926.24           |
| 2025-09-26 | $479362165.34             | $446565138.25           |
| 2025-09-29 | $461617307.17             | $388106505.14           |
| 2025-09-30 | $398206291.24             | $530415499.33           |

**Total Gross Subscriptions (Month):** $8995546309.04

**Total Gross Redemptions (Month):** $8850580866.28

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6400%           |
| 2025-09-03 | 3.6500%           |
| 2025-09-04 | 3.6500%           |
| 2025-09-05 | 3.6700%           |
| 2025-09-08 | 3.6700%           |
| 2025-09-09 | 3.6700%           |
| 2025-09-10 | 3.6700%           |
| 2025-09-11 | 3.6700%           |
| 2025-09-12 | 3.6600%           |
| 2025-09-15 | 3.6700%           |
| 2025-09-16 | 3.6700%           |
| 2025-09-17 | 3.6700%           |
| 2025-09-18 | 3.6500%           |
| 2025-09-19 | 3.5900%           |
| 2025-09-22 | 3.5600%           |
| 2025-09-23 | 3.5400%           |
| 2025-09-24 | 3.5100%           |
| 2025-09-25 | 3.5100%           |
| 2025-09-26 | 3.5100%           |
| 2025-09-29 | 3.5000%           |
| 2025-09-30 | 3.5100%           |

**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:** $9104704239.61

- **Number of Shares Outstanding:** 9104643896.8220

- **Expense Reimbursement/Waiver:** 3801974.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $487801002.13             | $507776021.86           |
| 2025-09-03 | $477304492.54             | $439562293.43           |
| 2025-09-04 | $549879812.68             | $493067264.60           |
| 2025-09-05 | $500647629.14             | $456869991.06           |
| 2025-09-08 | $479308934.41             | $429112381.85           |
| 2025-09-09 | $438150610.89             | $468503680.07           |
| 2025-09-10 | $487572393.04             | $690495698.56           |
| 2025-09-11 | $444353056.01             | $443831314.54           |
| 2025-09-12 | $424198674.83             | $408670653.44           |
| 2025-09-15 | $436319655.22             | $447766190.78           |
| 2025-09-16 | $467128084.47             | $434038425.21           |
| 2025-09-17 | $512507894.95             | $492441906.83           |
| 2025-09-18 | $467762231.71             | $456566604.68           |
| 2025-09-19 | $425513225.35             | $428177937.62           |
| 2025-09-22 | $527285941.04             | $395742798.61           |
| 2025-09-23 | $440651255.27             | $396881968.21           |
| 2025-09-24 | $538328310.54             | $500827303.40           |
| 2025-09-25 | $473258719.92             | $444421710.95           |
| 2025-09-26 | $471066284.21             | $556267667.88           |
| 2025-09-29 | $458840120.97             | $426584157.43           |
| 2025-09-30 | $457411849.19             | $457736520.81           |

**Total Gross Subscriptions (Month):** $9965290178.51

**Total Gross Redemptions (Month):** $9775342491.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6500%           |
| 2025-09-03 | 3.6500%           |
| 2025-09-04 | 3.6500%           |
| 2025-09-05 | 3.6600%           |
| 2025-09-08 | 3.6700%           |
| 2025-09-09 | 3.6700%           |
| 2025-09-10 | 3.6700%           |
| 2025-09-11 | 3.6700%           |
| 2025-09-12 | 3.6600%           |
| 2025-09-15 | 3.6700%           |
| 2025-09-16 | 3.6700%           |
| 2025-09-17 | 3.6700%           |
| 2025-09-18 | 3.6500%           |
| 2025-09-19 | 3.5900%           |
| 2025-09-22 | 3.5600%           |
| 2025-09-23 | 3.5400%           |
| 2025-09-24 | 3.5100%           |
| 2025-09-25 | 3.5100%           |
| 2025-09-26 | 3.5000%           |
| 2025-09-29 | 3.5000%           |
| 2025-09-30 | 3.5100%           |

**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 4.290000%
- **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):** $70005331.90
- **C.18.a - Value (excl. sponsor support):** $70005331.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.285000%
- **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):** $75021430.50
- **C.18.a - Value (excl. sponsor support):** $75021430.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $40018400.80
- **C.18.a - Value (excl. sponsor support):** $40018400.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37018992.84
- **C.18.a - Value (excl. sponsor support):** $37018992.84
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **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):** $60034764.60
- **C.18.a - Value (excl. sponsor support):** $60034764.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.265000%
- **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):** $30020230.80
- **C.18.a - Value (excl. sponsor support):** $30020230.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.215000%
- **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):** $45007382.70
- **C.18.a - Value (excl. sponsor support):** $45007382.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.275000%
- **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):** $70059087.00
- **C.18.a - Value (excl. sponsor support):** $70059087.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.315000%
- **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):** $82007982.70
- **C.18.a - Value (excl. sponsor support):** $82007982.70
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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):** $147020338.92
- **C.18.a - Value (excl. sponsor support):** $147020338.92
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 11: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $130000006.50
- **C.18.a - Value (excl. sponsor support):** $130000006.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: 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):** $150020052.00
- **C.18.a - Value (excl. sponsor support):** $150020052.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 13: 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):** $129865230.30
- **C.18.a - Value (excl. sponsor support):** $129865230.30
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **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 14: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **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):** $74999127.75
- **C.18.a - Value (excl. sponsor support):** $74999127.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59998546.20
- **C.18.a - Value (excl. sponsor support):** $59998546.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99995101.00
- **C.18.a - Value (excl. sponsor support):** $99995101.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **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):** $59984667.00
- **C.18.a - Value (excl. sponsor support):** $59984667.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **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):** $175013296.50
- **C.18.a - Value (excl. sponsor support):** $175013296.50
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.165000%
- **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):** $65004917.25
- **C.18.a - Value (excl. sponsor support):** $65004917.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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):** $124953755.00
- **C.18.a - Value (excl. sponsor support):** $124953755.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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 21: 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):** $124950955.00
- **C.18.a - Value (excl. sponsor support):** $124950955.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 22: 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):** $199980036.00
- **C.18.a - Value (excl. sponsor support):** $199980036.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 23: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **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):** $124998962.50
- **C.18.a - Value (excl. sponsor support):** $124998962.50
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **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):** $125698243.97
- **C.18.a - Value (excl. sponsor support):** $125698243.97
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 4.155000%
- **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):** $199996852.00
- **C.18.a - Value (excl. sponsor support):** $199996852.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: 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):** $177951993.40
- **C.18.a - Value (excl. sponsor support):** $177951993.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 27: 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):** $119941107.60
- **C.18.a - Value (excl. sponsor support):** $119941107.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 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: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239913196.80
- **C.18.a - Value (excl. sponsor support):** $239913196.80
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 29: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **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):** $14001048.88
- **C.18.a - Value (excl. sponsor support):** $14001048.88
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100007849.00
- **C.18.a - Value (excl. sponsor support):** $100007849.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99843248.00
- **C.18.a - Value (excl. sponsor support):** $99843248.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $34711410.30
- **C.18.a - Value (excl. sponsor support):** $34711410.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $39955222.40
- **C.18.a - Value (excl. sponsor support):** $39955222.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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):** $159695510.40
- **C.18.a - Value (excl. sponsor support):** $159695510.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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):** $99521250.00
- **C.18.a - Value (excl. sponsor support):** $99521250.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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):** $59505274.80
- **C.18.a - Value (excl. sponsor support):** $59505274.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $89103474.90
- **C.18.a - Value (excl. sponsor support):** $89103474.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RK4, C.4 - ISIN: US313385RK41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $98972069.00
- **C.18.a - Value (excl. sponsor support):** $98972069.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49480736.00
- **C.18.a - Value (excl. sponsor support):** $49480736.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $59313300.00
- **C.18.a - Value (excl. sponsor support):** $59313300.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $147274375.50
- **C.18.a - Value (excl. sponsor support):** $147274375.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **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):** $34998452.65
- **C.18.a - Value (excl. sponsor support):** $34998452.65
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **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):** $29989834.80
- **C.18.a - Value (excl. sponsor support):** $29989834.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7998939.52
- **C.18.a - Value (excl. sponsor support):** $7998939.52
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **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):** $85000766.70
- **C.18.a - Value (excl. sponsor support):** $85000766.70
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.220000%
- **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):** $50013310.00
- **C.18.a - Value (excl. sponsor support):** $50013310.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **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):** $21001337.70
- **C.18.a - Value (excl. sponsor support):** $21001337.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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):** $20001284.80
- **C.18.a - Value (excl. sponsor support):** $20001284.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **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):** $40009604.80
- **C.18.a - Value (excl. sponsor support):** $40009604.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **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):** $25013575.50
- **C.18.a - Value (excl. sponsor support):** $25013575.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **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):** $11006112.59
- **C.18.a - Value (excl. sponsor support):** $11006112.59
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **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):** $55007700.00
- **C.18.a - Value (excl. sponsor support):** $55007700.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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):** $30015135.60
- **C.18.a - Value (excl. sponsor support):** $30015135.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **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):** $24003974.40
- **C.18.a - Value (excl. sponsor support):** $24003974.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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):** $30007948.50
- **C.18.a - Value (excl. sponsor support):** $30007948.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **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):** $35022087.45
- **C.18.a - Value (excl. sponsor support):** $35022087.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.215000%
- **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):** $15005324.85
- **C.18.a - Value (excl. sponsor support):** $15005324.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **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):** $20014783.20
- **C.18.a - Value (excl. sponsor support):** $20014783.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.255000%
- **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):** $60012260.40
- **C.18.a - Value (excl. sponsor support):** $60012260.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **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):** $35017274.95
- **C.18.a - Value (excl. sponsor support):** $35017274.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $45009463.50
- **C.18.a - Value (excl. sponsor support):** $45009463.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $60014524.80
- **C.18.a - Value (excl. sponsor support):** $60014524.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $60036253.20
- **C.18.a - Value (excl. sponsor support):** $60036253.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.230000%
- **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):** $20005787.20
- **C.18.a - Value (excl. sponsor support):** $20005787.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.275000%
- **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):** $50016416.50
- **C.18.a - Value (excl. sponsor support):** $50016416.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $40030737.60
- **C.18.a - Value (excl. sponsor support):** $40030737.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **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):** $40015055.20
- **C.18.a - Value (excl. sponsor support):** $40015055.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30003670.20
- **C.18.a - Value (excl. sponsor support):** $30003670.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $15011336.85
- **C.18.a - Value (excl. sponsor support):** $15011336.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **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):** $70029130.50
- **C.18.a - Value (excl. sponsor support):** $70029130.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **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):** $20008679.20
- **C.18.a - Value (excl. sponsor support):** $20008679.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.275000%
- **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):** $40008421.60
- **C.18.a - Value (excl. sponsor support):** $40008421.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.275000%
- **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):** $32013135.68
- **C.18.a - Value (excl. sponsor support):** $32013135.68
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.265000%
- **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):** $35025401.95
- **C.18.a - Value (excl. sponsor support):** $35025401.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $100075239.00
- **C.18.a - Value (excl. sponsor support):** $100075239.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $15009649.35
- **C.18.a - Value (excl. sponsor support):** $15009649.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.270000%
- **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):** $20015451.60
- **C.18.a - Value (excl. sponsor support):** $20015451.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **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):** $90048805.20
- **C.18.a - Value (excl. sponsor support):** $90048805.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **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):** $24999090.25
- **C.18.a - Value (excl. sponsor support):** $24999090.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39999772.00
- **C.18.a - Value (excl. sponsor support):** $39999772.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.210000%
- **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):** $85955912.96
- **C.18.a - Value (excl. sponsor support):** $85955912.96
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **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):** $24004704.00
- **C.18.a - Value (excl. sponsor support):** $24004704.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.245000%
- **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):** $29998567.80
- **C.18.a - Value (excl. sponsor support):** $29998567.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.235000%
- **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):** $99994917.00
- **C.18.a - Value (excl. sponsor support):** $99994917.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.225000%
- **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):** $99957299.00
- **C.18.a - Value (excl. sponsor support):** $99957299.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **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):** $79995252.80
- **C.18.a - Value (excl. sponsor support):** $79995252.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24998960.75
- **C.18.a - Value (excl. sponsor support):** $24998960.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $62995974.30
- **C.18.a - Value (excl. sponsor support):** $62995974.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30001989.00
- **C.18.a - Value (excl. sponsor support):** $30001989.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $59994963.60
- **C.18.a - Value (excl. sponsor support):** $59994963.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $60040332.00
- **C.18.a - Value (excl. sponsor support):** $60040332.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.240000%
- **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):** $40021662.40
- **C.18.a - Value (excl. sponsor support):** $40021662.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.260000%
- **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):** $98492032.34
- **C.18.a - Value (excl. sponsor support):** $98492032.34
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $119992041.60
- **C.18.a - Value (excl. sponsor support):** $119992041.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $74999167.50
- **C.18.a - Value (excl. sponsor support):** $74999167.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.230000%
- **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):** $65045331.00
- **C.18.a - Value (excl. sponsor support):** $65045331.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.250000%
- **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):** $19009536.48
- **C.18.a - Value (excl. sponsor support):** $19009536.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $60044011.80
- **C.18.a - Value (excl. sponsor support):** $60044011.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $50041410.00
- **C.18.a - Value (excl. sponsor support):** $50041410.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 4.270000%
- **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):** $40027096.00
- **C.18.a - Value (excl. sponsor support):** $40027096.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_4.08_1007
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7560%  | 0.0000% | $4102665.92        | $4123624.17        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.2060%  | 0.0000% | $3573262.34        | $3571465.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7953%  | 0.0000% | $136.19            | $135.21            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.3060%  | 0.0000% | $4536089.26        | $4518153.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 6.0060%  | 0.0000% | $793839.72         | $801399.59         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.6060%  | 0.0000% | $6987014.19        | $6998588.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7060%  | 0.0000% | $8778312.54        | $8815466.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.2060%  | 0.0000% | $2909086.56        | $2897976.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.2060%  | 0.0000% | $3027810.79        | $3024795.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.2060%  | 0.0000% | $2305914.71        | $2304734.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8705%  | 0.0000% | $928092.73         | $923935.30         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1463843.44        | $1405634.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  | 0.0000% | $128.71            | $128.67            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.6060%  | 0.0000% | $269.22            | $270.26            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.8366%  | 0.0000% | $164216.15         | $169666.92         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1760%  | 0.0000% | $5074761.20        | $5033548.52        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5179%  | 0.0000% | $152502.40         | $153831.07         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.8098%  | 0.0000% | $77301.43          | $76569.75          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $87879.96          | $85692.68          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.5060%  | 0.0000% | $138.35            | $138.72            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $89856.08          | $89898.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8560%  | 0.0000% | $4034082.74        | $4060329.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7760%  | 0.0000% | $353174.40         | $355500.84         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2060%  | 0.0000% | $1516932.52        | $1516163.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.2060%  | 0.0000% | $4920375.01        | $4917880.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9060%  | 0.0000% | $121458.79         | $122485.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1060%  | 0.0000% | $594671.83         | $601674.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1560%  | 0.0000% | $5376670.43        | $5369966.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8560%  | 0.0000% | $472221.75         | $475850.94         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4560%  | 0.0000% | $3977920.49        | $3988103.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.7060%  | 0.0000% | $1780494.06        | $1791863.41        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.6026%  | 0.0000% | $28.19             | $28.21             | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2560%  | 0.0000% | $1437119.71        | $1436107.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  | 0.0000% | $1007750.70        | $567165.23         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $403842.91         | $393241.50         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4560%  | 0.0000% | $1401871.98        | $1401619.34        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2560%  | 0.0000% | $262.91            | $263.17            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9660%  | 0.0000% | $13965870.19       | $13816543.28       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $3703677.51        | $2740177.53        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5094%  | 0.0000% | $68913.02          | $70865.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5560%  | 0.0000% | $6278774.77        | $6275909.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $2194342.46        | $2076638.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3412.06           | $3227.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $20.93             | $19.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  | 0.0000% | $491906.27         | $466513.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  | 0.0000% | $93305.41          | $90225.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  | 0.0000% | $12268.50          | $12056.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  | 0.0000% | $29596.52          | $29086.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  | 0.0000% | $49341.62          | $47115.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $21543.15          | $20368.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  | 0.0000% | $54951.40          | $52882.38          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  | 0.0000% | $761920.85         | $752787.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  | 0.0000% | $211480.45         | $217924.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $12351.63          | $12217.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $84746.09          | $82347.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $6764.98           | $6576.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  | 0.0000% | $56698.68          | $58326.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  | 0.0000% | $66049.64          | $61027.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  | 0.0000% | $34576.76          | $31969.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  | 0.0000% | $13556.43          | $13805.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  | 0.0000% | $10925.53          | $11245.94          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  | 0.0000% | $32321.40          | $32534.65          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  | 0.0000% | $39873.05          | $41410.22          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $75929.10          | $76894.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $8260.75           | $7610.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  | 0.0000% | $332228.16         | $347729.04         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  | 0.0000% | $2562597.43        | $2424134.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  | 0.0000% | $986406.25         | $1014369.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  | 0.0000% | $92069.07          | $85432.13          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0450%  | 0.0000% | $992111.14         | $985882.97         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0900%  | 0.0000% | $1889356.41        | $1879716.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  | 0.0000% | $98.68             | $99.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  | 0.0000% | $362860.29         | $373242.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  | 0.0000% | $148408.07         | $154933.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC4052 | 2054-10-01      | 5.5000%  | 0.0000% | $299412.90         | $303386.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  | 0.0000% | $377086.68         | $388052.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $195314.26         | $206065.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  | 0.0000% | $81196.35          | $85875.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  | 0.0000% | $235080.39         | $243721.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  | 0.0000% | $172536.41         | $183580.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  | 0.0000% | $64010.07          | $66554.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  | 0.0000% | $537585.88         | $561012.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  | 0.0000% | $216900.55         | $225408.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  | 0.0000% | $30870.58          | $32127.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  | 0.0000% | $18644.23          | $19425.87          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $1848826.79        | $1839670.88        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $2190348.88        | $2179501.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $2453550.00        | $2514820.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  | 0.0000% | $95368.06          | $82731.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  | 0.0000% | $1010528.65        | $826684.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  | 0.0000% | $1293894.80        | $1291331.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $50910.44          | $46060.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  | 0.0000% | $2262062.92        | $2137731.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $56357.75          | $56427.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  | 0.0000% | $68195.59          | $71717.35          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  | 0.0000% | $1753135.31        | $1538907.49        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  | 0.0000% | $30793.00          | $28668.80          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $784437.50         | $689040.77         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $519674.61         | $494434.64         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5396%  | 0.0000% | $639811.49         | $611918.10         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  | 0.0000% | $287.51            | $249.60            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3632%  | 0.0000% | $776347.80         | $682659.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1995%  | 0.0000% | $244299.17         | $228885.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $2020388.24        | $1877148.89        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  | 0.0000% | $19958.46          | $19099.69          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  | 0.0000% | $1064211.97        | $1041641.21        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6253%  | 0.0000% | $389729.18         | $395935.10         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $1593731.15        | $1492893.83        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $6404.05           | $5836.19           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $46153.89          | $44258.75          | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1625%  | 0.0000% | $897211.84         | $884651.75         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $805641.38         | $700420.74         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $253664.59         | $242556.49         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  | 0.0000% | $5540.42           | $5535.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  | 0.0000% | $66.25             | $60.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $607987.59         | $568224.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $833814.25         | $806230.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $1449989.66        | $1409603.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  | 0.0000% | $25764.68          | $24879.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  | 0.0000% | $3063736.77        | $2979996.33        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  | 0.0000% | $595650.00         | $598470.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  | 0.0000% | $773237.65         | $807089.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  | 0.0000% | $62110.46          | $66367.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  | 0.0000% | $355553.43         | $367412.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $105504.24         | $110374.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  | 0.0000% | $838553.43         | $789703.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1111935.10        | $1048074.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  | 0.0000% | $296109.16         | $279099.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  | 0.0000% | $11655.85          | $12000.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $10845657.59       | $11099820.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  | 0.0000% | $9019.73           | $9527.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  | 0.0000% | $9874.88           | $10440.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $71363.02          | $70276.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  | 0.0000% | $13085.65          | $12721.22          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  | 0.0000% | $13397.49          | $13344.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6802 | 2036-04-01      | 2.0000%  | 0.0000% | $12179496.42       | $11219351.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  | 0.0000% | $888092.91         | $878031.71         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  | 0.0000% | $36010.02          | $32939.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $609957.80         | $647161.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $74768.49          | $76127.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  | 0.0000% | $516868.45         | $529722.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $125834.13         | $121404.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  | 0.0000% | $351489.80         | $359124.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $3014715.61        | $3015335.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  | 0.0000% | $56982.15          | $58685.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  | 0.0000% | $77750.77          | $79981.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  | 0.0000% | $253521.73         | $229680.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $4739.95           | $4863.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  | 0.0000% | $100.39            | $97.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  | 0.0000% | $89743.08          | $87359.70          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  | 0.0000% | $597516.78         | $606472.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $406896.65         | $399866.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  | 0.0000% | $63907.32          | $66658.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $14803085.64       | $14792379.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $2287688.61        | $2290165.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  | 0.0000% | $3507199.24        | $3271946.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  | 0.0000% | $234330.56         | $232544.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  | 0.0000% | $27872.94          | $28256.77          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $40.61             | $42.30             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $317.02            | $335.82            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  | 0.0000% | $30002.85          | $30966.91          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $90.59             | $93.09             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $3.34              | $3.39              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $21.90             | $22.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  | 0.0000% | $336382.05         | $314382.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  | 0.0000% | $72.06             | $73.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  | 0.0000% | $26223.37          | $27188.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  | 0.0000% | $19401.29          | $19482.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  | 0.0000% | $21644.49          | $22397.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  | 0.0000% | $43807.98          | $45456.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  | 0.0000% | $26872.59          | $27705.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  | 0.0000% | $34239.98          | $35527.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  | 0.0000% | $21661.53          | $22476.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  | 0.0000% | $28535.67          | $29609.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  | 0.0000% | $3683.69           | $3825.00           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  | 0.0000% | $152108.62         | $158199.20         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $85974.51          | $81873.13          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $9.78              | $10.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $36667.61          | $31559.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  | 0.0000% | $170365.58         | $170345.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  | 0.0000% | $346897.84         | $335432.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  | 0.0000% | $79299.87          | $77681.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  | 0.0000% | $66566.54          | $64366.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  | 0.0000% | $50023.17          | $48506.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  | 0.0000% | $2195008.46        | $2048988.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $199634.79         | $194075.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  | 0.0000% | $210010.04         | $215530.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  | 0.0000% | $507677.32         | $477063.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $56815.38          | $57125.75          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  | 0.0000% | $77447.99          | $69852.87          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  | 0.0000% | $98608.23          | $95117.72          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  | 0.0000% | $34841.09          | $33956.55          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  | 0.0000% | $189062.50         | $177227.22         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  | 0.0000% | $202770.19         | $192000.54         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  | 0.0000% | $20397.59          | $20619.21          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  | 0.0000% | $16422.78          | $16287.85          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  | 0.0000% | $27105.80          | $27769.61          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  | 0.0000% | $31233.24          | $31896.62          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  | 0.0000% | $16128.71          | $16731.01          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  | 0.0000% | $30366.86          | $30981.90          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  | 0.0000% | $17950.41          | $18603.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  | 0.0000% | $7615517.27        | $7925037.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  | 0.0000% | $22453.90          | $23513.89          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  | 0.0000% | $31908.35          | $32588.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  | 0.0000% | $19713.02          | $19245.39          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  | 0.0000% | $93770.04          | $89559.71          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  | 0.0000% | $2738839.49        | $2427341.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $116205.49         | $115116.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  | 0.0000% | $715890.53         | $715808.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  | 0.0000% | $319516.33         | $310616.92         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  | 0.0000% | $1650000.00        | $1457337.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  | 0.0000% | $1427432.24        | $1338554.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  | 0.0000% | $119318.06         | $109038.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  | 0.0000% | $31239.78          | $29548.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $15.07             | $14.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  | 0.0000% | $368694.18         | $360431.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  | 0.0000% | $91931.46          | $91403.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  | 0.0000% | $27335.53          | $26619.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $6688.56           | $6359.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $4030.24           | $3645.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $1661675.31        | $1691940.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $7179.88           | $6929.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $646008.76         | $646940.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  | 0.0000% | $384019.29         | $361329.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  | 0.0000% | $60328.74          | $63051.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  | 0.0000% | $843281.47         | $837870.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  | 0.0000% | $2418416.01        | $2369733.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  | 0.0000% | $496636.99         | $407236.92         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  | 0.0000% | $1336135.17        | $1392894.11        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  | 0.0000% | $2646875.00        | $2461034.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  | 0.0000% | $12788.25          | $12101.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | 0.0000% | $544735.99         | $553898.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $27959.71          | $26439.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $17393.40          | $15791.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  | 0.0000% | $32708.38          | $34183.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | 0.0000% | $95621.12          | $99227.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $255916.47         | $253518.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  | 0.0000% | $116210.18         | $105062.33         | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $16.32             | $16.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  | 0.0000% | $25464.34          | $26421.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  | 0.0000% | $84998.30          | $83058.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $1014682.61        | $989642.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  | 0.0000% | $6773998.89        | $6887446.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  | 0.0000% | $24703.00          | $25632.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $197.84            | $193.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  | 0.0000% | $38212.86          | $39599.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $2051293.84        | $1785782.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $2000268.34        | $1708889.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $18814.25          | $17132.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3259.60           | $3358.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  | 0.0000% | $430226.43         | $352222.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $228397.62         | $220198.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  | 0.0000% | $470307.07         | $469279.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  | 0.0000% | $346243.96         | $331090.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  | 0.0000% | $472715.23         | $471847.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $50318.53          | $51398.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $494437.28         | $486383.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $1552340.70        | $1582945.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $2012269.08        | $1647687.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $822387.09         | $798572.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $667770.53         | $686225.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  | 0.0000% | $759153.04         | $694110.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $217572.95         | $223620.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  | 0.0000% | $214744.02         | $224564.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  | 0.0000% | $812629.43         | $836110.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $264267.26         | $250627.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $52530.17          | $50430.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  | 0.0000% | $20910.29          | $21184.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  | 0.0000% | $28682.25          | $29537.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $8264.34           | $8458.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $163.80            | $164.34            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  | 0.0000% | $1198862.50        | $1283836.81        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  | 0.0000% | $140525.00         | $116482.72         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  | 0.0000% | $386375.00         | $327066.44         | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  | 0.0000% | $228525.00         | $203487.34         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  | 0.0000% | $110687.50         | $99517.58          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $522535.54         | $478810.81         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $218385.98         | $150206.75         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $6891197.50        | $6866654.37        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $32159778.75       | $32997319.05       | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  | 0.0000% | $228951.25         | $211998.55         | U.S. Treasuries (including strips)        |

### Security 102: 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_1007
- **C.18 - Value (incl. sponsor support):** $399000000.00
- **C.18.a - Value (excl. sponsor support):** $399000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 5427FA 07/25/54 | 2054-07-25      | 5.7060%  | 0.0000% | $18256.12          | $18372.69          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $10392.05          | $10119.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  | 0.0000% | $142.42            | $142.39            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.6060%  | 0.0000% | $2577264.64        | $2588098.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $486038.23         | $478444.85         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4560%  | 0.0000% | $2835257.12        | $2834746.16        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.7060%  | 0.0000% | $5088347.45        | $5114677.12        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.7060%  | 0.0000% | $591166.88         | $593668.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FD R25F059 | 2055-08-25      | 5.4560%  | 0.0000% | $5150888.68        | $5146411.43        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8560%  | 0.0000% | $12420716.43       | $12494425.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.3060%  | 0.0000% | $607474.00         | $604576.32         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8560%  | 0.0000% | $6893.66           | $6924.95           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6560%  | 0.0000% | $181083.76         | $181608.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.2060%  | 0.0000% | $8574149.58        | $8569803.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.7060%  | 0.0000% | $104314.67         | $105327.93         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8560%  | 0.0000% | $995423.84         | $1003074.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.1060%  | 0.0000% | $737257.41         | $745938.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2560%  | 0.0000% | $2705413.35        | $2703508.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1760%  | 0.0000% | $422684.91         | $419252.24         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.9060%  | 0.0000% | $1472315.31        | $1484759.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4560%  | 0.0000% | $40292.95          | $40396.09          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $146281.98         | $140465.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.4060%  | 0.0000% | $219.87            | $219.59            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $336897.61         | $312544.51         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $406891.11         | $311179.56         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2560%  | 0.0000% | $4009768.77        | $4013706.38        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FB R25F060 | 2055-08-25      | 5.3060%  | 0.0000% | $5818652.65        | $5828800.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8260%  | 0.0000% | $2537689.94        | $2553063.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  | 0.0000% | $215327.91         | $215429.93         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | 0.0000% | $9600.03           | $9189.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  | 0.0000% | $1154455.15        | $1228002.15        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $261419.06         | $266028.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  | 0.0000% | $271627.00         | $279860.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  | 0.0000% | $14665.19          | $15177.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  | 0.0000% | $233085.58         | $208757.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  | 0.0000% | $78655.48          | $66879.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  | 0.0000% | $40237.31          | $42420.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $744334.43         | $773848.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  | 0.0000% | $31922.76          | $28469.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $87683.02          | $89135.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  | 0.0000% | $917687.38         | $932561.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  | 0.0000% | $2867.79           | $2844.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1850260.89        | $1881107.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $1464.41           | $1329.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  | 0.0000% | $14717.49          | $13664.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  | 0.0000% | $57611.35          | $49638.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  | 0.0000% | $578624.28         | $580383.75         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $4.90              | $5.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  | 0.0000% | $14498.49          | $15179.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  | 0.0000% | $76242.48          | $79108.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  | 0.0000% | $68001.38          | $72072.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  | 0.0000% | $14930.69          | $15513.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  | 0.0000% | $17452.53          | $18152.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  | 0.0000% | $109467.78         | $113880.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  | 0.0000% | $51735.51          | $53816.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  | 0.0000% | $7187.28           | $7662.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  | 0.0000% | $799530.16         | $824258.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $714840.78         | $727492.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  | 0.0000% | $184636.07         | $190856.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  | 0.0000% | $22751.39          | $22531.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  | 0.0000% | $978858.46         | $939735.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  | 0.0000% | $401952.34         | $398887.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  | 0.0000% | $281603.50         | $273519.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  | 0.0000% | $11735.14          | $12185.82          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $6826576.22        | $6400252.74        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $110.84            | $113.54            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $88.60             | $91.05             | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $9.08              | $9.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $187637.14         | $183587.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  | 0.0000% | $24499.41          | $25420.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  | 0.0000% | $15433.87          | $15826.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  | 0.0000% | $20151.04          | $19430.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  | 0.0000% | $58475.79          | $50091.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2785 | 2055-04-01      | 6.0000%  | 0.0000% | $7076834.24        | $7385230.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $1907.99           | $1961.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  | 0.0000% | $751459.95         | $726600.32         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  | 0.0000% | $121.11            | $125.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  | 0.0000% | $441178.87         | $461342.66         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  | 0.0000% | $212372.25         | $218481.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1664277.94        | $1703406.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  | 0.0000% | $27587.98          | $28411.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $443090.90         | $450843.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  | 0.0000% | $373058.53         | $376303.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  | 0.0000% | $20976.16          | $21093.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  | 0.0000% | $266785.81         | $268355.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $143140.40         | $143295.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $171589.76         | $162963.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $168007.85         | $159916.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  | 0.0000% | $811300.45         | $692593.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $31152.13          | $28945.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  | 0.0000% | $23678.38          | $23548.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  | 0.0000% | $28828.10          | $27860.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $5028165.26        | $5184170.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  | 0.0000% | $2819441.84        | $2408733.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | 0.0000% | $816.71            | $820.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $8761386.84        | $7627347.00        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  | 0.0000% | $20978.57          | $21490.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $217139.35         | $212791.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $311023.20         | $290764.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  | 0.0000% | $176.36            | $183.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  | 0.0000% | $132.16            | $136.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9674 | 2054-12-01      | 6.0000%  | 0.0000% | $6187080.45        | $6402504.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $12708043.18       | $12926755.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  | 0.0000% | $1080390.87        | $1107087.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $16524.02          | $15685.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  | 0.0000% | $30804.37          | $28046.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  | 0.0000% | $542724.39         | $444853.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $153277.94         | $141219.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  | 0.0000% | $270295.17         | $273395.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $352820.41         | $359234.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $14944012.13       | $14896725.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $945860.06         | $947359.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0737 | 2055-02-01      | 6.0000%  | 0.0000% | $8434792.93        | $8789335.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  | 0.0000% | $391759.70         | $377969.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  | 0.0000% | $1252484.44        | $1190298.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  | 0.0000% | $14669164.24       | $14679752.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  | 0.0000% | $211714.16         | $211129.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  | 0.0000% | $52132.54          | $53071.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  | 0.0000% | $25198.49          | $26146.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $591.64            | $587.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  | 0.0000% | $764671.88         | $732801.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  | 0.0000% | $114684.23         | $101368.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  | 0.0000% | $57538.31          | $53093.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  | 0.0000% | $59476.04          | $55783.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $868236.08         | $709460.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $1541851.18        | $1261021.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $14142.37          | $12091.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $3583051.24        | $3061838.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  | 0.0000% | $758117.68         | $711379.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  | 0.0000% | $796595.44         | $816528.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  | 0.0000% | $46621.04          | $38442.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  | 0.0000% | $27084.04          | $26063.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  | 0.0000% | $753299.22         | $704033.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  | 0.0000% | $20927.19          | $20659.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  | 0.0000% | $584552.56         | $583618.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  | 0.0000% | $107711.65         | $114573.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  | 0.0000% | $25209.02          | $26222.33          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  | 0.0000% | $7.25              | $7.34              | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  | 0.0000% | $268993.78         | $265001.43         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | 0.0000% | $174.71            | $164.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  | 0.0000% | $937375.87         | $966660.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  | 0.0000% | $64499.70          | $64798.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $58202.26          | $55401.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  | 0.0000% | $324964.57         | $328599.87         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  | 0.0000% | $14116.35          | $14130.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $21796.43          | $21024.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $113.55            | $113.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2447 | 2047-01-01      | 3.5000%  | 0.0000% | $2002886.01        | $1885295.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $9510958.65        | $8637240.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  | 0.0000% | $3588388.47        | $3712573.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  | 0.0000% | $960505.39         | $978841.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  | 0.0000% | $1054298.47        | $1033758.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  | 0.0000% | $490402.91         | $499183.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $501170.71         | $493540.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $10615.75          | $10711.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  | 0.0000% | $36139.82          | $33647.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  | 0.0000% | $335275.61         | $344259.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  | 0.0000% | $272960.54         | $284854.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  | 0.0000% | $824577.74         | $857006.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  | 0.0000% | $908455.49         | $909111.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  | 0.0000% | $1209323.47        | $1258474.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $373990.02         | $379849.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  | 0.0000% | $34402.73          | $35926.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  | 0.0000% | $200572.40         | $210379.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  | 0.0000% | $293377.99         | $301909.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  | 0.0000% | $140808.46         | $144004.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | 0.0000% | $893972.68         | $891143.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  | 0.0000% | $2693296.14        | $2729675.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $37816.05          | $39994.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  | 0.0000% | $135175.65         | $140787.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  | 0.0000% | $2482675.72        | $2525907.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $178447.44         | $189537.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  | 0.0000% | $589810.56         | $607034.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  | 0.0000% | $26845.36          | $26299.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  | 0.0000% | $39174.30          | $40493.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  | 0.0000% | $24821.09          | $25806.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $491588.15         | $484630.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  | 0.0000% | $13702.87          | $14201.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  | 0.0000% | $14385.51          | $14743.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  | 0.0000% | $22268.55          | $23106.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  | 0.0000% | $24588.99          | $25364.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  | 0.0000% | $19928.62          | $20824.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  | 0.0000% | $23888.54          | $24924.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  | 0.0000% | $18523.50          | $19320.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  | 0.0000% | $3759.66           | $3411.93           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  | 0.0000% | $25274.78          | $26335.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  | 0.0000% | $15926.49          | $16351.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  | 0.0000% | $2476.59           | $2444.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  | 0.0000% | $333482.60         | $335165.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  | 0.0000% | $46762.86          | $38482.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $170383.33         | $171259.95         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $708217.06         | $728502.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  | 0.0000% | $48194.66          | $51059.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  | 0.0000% | $25912.45          | $26886.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  | 0.0000% | $157168.53         | $145103.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  | 0.0000% | $7226.93           | $6614.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $2057996.19        | $2148563.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  | 0.0000% | $533092.80         | $557309.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | 0.0000% | $6464168.56        | $6825904.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  | 0.0000% | $774127.43         | $785470.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  | 0.0000% | $49280.49          | $52031.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  | 0.0000% | $2313849.80        | $2233795.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  | 0.0000% | $108355.18         | $114797.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  | 0.0000% | $69727.20          | $71797.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  | 0.0000% | $10924.29          | $10985.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  | 0.0000% | $197167.65         | $209160.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  | 0.0000% | $513735.62         | $552666.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  | 0.0000% | $24671.96          | $23712.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  | 0.0000% | $17338.16          | $14259.08          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $199837.02         | $198847.37         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  | 0.0000% | $133.00            | $136.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  | 0.0000% | $76317.76          | $65405.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  | 0.0000% | $413116.23         | $426988.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  | 0.0000% | $851270.27         | $883072.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  | 0.0000% | $58585.45          | $48413.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  | 0.0000% | $704989.83         | $635182.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $41256.59          | $37197.72          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  | 0.0000% | $30784.31          | $29742.64          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  | 0.0000% | $269139.37         | $265879.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $636432.08         | $665342.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  | 0.0000% | $853516.48         | $916021.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  | 0.0000% | $1435289.24        | $1524221.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12280155.96       | $12743318.41       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $105526.37         | $107854.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $1559873.66        | $1655024.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $509768.64         | $535030.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  | 0.0000% | $44365.56          | $40399.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  | 0.0000% | $22211.96          | $21010.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  | 0.0000% | $12974.87          | $12659.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $3898.62           | $3526.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $24548.60          | $22354.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  | 0.0000% | $32.34             | $30.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $2086500.61        | $1893509.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  | 0.0000% | $439555.54         | $400307.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  | 0.0000% | $4118813.05        | $3892428.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $15623.27          | $14436.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  | 0.0000% | $6939809.08        | $6412860.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $1164921.62        | $1109828.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  | 0.0000% | $21166.90          | $21697.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  | 0.0000% | $76092.61          | $79544.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  | 0.0000% | $15.33             | $15.94             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.2910%  | 0.0000% | $95754.57          | $95920.87          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  | 0.0000% | $36029.52          | $36223.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $374608.81         | $375091.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  | 0.0000% | $80143.44          | $74448.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | 0.0000% | $1071993.17        | $1022971.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  | 0.0000% | $344190.88         | $360256.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  | 0.0000% | $501225.94         | $512718.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  | 0.0000% | $36961.38          | $30447.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $9831412.00        | $10038004.93       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  | 0.0000% | $886947.71         | $769203.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  | 0.0000% | $116302.82         | $124786.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $415098.82         | $415051.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  | 0.0000% | $2915979.51        | $2660728.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  | 0.0000% | $82885.53          | $86128.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $85349.33          | $84049.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $548773.41         | $551771.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $238441.28         | $205004.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  | 0.0000% | $123172.57         | $113758.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $67027.67          | $57510.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  | 0.0000% | $317473.98         | $317882.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $434240.42         | $411827.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  | 0.0000% | $278811.58         | $289396.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  | 0.0000% | $4862418.55        | $4888980.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  | 0.0000% | $94395.94          | $91100.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  | 0.0000% | $16145.51          | $15744.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  | 0.0000% | $70207.34          | $59965.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  | 0.0000% | $402852.57         | $416802.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $141208.23         | $132515.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  | 0.0000% | $208462.49         | $209383.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  | 0.0000% | $126247.66         | $133590.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $7750482.46        | $7862132.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  | 0.0000% | $1706199.71        | $1776797.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  | 0.0000% | $224337.42         | $235727.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $4753371.40        | $4754349.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $393993.61         | $381380.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  | 0.0000% | $1561213.85        | $1618008.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $105296.88         | $93174.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | 0.0000% | $40653.19          | $38900.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6802 | 2036-04-01      | 2.0000%  | 0.0000% | $1190321.73        | $1096485.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  | 0.0000% | $24260.91          | $20058.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  | 0.0000% | $27676.57          | $22776.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  | 0.0000% | $132297.07         | $125591.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  | 0.0000% | $383332.64         | $388865.11         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  | 0.0000% | $493897.42         | $471243.87         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $2952600.00        | $2546059.46        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  | 0.0000% | $399000.00         | $346888.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5396%  | 0.0000% | $123972.25         | $118567.52         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6786%  | 0.0000% | $1419185.28        | $1287365.79        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $630835.23         | $590921.51         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $1330000.00        | $1168256.52        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $10182.06          | $10094.83          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  | 0.0000% | $399000.00         | $350243.41         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  | 0.0000% | $2991987.85        | $2874513.58        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3632%  | 0.0000% | $137128.18         | $120579.82         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $24777.84          | $22580.76          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $334333.28         | $306756.11         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1598%  | 0.0000% | $1769809.96        | $1706750.84        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0068%  | 0.0000% | $1065321.95        | $957938.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7428%  | 0.0000% | $471112.16         | $465255.85         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7399%  | 0.0000% | $299250.00         | $253677.72         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  | 0.0000% | $1357238.13        | $1178245.49        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $12001.60          | $11951.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  | 0.0000% | $14483.82          | $15105.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  | 0.0000% | $641428.19         | $608321.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  | 0.0000% | $131822.13         | $125466.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  | 0.0000% | $594089.07         | $597086.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  | 0.0000% | $39803.09          | $42168.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  | 0.0000% | $30220.49          | $32120.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  | 0.0000% | $17924.29          | $18669.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  | 0.0000% | $55952.37          | $58854.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  | 0.0000% | $4749.20           | $4915.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  | 0.0000% | $13645.21          | $14218.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  | 0.0000% | $26127.46          | $27109.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  | 0.0000% | $26525.44          | $27522.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  | 0.0000% | $29110.52          | $30448.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  | 0.0000% | $19453.02          | $20184.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  | 0.0000% | $21492.71          | $22393.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  | 0.0000% | $332822.44         | $333747.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $23681.99          | $23714.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $9734323.94        | $9794363.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  | 0.0000% | $1458879.68        | $1417402.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $36.25             | $35.91             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  | 0.0000% | $594845.96         | $553885.20         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $5054000.00        | $4555547.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  | 0.0000% | $32096.69          | $30944.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $133071.60         | $124609.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $109.21            | $102.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  | 0.0000% | $112.13            | $94.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  | 0.0000% | $343269.10         | $296481.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  | 0.0000% | $537955.69         | $441226.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  | 0.0000% | $444356.26         | $426304.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  | 0.0000% | $70.96             | $72.66             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  | 0.0000% | $25948.64          | $25970.57          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  | 0.0000% | $51584.04          | $51641.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | 0.0000% | $6531173.03        | $6801178.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $1194578.85        | $1221774.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3347 | 2055-05-01      | 6.0000%  | 0.0000% | $132.47            | $136.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  | 0.0000% | $513691.94         | $545834.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  | 0.0000% | $279248.71         | $292747.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  | 0.0000% | $1518.15           | $1623.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  | 0.0000% | $900339.31         | $961968.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  | 0.0000% | $1811244.02        | $1846892.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  | 0.0000% | $257499.27         | $266673.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  | 0.0000% | $141460.95         | $146281.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  | 0.0000% | $52645.08          | $51818.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  | 0.0000% | $11983.81          | $12449.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  | 0.0000% | $32592.23          | $33981.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  | 0.0000% | $251783.98         | $259146.29         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $236427.41         | $243278.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | 0.0000% | $20855.93          | $20088.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  | 0.0000% | $40394.31          | $34944.06          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  | 0.0000% | $83733.83          | $71447.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $92898.02          | $79214.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  | 0.0000% | $1945128.09        | $1998884.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $593201.17         | $605104.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  | 0.0000% | $6320619.86        | $5864988.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  | 0.0000% | $262.42            | $233.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  | 0.0000% | $27955.71          | $27199.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  | 0.0000% | $155431.21         | $153574.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  | 0.0000% | $91.64             | $92.18             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  | 0.0000% | $815474.44         | $792395.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  | 0.0000% | $40686.84          | $39286.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $770708.39         | $785349.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  | 0.0000% | $3489524.92        | $3655414.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $2771452.41        | $2835419.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  | 0.0000% | $577734.43         | $551531.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  | 0.0000% | $381974.49         | $387640.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  | 0.0000% | $846982.41         | $861691.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  | 0.0000% | $2601625.91        | $2656717.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $780895.10         | $708091.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  | 0.0000% | $723117.52         | $640018.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $85612.28          | $70101.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  | 0.0000% | $45975.22          | $44694.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  | 0.0000% | $69996.56          | $67531.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  | 0.0000% | $3079221.89        | $2912548.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $37145.19          | $33728.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  | 0.0000% | $406475.62         | $413540.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $98322.37          | $84019.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $12304.73          | $12302.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  | 0.0000% | $19207.16          | $18175.51          | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $58973.81          | $40562.43          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $10568020.40       | $10843244.40       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $108208.80         | $107325.06         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $100893.80         | $99746.80          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  | 0.0000% | $311552.50         | $305813.91         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE F 29      | 2029-11-15      | 1.7500%  | 0.0000% | $82180.70          | $76733.15          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $2983336.30        | $2335270.63        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $3338.30           | $3420.12           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $3258420.20        | $3304093.48        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $59384.19          | $59874.57          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $10152781.10       | $10180697.49       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $9402036.00        | $9676041.18        | U.S. Treasuries (including strips)        |

### Security 103: 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_1007
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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 2025-095 F      | 2055-05-20      | 5.7588%  | 0.0000% | $8992532.15        | $9030720.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 LM     | 2054-03-20      | 5.0000%  | 0.0000% | $345974.25         | $347422.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.5388%  | 0.0000% | $77346.31          | $77577.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.8888%  | 0.0000% | $12304958.90       | $12413707.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.5888%  | 0.0000% | $1735928.21        | $1741501.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 5.6888%  | 0.0000% | $7843475.37        | $7880600.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.3888%  | 0.0000% | $8833362.59        | $8851584.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 NL     | 2055-07-20      | 5.0000%  | 0.0000% | $494423.25         | $489264.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 LT     | 2052-09-20      | 5.0000%  | 0.0000% | $150000.00         | $148271.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.7888%  | 0.0000% | $7360701.30        | $7395561.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $157.00            | $149.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1857 | 2054-06-01      | 5.5000%  | 0.0000% | $141.33            | $144.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $94932.80          | $87715.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $253135.39         | $266456.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $281723.47         | $290919.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIDC9063 | 2040-05-01      | 6.5000%  | 0.0000% | $14191.37          | $14851.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3044476.11        | $3143824.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $260888.05         | $273974.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3821604.90        | $3946339.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2136514.48        | $2206248.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  | 0.0000% | $15679210.81       | $14955650.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5179 | 2055-10-01      | 6.0000%  | 0.0000% | $150.00            | $157.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1688 | 2055-05-01      | 5.5000%  | 0.0000% | $149.56            | $151.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7345 | 2055-04-01      | 6.0000%  | 0.0000% | $1960958.48        | $2024131.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9623 | 2055-01-01      | 5.0000%  | 0.0000% | $148.53            | $148.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO5534 | 2042-07-01      | 3.5000%  | 0.0000% | $173032.26         | $165065.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  | 0.0000% | $309083.01         | $313682.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4235 | 2053-11-01      | 6.0000%  | 0.0000% | $131.10            | $136.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $28.46             | $26.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $21.53             | $20.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  | 0.0000% | $19.70             | $18.71             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $3368351.20        | $3216735.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH5731 | 2053-12-01      | 7.0000%  | 0.0000% | $192264.65         | $203636.13         | Agency Mortgage-Backed Securities         |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $11394645.00       | $11115988.96       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $10042755.00       | $9372064.67        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $3600.00           | $3423.80           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $20603145.00       | $19732250.06       | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  | 0.0000% | $3093765.00        | $3103301.53        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $164850.00         | $138911.80         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $555000.00         | $413651.35         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $337920.00         | $250954.68         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $100425.00         | $76088.91          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $162450.00         | $125764.73         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $339615.00         | $283416.95         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  | 0.0000% | $496785.00         | $513472.26         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $15000.00          | $15580.37          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $254835.00         | $264694.82         | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $442650.00         | $448979.90         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $745395.00         | $537002.68         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $73949520.00       | $74857859.26       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $431820.00         | $438101.15         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $292935.00         | $285176.98         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $105900.00         | $89551.87          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $5115.00           | $3890.84           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $366405.00         | $321792.72         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $734430.00         | $547383.72         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $1461375.00        | $1037690.24        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $254520.00         | $163395.41         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $21989910.00       | $22287213.58       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $334800.00         | $337914.06         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $608400.00         | $398572.12         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $53712720.00       | $53431802.48       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  | 0.0000% | $52722000.00       | $52751067.01       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $6501840.00        | $6572222.42        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $4112745.00        | $4191144.20        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $97952520.00       | $102436908.81      | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $2096760.00        | $2155771.21        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $5682720.00        | $5662480.88        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  | 0.0000% | $146574375.00      | $147024026.34      | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $17512740.00       | $17997842.90       | U.S. Treasuries (including strips)        |

### Security 104: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 4.110000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 795991009, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 795991009_4.11_1205
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $45592964.38       | $46010048.82       | U.S. Treasuries (including strips) |

### Security 105: 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_1007
- **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):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DE1128 C | 2054-09-20      | 6.5000%  | 0.0000% | $444211.08         | $468025.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD6500 C | 2054-09-20      | 6.5000%  | 0.0000% | $131975.96         | $140118.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD3756 C | 2054-09-20      | 7.5000%  | 0.0000% | $212226.81         | $228917.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0432 C | 2054-09-20      | 7.0000%  | 0.0000% | $151388.48         | $159907.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0076 C | 2054-09-20      | 6.5000%  | 0.0000% | $495869.97         | $523347.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CR9746 C | 2054-08-20      | 7.5000%  | 0.0000% | $128.02            | $138.11            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9965 M | 2054-10-20      | 5.5000%  | 0.0000% | $14918948.75       | $15108726.07       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9908 M | 2054-09-20      | 6.5000%  | 0.0000% | $40572327.37       | $41959337.46       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $15760.66          | $16132.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $812239.90         | $822732.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9905 M | 2054-09-20      | 5.0000%  | 0.0000% | $1231960.32        | $1232179.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $312.01            | $316.29            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787572 C | 2054-09-20      | 6.0000%  | 0.0000% | $4096102.98        | $4239869.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0027 M | 2054-11-20      | 6.0000%  | 0.0000% | $149354.53         | $152699.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF3995 C | 2054-09-20      | 5.0000%  | 0.0000% | $223678.62         | $224098.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF0535 C | 2054-09-20      | 6.5000%  | 0.0000% | $251117.49         | $266307.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE8435 C | 2054-09-20      | 8.0000%  | 0.0000% | $151069.12         | $163520.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE5841 C | 2054-09-20      | 7.5000%  | 0.0000% | $151153.70         | $157113.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4073 C | 2054-09-20      | 6.0000%  | 0.0000% | $129526.24         | $133744.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE5831 C | 2054-09-20      | 6.0000%  | 0.0000% | $67277.70          | $69360.24          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9966 M | 2054-10-20      | 6.0000%  | 0.0000% | $36248434.98       | $37081544.83       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE8954 C | 2054-09-20      | 8.0000%  | 0.0000% | $192445.16         | $205625.62         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD0078 C | 2054-09-20      | 6.5000%  | 0.0000% | $987503.20         | $1042273.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9900 M | 2054-09-20      | 2.5000%  | 0.0000% | $615707.49         | $533738.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9963 M | 2054-10-20      | 4.5000%  | 0.0000% | $181420.32         | $176902.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9968 M | 2054-10-20      | 7.0000%  | 0.0000% | $17663840.37       | $18280288.78       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE4752 C | 2054-09-20      | 7.0000%  | 0.0000% | $82191.30          | $86016.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC1841 C | 2054-09-20      | 7.0000%  | 0.0000% | $118386.30         | $123728.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE1696 C | 2054-09-20      | 6.5000%  | 0.0000% | $224370.98         | $234329.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF3075 C | 2054-09-20      | 6.5000%  | 0.0000% | $233099.68         | $246130.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD4830 C | 2054-09-20      | 6.0000%  | 0.0000% | $231176.60         | $237485.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0093 M | 2054-12-20      | 6.0000%  | 0.0000% | $3931348.72        | $4021704.22        | Agency Mortgage-Backed Securities  |
| USTR 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | 0.0000% | $749060.31         | $731144.78         | U.S. Treasuries (including strips) |

### Security 106: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 4.200000%
- **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_4.20_1001
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 6.4500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  | 0.0000% | $17000000.00       | $17423229.17       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $49632810.00       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 09/30/2029 | 2029-09-30      | 3.5000%  | 0.0000% | $26349600.00       | $26156093.81       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $50000000.00       | $50613280.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 08/15/2055 | 2055-08-15      | 4.7500%  | 0.0000% | $23750000.00       | $24041308.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51197265.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  | 0.0000% | $37975000.00       | $38884322.77       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $50000000.00       | $49582032.50       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2055 | 2055-02-15      | 4.6250%  | 0.0000% | $10166000.00       | $10081018.85       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $50000000.00       | $51642661.79       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  | 0.0000% | $33660100.00       | $34765943.20       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2029 | 2029-10-15      | 1.6250%  | 0.0000% | $51328500.00       | $52701841.05       | U.S. Treasuries (including strips) |
| UST - 1.6250 - 10/15/2029 | 2029-10-15      | 1.6250%  | 0.0000% | $9239130.00        | $9486331.39        | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2030 | 2030-09-30      | 4.6250%  | 0.0000% | $50000000.00       | $51964845.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51890625.00       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 05/15/2055 | 2055-05-15      | 4.7500%  | 0.0000% | $50000000.00       | $51890625.00       | U.S. Treasuries (including strips) |

### 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: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119986596.00
- **C.18.a - Value (excl. sponsor support):** $119986596.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 108: 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):** $311728599.16
- **C.18.a - Value (excl. sponsor support):** $311728599.16
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 109: 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):** $624450172.26
- **C.18.a - Value (excl. sponsor support):** $624450172.26
- **C.19 - Percentage of Net Assets:** 2.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 110: 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):** $236800614.45
- **C.18.a - Value (excl. sponsor support):** $236800614.45
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 111: 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):** $634245239.80
- **C.18.a - Value (excl. sponsor support):** $634245239.80
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 112: 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):** $45425129.19
- **C.18.a - Value (excl. sponsor support):** $45425129.19
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 113: 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):** $627264566.69
- **C.18.a - Value (excl. sponsor support):** $627264566.69
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 114: 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):** $322654060.26
- **C.18.a - Value (excl. sponsor support):** $322654060.26
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 115: 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):** $77608514.75
- **C.18.a - Value (excl. sponsor support):** $77608514.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 116: 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):** $468815304.78
- **C.18.a - Value (excl. sponsor support):** $468815304.78
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 117: 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):** $193717623.75
- **C.18.a - Value (excl. sponsor support):** $193717623.75
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 118: 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):** $92355550.92
- **C.18.a - Value (excl. sponsor support):** $92355550.92
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 119: 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):** $155592590.83
- **C.18.a - Value (excl. sponsor support):** $155592590.83
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 120: 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):** $317768702.19
- **C.18.a - Value (excl. sponsor support):** $317768702.19
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 121: 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):** $1536957420.56
- **C.18.a - Value (excl. sponsor support):** $1536957420.56
- **C.19 - Percentage of Net Assets:** 4.9600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 122: 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):** $304804728.77
- **C.18.a - Value (excl. sponsor support):** $304804728.77
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 123: 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):** $772410740.42
- **C.18.a - Value (excl. sponsor support):** $772410740.42
- **C.19 - Percentage of Net Assets:** 2.4900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 124: 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):** $305071764.30
- **C.18.a - Value (excl. sponsor support):** $305071764.30
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 125: 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):** $310407424.75
- **C.18.a - Value (excl. sponsor support):** $310407424.75
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 126: 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):** $310202514.78
- **C.18.a - Value (excl. sponsor support):** $310202514.78
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 127: 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):** $235827432.26
- **C.18.a - Value (excl. sponsor support):** $235827432.26
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298862610.00
- **C.18.a - Value (excl. sponsor support):** $298862610.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. 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):** $263888604.00
- **C.18.a - Value (excl. sponsor support):** $263888604.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 130: 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):** $268650232.06
- **C.18.a - Value (excl. sponsor support):** $268650232.06
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 131: 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):** $61037789.71
- **C.18.a - Value (excl. sponsor support):** $61037789.71
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: 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):** $211569935.59
- **C.18.a - Value (excl. sponsor support):** $211569935.59
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 133: U.S. Treasury Bill

- **C.1 - Title:** United States Treasury Bill 0.010000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $299171261.03
- **C.18.a - Value (excl. sponsor support):** $299171261.03
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $95920655.36
- **C.18.a - Value (excl. sponsor support):** $95920655.36
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: 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):** $29474531.10
- **C.18.a - Value (excl. sponsor support):** $29474531.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: 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):** $59776426.01
- **C.18.a - Value (excl. sponsor support):** $59776426.01
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 137: 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):** $64114902.80
- **C.18.a - Value (excl. sponsor support):** $64114902.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75675695.12
- **C.18.a - Value (excl. sponsor support):** $75675695.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137791240.67
- **C.18.a - Value (excl. sponsor support):** $137791240.67
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.068500%
- **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):** $270603080.12
- **C.18.a - Value (excl. sponsor support):** $270603080.12
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.143500%
- **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):** $55000036.30
- **C.18.a - Value (excl. sponsor support):** $55000036.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.048500%
- **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):** $138972833.84
- **C.18.a - Value (excl. sponsor support):** $138972833.84
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 143: 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):** $63678810.62
- **C.18.a - Value (excl. sponsor support):** $63678810.62
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 144: 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):** $78802462.50
- **C.18.a - Value (excl. sponsor support):** $78802462.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58226917.68
- **C.18.a - Value (excl. sponsor support):** $58226917.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.103500%
- **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):** $129988679.60
- **C.18.a - Value (excl. sponsor support):** $129988679.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.996500%
- **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):** $334592911.35
- **C.18.a - Value (excl. sponsor support):** $334592911.35
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 148: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.058500%
- **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):** $396780391.51
- **C.18.a - Value (excl. sponsor support):** $396780391.51
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 149: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921AZS005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $234000000.00
- **C.18.a - Value (excl. sponsor support):** $234000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $28489667.33       | $25694080.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  | 0.0000% | $3073777.05        | $3286976.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $3591043.94        | $3606405.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $155135.31         | $150009.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $4524.56           | $4291.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $280490.64         | $266013.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  | 0.0000% | $7.39              | $7.35              | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $853752.25         | $858544.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $10405586.23       | $10583059.29       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $10783305.52       | $10558505.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $10963092.53       | $10406849.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $5404506.64        | $5410634.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $10511798.96       | $10293731.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $14828621.93       | $14585640.13       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $10689572.66       | $10844652.23       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $19827304.70       | $17149307.76       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $12820082.66       | $13007237.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $558859.13         | $539182.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $6308325.32        | $6314808.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785512 C     | 2051-06-20      | 3.5000%  | 0.0000% | $9894518.98        | $9343636.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $7727812.38        | $7535389.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2395 | 2049-01-01      | 4.5000%  | 0.0000% | $58.78             | $58.51             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $11041180.54       | $11049105.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $5885195.72        | $5976042.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $76436.86          | $75000.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  | 0.0000% | $17.15             | $16.79             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $14836054.04       | $15020326.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785738 C     | 2051-11-20      | 3.5000%  | 0.0000% | $9177999.55        | $8462349.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785300 C     | 2051-02-20      | 3.0000%  | 0.0000% | $6515455.14        | $5885701.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $585294.86         | $592599.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $15895691.55       | $15900107.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7882 M     | 2052-02-20      | 3.0000%  | 0.0000% | $9437174.55        | $8466765.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $7413578.74        | $6840875.66        | Agency Mortgage-Backed Securities |

### Security 150: Barclays Bank plc

- **C.1 - Title:** Barclays PLC 6 Repo 4.220000%
- **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_4.22_1007
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM RC069QL R21F069  | 2051-10-25      | 2.0000%  | 0.0000% | $188926.39         | $115503.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $396611.24         | $386789.56         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4888%  | 0.0000% | $6752968.85        | $6767539.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL078BV R25F078  | 2036-08-25      | 5.5000%  | 0.0000% | $1963365.70        | $2025499.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $872888.38         | $693344.26         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058MA R25F058  | 2051-09-25      | 5.0000%  | 0.0000% | $2829006.16        | $2843954.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-133 PC      | 2055-07-20      | 5.0000%  | 0.0000% | $1423086.04        | $1401188.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 6.0000%  | 0.0000% | $7133758.16        | $7183199.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.6888%  | 0.0000% | $25861196.47       | $26007809.42       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1888%  | 0.0000% | $8224541.18        | $8185773.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 LF      | 2055-08-20      | 5.5388%  | 0.0000% | $2881098.45        | $2885519.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 9.7343%  | 0.0000% | $1680424.40        | $1805209.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 6.0000%  | 0.0000% | $6703321.38        | $6743901.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-135 N       | 2055-08-20      | 5.0000%  | 0.0000% | $2189010.36        | $2187059.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 5.5888%  | 0.0000% | $4325176.54        | $4336021.69        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 8.1060%  | 0.0000% | $109171.57         | $112554.23         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05579N 09/25/55  | 2055-09-25      | 5.0000%  | 0.0000% | $7187437.07        | $7172442.48        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5579EA 09/25/45  | 2045-09-25      | 4.5000%  | 0.0000% | $1695989.82        | $1687501.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5558BV 05/25/36  | 2036-05-25      | 5.5000%  | 0.0000% | $1732502.92        | $1783690.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5547MV 05/25/36  | 2036-05-25      | 5.0000%  | 0.0000% | $3641446.32        | $3694767.21        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53  | 2053-11-25      | 5.7560%  | 0.0000% | $1970955.63        | $1981114.82        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5083HD 08/25/50  | 2050-08-25      | 1.5000%  | 0.0000% | $2239714.75        | $1928749.02        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL002FG R25F002  | 2055-02-25      | 5.8060%  | 0.0000% | $2691416.21        | $2704101.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.6060%  | 0.0000% | $5566154.95        | $5582957.03        | Agency Collateralized Mortgage Obligation |
| FMAC FREMF MTG TR 2021-KF1 | 2031-01-25      | 10.3547% | 0.0000% | $1866475.99        | $1852431.06        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3692%  | 0.0000% | $353946.46         | $340614.93         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 DC      | 2056-03-16      | 4.7500%  | 0.0000% | $1874889.95        | $1859743.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M      | 2052-05-20      | 3.5000%  | 0.0000% | $7255497.88        | $6711549.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7998 C      | 2055-07-20      | 6.5000%  | 0.0000% | $196110.52         | $204860.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7135 M      | 2051-01-20      | 2.0000%  | 0.0000% | $353984.06         | $294426.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5328  | 2055-06-01      | 6.0000%  | 0.0000% | $154223.83         | $160559.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  | 0.0000% | $5121134.36        | $5185043.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  | 0.0000% | $208570.02         | $197240.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  | 0.0000% | $898191.55         | $938650.69         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  | 0.0000% | $15131.28          | $14025.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M      | 2054-06-20      | 4.0000%  | 0.0000% | $10712508.31       | $10143440.82       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M      | 2049-11-20      | 3.0000%  | 0.0000% | $10099767.53       | $9098745.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $962162.49         | $851269.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $6936308.78        | $6245706.76        | Agency Mortgage-Backed Securities         |

### Security 151: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_4.16_1007
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.7400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1258%  | 0.0000% | $2123570.55        | $2127777.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.4388%  | 0.0000% | $2271250.26        | $2273071.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5888%  | 0.0000% | $2076159.55        | $2080283.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.3888%  | 0.0000% | $13720548.26       | $13712355.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3658%  | 0.0000% | $1163114.13        | $1168987.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1686896.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC091FP R25F091 | 2055-10-25      | 5.3238%  | 0.0000% | $1762272.15        | $1761441.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.2388%  | 0.0000% | $12890540.84       | $12815894.62       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 HF     | 2052-12-20      | 5.3888%  | 0.0000% | $18294064.35       | $18283140.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2835429.37        | $2810937.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2890777.18        | $2790862.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 QM     | 2049-10-20      | 4.5000%  | 0.0000% | $16757864.86       | $16684633.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.73        | $2005764.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FM     | 2065-09-20      | 5.2314%  | 0.0000% | $16030376.28       | $16109905.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 EY     | 2055-09-20      | 4.5000%  | 0.0000% | $11486486.49       | $11337449.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 AT     | 2055-09-20      | 5.0000%  | 0.0000% | $9572072.15        | $9639112.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 YD     | 2055-09-20      | 5.1814%  | 0.0000% | $14571428.47       | $14638621.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $9189189.19        | $9248130.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 CA     | 2051-07-20      | 5.0000%  | 0.0000% | $13400900.82       | $13480619.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5888%  | 0.0000% | $6599609.24        | $6668591.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9851662.53        | $8673553.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9952778.90        | $8875213.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2714597.44        | $2395290.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $7187565.31        | $6228789.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $989963.08         | $1005485.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9658%  | 0.0000% | $1392785.01        | $1391153.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.6499%  | 0.0000% | $5259317.87        | $5131898.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.6999%  | 0.0000% | $7289917.24        | $7130665.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  | 0.0000% | $12688520.61       | $12809591.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 AP     | 2055-08-20      | 5.0000%  | 0.0000% | $17434478.68       | $17562199.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $2285189.76        | $2234001.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $158716.36         | $153595.51         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  | 0.0000% | $3658632.26        | $3644611.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7560%  | 0.0000% | $4081059.91        | $4099263.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  | 0.0000% | $662081.54         | $654768.70         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053NF R23F053 | 2053-11-25      | 5.5060%  | 0.0000% | $1644451.72        | $1649731.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $7644.44           | $7467.28           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $70275.58          | $61486.30          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.6060%  | 0.0000% | $12457815.24       | $12465559.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.5388%  | 0.0000% | $11291805.59       | $11328250.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  | 0.0000% | $6767859.13        | $6856404.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.4388%  | 0.0000% | $6858537.62        | $6854530.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.3221%  | 0.0000% | $5660890.55        | $5664773.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.5221%  | 0.0000% | $14572573.77       | $14456105.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-022 FD     | 2055-02-20      | 6.0000%  | 0.0000% | $8893047.09        | $8966714.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.6388%  | 0.0000% | $9119918.43        | $9168521.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4888%  | 0.0000% | $9950281.14        | $9976397.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5888%  | 0.0000% | $8649530.62        | $8687713.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.3388%  | 0.0000% | $565702.33         | $566076.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4888%  | 0.0000% | $10667437.20       | $10687275.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5888%  | 0.0000% | $11701091.18       | $11746859.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FT     | 2054-10-20      | 5.3388%  | 0.0000% | $6457864.16        | $6463166.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  | 0.0000% | $4769052.83        | $3922892.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.6388%  | 0.0000% | $6352612.03        | $6383449.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4888%  | 0.0000% | $6352612.03        | $6364819.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.6999%  | 0.0000% | $3620479.32        | $3544834.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.7158%  | 0.0000% | $1378524.21        | $1393527.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $2157815.08        | $2174680.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.8158%  | 0.0000% | $93816.13          | $93521.05          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  | 0.0000% | $316852.19         | $318313.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $2084164.90        | $2094137.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1991463.08        | $2006897.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1696159.36        | $1710670.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $950476.94         | $907177.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $963704.04         | $920202.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $660945.76         | $645442.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $300780.57         | $292911.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $975955.69         | $980705.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3858%  | 0.0000% | $1281575.35        | $1287826.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.4158%  | 0.0000% | $2408935.08        | $2422204.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4658%  | 0.0000% | $950896.41         | $956456.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.2158%  | 0.0000% | $693505.88         | $695687.54         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0658%  | 0.0000% | $2045811.78        | $2048348.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.1058%  | 0.0000% | $1744786.34        | $1747712.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  | 0.0000% | $435577.34         | $437397.35         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5587AP 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $19582162.16       | $19716178.13       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5586FB 10/25/55 | 2055-10-25      | 5.4054%  | 0.0000% | $1473474.08        | $1473983.53        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  | 0.0000% | $2659987.43        | $2698777.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580CJ 09/25/55 | 2055-09-25      | 5.0000%  | 0.0000% | $5456637.18        | $5431961.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AL 09/25/55 | 2055-09-25      | 5.0000%  | 0.0000% | $809682.89         | $783441.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  | 0.0000% | $276583.39         | $278109.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.4158%  | 0.0000% | $2314086.29        | $2326060.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QA 08/25/55 | 2055-08-25      | 4.5000%  | 0.0000% | $118116.75         | $117520.38         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $3988659.98        | $3982676.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  | 0.0000% | $5322101.35        | $5315910.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $5055431.40        | $5025048.26        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $508260.82         | $481633.77         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $9932.82           | $9617.94           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC089PF R25F089 | 2055-10-25      | 5.3204%  | 0.0000% | $28570491.76       | $28853138.08       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091PT R25F091 | 2055-10-25      | 6.0000%  | 0.0000% | $39971264.24       | $41298723.28       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $66240.73          | $63443.30          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5587PF 10/25/55 | 2055-10-25      | 0.0000%  | 0.0000% | $29608256.76       | $29878491.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-189 FG     | 2053-12-20      | 5.5888%  | 0.0000% | $8947857.88        | $9004448.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5888%  | 0.0000% | $5454947.59        | $5489654.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  | 0.0000% | $2122726.15        | $2134881.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 HJ     | 2051-08-20      | 5.2500%  | 0.0000% | $16066083.26       | $16258943.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 DT     | 2065-03-20      | 5.0000%  | 0.0000% | $2399918.66        | $2410940.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3658%  | 0.0000% | $3478230.76        | $3494722.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-190 AF     | 2053-12-20      | 5.7388%  | 0.0000% | $11785854.65       | $11873955.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3658%  | 0.0000% | $921997.37         | $924744.46         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  | 0.0000% | $2115900.04        | $1706887.45        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7888%  | 0.0000% | $4076344.89        | $4100118.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8792%  | 0.0000% | $1228834.91        | $1179784.05        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FE     | 2054-06-20      | 5.5388%  | 0.0000% | $13505145.51       | $13548072.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3758%  | 0.0000% | $1178599.89        | $1183682.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6526901.19        | $6476467.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4658%  | 0.0000% | $2584172.89        | $2587817.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  | 0.0000% | $1567366.74        | $1577104.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5888%  | 0.0000% | $6383293.36        | $6408395.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5888%  | 0.0000% | $6782499.88        | $6805970.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6888%  | 0.0000% | $5986782.83        | $6022142.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6888%  | 0.0000% | $11441509.31       | $11509234.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6888%  | 0.0000% | $1684154.76        | $1694057.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.6388%  | 0.0000% | $4002242.92        | $4031204.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-146 FD     | 2053-10-20      | 5.7388%  | 0.0000% | $8219767.18        | $8297346.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4688%  | 0.0000% | $1001419.02        | $1003226.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.4388%  | 0.0000% | $5007095.11        | $5012967.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3888%  | 0.0000% | $4824824.81        | $4816882.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2753504.24        | $2646050.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1984020.90        | $1956089.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5679399.03        | $5570333.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  | 0.0000% | $1460916.59        | $1413265.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 LT     | 2055-07-20      | 4.5000%  | 0.0000% | $2074142.61        | $2028980.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $526737.79         | $508439.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  | 0.0000% | $11722878.38       | $11600925.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.1058%  | 0.0000% | $1543427.90        | $1545809.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FV     | 2055-09-20      | 5.1814%  | 0.0000% | $16139409.46       | $16210153.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $3230010.59        | $3241942.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AT R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $21760755.82       | $21667614.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $118872.30         | $113551.11         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.8388%  | 0.0000% | $6208810.30        | $6159504.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.4388%  | 0.0000% | $11378161.11       | $11419996.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $2309543.86        | $2339224.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580AN 01/25/53 | 2053-01-25      | 5.0000%  | 0.0000% | $232151.31         | $228356.51         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1762068.67        | $1588291.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $417742.43         | $371095.31         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  | 0.0000% | $1405848.34        | $1417432.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 KC     | 2055-09-20      | 5.0000%  | 0.0000% | $10941326.35       | $11016392.36       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  | 0.0000% | $1599593.46        | $1599485.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 5.0158%  | 0.0000% | $2477185.17        | $2476896.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1888%  | 0.0000% | $3090217.28        | $3083487.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $7266179.38        | $6433527.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  | 0.0000% | $207609.63         | $169632.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4888%  | 0.0000% | $11028816.16       | $11049326.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-153 V      | 2039-12-16      | 4.6500%  | 0.0000% | $7121621.62        | $6997775.43        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1058551.46        | $960021.02         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AQ     | 2057-01-16      | 4.7500%  | 0.0000% | $6891891.89        | $6909889.30        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-153 AD     | 2058-05-16      | 5.0000%  | 0.0000% | $6937837.84        | $7009178.08        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19725505.70       | $17896863.65       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1530%  | 0.0000% | $4346320.24        | $4154279.65        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7641%  | 0.0000% | $1001798.00        | $929399.06         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6420%  | 0.0000% | $3509665.07        | $3328182.82        | Agency Mortgage-Backed Securities         |

### Security 152: BofA Securities, Inc.

- **C.1 - Title:** Bofar Repo 16 Bofar Rp 16 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 943GEK006, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: 943GEK006_4.17_1007
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 07.000 CLSD5334 | 2054-05-01      | 7.0000%  | 0.0000% | $34063871.97       | $35791144.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8112 | 2036-07-01      | 2.5000%  | 0.0000% | $422983.49         | $399196.55         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782696 X     | 2039-06-15      | 5.0000%  | 0.0000% | $2468.52           | $2531.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9817 | 2046-09-01      | 3.5000%  | 0.0000% | $3387.17           | $3203.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $704581.73         | $611682.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3399 | 2055-09-01      | 6.5000%  | 0.0000% | $197204.80         | $207905.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8649 | 2055-05-01      | 7.0000%  | 0.0000% | $1704271.50        | $1793029.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  | 0.0000% | $702848.68         | $721108.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2398 | 2050-04-01      | 3.0000%  | 0.0000% | $4693.12           | $4216.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9702 | 2052-06-01      | 3.5000%  | 0.0000% | $212712.31         | $195659.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5174 | 2046-01-01      | 3.0000%  | 0.0000% | $15230.78          | $14068.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $2754701.69        | $2794665.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784507 C     | 2047-12-20      | 4.0000%  | 0.0000% | $3205.83           | $3052.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2883 | 2055-03-01      | 6.5000%  | 0.0000% | $175632.68         | $182645.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY7295 | 2055-07-01      | 7.0000%  | 0.0000% | $348289.92         | $369490.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9240 C     | 2055-07-20      | 4.5000%  | 0.0000% | $924283.84         | $898691.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $14784505.44       | $14860243.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZS8678 | 2032-12-01      | 2.5000%  | 0.0000% | $390.45            | $375.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3857 | 2041-06-01      | 5.5000%  | 0.0000% | $1246.05           | $1299.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZK7367 | 2030-05-01      | 2.5000%  | 0.0000% | $336.56            | $327.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0452 | 2040-09-01      | 4.0000%  | 0.0000% | $2445.16           | $2410.55           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2753 C     | 2055-07-20      | 6.5000%  | 0.0000% | $20312.42          | $21373.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3900 C     | 2055-09-20      | 6.5000%  | 0.0000% | $118254.80         | $124514.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $584380.37         | $584513.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8663 | 2055-03-01      | 7.0000%  | 0.0000% | $37619.49          | $39641.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4510 | 2044-11-01      | 4.0000%  | 0.0000% | $2802.18           | $2711.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $1338.94           | $1256.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL6251 | 2043-06-01      | 4.0000%  | 0.0000% | $4304.57           | $4152.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK3795 | 2026-12-01      | 3.0000%  | 0.0000% | $784.05            | $778.80            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J20074 G | 2027-08-01      | 3.0000%  | 0.0000% | $28.78             | $28.48             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC J14494 G | 2026-02-01      | 4.0000%  | 0.0000% | $87.36             | $87.42             | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16050 G | 2032-01-01      | 2.5000%  | 0.0000% | $1105354.84        | $1069133.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0549 | 2055-08-01      | 6.0000%  | 0.0000% | $899661.80         | $931322.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5422 | 2055-06-01      | 6.0000%  | 0.0000% | $1435351.37        | $1474879.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2253 | 2055-04-01      | 7.0000%  | 0.0000% | $122194.84         | $129293.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX7034 | 2055-02-01      | 6.5000%  | 0.0000% | $493171.11         | $516567.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4333 | 2055-01-01      | 7.0000%  | 0.0000% | $444632.83         | $467770.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $218.94            | $220.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $973428.31         | $988448.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4565 | 2052-03-01      | 3.5000%  | 0.0000% | $53779.94          | $49562.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $2322403.84        | $1890755.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $43.77             | $43.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1039 | 2055-09-01      | 6.0000%  | 0.0000% | $1395139.09        | $1463686.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 ZLFP0133 | 2055-02-01      | 6.5000%  | 0.0000% | $33851136.00       | $35211820.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $178368.58         | $167890.12         | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783024 X     | 2040-07-15      | 5.0000%  | 0.0000% | $29523.21          | $30381.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003625 M     | 2034-10-20      | 6.0000%  | 0.0000% | $24616.96          | $25905.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $11778336.23       | $11481345.48       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $3490613.70        | $3534520.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $6185578.94        | $6324713.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH9110 C     | 2055-02-20      | 5.5000%  | 0.0000% | $130902.44         | $133924.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4802 | 2055-09-01      | 5.5000%  | 0.0000% | $272779.10         | $277107.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0905 | 2054-10-01      | 5.5000%  | 0.0000% | $1699764.89        | $1734080.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5121 | 2055-07-01      | 7.0000%  | 0.0000% | $248915.58         | $262180.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6938 C     | 2055-09-20      | 5.5000%  | 0.0000% | $614980.80         | $620801.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3169 C     | 2055-09-20      | 6.5000%  | 0.0000% | $218231.20         | $227967.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7765 | 2055-08-01      | 5.5000%  | 0.0000% | $236161.32         | $241348.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4687 | 2055-07-01      | 5.0000%  | 0.0000% | $334339.51         | $333748.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7102 C     | 2055-09-20      | 5.5000%  | 0.0000% | $156951.20         | $160041.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $7849.17           | $7490.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5499 | 2049-02-01      | 3.0000%  | 0.0000% | $92024.24          | $83526.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1780 | 2046-07-01      | 4.0000%  | 0.0000% | $71484.93          | $69734.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2928 | 2052-11-01      | 4.5000%  | 0.0000% | $3528979.20        | $3456575.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA0140 | 2037-11-01      | 2.5000%  | 0.0000% | $403385.79         | $380001.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4943 | 2052-10-01      | 4.5000%  | 0.0000% | $84022.73          | $82665.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  | 0.0000% | $1481252.76        | $1171931.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3923 | 2049-07-01      | 3.5000%  | 0.0000% | $12362.44          | $11478.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9468 | 2046-06-01      | 3.0000%  | 0.0000% | $101915.75         | $92616.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8953 | 2055-09-01      | 6.5000%  | 0.0000% | $119774.00         | $126243.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDD9026 | 2055-05-01      | 7.5000%  | 0.0000% | $129573.23         | $140659.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0589 | 2055-07-01      | 5.0000%  | 0.0000% | $190835.69         | $192026.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC7752 | 2054-12-01      | 5.0000%  | 0.0000% | $132505.31         | $132889.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL844234 | 2035-11-01      | 5.5000%  | 0.0000% | $1251.71           | $1304.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.750 CL695212 | 2033-03-01      | 5.7500%  | 0.0000% | $19.68             | $20.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW1288 | 2029-06-01      | 3.5000%  | 0.0000% | $6301.74           | $6248.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAP5205 | 2027-09-01      | 2.5000%  | 0.0000% | $362.40            | $357.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL255111 | 2034-03-01      | 5.5000%  | 0.0000% | $1442.76           | $1484.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7183 C     | 2055-09-20      | 6.5000%  | 0.0000% | $262594.80         | $276232.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4010 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1036264.00        | $1046835.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9063 C     | 2050-09-20      | 6.0000%  | 0.0000% | $278799.20         | $282131.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7201 C     | 2055-08-20      | 4.5000%  | 0.0000% | $225435.20         | $219193.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6578 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1138544.21        | $1189343.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6409 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1539721.60        | $1568610.71        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2116 C     | 2055-08-20      | 6.5000%  | 0.0000% | $182080.84         | $190204.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1212 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11683.44          | $12236.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0508 C     | 2055-08-20      | 6.5000%  | 0.0000% | $193081.27         | $201562.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1831 C     | 2055-08-20      | 6.0000%  | 0.0000% | $152087.92         | $158413.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8223 C     | 2055-06-20      | 6.5000%  | 0.0000% | $10445.69          | $10911.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5428 C     | 2055-05-20      | 5.0000%  | 0.0000% | $563012.46         | $559108.97         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE5726 C     | 2064-08-20      | 7.0000%  | 0.0000% | $77115.91          | $79558.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9601 M     | 2054-04-20      | 3.5000%  | 0.0000% | $10417.81          | $9636.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $34667330.22       | $34040336.88       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $11031360.04       | $9900388.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $2207.75           | $1982.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $5029077.74        | $4176604.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV5779 C     | 2053-12-20      | 7.0000%  | 0.0000% | $473133.80         | $493896.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFM9192 | 2050-06-01      | 5.0000%  | 0.0000% | $10164.55          | $10309.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZS9029 | 2031-06-01      | 4.0000%  | 0.0000% | $1296.83           | $1288.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZS2132 | 2038-05-01      | 6.0000%  | 0.0000% | $673.20            | $712.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7625 | 2044-01-01      | 4.5000%  | 0.0000% | $61.26             | $61.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $460186.03         | $433154.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $23925.66          | $23849.95          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU0339 C     | 2053-08-20      | 7.0000%  | 0.0000% | $928256.13         | $991654.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $32569.21          | $28170.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8188 C     | 2055-09-20      | 6.5000%  | 0.0000% | $305268.00         | $318629.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $67761.14          | $70540.44          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6209 M     | 2049-10-20      | 3.0000%  | 0.0000% | $659.73            | $584.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4661 | 2055-07-01      | 4.5000%  | 0.0000% | $519425.73         | $512562.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1884 | 2055-04-01      | 6.5000%  | 0.0000% | $5063479.80        | $5279407.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ8917 | 2054-11-01      | 4.0000%  | 0.0000% | $44105.41          | $41785.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  | 0.0000% | $18551.65          | $15022.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $8004617.70        | $8314677.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  | 0.0000% | $185933.56         | $151201.38         | Agency Mortgage-Backed Securities |

### Security 153: 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_1007
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $1405.37           | $1293.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4746 | 2053-05-01      | 6.5000%  | 0.0000% | $807102.22         | $839108.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  | 0.0000% | $16906.56          | $16957.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTFS1572 | 2041-11-01      | 2.5000%  | 0.0000% | $104388.76         | $93534.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7235 | 2036-04-01      | 2.5000%  | 0.0000% | $358346.94         | $339807.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM4870 | 2050-11-01      | 2.0000%  | 0.0000% | $63628.48          | $51526.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  | 0.0000% | $43523.50          | $39065.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5296 | 2049-01-01      | 4.0000%  | 0.0000% | $63540.54          | $61383.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2892 | 2048-07-01      | 3.5000%  | 0.0000% | $59620.98          | $56222.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2534 | 2041-12-01      | 4.0000%  | 0.0000% | $57944.99          | $56850.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9009 | 2032-10-01      | 3.0000%  | 0.0000% | $46263.66          | $45121.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK3775 | 2026-12-01      | 3.0000%  | 0.0000% | $21345.86          | $21212.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0741 | 2040-11-01      | 4.0000%  | 0.0000% | $1472.27           | $1452.34           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91939 G | 2037-06-01      | 3.0000%  | 0.0000% | $36826.54          | $34968.81          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $579.51            | $573.42            | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18487 G | 2028-10-01      | 2.0000%  | 0.0000% | $25525.35          | $24848.29          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  | 0.0000% | $13839.19          | $13623.49          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G15520 G | 2030-07-01      | 3.0000%  | 0.0000% | $9605.25           | $9440.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3330 | 2055-09-01      | 6.5000%  | 0.0000% | $189714.69         | $201363.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5248 | 2054-01-01      | 6.5000%  | 0.0000% | $55781.42          | $58012.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $42834.74          | $42777.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5172 | 2053-10-01      | 7.0000%  | 0.0000% | $40559.77          | $42691.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA4890 | 2052-12-01      | 7.0000%  | 0.0000% | $234048.30         | $246724.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  | 0.0000% | $73112.93          | $71805.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  | 0.0000% | $41947.00          | $39516.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  | 0.0000% | $1155817.10        | $1090830.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  | 0.0000% | $1649401.14        | $1553115.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA0907 | 2041-11-01      | 4.0000%  | 0.0000% | $13332.63          | $13077.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL942509 | 2037-08-01      | 5.5000%  | 0.0000% | $19578.47          | $20400.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL931983 | 2039-09-01      | 5.5000%  | 0.0000% | $17783.38          | $18499.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0682 | 2055-07-01      | 5.0000%  | 0.0000% | $930506.33         | $941494.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCC0455 | 2055-03-01      | 7.5000%  | 0.0000% | $537184.19         | $573576.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  | 0.0000% | $47687.67          | $45326.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $118507.07         | $104663.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  | 0.0000% | $204922.23         | $174073.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  | 0.0000% | $3551.15           | $3289.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  | 0.0000% | $55421.12          | $44998.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2902 | 2053-05-01      | 5.5000%  | 0.0000% | $31109.04          | $31650.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  | 0.0000% | $96532.46          | $100646.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2017 | 2051-12-01      | 3.0000%  | 0.0000% | $6215819.49        | $5495024.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  | 0.0000% | $10063.92          | $10420.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8181 | 2037-09-01      | 2.5000%  | 0.0000% | $2895.34           | $2728.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8179 | 2037-06-01      | 1.5000%  | 0.0000% | $918923.02         | $822420.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8283 | 2055-01-01      | 6.0000%  | 0.0000% | $188876.01         | $197210.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3266 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1046722.61        | $1093142.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3127 C     | 2055-09-20      | 6.5000%  | 0.0000% | $270753.84         | $282833.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1921 C     | 2055-08-20      | 6.5000%  | 0.0000% | $480362.17         | $503717.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M     | 2053-04-20      | 4.5000%  | 0.0000% | $224924.36         | $220264.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8490 M     | 2052-12-20      | 5.0000%  | 0.0000% | $147353.18         | $148282.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $120767.01         | $100434.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7052 M     | 2050-12-20      | 2.5000%  | 0.0000% | $892521.28         | $771701.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $2489.46           | $2240.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $2290086.81        | $2137606.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4584 M     | 2047-07-20      | 2.5000%  | 0.0000% | $8133.73           | $7207.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3309 M     | 2045-12-20      | 3.0000%  | 0.0000% | $34255.56          | $31243.53          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $47853.87          | $48554.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4683 | 2055-07-01      | 5.0000%  | 0.0000% | $348821.43         | $353803.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  | 0.0000% | $29483.75          | $28854.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2441 | 2055-08-01      | 6.0000%  | 0.0000% | $4093886.67        | $4210097.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL2696 | 2052-06-01      | 3.5000%  | 0.0000% | $1441549.44        | $1333426.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4586 | 2055-10-01      | 6.0000%  | 0.0000% | $4391910.72        | $4510146.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4594 | 2055-09-01      | 5.5000%  | 0.0000% | $158635.53         | $162119.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU2690 | 2051-11-01      | 3.0000%  | 0.0000% | $32146.38          | $28903.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI5775 | 2054-05-01      | 5.0000%  | 0.0000% | $279720.81         | $281317.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8552 | 2036-12-01      | 3.0000%  | 0.0000% | $97931.27          | $93473.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | 0.0000% | $4995.45           | $4982.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6800 C     | 2051-12-20      | 4.5000%  | 0.0000% | $154239.05         | $151197.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  | 0.0000% | $5382090.18        | $5179197.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFS4501 | 2037-06-01      | 1.5000%  | 0.0000% | $935167.31         | $837001.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3642 C     | 2055-09-20      | 6.5000%  | 0.0000% | $207193.95         | $216438.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2606 | 2052-01-01      | 2.5000%  | 0.0000% | $30035.90          | $25657.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6681 | 2055-08-01      | 6.5000%  | 0.0000% | $259181.64         | $272285.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1737 C     | 2055-09-20      | 6.0000%  | 0.0000% | $205177.59         | $211874.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6910 | 2055-02-01      | 7.0000%  | 0.0000% | $384963.23         | $405469.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $9715858.92        | $10092203.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8090 | 2055-08-01      | 6.0000%  | 0.0000% | $735674.11         | $758567.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3685 | 2055-09-01      | 6.5000%  | 0.0000% | $378157.14         | $395902.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5539 C     | 2055-09-20      | 6.0000%  | 0.0000% | $281807.64         | $291005.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ2353 | 2055-08-01      | 5.0000%  | 0.0000% | $172529.74         | $172407.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $279948.15         | $282817.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW1463 | 2052-06-01      | 4.0000%  | 0.0000% | $104156.54         | $98688.56          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6880 C     | 2065-06-20      | 3.0000%  | 0.0000% | $30739.54          | $27090.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9304 C     | 2055-08-20      | 6.0000%  | 0.0000% | $160278.46         | $166053.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2776 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2043305.30        | $2134473.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  | 0.0000% | $930097.91         | $879576.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  | 0.0000% | $6466814.61        | $6811423.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0419 M     | 2055-06-20      | 3.0000%  | 0.0000% | $6305.10           | $5660.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  | 0.0000% | $16846.72          | $16036.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3803 | 2050-12-01      | 1.5000%  | 0.0000% | $174399.33         | $134570.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN9910 | 2037-04-01      | 1.5000%  | 0.0000% | $358539.90         | $321121.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ8235 | 2054-11-01      | 6.0000%  | 0.0000% | $60637.88          | $62266.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ4056 | 2054-09-01      | 7.0000%  | 0.0000% | $798208.89         | $840593.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQH0361 | 2053-09-01      | 5.0000%  | 0.0000% | $85775.15          | $85621.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG1221 | 2053-04-01      | 4.0000%  | 0.0000% | $14583.49          | $13826.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  | 0.0000% | $612436.25         | $622707.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE6420 | 2052-07-01      | 4.0000%  | 0.0000% | $549709.94         | $526006.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6830 | 2050-12-01      | 2.0000%  | 0.0000% | $2578977.84        | $2108180.57        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  | 0.0000% | $17326.29          | $17300.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6165 | 2055-09-01      | 5.5000%  | 0.0000% | $125656.38         | $127323.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6113 | 2055-08-01      | 5.5000%  | 0.0000% | $474452.55         | $487933.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5776 | 2055-07-01      | 7.0000%  | 0.0000% | $174398.38         | $183812.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4971 | 2055-06-01      | 7.0000%  | 0.0000% | $296037.83         | $312408.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4767 | 2055-06-01      | 7.0000%  | 0.0000% | $261945.75         | $276951.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4563 | 2055-08-01      | 5.0000%  | 0.0000% | $227400.47         | $228600.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3164 | 2055-07-01      | 7.0000%  | 0.0000% | $2825713.22        | $2978510.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2169 | 2055-06-01      | 6.0000%  | 0.0000% | $4807669.95        | $4936507.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2058 | 2055-06-01      | 6.5000%  | 0.0000% | $280802.29         | $295406.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1566 | 2055-07-01      | 5.5000%  | 0.0000% | $410064.36         | $415697.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE1089 | 2055-06-01      | 7.0000%  | 0.0000% | $4455966.03        | $4688936.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8488 | 2055-01-01      | 4.0000%  | 0.0000% | $194699.72         | $184457.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $2877895.92        | $2868789.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $10035.02          | $10187.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX9179 | 2055-04-01      | 5.0000%  | 0.0000% | $151009.72         | $151550.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9170 | 2055-04-01      | 5.5000%  | 0.0000% | $188681.34         | $192614.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9843 | 2055-04-01      | 7.0000%  | 0.0000% | $2849627.36        | $3003714.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX5270 | 2055-01-01      | 5.0000%  | 0.0000% | $254915.36         | $254228.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2500 | 2054-04-01      | 5.5000%  | 0.0000% | $1789892.74        | $1825738.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6073 | 2050-11-01      | 2.5000%  | 0.0000% | $183713.65         | $151872.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  | 0.0000% | $275151.83         | $258989.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9083 | 2053-05-01      | 6.5000%  | 0.0000% | $1352277.34        | $1434828.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7388 | 2052-05-01      | 4.0000%  | 0.0000% | $1338349.60        | $1279154.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2739 | 2055-02-01      | 6.5000%  | 0.0000% | $162448.32         | $169296.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8258 | 2054-11-01      | 7.0000%  | 0.0000% | $510897.29         | $539679.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  | 0.0000% | $425229.29         | $431065.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB5244 | 2054-05-01      | 6.5000%  | 0.0000% | $670869.96         | $701262.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8147 | 2037-04-01      | 1.5000%  | 0.0000% | $5936668.46        | $5313421.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8146 | 2037-03-01      | 2.5000%  | 0.0000% | $2637.91           | $2483.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  | 0.0000% | $994915.49         | $936647.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 ZLZT2298 | 2046-09-01      | 3.5000%  | 0.0000% | $326122.71         | $306766.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3SZT1532 | 2048-01-01      | 3.5000%  | 0.0000% | $458785.32         | $428266.20         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 717942 X     | 2039-09-15      | 5.0000%  | 0.0000% | $27568.38          | $28264.89          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 442336 X     | 2028-04-15      | 7.0000%  | 0.0000% | $61.56             | $61.93             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 002285 M     | 2026-09-20      | 8.0000%  | 0.0000% | $105.64            | $106.97            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AY3840 X     | 2047-04-15      | 4.5000%  | 0.0000% | $22956.65          | $22921.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9011 C     | 2055-09-20      | 6.0000%  | 0.0000% | $180736.65         | $186635.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7923 C     | 2055-04-20      | 5.5000%  | 0.0000% | $205674.73         | $210099.32         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4537 C     | 2055-08-20      | 6.0000%  | 0.0000% | $441544.57         | $457046.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2164 C     | 2055-02-20      | 5.5000%  | 0.0000% | $475726.95         | $484649.95         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  | 0.0000% | $33323.08          | $34400.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7702 C     | 2055-09-20      | 6.0000%  | 0.0000% | $247589.73         | $255671.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7295 C     | 2055-09-20      | 5.0000%  | 0.0000% | $307131.75         | $305002.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6722 C     | 2055-09-20      | 6.5000%  | 0.0000% | $604775.16         | $631757.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6655 C     | 2055-09-20      | 5.5000%  | 0.0000% | $198476.73         | $200237.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4037 C     | 2055-09-20      | 6.0000%  | 0.0000% | $857453.04         | $885440.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3905 C     | 2055-09-20      | 6.5000%  | 0.0000% | $211295.79         | $221179.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5725 | 2051-12-01      | 3.5000%  | 0.0000% | $81064.38          | $75693.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9850 M     | 2054-08-20      | 5.0000%  | 0.0000% | $1285418.65        | $1285647.16        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC7227       | 2060-02-15      | 5.7900%  | 0.0000% | $207241.91         | $221151.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ3787 | 2055-09-01      | 7.0000%  | 0.0000% | $144977.58         | $153595.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS5966 | 2053-10-01      | 6.5000%  | 0.0000% | $968445.82         | $1023905.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5701 | 2052-12-01      | 4.0000%  | 0.0000% | $270335.00         | $256744.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3100 | 2055-08-01      | 6.5000%  | 0.0000% | $242007.64         | $255600.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3275 | 2055-02-01      | 5.5000%  | 0.0000% | $137838.56         | $141158.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1197 C     | 2055-09-20      | 5.5000%  | 0.0000% | $320600.57         | $326615.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3366 | 2055-07-01      | 6.5000%  | 0.0000% | $154480.08         | $162049.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3211 C     | 2055-08-20      | 6.5000%  | 0.0000% | $207924.53         | $219250.83         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ6838       | 2060-07-15      | 5.8500%  | 0.0000% | $236346.26         | $251774.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2449 | 2055-08-01      | 5.5000%  | 0.0000% | $337523.47         | $348156.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2414 | 2055-08-01      | 6.5000%  | 0.0000% | $2634031.87        | $2739701.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1225 | 2055-08-01      | 6.0000%  | 0.0000% | $183692.35         | $189969.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0977 | 2055-08-01      | 5.5000%  | 0.0000% | $204243.64         | $207341.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0809 | 2055-08-01      | 6.0000%  | 0.0000% | $757633.88         | $778031.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY5791 | 2055-05-01      | 7.0000%  | 0.0000% | $194925.95         | $204802.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4658 | 2055-05-01      | 5.0000%  | 0.0000% | $149937.37         | $150872.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY3548 | 2055-05-01      | 5.0000%  | 0.0000% | $909205.81         | $914958.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM2440 | 2050-02-01      | 2.5000%  | 0.0000% | $4786809.91        | $4095541.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM2256 | 2044-10-01      | 4.5000%  | 0.0000% | $20514.09          | $20526.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $282272.69         | $286018.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA0251 | 2054-08-01      | 7.0000%  | 0.0000% | $1430349.06        | $1521995.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9949 | 2055-02-01      | 4.5000%  | 0.0000% | $1574870.06        | $1535521.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3520 | 2055-05-01      | 7.0000%  | 0.0000% | $477448.66         | $503605.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1605 | 2055-04-01      | 6.5000%  | 0.0000% | $242039.22         | $252530.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9388 | 2055-03-01      | 6.0000%  | 0.0000% | $175425.70         | $180914.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI4905 | 2054-05-01      | 7.0000%  | 0.0000% | $82049.01          | $86404.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI2725 | 2054-03-01      | 7.0000%  | 0.0000% | $1807584.07        | $1901899.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBR1789 | 2036-01-01      | 2.5000%  | 0.0000% | $47885.14          | $45074.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN5383 | 2049-04-01      | 4.0000%  | 0.0000% | $36190.96          | $34905.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4858 | 2048-08-01      | 4.0000%  | 0.0000% | $278788.22         | $271385.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  | 0.0000% | $378151.53         | $361085.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $12498.26          | $11739.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1610 | 2032-08-01      | 3.0000%  | 0.0000% | $464498.06         | $453255.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9096 | 2046-12-01      | 3.5000%  | 0.0000% | $7797.67           | $7349.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $148364.97         | $154002.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9418 | 2045-04-01      | 3.5000%  | 0.0000% | $32726.88          | $30955.12          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLZS1770 | 2037-11-01      | 7.0000%  | 0.0000% | $2321.79           | $2518.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  | 0.0000% | $54903.65          | $55814.53          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZT1860 | 2049-02-01      | 3.5000%  | 0.0000% | $156895.59         | $142579.25         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB6967 X     | 2047-06-15      | 4.0000%  | 0.0000% | $5876.30           | $5631.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD7219 | 2052-02-01      | 2.5000%  | 0.0000% | $231854.77         | $196323.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $9856.79           | $10295.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9831 | 2055-08-01      | 6.5000%  | 0.0000% | $2994939.94        | $3125768.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $95720.40          | $95898.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $20908.00          | $20896.58          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4004 M     | 2046-10-20      | 3.5000%  | 0.0000% | $260051.97         | $243117.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9851 M     | 2054-08-20      | 5.5000%  | 0.0000% | $66182.01          | $67089.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1584 | 2049-10-01      | 3.0000%  | 0.0000% | $609188.92         | $549874.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA2477 | 2054-02-01      | 7.0000%  | 0.0000% | $8544286.89        | $9004899.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5865 | 2045-10-01      | 5.5000%  | 0.0000% | $464713.74         | $474477.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4360 C     | 2055-09-20      | 6.5000%  | 0.0000% | $150193.44         | $157357.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4000 | 2055-05-01      | 5.5000%  | 0.0000% | $165377.50         | $169278.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $2515.67           | $2497.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4697 | 2042-08-01      | 4.0000%  | 0.0000% | $12784.02          | $12555.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $115230.95         | $117300.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $24199.88          | $22839.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB7216 | 2053-09-01      | 4.0000%  | 0.0000% | $3540.12           | $3354.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  | 0.0000% | $97440.14          | $88955.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS3024 | 2029-08-01      | 3.5000%  | 0.0000% | $14982.23          | $14788.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8601 | 2054-07-01      | 6.0000%  | 0.0000% | $324610.14         | $333581.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU6727 | 2051-12-01      | 2.5000%  | 0.0000% | $225360.64         | $190915.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  | 0.0000% | $58390.36          | $52249.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  | 0.0000% | $71170.42          | $65623.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $21689.60          | $22085.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM0666 C     | 2055-08-20      | 6.0000%  | 0.0000% | $479048.19         | $494861.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1017 | 2055-09-01      | 5.5000%  | 0.0000% | $1705466.51        | $1761302.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0507 | 2055-08-01      | 6.0000%  | 0.0000% | $1283444.98        | $1323769.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3009 C     | 2055-07-20      | 6.5000%  | 0.0000% | $41297.81          | $43201.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6734 | 2055-05-01      | 5.5000%  | 0.0000% | $176497.21         | $180284.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0319 C     | 2055-08-20      | 6.0000%  | 0.0000% | $157459.16         | $164591.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6202 C     | 2055-09-20      | 6.0000%  | 0.0000% | $956540.88         | $976954.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1248 | 2055-04-01      | 7.0000%  | 0.0000% | $200491.18         | $211174.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8947 | 2055-09-01      | 6.0000%  | 0.0000% | $537061.32         | $555414.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0538 | 2042-11-01      | 3.5000%  | 0.0000% | $5715.41           | $5420.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM1545 | 2046-06-01      | 4.0000%  | 0.0000% | $1912.08           | $1847.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7944 | 2052-06-01      | 2.5000%  | 0.0000% | $561234.20         | $475317.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6474 | 2051-03-01      | 2.0000%  | 0.0000% | $31649.32          | $25704.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBJ7198 | 2048-09-01      | 5.0000%  | 0.0000% | $54030.71          | $54322.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBJ2987 | 2032-12-01      | 2.5000%  | 0.0000% | $1150.39           | $1107.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH8027 | 2047-10-01      | 4.5000%  | 0.0000% | $7985.69           | $7923.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH7130 | 2047-07-01      | 3.5000%  | 0.0000% | $11531.32          | $10790.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  | 0.0000% | $268720.20         | $255091.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD9081 | 2048-06-01      | 4.0000%  | 0.0000% | $129481.01         | $125028.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0948 | 2055-10-01      | 5.0000%  | 0.0000% | $354999.24         | $354399.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0774 | 2055-10-01      | 5.0000%  | 0.0000% | $655032.96         | $652960.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9722 | 2055-09-01      | 6.0000%  | 0.0000% | $606791.52         | $628297.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE8486 | 2055-09-01      | 5.0000%  | 0.0000% | $746616.96         | $744287.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6700 | 2055-08-01      | 6.5000%  | 0.0000% | $969181.02         | $1011973.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1599 C     | 2055-09-20      | 6.0000%  | 0.0000% | $275935.14         | $284941.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1521 C     | 2055-08-20      | 6.0000%  | 0.0000% | $48876.84          | $50472.20          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1518 C     | 2055-08-20      | 6.0000%  | 0.0000% | $115977.93         | $119763.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9739 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1370338.56        | $1415065.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9159 C     | 2055-07-20      | 5.0000%  | 0.0000% | $1385432.25        | $1386964.23        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7842 C     | 2055-08-20      | 6.0000%  | 0.0000% | $429608.63         | $444743.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6586 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2024359.87        | $2053594.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1868 | 2051-10-01      | 2.5000%  | 0.0000% | $260196.53         | $220191.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  | 0.0000% | $219104.23         | $230902.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1514 | 2055-04-01      | 6.0000%  | 0.0000% | $687611.38         | $707129.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8999 C     | 2055-08-20      | 6.0000%  | 0.0000% | $155157.91         | $160222.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4008 | 2054-05-01      | 6.0000%  | 0.0000% | $590251.63         | $608687.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  | 0.0000% | $278693.19         | $277811.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4718 | 2043-01-01      | 3.0000%  | 0.0000% | $10824.65          | $9993.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC2344 | 2051-04-01      | 2.5000%  | 0.0000% | $50509.11          | $43034.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7929 | 2054-01-01      | 6.0000%  | 0.0000% | $178922.46         | $184035.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9920 | 2045-01-01      | 4.0000%  | 0.0000% | $14852.78          | $14572.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3059 | 2038-12-01      | 5.5000%  | 0.0000% | $610.95            | $635.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8384 | 2053-12-01      | 6.0000%  | 0.0000% | $497884.43         | $511941.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0427 | 2055-05-01      | 5.0000%  | 0.0000% | $7156623.32        | $7140190.12        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6962 C     | 2062-07-20      | 5.0000%  | 0.0000% | $23479.29          | $23352.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX9151 | 2055-03-01      | 6.0000%  | 0.0000% | $644860.20         | $665628.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  | 0.0000% | $3644.48           | $3483.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  | 0.0000% | $34718.70          | $28493.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6089 | 2054-05-01      | 6.0000%  | 0.0000% | $257018.14         | $263738.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3607 | 2054-11-01      | 5.0000%  | 0.0000% | $67037.45          | $66838.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3416 | 2055-03-01      | 6.0000%  | 0.0000% | $2583477.24        | $2668707.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0519 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2029348.08        | $2067423.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4916 C     | 2055-08-20      | 6.0000%  | 0.0000% | $150996.96         | $157044.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1703 | 2055-05-01      | 6.0000%  | 0.0000% | $469841.01         | $491186.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9623 | 2055-05-01      | 6.0000%  | 0.0000% | $487035.65         | $500404.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2462 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1930331.61        | $1993332.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  | 0.0000% | $949068.78         | $906208.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  | 0.0000% | $94095.61          | $93853.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1398 | 2055-02-01      | 7.0000%  | 0.0000% | $218279.41         | $229451.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0101 C     | 2055-07-20      | 6.0000%  | 0.0000% | $208865.60         | $215682.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3VZT1132 | 2043-12-01      | 4.5000%  | 0.0000% | $9617.55           | $9689.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PZT0849 | 2048-02-01      | 3.0000%  | 0.0000% | $856959.30         | $757542.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0787 | 2048-10-01      | 4.0000%  | 0.0000% | $236123.57         | $227807.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $55.83             | $55.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU3083 | 2052-01-01      | 2.5000%  | 0.0000% | $52489.17          | $44460.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU4405 | 2043-10-01      | 3.0000%  | 0.0000% | $91921.35          | $84807.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  | 0.0000% | $1330238.11        | $1207199.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS5012 | 2045-05-01      | 4.0000%  | 0.0000% | $9481.90           | $9249.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4545 | 2045-03-01      | 3.0000%  | 0.0000% | $15063.51          | $13857.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $23684.99          | $22917.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP9862 | 2042-10-01      | 4.0000%  | 0.0000% | $29512.82          | $28719.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL4142 | 2041-06-01      | 6.0000%  | 0.0000% | $17896.88          | $18937.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAL2656 | 2027-10-01      | 2.5000%  | 0.0000% | $44965.00          | $44360.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3808 | 2040-06-01      | 6.0000%  | 0.0000% | $134939.26         | $140247.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $181621.93         | $170950.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7525 | 2054-06-01      | 6.0000%  | 0.0000% | $251441.67         | $258759.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0429 | 2055-05-01      | 5.0000%  | 0.0000% | $465428.05         | $464767.51         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK1932 C     | 2065-06-20      | 6.5000%  | 0.0000% | $343964.60         | $354653.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4588 | 2055-08-01      | 6.0000%  | 0.0000% | $3845333.01        | $3946478.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5771 | 2040-07-01      | 5.0000%  | 0.0000% | $1370040.32        | $1390094.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0426 | 2052-11-01      | 5.5000%  | 0.0000% | $237271.24         | $241989.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZI8476 | 2033-12-01      | 4.0000%  | 0.0000% | $41308.11          | $40819.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  | 0.0000% | $1520.73           | $1534.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9014 C     | 2055-09-20      | 6.5000%  | 0.0000% | $136819.53         | $142924.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE8485 | 2055-09-01      | 4.5000%  | 0.0000% | $372115.62         | $362818.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8524 | 2055-05-01      | 5.5000%  | 0.0000% | $183470.65         | $186793.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDE1493 | 2055-06-01      | 4.0000%  | 0.0000% | $151418.38         | $143451.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4570 C     | 2055-08-20      | 6.5000%  | 0.0000% | $811142.64         | $847333.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4419 | 2054-07-01      | 7.0000%  | 0.0000% | $43987.50          | $46780.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  | 0.0000% | $5855777.77        | $4870549.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1069 | 2049-06-01      | 3.5000%  | 0.0000% | $47410.00          | $44645.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $21555.37          | $21905.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $394266.09         | $348825.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  | 0.0000% | $18861.96          | $18094.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  | 0.0000% | $197.23            | $182.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $1024884.06        | $1064714.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3976 | 2055-08-01      | 7.0000%  | 0.0000% | $146278.88         | $155041.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  | 0.0000% | $27675.00          | $26854.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1502 | 2055-06-01      | 6.5000%  | 0.0000% | $139249.73         | $147456.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8571 | 2052-08-01      | 5.0000%  | 0.0000% | $129083.77         | $130734.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7630 | 2055-05-01      | 5.5000%  | 0.0000% | $215365.29         | $218570.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN9400 | 2037-02-01      | 2.5000%  | 0.0000% | $288193.79         | $271800.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AV9700 X     | 2047-01-15      | 3.0000%  | 0.0000% | $38374.22          | $34702.67          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 704056 X     | 2038-11-15      | 6.5000%  | 0.0000% | $1792.85           | $1879.97           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 688141 X     | 2038-12-15      | 5.0000%  | 0.0000% | $59114.41          | $59568.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784484 C     | 2047-11-20      | 4.0000%  | 0.0000% | $713.83            | $677.56            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6877 C     | 2065-04-20      | 4.5000%  | 0.0000% | $60285.09          | $58390.99          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6865 C     | 2065-05-20      | 2.5000%  | 0.0000% | $48394.84          | $39815.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3228 C     | 2055-08-20      | 6.5000%  | 0.0000% | $431105.98         | $451267.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3221 C     | 2055-08-20      | 6.5000%  | 0.0000% | $493977.87         | $518358.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4344 | 2055-09-01      | 5.5000%  | 0.0000% | $196560.00         | $199290.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3791 | 2055-09-01      | 6.0000%  | 0.0000% | $313686.54         | $324793.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9722 C     | 2055-06-20      | 6.0000%  | 0.0000% | $321457.36         | $334241.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8925 C     | 2055-05-20      | 5.0000%  | 0.0000% | $485647.36         | $481830.06         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6235 C     | 2055-04-20      | 5.5000%  | 0.0000% | $631214.26         | $643053.67         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ2717       | 2060-07-15      | 5.4400%  | 0.0000% | $153667.50         | $158386.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG2067 C     | 2055-01-20      | 5.0000%  | 0.0000% | $75841.62          | $75257.25          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4768 C     | 2054-01-20      | 7.5000%  | 0.0000% | $158275.61         | $166000.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4758 C     | 2054-01-20      | 7.5000%  | 0.0000% | $817919.12         | $850169.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ4753 C     | 2054-01-20      | 7.5000%  | 0.0000% | $282066.00         | $295854.70         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AL2277 X     | 2045-03-15      | 3.0000%  | 0.0000% | $10383.38          | $9429.17           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0144 X     | 2048-01-15      | 4.0000%  | 0.0000% | $13595.40          | $13008.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $4768.18           | $4885.97           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $49859.72          | $47211.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $581093.57         | $566894.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0887 | 2035-07-01      | 5.0000%  | 0.0000% | $26648.90          | $27378.89          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZA3195 | 2045-03-01      | 3.5000%  | 0.0000% | $15474.68          | $14407.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8345 | 2054-04-01      | 6.0000%  | 0.0000% | $454567.31         | $471641.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $45764.63          | $46740.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4345 | 2052-08-01      | 4.5000%  | 0.0000% | $128904.89         | $126942.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB4228 | 2037-07-01      | 2.5000%  | 0.0000% | $96740.04          | $91056.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCB3082 | 2042-03-01      | 3.0000%  | 0.0000% | $8719.93           | $8032.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8411 | 2055-05-01      | 7.0000%  | 0.0000% | $1026791.64        | $1081224.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7106 | 2055-07-01      | 7.0000%  | 0.0000% | $188494.44         | $198076.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4026 | 2055-02-01      | 5.5000%  | 0.0000% | $580774.19         | $590336.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2557 | 2055-02-01      | 5.0000%  | 0.0000% | $122639.53         | $122284.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDD2618 | 2055-03-01      | 4.0000%  | 0.0000% | $23082.77          | $21868.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIMA5802 | 2040-08-01      | 6.0000%  | 0.0000% | $25067.71          | $26005.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5783 | 2045-07-01      | 6.5000%  | 0.0000% | $394794.01         | $410242.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5736 | 2055-06-01      | 6.0000%  | 0.0000% | $65963183.09       | $67698234.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  | 0.0000% | $122411.01         | $115211.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5220 | 2050-02-01      | 3.0000%  | 0.0000% | $14902.93          | $13178.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA5379 | 2050-03-01      | 4.5000%  | 0.0000% | $4503.92           | $4455.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $62471.93          | $62157.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $170472.74         | $164838.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0854 | 2047-12-01      | 3.5000%  | 0.0000% | $180768.21         | $169151.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY8058 | 2054-06-01      | 7.0000%  | 0.0000% | $418627.40         | $440528.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4419 | 2053-04-01      | 5.5000%  | 0.0000% | $404958.14         | $411395.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  | 0.0000% | $20267.53          | $20225.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV9627 | 2052-05-01      | 5.0000%  | 0.0000% | $121115.44         | $121158.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1572 | 2055-05-01      | 5.0000%  | 0.0000% | $345191.80         | $346330.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $35646.09          | $36143.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6104 C     | 2055-09-20      | 5.5000%  | 0.0000% | $150446.70         | $153269.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4048 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2712580.70        | $2755885.24        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL3322 C     | 2063-11-20      | 3.5000%  | 0.0000% | $22648.74          | $20408.99          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL1993 C     | 2065-09-20      | 4.0000%  | 0.0000% | $138020.49         | $129792.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1684 C     | 2055-09-20      | 6.0000%  | 0.0000% | $223951.23         | $230627.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0473 C     | 2055-08-20      | 6.5000%  | 0.0000% | $424402.08         | $443338.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0036 C     | 2055-06-20      | 6.5000%  | 0.0000% | $681528.56         | $711926.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9376 C     | 2055-07-20      | 6.5000%  | 0.0000% | $47578.14          | $49700.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7942 C     | 2055-07-20      | 5.5000%  | 0.0000% | $201589.66         | $205487.10         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 745790 X     | 2040-07-15      | 5.0000%  | 0.0000% | $2394.72           | $2453.73           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 733352 X     | 2040-07-15      | 5.0000%  | 0.0000% | $27768.33          | $28464.09          | Agency Mortgage-Backed Securities |

### Security 154: 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_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **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      | 5.5388%  | 0.0000% | $597.09            | $598.44            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.5388%  | 0.0000% | $1197.21           | $1196.91           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  | 0.0000% | $115075.72         | $115864.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  | 0.0000% | $15081194.49       | $12323267.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $9807194.27        | $8441060.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  | 0.0000% | $6988702.17        | $5975046.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $342226.17         | $292444.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  | 0.0000% | $136702.99         | $140839.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  | 0.0000% | $6491.89           | $5982.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | 0.0000% | $156.50            | $157.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $5190.65           | $5267.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $23.22             | $21.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | 0.0000% | $45.09             | $44.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  | 0.0000% | $5398472.99        | $5547668.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $842889.97         | $864787.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $372055.02         | $384652.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $11227.60          | $11432.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $567482.94         | $507753.47         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $68482.24          | $61212.62          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $16.20             | $16.39             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $76035.45          | $73651.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  | 0.0000% | $275545.79         | $289579.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  | 0.0000% | $402.50            | $414.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  | 0.0000% | $260422.00         | $272764.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $10284.27          | $9077.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  | 0.0000% | $334117.40         | $335880.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $277366.55         | $279152.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  | 0.0000% | $5050.46           | $5130.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $103.18            | $103.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $252363.38         | $252764.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  | 0.0000% | $331656.36         | $331827.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  | 0.0000% | $1622990.48        | $1656898.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  | 0.0000% | $334076.65         | $344445.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $38.87             | $37.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  | 0.0000% | $152002.21         | $154131.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  | 0.0000% | $187.24            | $189.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  | 0.0000% | $802.36            | $789.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $134455.05         | $138386.59         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  | 0.0000% | $310839.81         | $301127.69         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $521.49            | $509.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  | 0.0000% | $3781648.13        | $3570214.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  | 0.0000% | $16407.06          | $16453.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  | 0.0000% | $1658577.04        | $1710386.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  | 0.0000% | $504515.42         | $503506.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  | 0.0000% | $519143.44         | $536768.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $2206414.75        | $2142521.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  | 0.0000% | $10514.12          | $9852.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  | 0.0000% | $282288.86         | $290244.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  | 0.0000% | $233699.85         | $233841.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  | 0.0000% | $816.41            | $831.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7345 | 2055-04-01      | 6.0000%  | 0.0000% | $22316.36          | $23035.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  | 0.0000% | $259576.27         | $260505.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  | 0.0000% | $325092.50         | $334919.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  | 0.0000% | $148790.38         | $154011.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  | 0.0000% | $219389.19         | $232059.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $16968.46          | $17842.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  | 0.0000% | $550069.30         | $572282.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $229069.98         | $235782.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  | 0.0000% | $169610.97         | $177787.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  | 0.0000% | $79699.32          | $84019.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  | 0.0000% | $518209.08         | $538219.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  | 0.0000% | $254939.84         | $257949.86         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $650963.17         | $636107.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | 0.0000% | $3.66              | $3.61              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $90.69             | $86.43             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $2.95              | $3.03              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $4.46              | $4.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  | 0.0000% | $219262.32         | $228311.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  | 0.0000% | $89569.89          | $87332.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  | 0.0000% | $111069.62         | $114316.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $38203.37          | $34787.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  | 0.0000% | $57266.55          | $55651.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $893943.03         | $852510.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $7390.28           | $6829.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  | 0.0000% | $7156.62           | $7270.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  | 0.0000% | $3902244.04        | $4085190.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $363949.85         | $380260.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  | 0.0000% | $463113.07         | $476378.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  | 0.0000% | $1409066.97        | $1467446.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $165722.34         | $168753.49         | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $6573560.00        | $6685957.59        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $1858380.00        | $1882260.18        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $200000.00         | $186643.30         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $52187040.00       | $52250081.94       | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $7502280.00        | $7448976.30        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $36740.00          | $35664.00          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $1170580.00        | $752849.75         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $547300.00         | $568311.39         | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $12.17             | $8.37              | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  | 0.0000% | $3.67              | $2.92              | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $50249140.00       | $52396285.75       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  | 0.0000% | $20.00             | $16.33             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $3829905.61        | $3719860.70        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $54474520.00       | $57241114.18       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $845700.00         | $739028.69         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 38        | 2038-05-15      | 4.5000%  | 0.0000% | $349640.00         | $363167.92         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $70828640.00       | $71022002.19       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $972620.00         | $991551.06         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $245540.00         | $252450.48         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $93577180.00       | $95447475.94       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $803580.00         | $802466.83         | U.S. Treasuries (including strips)        |

### Security 155: BMO Bank, N.A.

- **C.1 - Title:** Bank of Montreal/US 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1QE9, C.3 - LEI: 3Y4U8VZURTYWI1W2K376, C.5 - Other ID: ARP1B1QE9_4.16_1007
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  | 0.0000% | $8747086.05        | $7682369.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  | 0.0000% | $1552142.70        | $1415618.82        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  | 0.0000% | $20095364.40       | $17603851.82       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  | 0.0000% | $20489757.87       | $19185655.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $1206336.98        | $1083274.52        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  | 0.0000% | $4908717.80        | $4628151.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  | 0.0000% | $88826.55          | $80166.25          | Agency Mortgage-Backed Securities         |

### Security 156: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Natixi Repo - 30oct25 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B1QL3, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1B1QL3_4.13_1007
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRM 2414LG 02/15/32 | 2032-02-15      | 6.5000%  | 0.0000% | $0.11              | $0.11              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5512FA 03/25/55 | 2055-03-25      | 5.2560%  | 0.0000% | $206.35            | $203.86            | Agency Collateralized Mortgage Obligation |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  | 0.0000% | $235333.33         | $245981.15         | Agency Debentures and Agency Strips       |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  | 0.0000% | $3333.33           | $3134.44           | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  | 0.0000% | $118000.00         | $89305.94          | Agency Debentures and Agency Strips       |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  | 0.0000% | $842666.67         | $716022.57         | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $444444.44         | $365921.70         | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  | 0.0000% | $572888.89         | $480170.64         | Agency Debentures and Agency Strips       |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  | 0.0000% | $576222.22         | $466443.82         | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  | 0.0000% | $337555.56         | $261082.72         | Agency Debentures and Agency Strips       |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  | 0.0000% | $6080222.22        | $4171858.34        | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  | 0.0000% | $77777.78          | $55067.65          | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $2180222.22        | $1781391.99        | Agency Debentures and Agency Strips       |
| FMAC FEPC 03.000 CLZN4664 | 2047-04-01      | 3.0000%  | 0.0000% | $133.39            | $121.06            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  | 0.0000% | $9415818.74        | $8985936.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $12268348.89       | $12229529.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  | 0.0000% | $578796.14         | $567915.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | 0.0000% | $9596525.86        | $8631563.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  | 0.0000% | $707813.92         | $668378.54         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  | 0.0000% | $4158560.89        | $4267034.75        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  | 0.0000% | $222.22            | $225.69            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  | 0.0000% | $6225333.33        | $6396170.31        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  | 0.0000% | $3660888.89        | $3772571.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $176.85            | $181.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2321 | 2036-12-01      | 2.0000%  | 0.0000% | $1312912.81        | $1208075.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  | 0.0000% | $9677506.11        | $9896784.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $568281.16         | $577533.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  | 0.0000% | $261530.53         | $276366.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  | 0.0000% | $214844.07         | $228360.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV1620 | 2055-05-01      | 6.5000%  | 0.0000% | $212744.21         | $221245.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  | 0.0000% | $27951043.52       | $28503399.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  | 0.0000% | $517602.64         | $534849.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  | 0.0000% | $799908.42         | $689745.74         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  | 0.0000% | $402.00            | $350.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  | 0.0000% | $444444.44         | $398142.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL3184 | 2043-01-01      | 4.0000%  | 0.0000% | $281829.96         | $275748.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  | 0.0000% | $3173333.33        | $3104846.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  | 0.0000% | $83027.56          | $83196.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  | 0.0000% | $65500.47          | $66316.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  | 0.0000% | $258424.99         | $276005.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  | 0.0000% | $280801.49         | $290155.70         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN2710 | 2032-07-01      | 4.0600%  | 0.0000% | $372.89            | $367.05            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.060 WNWN1390 | 2029-07-01      | 4.0600%  | 0.0000% | $222.22            | $221.02            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  | 0.0000% | $183038.07         | $187721.97         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  | 0.0000% | $39896.02          | $40761.68          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  | 0.0000% | $34.83             | $33.53             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9426 | 2030-12-01      | 1.2700%  | 0.0000% | $197.17            | $172.07            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  | 0.0000% | $5531774.89        | $4825409.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  | 0.0000% | $3386796.44        | $3296463.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  | 0.0000% | $394711.89         | $388939.91         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  | 0.0000% | $333333.33         | $289590.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ1042 | 2047-11-01      | 4.0000%  | 0.0000% | $258715.66         | $250165.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0744 | 2055-10-01      | 6.5000%  | 0.0000% | $222.22            | $232.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7694 | 2055-08-01      | 6.0000%  | 0.0000% | $993861.72         | $1021998.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7292 | 2055-08-01      | 6.0000%  | 0.0000% | $917068.95         | $941702.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4223 | 2055-08-01      | 6.0000%  | 0.0000% | $262061.01         | $270106.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4218 | 2055-08-01      | 6.0000%  | 0.0000% | $749339.41         | $769513.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4067 | 2055-08-01      | 6.0000%  | 0.0000% | $317427.89         | $327246.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  | 0.0000% | $11898094.91       | $12440485.43       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  | 0.0000% | $9232113.22        | $9434495.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $400483.90         | $361962.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  | 0.0000% | $699876.84         | $655924.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  | 0.0000% | $690760.32         | $638387.64         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  | 0.0000% | $212.55            | $189.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0742 | 2055-10-01      | 6.0000%  | 0.0000% | $222.22            | $229.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2389 | 2036-12-01      | 2.0000%  | 0.0000% | $371252.05         | $344132.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  | 0.0000% | $70452.28          | $65177.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3414 | 2055-09-01      | 6.0000%  | 0.0000% | $94548.22          | $97052.84          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  | 0.0000% | $417582.26         | $349053.42         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6080%  | 0.0000% | $2844140.71        | $2845868.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  | 0.0000% | $64134.85          | $64400.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  | 0.0000% | $235598.07         | $229324.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  | 0.0000% | $108256.85         | $110511.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $171.12            | $172.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  | 0.0000% | $16292542.53       | $16012734.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  | 0.0000% | $647585.16         | $590929.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1098 | 2055-08-01      | 6.0000%  | 0.0000% | $926477.77         | $951020.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  | 0.0000% | $504910.08         | $525802.81         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  | 0.0000% | $382533.33         | $398993.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4102 | 2055-08-01      | 6.0000%  | 0.0000% | $677829.78         | $698797.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  | 0.0000% | $285133.25         | $296260.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1171 | 2055-09-01      | 6.0000%  | 0.0000% | $180600.00         | $187206.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7969 | 2055-05-01      | 6.5000%  | 0.0000% | $405415.73         | $423940.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  | 0.0000% | $312050.14         | $325205.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  | 0.0000% | $660196.82         | $659347.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4053 | 2055-08-01      | 6.0000%  | 0.0000% | $458260.72         | $470598.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE2673 | 2055-06-01      | 6.5000%  | 0.0000% | $443814.79         | $462165.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $509841.09         | $530875.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  | 0.0000% | $294695.79         | $310884.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  | 0.0000% | $442766.99         | $460609.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  | 0.0000% | $752245.81         | $794378.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  | 0.0000% | $181483.75         | $186502.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  | 0.0000% | $638970.81         | $609354.16         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  | 0.0000% | $3082222.22        | $2972125.76        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  | 0.0000% | $1583441.78        | $1527519.10        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  | 0.0000% | $222.22            | $200.96            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  | 0.0000% | $1595239.78        | $1442584.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6416 | 2052-05-01      | 3.5000%  | 0.0000% | $219980.22         | $202663.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  | 0.0000% | $307467.23         | $315039.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  | 0.0000% | $112064.90         | $111182.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $211.99            | $217.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $227.11            | $233.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4520 | 2055-09-01      | 6.0000%  | 0.0000% | $522020.89         | $535978.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1811 | 2055-09-01      | 6.0000%  | 0.0000% | $442147.80         | $453860.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $802000.27         | $823244.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  | 0.0000% | $350103.28         | $366186.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  | 0.0000% | $760963.28         | $656091.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  | 0.0000% | $6823958.34        | $6918753.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  | 0.0000% | $665473.93         | $669292.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $300568.85         | $314302.78         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  | 0.0000% | $222.22            | $213.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  | 0.0000% | $68189.65          | $68993.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $17961636.21       | $18370991.89       | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  | 0.0000% | $731332.47         | $714797.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  | 0.0000% | $305373.85         | $319119.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  | 0.0000% | $15416737.59       | $15431842.57       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  | 0.0000% | $249236.41         | $262875.90         | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $22.22             | $16.91             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $1075955.48        | $985921.68         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $161977.78         | $162648.57         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $2149288.89        | $2196900.15        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | 0.0000% | $3512666.67        | $3569466.49        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $44.44             | $44.11             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $70555.56          | $68904.12          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $486488.89         | $494725.36         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $1171485.44        | $1232316.74        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $315377.78         | $332893.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $13088.89          | $13350.41          | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $44.44             | $43.94             | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $44.44             | $43.55             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $244.44            | $230.49            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $3333200.00        | $3244924.36        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  | 0.0000% | $8172977.78        | $8309197.74        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $691422.22         | $710352.50         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $26386222.22       | $25699399.76       | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE T 26      | 2026-12-31      | 1.7500%  | 0.0000% | $415888.89         | $407779.06         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $222.22            | $221.34            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $88.89             | $86.90             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $5555355.56        | $5633466.63        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $626377.78         | $585771.12         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $222.22            | $219.03            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1156688.89        | $1055374.80        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $22.22             | $22.90             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $33276000.00       | $31737577.45       | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $1794866.67        | $1825819.14        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $114111.11         | $113179.17         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 45        | 2045-02-15      | 0.7500%  | 0.0000% | $1869532.43        | $1397846.59        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $44.44             | $45.13             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $222.22            | $228.14            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $22.22             | $22.79             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $888955.56         | $897203.74         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $11111088.89       | $11500666.31       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $710888.89         | $733687.19         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $1781777.78        | $1768628.26        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $948000.00         | $938563.37         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $222.22            | $227.14            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  | 0.0000% | $2281652.34        | $1972495.29        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $66.67             | $42.80             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $155.56            | $135.44            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $22.22             | $19.07             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $11000777.78       | $9391677.51        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $44.44             | $31.59             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $22.22             | $18.25             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $44.44             | $34.93             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $7990666.67        | $8102671.84        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $44.44             | $44.50             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $221.90            | $239.64            | U.S. Treasuries (including strips)        |
| USTR 6 BOND 26            | 2026-02-15      | 6.0000%  | 0.0000% | $22.22             | $22.54             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $44822.22          | $46059.78          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $3409488.89        | $3295411.56        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $22.22             | $20.76             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $222.22            | $216.02            | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $148511.11         | $138444.14         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $4986777.78        | $4321060.40        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $444.44            | $413.74            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $4542377.78        | $4071868.07        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $4129555.56        | $3895649.27        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $31622.22          | $31189.45          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $22.22             | $20.82             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $1308200.00        | $1138292.62        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  | 0.0000% | $4717066.67        | $4764677.12        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $200.00            | $198.10            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $22.22             | $22.28             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $22.22             | $21.45             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $66.67             | $67.31             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $16022.22          | $16388.35          | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $155.56            | $151.00            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $444422.22         | $458868.17         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $22.22             | $22.55             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $12985555.56       | $8640617.88        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $133.33            | $126.81            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $1911022.22        | $1964425.43        | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.9965%  | 0.0000% | $66.67             | $67.06             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $33333111.11       | $32688632.07       | U.S. Treasuries (including strips)        |

### Security 157: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1B5SG3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1B5SG3_4.16_1006
- **C.18 - Value (incl. sponsor support):** $199000000.00
- **C.18.a - Value (excl. sponsor support):** $199000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL0933 | 2055-04-01      | 5.5000%  | 0.0000% | $4448364.69        | $4545510.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3326 | 2055-09-01      | 5.5000%  | 0.0000% | $3896507.12        | $3949026.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3185 | 2055-09-01      | 6.0000%  | 0.0000% | $4818750.29        | $4947889.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7380 | 2055-06-01      | 6.5000%  | 0.0000% | $4801514.23        | $5014721.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX2839 | 2055-01-01      | 5.0000%  | 0.0000% | $4641689.57        | $4627243.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  | 0.0000% | $4621694.13        | $4506221.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2879 | 2052-04-01      | 2.5000%  | 0.0000% | $5429574.15        | $4666979.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1624 | 2045-05-01      | 3.0000%  | 0.0000% | $4905875.76        | $4532213.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4842 | 2052-10-01      | 5.5000%  | 0.0000% | $4758256.92        | $4859848.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4168 | 2052-07-01      | 5.0000%  | 0.0000% | $4595496.72        | $4625145.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7730 | 2050-11-01      | 2.5000%  | 0.0000% | $6556881.58        | $5585800.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2340 | 2048-09-01      | 4.5000%  | 0.0000% | $4668827.09        | $4630355.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ4410 | 2051-01-01      | 2.5000%  | 0.0000% | $5467087.90        | $4656165.08        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8106 | 2052-10-01      | 6.0000%  | 0.0000% | $4835135.06        | $4995078.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ7041 | 2054-10-01      | 5.0000%  | 0.0000% | $4772243.59        | $4758775.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0012 | 2055-06-01      | 5.0000%  | 0.0000% | $5209255.06        | $5192771.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  | 0.0000% | $4905959.55        | $4783384.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ4671 | 2055-08-01      | 4.5000%  | 0.0000% | $5471566.99        | $5335921.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1970 | 2054-07-01      | 6.0000%  | 0.0000% | $4934688.47        | $5070852.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1272 | 2054-04-01      | 6.0000%  | 0.0000% | $5149543.08        | $5294571.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2157 | 2055-08-01      | 6.5000%  | 0.0000% | $4653213.71        | $4862939.22        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL1040 | 2048-07-01      | 3.5000%  | 0.0000% | $5309232.66        | $5051349.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0712 | 2063-03-01      | 3.5000%  | 0.0000% | $4959815.51        | $4513726.94        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $4401730.36        | $4571179.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $6045677.74        | $5560690.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLZT2486 | 2045-04-01      | 3.0000%  | 0.0000% | $5941276.43        | $5485643.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0577 | 2055-03-01      | 5.5000%  | 0.0000% | $4986202.41        | $5055468.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $5272371.01        | $5414315.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8098 | 2052-10-01      | 5.5000%  | 0.0000% | $4713628.97        | $4814267.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1344 | 2055-04-01      | 6.0000%  | 0.0000% | $5426857.28        | $5618497.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3359 | 2052-12-01      | 5.5000%  | 0.0000% | $4676450.51        | $4797231.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $4944092.20        | $5141540.01        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0936 | 2055-02-01      | 6.0000%  | 0.0000% | $5129961.89        | $5312636.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8670 | 2054-06-01      | 6.0000%  | 0.0000% | $4895564.73        | $5036034.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3799 | 2047-07-01      | 5.0000%  | 0.0000% | $4727477.54        | $4857023.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PRE6164 | 2055-09-01      | 6.5000%  | 0.0000% | $5015249.96        | $5143410.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5034 | 2052-10-01      | 5.5000%  | 0.0000% | $4717728.82        | $4807038.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTSC0739 | 2042-03-01      | 1.5000%  | 0.0000% | $5468929.35        | $4610227.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2892 | 2055-09-01      | 5.5000%  | 0.0000% | $273758.11         | $279506.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2658 | 2054-10-01      | 6.5000%  | 0.0000% | $4943841.46        | $5160584.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4784 | 2055-09-01      | 6.5000%  | 0.0000% | $4850033.31        | $5075938.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $5582860.58        | $5443372.81        | Agency Mortgage-Backed Securities |

### Security 158: Societe Generale SA

- **C.1 - Title:** SG Americas Securities LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAHL3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: ARP1BAHL3_4.20_1003
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $17168571.43       | $17547184.15       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $10500000.00       | $10704371.88       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $2778385.71        | $2854454.44        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $8444657.14        | $7569940.56        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | 0.0000% | $42696274.29       | $43985552.33       | U.S. Treasuries (including strips) |
| USTR 3 BOND 52        | 2052-08-15      | 3.0000%  | 0.0000% | $19572720.00       | $14447250.96       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $64.29             | $37.98             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | 0.0000% | $29389714.29       | $29707857.94       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | 0.0000% | $42.86             | $43.48             | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $19328485.71       | $19809636.15       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $6385371.43        | $6462920.17        | U.S. Treasuries (including strips) |

### Security 159: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 01oct25 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD415, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD415_4.21_1001
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $51465639.13       | $52695233.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  | 0.0000% | $196930125.47      | $202334588.40      | Agency Mortgage-Backed Securities |

### Security 160: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD4E7, C.3 - LEI: N/A, C.5 - Other ID: ARP1BD4E7_4.21_1001
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 11.7700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLQG7625 | 2053-07-01      | 6.5000%  | 0.0000% | $999930.55         | $1048119.32        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q48675 G | 2047-06-01      | 4.5000%  | 0.0000% | $929962.88         | $923989.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  | 0.0000% | $50923.70          | $52752.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8126 | 2046-10-01      | 3.5000%  | 0.0000% | $105306.12         | $99039.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  | 0.0000% | $970617.06         | $1029820.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $1545738.89        | $1547491.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $2381650.17        | $2246826.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  | 0.0000% | $106267.08         | $101910.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB8302 | 2039-05-01      | 4.5000%  | 0.0000% | $1949870.54        | $1954345.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8562 | 2051-01-01      | 1.5000%  | 0.0000% | $694466.55         | $536013.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3628 | 2052-11-01      | 5.5000%  | 0.0000% | $5679.13           | $5935.62           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4198 | 2053-11-01      | 7.0000%  | 0.0000% | $1427542.50        | $1533221.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  | 0.0000% | $152399.88         | $142230.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  | 0.0000% | $1008329.58        | $954247.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  | 0.0000% | $456.43            | $390.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $42364.14          | $40227.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5467 | 2054-05-01      | 5.5000%  | 0.0000% | $1749953.53        | $1774121.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0121 | 2054-09-01      | 6.0000%  | 0.0000% | $287436.43         | $301521.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8509 | 2036-01-01      | 2.0000%  | 0.0000% | $111228.30         | $102562.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4154 | 2047-09-01      | 4.5000%  | 0.0000% | $267328.56         | $267753.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $404973.24         | $367516.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $405188.58         | $423445.21         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  | 0.0000% | $1221582.32        | $1188993.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC8654 | 2051-10-01      | 3.0000%  | 0.0000% | $756646.68         | $676560.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8178 | 2053-02-01      | 6.0000%  | 0.0000% | $51174.13          | $52731.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8094 | 2050-09-01      | 4.0000%  | 0.0000% | $149347.64         | $143279.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $41400.13          | $42781.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE3449 | 2052-06-01      | 3.0000%  | 0.0000% | $58749.21          | $51900.38          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q61920 G | 2049-03-01      | 4.0000%  | 0.0000% | $222339.24         | $215753.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $1225524.04        | $1257493.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $1006951.58        | $934677.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | 0.0000% | $417130.51         | $409605.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  | 0.0000% | $301956.44         | $288833.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $157937.62         | $151637.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | 0.0000% | $2126905.78        | $1919025.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  | 0.0000% | $32906.94          | $32227.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  | 0.0000% | $830721.49         | $811983.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  | 0.0000% | $1889717.89        | $1794151.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY9917 | 2055-08-01      | 6.5000%  | 0.0000% | $1215282.12        | $1274929.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  | 0.0000% | $29013.26          | $25653.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $588287.76         | $569028.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $117900.85         | $111638.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $1608816.81        | $1593243.46        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  | 0.0000% | $455209.50         | $440252.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $28393.71          | $26373.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4290 | 2051-02-01      | 3.0000%  | 0.0000% | $1862072.58        | $1673643.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC1514 | 2054-08-01      | 7.5000%  | 0.0000% | $589906.37         | $631416.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $243008.18         | $227486.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2847 | 2052-08-01      | 4.0000%  | 0.0000% | $40173.67          | $38154.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $1738002.21        | $1771134.71        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $140240.31         | $135771.16         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48850 G | 2047-06-01      | 3.5000%  | 0.0000% | $265508.18         | $251438.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1087 | 2053-04-01      | 6.0000%  | 0.0000% | $1368906.42        | $1416788.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1417 | 2054-08-01      | 6.5000%  | 0.0000% | $4927.41           | $5188.87           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | 0.0000% | $60247.58          | $58256.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $769.25            | $785.11            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $334027.35         | $331469.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5920 | 2048-03-01      | 3.5000%  | 0.0000% | $356836.95         | $332949.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $308507.75         | $297979.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9902 | 2053-11-01      | 6.5000%  | 0.0000% | $983249.10         | $1036162.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $709564.78         | $753077.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1064081.38        | $1104091.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $953963.64         | $989833.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $8289.76           | $8544.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0012 | 2055-08-01      | 6.0000%  | 0.0000% | $1737545.78        | $1787756.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY9414 | 2055-07-01      | 5.0000%  | 0.0000% | $999.00            | $1000.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9297 | 2055-07-01      | 6.0000%  | 0.0000% | $995.78            | $1038.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8782 | 2055-07-01      | 5.5000%  | 0.0000% | $986.86            | $1002.30           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8568 | 2055-07-01      | 6.0000%  | 0.0000% | $1057603.19        | $1099128.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8457 | 2055-07-01      | 5.5000%  | 0.0000% | $3999.74           | $4091.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8396 | 2055-06-01      | 6.0000%  | 0.0000% | $1499145.20        | $1542697.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8236 | 2055-07-01      | 5.5000%  | 0.0000% | $1454806.66        | $1496138.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY8199 | 2055-07-01      | 5.0000%  | 0.0000% | $1147614.63        | $1148782.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7686 | 2055-07-01      | 6.5000%  | 0.0000% | $1465962.70        | $1524406.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY7671 | 2055-06-01      | 7.0000%  | 0.0000% | $1028808.73        | $1089954.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $733954.83         | $780462.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4398 | 2053-11-01      | 7.0000%  | 0.0000% | $830751.50         | $889476.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  | 0.0000% | $678524.57         | $689625.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  | 0.0000% | $174126.30         | $174371.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $1563615.48        | $1607186.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $39820.79          | $34726.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $681153.67         | $725244.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9039 | 2050-02-01      | 3.5000%  | 0.0000% | $3055192.15        | $2827829.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $94268.95          | $87449.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $1234236.94        | $1250615.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO5299 | 2049-11-01      | 3.0000%  | 0.0000% | $201389.69         | $180641.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $669957.34         | $700226.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0814 | 2053-04-01      | 5.5000%  | 0.0000% | $841546.10         | $863410.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | 0.0000% | $501208.73         | $512223.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  | 0.0000% | $881807.34         | $788867.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $26135.72          | $23180.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  | 0.0000% | $41760.90          | $33922.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIFA0133 | 2039-01-01      | 6.5000%  | 0.0000% | $813.94            | $851.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBM7714 | 2046-02-01      | 3.5000%  | 0.0000% | $1745981.32        | $1655772.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1627 | 2054-12-01      | 4.5000%  | 0.0000% | $988.82            | $974.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $140676.31         | $132276.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBC4932 | 2031-03-01      | 3.5000%  | 0.0000% | $81005.41          | $79957.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | 0.0000% | $956.78            | $935.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $826820.20         | $773667.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3906 | 2054-10-01      | 5.5000%  | 0.0000% | $1327595.25        | $1366935.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  | 0.0000% | $97765.14          | $87077.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  | 0.0000% | $362054.90         | $354164.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $84402.42          | $85835.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | 0.0000% | $220.00            | $208.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6255 | 2054-07-01      | 6.5000%  | 0.0000% | $977783.46         | $1037345.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  | 0.0000% | $146147.65         | $141347.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  | 0.0000% | $97242.49          | $96036.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  | 0.0000% | $184.21            | $167.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $91342.79          | $74485.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | 0.0000% | $5283.29           | $5456.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9664 | 2054-12-01      | 5.5000%  | 0.0000% | $956.41            | $973.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $25219.34          | $24316.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | 0.0000% | $20209.36          | $19856.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $764769.75         | $647961.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $86287.61          | $86269.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6780 | 2051-04-01      | 2.5000%  | 0.0000% | $591.22            | $509.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6519 | 2036-03-01      | 2.0000%  | 0.0000% | $913113.49         | $846932.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM7146 | 2034-09-01      | 4.5000%  | 0.0000% | $514001.09         | $516519.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | 0.0000% | $1618976.73        | $1684787.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC4022 | 2054-10-01      | 7.5000%  | 0.0000% | $1361428.70        | $1463656.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3777 | 2054-10-01      | 5.0000%  | 0.0000% | $1230015.09        | $1247145.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5272 | 2045-06-01      | 3.5000%  | 0.0000% | $139102.66         | $131573.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $44598.73          | $43261.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  | 0.0000% | $72471.58          | $66845.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1754 | 2043-02-01      | 3.5000%  | 0.0000% | $1282107.11        | $1221493.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $179710.69         | $175609.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $43163.24          | $43026.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8468 | 2054-10-01      | 5.0000%  | 0.0000% | $39440.30          | $39315.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $801294.28         | $812919.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $186766.47         | $189649.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $20556.87          | $20855.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $37140.03          | $37767.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $7560.88           | $7547.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8295 | 2053-02-01      | 3.0000%  | 0.0000% | $114357.66         | $100984.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8263 | 2052-11-01      | 3.0000%  | 0.0000% | $1977949.60        | $1747721.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8291 | 2052-11-01      | 2.5000%  | 0.0000% | $2216396.27        | $1877650.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $507628.79         | $497463.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8229 | 2052-05-01      | 4.5000%  | 0.0000% | $29162.02          | $28537.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | 0.0000% | $94234.47          | $95877.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  | 0.0000% | $820023.70         | $835743.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $589622.84         | $610498.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $497955.64         | $519692.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $733050.96         | $740702.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $799872.78         | $805503.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8784 | 2052-09-01      | 5.0000%  | 0.0000% | $1166971.88        | $1173715.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | 0.0000% | $864662.05         | $874036.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $5642550.12        | $5666394.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $1069931.70        | $1093968.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5258 | 2055-03-01      | 6.0000%  | 0.0000% | $1211956.48        | $1264364.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | 0.0000% | $4201.39           | $4464.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | 0.0000% | $996157.63         | $1055366.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5545 | 2053-01-01      | 6.5000%  | 0.0000% | $58848.22          | $61818.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $1276752.27        | $1336997.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  | 0.0000% | $143379.20         | $144155.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  | 0.0000% | $803.01            | $813.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $136031.16         | $133343.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 GLCB5115 | 2052-11-01      | 6.0000%  | 0.0000% | $870282.64         | $904922.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $861740.73         | $879501.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $81096.79          | $82699.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4851 | 2052-10-01      | 4.5000%  | 0.0000% | $825.48            | $807.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4846 | 2052-09-01      | 5.5000%  | 0.0000% | $1744316.95        | $1803666.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $20483.18          | $21071.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH4474 | 2041-01-01      | 4.0000%  | 0.0000% | $72176.35          | $71271.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | 0.0000% | $51990.06          | $50996.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9340 | 2032-03-01      | 3.5000%  | 0.0000% | $36447.88          | $36088.85          | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | 0.0000% | $263431.38         | $268938.56         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  | 0.0000% | $406862.89         | $419071.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $144278.65         | $144504.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $1309554.29        | $1247201.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR6379 | 2043-02-01      | 3.0000%  | 0.0000% | $76321.74          | $70591.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $1275925.41        | $1176913.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR5405 | 2043-02-01      | 3.5000%  | 0.0000% | $871546.46         | $829255.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | 0.0000% | $1087074.08        | $1033652.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR4210 | 2043-01-01      | 3.5000%  | 0.0000% | $87386.41          | $83065.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $246334.00         | $232884.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $54535.55          | $53087.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0903 | 2053-04-01      | 5.5000%  | 0.0000% | $65978.68          | $67207.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1719 | 2053-05-01      | 6.0000%  | 0.0000% | $20292.94          | $20826.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $876326.11         | $905531.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0745 | 2053-05-01      | 6.0000%  | 0.0000% | $1425889.29        | $1490351.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $892217.48         | $932530.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $661680.49         | $680819.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4860 | 2054-04-01      | 5.5000%  | 0.0000% | $1517415.62        | $1565644.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9373 | 2055-05-01      | 5.5000%  | 0.0000% | $1092073.22        | $1108256.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9148 | 2055-05-01      | 6.0000%  | 0.0000% | $2616.87           | $2734.93           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9140 | 2055-05-01      | 5.5000%  | 0.0000% | $1308566.78        | $1327329.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1849175.20        | $1901376.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8371 | 2055-05-01      | 5.5000%  | 0.0000% | $995.70            | $1019.68           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  | 0.0000% | $1252952.29        | $1298282.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7904 | 2055-05-01      | 5.0000%  | 0.0000% | $1097877.88        | $1096574.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $718584.59         | $737763.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7783 | 2055-04-01      | 6.5000%  | 0.0000% | $1549231.01        | $1620678.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7493 | 2055-05-01      | 5.0000%  | 0.0000% | $1364306.84        | $1373579.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8013 | 2055-04-01      | 6.0000%  | 0.0000% | $1910237.18        | $1967497.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6746 | 2055-04-01      | 5.5000%  | 0.0000% | $1685325.91        | $1710886.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  | 0.0000% | $569970.04         | $537512.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6049 | 2053-12-01      | 7.0000%  | 0.0000% | $638.21            | $682.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $223908.04         | $206927.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $1400517.40        | $1299749.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1703 | 2052-09-01      | 5.0000%  | 0.0000% | $277334.28         | $277663.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0741 | 2051-10-01      | 3.5000%  | 0.0000% | $1425100.64        | $1319542.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0504 | 2047-07-01      | 4.0000%  | 0.0000% | $657090.21         | $635256.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0505 | 2048-06-01      | 4.0000%  | 0.0000% | $144414.63         | $139780.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0419 | 2048-02-01      | 3.5000%  | 0.0000% | $881263.38         | $830656.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0210 | 2049-12-01      | 3.0000%  | 0.0000% | $204135.24         | $183230.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0035 | 2047-04-01      | 3.0000%  | 0.0000% | $2139195.17        | $1945864.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0878 | 2050-07-01      | 4.0000%  | 0.0000% | $26610.58          | $25685.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $2332.75           | $2276.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $1300914.00        | $1215872.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $31719.26          | $29455.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  | 0.0000% | $4600.00           | $4722.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $190629.71         | $198391.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $362256.63         | $368239.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | 0.0000% | $421929.91         | $433121.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $1625635.63        | $1677820.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $864308.54         | $888883.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $4670.27           | $4749.23           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $282799.97         | $295872.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7794 | 2054-01-01      | 6.0000%  | 0.0000% | $54207.84          | $55832.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $5820.94           | $6074.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $556859.23         | $569477.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7300 | 2053-10-01      | 5.5000%  | 0.0000% | $921486.46         | $944676.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $893.20            | $908.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $141508.15         | $133556.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | 0.0000% | $71052.08          | $67669.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5347 | 2047-05-01      | 3.5000%  | 0.0000% | $35431.42          | $33316.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  | 0.0000% | $568831.56         | $552989.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $47906.06          | $45194.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  | 0.0000% | $170618.13         | $166936.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3446 | 2048-02-01      | 3.5000%  | 0.0000% | $492460.86         | $458864.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  | 0.0000% | $64674.37          | $60283.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $1047490.70        | $1044610.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK4918 | 2048-06-01      | 4.5000%  | 0.0000% | $164.57            | $164.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  | 0.0000% | $113725.26         | $112464.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBK0935 | 2033-07-01      | 4.0000%  | 0.0000% | $35069.03          | $35130.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2259 | 2044-04-01      | 4.0000%  | 0.0000% | $7497202.08        | $7265825.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS1336 | 2043-12-01      | 4.5000%  | 0.0000% | $7181900.79        | $7175911.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | 0.0000% | $223264.35         | $214835.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR9104 | 2043-02-01      | 3.5000%  | 0.0000% | $732370.21         | $696382.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR8634 | 2043-03-01      | 4.0000%  | 0.0000% | $1110663.75        | $1087949.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $1029342.84        | $1025519.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8170 | 2043-03-01      | 3.5000%  | 0.0000% | $3195238.70        | $3056729.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $902327.75         | $907505.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $733710.37         | $748573.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3779 | 2047-07-01      | 4.5000%  | 0.0000% | $489426.30         | $489555.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5786 | 2053-09-01      | 6.0000%  | 0.0000% | $855.76            | $898.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $826622.12         | $878262.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $676585.87         | $695943.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $145953.28         | $132022.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $39985.48          | $34721.32          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q59886 G | 2048-11-01      | 4.5000%  | 0.0000% | $420153.13         | $417454.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  | 0.0000% | $1287443.95        | $1358424.45        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  | 0.0000% | $1145877.54        | $1071000.68        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  | 0.0000% | $332661.22         | $328057.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | 0.0000% | $512043.61         | $501144.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $705533.38         | $726224.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $774455.48         | $797590.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $146017.66         | $145704.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $1195993.24        | $1210183.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $814429.09         | $832674.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $626169.09         | $637313.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  | 0.0000% | $2702070.38        | $2823988.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9776 | 2053-04-01      | 6.0000%  | 0.0000% | $1028821.01        | $1075559.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8751 | 2053-03-01      | 5.5000%  | 0.0000% | $1247048.92        | $1280310.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | 0.0000% | $267754.22         | $244746.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | 0.0000% | $112662.21         | $97488.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $1979504.53        | $1858438.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | 0.0000% | $689150.75         | $665452.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $1247205.12        | $1261923.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2081 | 2052-12-01      | 5.0000%  | 0.0000% | $566849.43         | $570031.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8994 | 2052-10-01      | 4.5000%  | 0.0000% | $849222.64         | $834549.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | 0.0000% | $1728626.11        | $1757702.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8939 | 2052-09-01      | 5.0000%  | 0.0000% | $1219790.91        | $1241504.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $963410.56         | $975291.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $997527.62         | $997424.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  | 0.0000% | $1449583.74        | $1462922.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0637 | 2054-10-01      | 5.0000%  | 0.0000% | $300954.81         | $302227.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0592 | 2054-09-01      | 7.0000%  | 0.0000% | $691431.01         | $731159.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $239308.56         | $211430.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  | 0.0000% | $502962.19         | $498362.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2562 | 2053-05-01      | 5.5000%  | 0.0000% | $805801.55         | $824547.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8371 | 2052-09-01      | 5.0000%  | 0.0000% | $1104026.22        | $1105833.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | 0.0000% | $1763160.21        | $1807072.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $210465.75         | $198346.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6032 | 2048-11-01      | 4.5000%  | 0.0000% | $1006809.61        | $1008405.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  | 0.0000% | $47468.32          | $46561.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $40923.39          | $41069.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CZAL0778 | 2049-01-01      | 6.5000%  | 0.0000% | $55578.64          | $58972.00          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62208 G | 2049-03-01      | 5.0000%  | 0.0000% | $592200.21         | $602796.32         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62126 G | 2049-03-01      | 4.0000%  | 0.0000% | $647359.66         | $623625.66         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62009 G | 2049-03-01      | 5.0000%  | 0.0000% | $82864.27          | $84242.62          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | 0.0000% | $214283.03         | $217804.51         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  | 0.0000% | $314814.64         | $312922.60         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  | 0.0000% | $1372405.58        | $1338570.60        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  | 0.0000% | $1255612.64        | $1189064.47        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | 0.0000% | $794.20            | $795.88            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U93186 G | 2046-09-01      | 3.5000%  | 0.0000% | $784027.44         | $736646.66         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q29077 G | 2044-10-01      | 4.0000%  | 0.0000% | $342350.55         | $328231.40         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  | 0.0000% | $532878.22         | $519677.88         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $140.93            | $137.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $634825.39         | $633673.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $536481.21         | $530829.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  | 0.0000% | $507938.28         | $508284.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $594275.97         | $589748.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3868 | 2043-06-01      | 3.5000%  | 0.0000% | $41246.86          | $39143.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT3310 | 2043-04-01      | 4.0000%  | 0.0000% | $214455.26         | $208434.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  | 0.0000% | $618727.13         | $569751.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3070 | 2043-04-01      | 3.5000%  | 0.0000% | $1358200.47        | $1293624.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  | 0.0000% | $151391.64         | $145363.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT1349 | 2043-03-01      | 4.0000%  | 0.0000% | $311723.10         | $305734.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  | 0.0000% | $471825.58         | $447468.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  | 0.0000% | $125895.36         | $124542.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $394795.18         | $380819.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | 0.0000% | $49309.74          | $47629.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8796 | 2047-02-01      | 3.0000%  | 0.0000% | $655007.04         | $594258.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS8410 | 2031-11-01      | 3.0000%  | 0.0000% | $47989.99          | $46900.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  | 0.0000% | $17867.32          | $17012.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8951 | 2047-03-01      | 3.5000%  | 0.0000% | $40274.79          | $37794.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $27349.90          | $25983.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $1558022.64        | $1448781.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  | 0.0000% | $174370.10         | $175727.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD2974 | 2055-02-01      | 5.0000%  | 0.0000% | $1537166.53        | $1542238.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2836 | 2055-06-01      | 7.0000%  | 0.0000% | $1281945.95        | $1386914.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD2729 | 2055-07-01      | 5.5000%  | 0.0000% | $1853582.94        | $1889341.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | 0.0000% | $993.00            | $1034.74           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1660 | 2055-02-01      | 5.5000%  | 0.0000% | $1352649.98        | $1382306.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | 0.0000% | $1025416.37        | $1070888.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | 0.0000% | $3981.53           | $4103.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4900 | 2054-10-01      | 5.5000%  | 0.0000% | $94391.58          | $96295.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4859 | 2054-10-01      | 6.5000%  | 0.0000% | $1100480.76        | $1144638.77        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62961 G | 2049-04-01      | 4.0000%  | 0.0000% | $902487.74         | $876156.05         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  | 0.0000% | $619582.12         | $601411.15         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q62733 G | 2049-04-01      | 4.0000%  | 0.0000% | $853290.43         | $821101.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $88315.95          | $77999.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $320724.06         | $260950.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $312191.34         | $254169.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  | 0.0000% | $12196.72          | $10408.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $29488.46          | $26257.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $41136.68          | $40824.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7530 | 2050-11-01      | 2.5000%  | 0.0000% | $166176.60         | $143028.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7507 | 2049-11-01      | 3.0000%  | 0.0000% | $136000.90         | $123155.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $182400.38         | $176543.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  | 0.0000% | $20854.88          | $19362.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  | 0.0000% | $527649.57         | $450190.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  | 0.0000% | $4956.02           | $5164.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | 0.0000% | $1059294.12        | $1090699.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7480 | 2055-07-01      | 6.0000%  | 0.0000% | $1012.99           | $1040.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $531531.33         | $531110.89         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q53573 G | 2048-01-01      | 4.5000%  | 0.0000% | $745066.55         | $739974.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6821 | 2054-06-01      | 6.0000%  | 0.0000% | $888.34            | $924.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | 0.0000% | $40590.66          | $41777.67          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $35184.10          | $36912.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $892.37            | $892.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2032 | 2052-12-01      | 5.0000%  | 0.0000% | $62178.46          | $62656.48          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $21020.16          | $19307.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $133231.25         | $133979.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2602 | 2052-12-01      | 3.0000%  | 0.0000% | $531358.26         | $469346.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | 0.0000% | $724842.36         | $712695.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8588 | 2052-10-01      | 5.0000%  | 0.0000% | $1295499.51        | $1301255.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $792833.11         | $800353.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $581586.77         | $584170.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8415 | 2052-09-01      | 5.0000%  | 0.0000% | $976441.21         | $991254.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $49342.39          | $40048.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT9193 | 2051-11-01      | 2.0000%  | 0.0000% | $141864.56         | $115419.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $35659.79          | $34853.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | 0.0000% | $4747873.83        | $4797198.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  | 0.0000% | $1546161.57        | $1594813.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  | 0.0000% | $606327.01         | $522089.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1286 | 2051-07-01      | 2.5000%  | 0.0000% | $289045.98         | $247975.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879177 | 2036-01-01      | 6.0000%  | 0.0000% | $680442.33         | $717789.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  | 0.0000% | $263763.14         | $269991.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL878097 | 2036-04-01      | 6.0000%  | 0.0000% | $415467.77         | $438273.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP878450 | 2036-08-01      | 6.0000%  | 0.0000% | $95184.67          | $95498.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872280 | 2036-05-01      | 6.0000%  | 0.0000% | $600776.37         | $633764.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | 0.0000% | $694386.37         | $732503.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL871311 | 2036-05-01      | 6.0000%  | 0.0000% | $99746.34          | $102293.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL870158 | 2036-03-01      | 6.0000%  | 0.0000% | $111708.70         | $115570.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852322 | 2036-04-01      | 6.0000%  | 0.0000% | $144920.93         | $151574.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  | 0.0000% | $493377.81         | $519887.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  | 0.0000% | $276860.74         | $290807.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  | 0.0000% | $26891.54          | $27028.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  | 0.0000% | $44446.78          | $44386.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831404 | 2036-03-01      | 6.0000%  | 0.0000% | $120570.55         | $126100.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL821079 | 2035-03-01      | 6.0000%  | 0.0000% | $53328.30          | $55829.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  | 0.0000% | $1426708.57        | $1465891.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  | 0.0000% | $525017.69         | $536866.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $920226.76         | $905320.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0974 | 2052-10-01      | 5.0000%  | 0.0000% | $806525.18         | $816093.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $24755.50          | $24394.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC3922 | 2054-10-01      | 6.5000%  | 0.0000% | $806569.85         | $852052.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1226 | 2037-01-01      | 2.0000%  | 0.0000% | $636189.93         | $588590.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0798 | 2052-10-01      | 5.0000%  | 0.0000% | $997610.09         | $1004512.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $230251.04         | $229937.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF8289 | 2053-01-01      | 6.5000%  | 0.0000% | $1141372.99        | $1209760.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7299 | 2048-05-01      | 4.5000%  | 0.0000% | $329186.15         | $329149.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0102 | 2041-04-01      | 2.5000%  | 0.0000% | $33962.81          | $30685.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | 0.0000% | $723195.83         | $589584.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1538 | 2052-10-01      | 5.0000%  | 0.0000% | $1948296.50        | $1966430.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7559 | 2052-06-01      | 4.0000%  | 0.0000% | $5988.82           | $5714.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  | 0.0000% | $89077.77          | $91724.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAL8620 | 2035-02-01      | 3.0000%  | 0.0000% | $250778.24         | $238331.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1100 | 2036-12-01      | 2.0000%  | 0.0000% | $1841031.18        | $1701786.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO6164 | 2050-01-01      | 3.0000%  | 0.0000% | $93840.57          | $83773.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5660 | 2053-08-01      | 5.5000%  | 0.0000% | $931.51            | $946.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  | 0.0000% | $512937.96         | $485172.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1054998.19        | $1030605.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2088 | 2055-05-01      | 5.5000%  | 0.0000% | $1145286.54        | $1161946.52        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | 0.0000% | $280440.67         | $294479.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  | 0.0000% | $81996.50          | $79594.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  | 0.0000% | $316744.26         | $317119.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5233 | 2054-11-01      | 6.5000%  | 0.0000% | $1359124.12        | $1418880.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0496 | 2047-02-01      | 3.0000%  | 0.0000% | $180995.75         | $165494.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $561710.90         | $560208.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $948731.41         | $1011428.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $444860.68         | $471016.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ0060 | 2055-08-01      | 4.5000%  | 0.0000% | $1169292.66        | $1146017.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9454 | 2055-04-01      | 5.5000%  | 0.0000% | $1688475.95        | $1725488.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE4787 | 2055-07-01      | 4.5000%  | 0.0000% | $1003139.41        | $981494.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $1027276.41        | $1054551.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | 0.0000% | $64660.20          | $64767.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | 0.0000% | $1907246.93        | $1641563.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7262 | 2053-11-01      | 4.0000%  | 0.0000% | $845.23            | $814.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6241 | 2053-08-01      | 6.5000%  | 0.0000% | $765563.81         | $811410.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8507 | 2036-02-01      | 2.0000%  | 0.0000% | $782383.62         | $725286.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8755 | 2053-03-01      | 5.5000%  | 0.0000% | $79381.76          | $80875.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS8078 | 2052-02-01      | 2.0000%  | 0.0000% | $293401.00         | $238635.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS8245 | 2031-11-01      | 2.5000%  | 0.0000% | $31734.46          | $30700.99          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8799 | 2052-09-01      | 5.0000%  | 0.0000% | $993097.73         | $997161.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $887767.01         | $919102.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $750869.36         | $795017.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  | 0.0000% | $92778.33          | $94420.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $773549.69         | $821519.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $47897.66          | $40907.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $753695.03         | $654468.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4299 | 2055-06-01      | 6.0000%  | 0.0000% | $985.22            | $1018.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4220 | 2055-06-01      | 5.5000%  | 0.0000% | $1206915.15        | $1233237.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY3743 | 2055-05-01      | 6.5000%  | 0.0000% | $1087721.70        | $1151819.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3704 | 2055-05-01      | 5.5000%  | 0.0000% | $4001.96           | $4091.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQY3685 | 2055-05-01      | 4.0000%  | 0.0000% | $1953011.84        | $1850262.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3602 | 2055-05-01      | 5.5000%  | 0.0000% | $1115415.22        | $1139353.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2565 | 2055-05-01      | 6.0000%  | 0.0000% | $936.76            | $962.62            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0652 | 2055-03-01      | 6.0000%  | 0.0000% | $1344983.21        | $1407518.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0356 | 2055-04-01      | 6.5000%  | 0.0000% | $1783182.80        | $1880293.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQX9668 | 2055-04-01      | 4.0000%  | 0.0000% | $1812475.23        | $1717119.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $201127.28         | $204428.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $135409.27         | $138860.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  | 0.0000% | $190478.25         | $194335.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $75132.84          | $76393.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $527676.60         | $560916.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | 0.0000% | $688051.68         | $735479.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6721 | 2053-07-01      | 4.5000%  | 0.0000% | $22009.19          | $21523.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6698 | 2053-07-01      | 5.5000%  | 0.0000% | $752.54            | $780.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $49006.67          | $50644.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8544 | 2055-02-01      | 6.5000%  | 0.0000% | $1425372.93        | $1508403.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8115 | 2055-03-01      | 5.5000%  | 0.0000% | $1113957.71        | $1138250.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX8125 | 2055-02-01      | 7.0000%  | 0.0000% | $1630016.19        | $1741931.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3495 | 2052-05-01      | 3.0000%  | 0.0000% | $246653.14         | $218035.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $714.93            | $736.45            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $30342.64          | $32134.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5586 | 2053-01-01      | 6.0000%  | 0.0000% | $28037.68          | $29080.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6740 | 2050-08-01      | 3.0000%  | 0.0000% | $144139.60         | $127634.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $18593.99          | $16070.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA7175 | 2035-09-01      | 2.0000%  | 0.0000% | $130585.46         | $120814.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $142523.38         | $121791.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | 0.0000% | $59538.30          | $58440.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $3195065.23        | $2739330.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $2363.18           | $2020.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  | 0.0000% | $33935.84          | $32933.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $6300.87           | $5913.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1591 | 2043-09-01      | 4.5000%  | 0.0000% | $49989.24          | $49978.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $73598.77          | $72009.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  | 0.0000% | $158.75            | $150.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1177 | 2042-09-01      | 3.5000%  | 0.0000% | $131.45            | $124.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQMA1169 | 2042-09-01      | 4.0000%  | 0.0000% | $94166.17          | $91785.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAC5192 | 2039-12-01      | 4.0000%  | 0.0000% | $775.06            | $754.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2670 | 2052-01-01      | 3.0000%  | 0.0000% | $161395.01         | $142446.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  | 0.0000% | $736.89            | $656.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2638 | 2052-01-01      | 2.5000%  | 0.0000% | $955606.80         | $819024.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  | 0.0000% | $346026.80         | $307717.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB1597 | 2041-09-01      | 2.5000%  | 0.0000% | $35445.29          | $31892.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $53338.20          | $51270.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0486 | 2052-10-01      | 5.0000%  | 0.0000% | $1242537.63        | $1242227.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $220361.91         | $221275.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $645207.82         | $654961.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1063603.20        | $1064935.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $615781.07         | $626684.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF5824 | 2052-12-01      | 6.5000%  | 0.0000% | $1280156.78        | $1344338.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | 0.0000% | $319681.48         | $325240.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $1455591.56        | $1501403.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $578800.92         | $608870.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4791 | 2052-12-01      | 6.5000%  | 0.0000% | $889245.82         | $929878.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5318 | 2052-12-01      | 6.0000%  | 0.0000% | $267667.49         | $275805.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF3956 | 2052-12-01      | 4.5000%  | 0.0000% | $542742.49         | $530867.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $772161.65         | $801945.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2290 | 2052-10-01      | 6.0000%  | 0.0000% | $1420488.47        | $1470538.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $688810.02         | $695129.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1405 | 2052-10-01      | 5.0000%  | 0.0000% | $993534.81         | $1006737.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  | 0.0000% | $694646.43         | $696055.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  | 0.0000% | $925368.45         | $930252.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4032 | 2049-03-01      | 4.5000%  | 0.0000% | $1153199.16        | $1139722.87        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  | 0.0000% | $58801.18          | $59306.14          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H02223 G | 2038-01-01      | 6.0000%  | 0.0000% | $179603.37         | $182530.25         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC H02644 G | 2038-05-01      | 6.0000%  | 0.0000% | $229351.92         | $233907.62         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $1416847.05        | $1419422.88        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07559 G | 2043-11-01      | 4.0000%  | 0.0000% | $202747.65         | $198942.53         | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | 0.0000% | $246659.87         | $263448.01         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | 0.0000% | $1521703.44        | $1611706.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  | 0.0000% | $456464.67         | $475118.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $859826.00         | $901037.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $1922538.65        | $2027347.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA4284 | 2053-11-01      | 6.0000%  | 0.0000% | $1786943.98        | $1836142.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0399 | 2035-08-01      | 2.0000%  | 0.0000% | $163226.60         | $151069.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0764 | 2052-12-01      | 5.5000%  | 0.0000% | $1441957.78        | $1491655.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5121 | 2052-11-01      | 4.5000%  | 0.0000% | $112339.43         | $111407.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY0243 | 2053-04-01      | 6.5000%  | 0.0000% | $680742.30         | $724798.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7895 | 2048-11-01      | 3.5000%  | 0.0000% | $40106.81          | $37867.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBJ9181 | 2048-05-01      | 5.0000%  | 0.0000% | $137038.13         | $139203.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4556 | 2055-01-01      | 6.5000%  | 0.0000% | $1068084.04        | $1130899.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  | 0.0000% | $35624.43          | $31707.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $7076.29           | $5775.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $54209.90          | $44477.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | 0.0000% | $601901.96         | $582866.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  | 0.0000% | $224539.12         | $184850.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7716 | 2050-11-01      | 2.0000%  | 0.0000% | $826.30            | $677.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7595 | 2050-11-01      | 2.0000%  | 0.0000% | $1100171.48        | $892268.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  | 0.0000% | $8277.76           | $7905.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $36191.73          | $35915.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM9779 | 2051-12-01      | 2.5000%  | 0.0000% | $762.19            | $647.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8658 | 2051-09-01      | 2.5000%  | 0.0000% | $20335.13          | $17228.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  | 0.0000% | $27744.42          | $28997.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  | 0.0000% | $512.35            | $477.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7603 | 2049-01-01      | 3.0000%  | 0.0000% | $529.58            | $482.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $28094.64          | $27020.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $557210.69         | $567817.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  | 0.0000% | $1031906.40        | $1048311.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF7876 | 2053-02-01      | 6.0000%  | 0.0000% | $686315.62         | $716179.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7800 | 2053-02-01      | 6.5000%  | 0.0000% | $780291.31         | $830788.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7808 | 2053-01-01      | 5.5000%  | 0.0000% | $826665.94         | $854523.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBD5353 | 2047-05-01      | 4.0000%  | 0.0000% | $807256.26         | $779622.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4331 | 2046-09-01      | 3.5000%  | 0.0000% | $1691066.68        | $1590386.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  | 0.0000% | $376978.38         | $375970.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $655230.33         | $615975.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  | 0.0000% | $37254177.94       | $34936835.60       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  | 0.0000% | $951158.07         | $919443.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC2855 | 2046-09-01      | 3.0000%  | 0.0000% | $275.92            | $250.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE6533 | 2055-08-01      | 5.5000%  | 0.0000% | $1808985.98        | $1835096.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE5588 | 2055-08-01      | 5.0000%  | 0.0000% | $307760.91         | $308478.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE4679 | 2055-07-01      | 4.0000%  | 0.0000% | $136530.38         | $129347.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3279 | 2055-06-01      | 7.0000%  | 0.0000% | $1275643.75        | $1357819.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDE3109 | 2055-07-01      | 4.0000%  | 0.0000% | $467315.76         | $442729.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE2543 | 2055-07-01      | 5.0000%  | 0.0000% | $943234.91         | $942641.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2643 | 2055-07-01      | 6.0000%  | 0.0000% | $1132405.32        | $1175399.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | 0.0000% | $4974.42           | $5270.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | 0.0000% | $3989.82           | $4017.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  | 0.0000% | $50872.51          | $50989.36          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  | 0.0000% | $393593.51         | $399222.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7279 | 2054-06-01      | 6.0000%  | 0.0000% | $584010.15         | $609422.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI7277 | 2054-06-01      | 5.5000%  | 0.0000% | $985815.71         | $1016430.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI7243 | 2054-06-01      | 6.0000%  | 0.0000% | $491651.83         | $513986.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5176 | 2054-05-01      | 6.5000%  | 0.0000% | $1093140.54        | $1156480.50        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI4381 | 2054-05-01      | 5.5000%  | 0.0000% | $2188.15           | $2248.63           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI3375 | 2054-03-01      | 5.0000%  | 0.0000% | $531177.86         | $530484.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $53142.21          | $48873.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $35433.17          | $35491.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5151 | 2044-04-01      | 4.5000%  | 0.0000% | $330392.81         | $330857.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $215698.90         | $210053.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK6568 | 2042-04-01      | 3.5000%  | 0.0000% | $338021.35         | $322039.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAK1100 | 2027-02-01      | 3.5000%  | 0.0000% | $69344.87          | $69033.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $465730.13         | $453957.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ6317 | 2041-12-01      | 3.5000%  | 0.0000% | $64448.06          | $61560.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.875 CAAJ6327 | 2041-11-01      | 2.8750%  | 0.0000% | $158074.98         | $153529.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | 0.0000% | $70101.77          | $71030.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 REAI3464 | 2041-06-01      | 4.0000%  | 0.0000% | $230113.08         | $223954.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $47612.07          | $48980.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAI2433 | 2041-05-01      | 5.0000%  | 0.0000% | $113480.89         | $116742.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW9745 | 2053-05-01      | 6.0000%  | 0.0000% | $77461.05          | $81334.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $423558.50         | $425990.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $987680.26         | $997840.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9388 | 2052-09-01      | 5.0000%  | 0.0000% | $909936.76         | $922697.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  | 0.0000% | $567413.51         | $576163.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $919672.72         | $909319.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $534126.11         | $523267.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  | 0.0000% | $1540519.68        | $1559526.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $5953.76           | $5869.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $341967.20         | $336761.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | 0.0000% | $818822.32         | $831663.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $906723.21         | $922459.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $830934.23         | $838206.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7656 | 2052-08-01      | 5.0000%  | 0.0000% | $1075041.82        | $1090439.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $10754.87          | $11100.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $937908.22         | $944042.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8679 | 2055-02-01      | 6.0000%  | 0.0000% | $1171720.56        | $1226336.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  | 0.0000% | $416138.03         | $437422.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7867 | 2055-01-01      | 6.0000%  | 0.0000% | $1255592.56        | $1312633.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  | 0.0000% | $866611.74         | $865851.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  | 0.0000% | $1278319.69        | $1361149.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC6428 | 2054-11-01      | 4.0000%  | 0.0000% | $974822.04         | $927341.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | 0.0000% | $4954.26           | $5189.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5573 | 2054-11-01      | 5.5000%  | 0.0000% | $1446035.65        | $1465900.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5769 | 2053-06-01      | 6.5000%  | 0.0000% | $566366.39         | $599665.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  | 0.0000% | $319263.39         | $316892.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $298612.13         | $295659.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $363049.39         | $360713.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  | 0.0000% | $564745.49         | $560909.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $239801.73         | $244100.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $252.88            | $229.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $1891397.65        | $1973812.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9899 | 2054-08-01      | 6.0000%  | 0.0000% | $27639.24          | $28945.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH4289 | 2053-11-01      | 5.5000%  | 0.0000% | $87305.16          | $88571.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $631526.52         | $625832.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  | 0.0000% | $757869.84         | $793195.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  | 0.0000% | $654294.44         | $684839.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $68779.08          | $61971.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2905 | 2048-11-01      | 3.0000%  | 0.0000% | $165277.64         | $149995.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  | 0.0000% | $780474.50         | $830991.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $1280287.64        | $1276865.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4545 | 2050-10-01      | 2.5000%  | 0.0000% | $41667.34          | $35928.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4604 | 2052-12-01      | 5.5000%  | 0.0000% | $686213.57         | $703210.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $1552646.27        | $1519128.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD5503 | 2046-08-01      | 3.5000%  | 0.0000% | $332288.84         | $311829.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB1970 | 2036-10-01      | 2.0000%  | 0.0000% | $1730181.43        | $1605411.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9475 | 2053-08-01      | 6.0000%  | 0.0000% | $12600.55          | $13048.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4328 | 2052-06-01      | 5.0000%  | 0.0000% | $773494.36         | $777773.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE4385 | 2052-06-01      | 4.0000%  | 0.0000% | $117565.67         | $112496.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $765969.94         | $764388.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNBM5515 | 2029-02-01      | 4.0000%  | 0.0000% | $58955.90          | $58928.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  | 0.0000% | $58995.55          | $55377.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $68865.82          | $62099.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | 0.0000% | $1358723.65        | $1323534.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | 0.0000% | $98815.30          | $97143.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $309374.36         | $280768.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $1323.44           | $1320.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | 0.0000% | $1313209.83        | $1236247.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $559966.72         | $522515.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $330975.00         | $309838.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $1409326.63        | $1320900.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $576123.85         | $541138.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880316 | 2036-04-01      | 6.0000%  | 0.0000% | $84572.47          | $87891.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  | 0.0000% | $111414.86         | $116138.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  | 0.0000% | $448636.50         | $468561.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  | 0.0000% | $51105.07          | $53487.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  | 0.0000% | $270112.10         | $283734.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY3178 | 2045-02-01      | 4.0000%  | 0.0000% | $109726.01         | $107446.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | 0.0000% | $211349.54         | $204301.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  | 0.0000% | $314651.61         | $324819.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8137 | 2037-01-01      | 2.0000%  | 0.0000% | $659626.67         | $606764.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $425531.48         | $424993.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $765197.04         | $769239.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1349 | 2053-09-01      | 6.5000%  | 0.0000% | $1660981.43        | $1751317.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5232 | 2049-04-01      | 4.5000%  | 0.0000% | $231017.33         | $229724.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $855384.18         | $884275.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8885 | 2054-07-01      | 7.0000%  | 0.0000% | $880.67            | $940.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  | 0.0000% | $25817.60          | $26556.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $32382.53          | $33636.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $51140.18          | $45634.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6386 | 2053-02-01      | 6.0000%  | 0.0000% | $7277856.43        | $7511463.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $29273.16          | $25836.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8440 | 2055-03-01      | 5.5000%  | 0.0000% | $1387999.81        | $1418921.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF5227 | 2052-12-01      | 6.5000%  | 0.0000% | $668125.47         | $711330.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  | 0.0000% | $9732.96           | $8600.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  | 0.0000% | $48606.99          | $43192.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  | 0.0000% | $13825.51          | $12714.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $211303.84         | $195496.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4960 | 2052-12-01      | 5.5000%  | 0.0000% | $3378483.25        | $3459122.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $665047.43         | $663267.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  | 0.0000% | $6821.07           | $6859.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7352 | 2053-09-01      | 6.5000%  | 0.0000% | $853334.70         | $907705.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  | 0.0000% | $43134.23          | $43088.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4740 | 2049-04-01      | 4.5000%  | 0.0000% | $606076.10         | $605390.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  | 0.0000% | $446434.51         | $447363.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  | 0.0000% | $449377.65         | $450633.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  | 0.0000% | $910041.67         | $927443.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6541 | 2046-01-01      | 3.5000%  | 0.0000% | $805099.44         | $760190.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBD5047 | 2047-02-01      | 3.0000%  | 0.0000% | $86830.01          | $78797.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $1028013.72        | $1028864.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $205422.31         | $208288.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9291 | 2052-09-01      | 5.0000%  | 0.0000% | $548910.16         | $555801.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  | 0.0000% | $172346.18         | $139651.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8139 | 2054-03-01      | 5.5000%  | 0.0000% | $64578.64          | $66203.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $397801.61         | $398433.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  | 0.0000% | $376386.07         | $377437.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $760637.78         | $744780.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD6296 | 2052-02-01      | 4.0000%  | 0.0000% | $809070.60         | $771796.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $1624607.59        | $1661625.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6947 | 2048-06-01      | 4.0000%  | 0.0000% | $179.53            | $173.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $1831623.70        | $1790414.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3576 | 2050-06-01      | 2.5000%  | 0.0000% | $508.23            | $437.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM2550 | 2033-07-01      | 2.5000%  | 0.0000% | $27359.86          | $26398.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $1391614.12        | $1306244.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2090 | 2049-05-01      | 6.0000%  | 0.0000% | $41495.61          | $43596.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  | 0.0000% | $341.78            | $305.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $7206.95           | $7104.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1569 | 2048-04-01      | 4.5000%  | 0.0000% | $48038.15          | $48487.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1348 | 2046-11-01      | 3.0000%  | 0.0000% | $117054.12         | $108074.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2785 | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1068.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2700 | 2055-08-01      | 5.5000%  | 0.0000% | $1023.03           | $1043.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1347 | 2053-09-01      | 6.5000%  | 0.0000% | $849590.98         | $897406.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1129 | 2053-10-01      | 7.0000%  | 0.0000% | $1011497.31        | $1071053.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | 0.0000% | $3340.86           | $3475.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $130709.72         | $119271.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3UZN0013 | 2031-06-01      | 3.0000%  | 0.0000% | $135696.94         | $131962.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $353649.99         | $318794.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8446 | 2048-09-01      | 4.5000%  | 0.0000% | $236561.05         | $233262.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  | 0.0000% | $156928.95         | $155215.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  | 0.0000% | $382705.85         | $383313.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $490717.95         | $486313.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $298171.43         | $289368.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $647919.36         | $636575.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | 0.0000% | $213099.88         | $219262.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4873 | 2049-04-01      | 4.5000%  | 0.0000% | $682907.89         | $682388.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4852 | 2049-01-01      | 4.5000%  | 0.0000% | $767714.05         | $767628.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $392947.43         | $393303.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $569436.86         | $571027.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  | 0.0000% | $622536.87         | $602357.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  | 0.0000% | $86342.51          | $85566.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRAW4718 | 2034-06-01      | 4.5000%  | 0.0000% | $177619.43         | $178457.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  | 0.0000% | $77398.38          | $76951.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CQAW3299 | 2034-06-01      | 4.5000%  | 0.0000% | $118502.69         | $119067.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CZAW2723 | 2054-02-01      | 4.0000%  | 0.0000% | $309174.00         | $294454.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  | 0.0000% | $632476.26         | $618690.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAV7005 | 2029-08-01      | 3.0000%  | 0.0000% | $190919.58         | $187702.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRAV3965 | 2034-01-01      | 4.5000%  | 0.0000% | $45425.27          | $45641.59          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD9765 | 2052-04-01      | 2.5000%  | 0.0000% | $128297.12         | $108706.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD9323 | 2052-04-01      | 2.5000%  | 0.0000% | $141631.58         | $120510.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD5828 | 2052-02-01      | 2.5000%  | 0.0000% | $884494.12         | $751584.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $30042.92          | $27851.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $702255.37         | $596470.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  | 0.0000% | $183973.61         | $156321.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $265892.01         | $228605.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0926 | 2036-07-01      | 2.0000%  | 0.0000% | $585.05            | $542.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $6887.78           | $5877.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $200146.25         | $188888.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB0744 | 2036-06-01      | 2.5000%  | 0.0000% | $33031.56          | $31321.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0692 | 2036-06-01      | 2.0000%  | 0.0000% | $576.06            | $534.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  | 0.0000% | $115715.24         | $98051.65          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3938 | 2055-01-01      | 5.5000%  | 0.0000% | $1901454.91        | $1950040.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  | 0.0000% | $1408815.79        | $1406185.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3359 | 2055-01-01      | 5.5000%  | 0.0000% | $1156972.76        | $1189379.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX2653 | 2054-12-01      | 6.0000%  | 0.0000% | $877196.43         | $915314.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  | 0.0000% | $9089712.13        | $8947140.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $934173.15         | $946518.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $1115829.06        | $1136607.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $481962.11         | $425715.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $5929819.88        | $5719478.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $660187.10         | $610827.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8865 | 2052-06-01      | 3.0000%  | 0.0000% | $133228.41         | $117673.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $762490.76         | $768644.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $789998.82         | $641290.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | 0.0000% | $2161963.28        | $1911903.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | 0.0000% | $857167.89         | $775097.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $692999.70         | $646865.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $823061.19         | $824368.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $515115.32         | $514182.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $237396.03         | $236554.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAV2354 | 2044-01-01      | 3.5000%  | 0.0000% | $32710.17          | $31142.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $710592.49         | $694383.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | 0.0000% | $2021790.31        | $1912440.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.025 CLAU6343 | 2043-07-01      | 3.0250%  | 0.0000% | $62268.28          | $57595.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  | 0.0000% | $997.32            | $1001.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9731 | 2055-01-01      | 6.0000%  | 0.0000% | $977.14            | $1005.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8918 | 2053-05-01      | 6.0000%  | 0.0000% | $913006.95         | $950118.25         | Agency Mortgage-Backed Securities  |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $21335.18          | $22056.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6891 | 2054-10-01      | 6.0000%  | 0.0000% | $89918.94          | $92889.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6280 | 2055-02-01      | 5.5000%  | 0.0000% | $1694654.92        | $1736868.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX4740 | 2055-01-01      | 6.5000%  | 0.0000% | $1161762.55        | $1227265.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAX1613 | 2044-08-01      | 3.5000%  | 0.0000% | $820888.66         | $780411.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAX1583 | 2034-08-01      | 3.0000%  | 0.0000% | $108470.69         | $103166.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  | 0.0000% | $348325.40         | $341668.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  | 0.0000% | $1422663.21        | $1425412.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $1011636.07        | $1025139.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0740 | 2052-09-01      | 5.0000%  | 0.0000% | $1131403.54        | $1142889.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  | 0.0000% | $1260486.65        | $1264963.62        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $287887.93         | $290246.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  | 0.0000% | $152280.19         | $155200.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0505 | 2052-09-01      | 5.0000%  | 0.0000% | $1517932.55        | $1526126.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0435 | 2052-09-01      | 5.0000%  | 0.0000% | $668983.25         | $676050.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0225 | 2052-09-01      | 5.0000%  | 0.0000% | $919559.13         | $933032.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0021 | 2052-09-01      | 5.0000%  | 0.0000% | $1105588.79        | $1109925.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0191 | 2053-11-01      | 6.0000%  | 0.0000% | $877.14            | $908.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2664 | 2055-09-01      | 5.5000%  | 0.0000% | $21104428.00       | $21541069.24       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ1561 | 2055-09-01      | 5.5000%  | 0.0000% | $999.14            | $1013.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2398 | 2051-12-01      | 2.5000%  | 0.0000% | $57254.36          | $49051.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $6535.15           | $5536.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ6261 | 2042-12-01      | 3.5000%  | 0.0000% | $1424988.49        | $1351865.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ4811 | 2042-11-01      | 3.5000%  | 0.0000% | $49749.80          | $47243.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ4697 | 2042-11-01      | 3.5000%  | 0.0000% | $53290.51          | $50853.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $379520.10         | $350660.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $135330.29         | $128305.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL9854 | 2047-01-01      | 4.5000%  | 0.0000% | $122511.64         | $122032.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $355522.02         | $338818.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $43153.99          | $40817.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $85740.24          | $84811.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6586 | 2043-10-01      | 3.5000%  | 0.0000% | $122144.59         | $116292.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $313929.33         | $321400.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAL6167 | 2044-01-01      | 3.5000%  | 0.0000% | $264083.32         | $250448.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  | 0.0000% | $216620.21         | $211943.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $1244108.40        | $1218535.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $1231148.82        | $1205863.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  | 0.0000% | $530603.86         | $531010.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $604644.78         | $605984.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6684 | 2052-04-01      | 4.5000%  | 0.0000% | $1670474.36        | $1651021.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTBV5974 | 2045-06-01      | 5.5000%  | 0.0000% | $3001.61           | $3067.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5661 | 2052-04-01      | 3.5000%  | 0.0000% | $64579.03          | $59395.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0908 | 2052-03-01      | 3.5000%  | 0.0000% | $656.96            | $613.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | 0.0000% | $661486.40         | $594641.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0370 | 2052-01-01      | 2.5000%  | 0.0000% | $839.58            | $710.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0012 | 2045-04-01      | 2.5000%  | 0.0000% | $1975337.83        | $1778100.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9703 | 2051-11-01      | 3.0000%  | 0.0000% | $877604.76         | $781080.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9631 | 2051-11-01      | 3.0000%  | 0.0000% | $230701.18         | $206827.45         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $2295.02           | $2173.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQA2143 | 2049-08-01      | 4.5000%  | 0.0000% | $1754344.65        | $1738811.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  | 0.0000% | $257144.04         | $242991.72         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59262 G | 2048-10-01      | 5.0000%  | 0.0000% | $667452.67         | $680166.16         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $349088.27         | $356815.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS4363 | 2045-02-01      | 4.5000%  | 0.0000% | $56248.08          | $56365.19          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58671 G | 2048-09-01      | 4.5000%  | 0.0000% | $23217.55          | $22991.83          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58538 G | 2048-09-01      | 5.0000%  | 0.0000% | $596686.81         | $607330.38         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58535 G | 2048-09-01      | 5.0000%  | 0.0000% | $619378.94         | $632530.70         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58368 G | 2048-09-01      | 5.0000%  | 0.0000% | $384558.71         | $390152.03         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  | 0.0000% | $417365.02         | $413653.39         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50600 G | 2047-09-01      | 4.0000%  | 0.0000% | $558804.87         | $543893.84         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67703 G | 2047-04-01      | 3.5000%  | 0.0000% | $934052.35         | $880483.93         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q49260 G | 2047-07-01      | 4.0000%  | 0.0000% | $1108263.52        | $1078695.29        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $233292.11         | $221222.38         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48678 G | 2047-06-01      | 4.0000%  | 0.0000% | $532877.47         | $518658.29         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  | 0.0000% | $500206.32         | $471458.69         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  | 0.0000% | $1129199.06        | $1099073.41        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50909 G | 2047-09-01      | 4.0000%  | 0.0000% | $2725211.38        | $2652506.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $836494.29         | $888752.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  | 0.0000% | $939060.95         | $997721.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $249035.83         | $248990.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $1042330.02        | $1076638.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  | 0.0000% | $155716.08         | $160579.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3967 | 2053-08-01      | 5.5000%  | 0.0000% | $722607.44         | $745372.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $905348.87         | $920296.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3466 | 2053-06-01      | 6.0000%  | 0.0000% | $1089345.17        | $1136445.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | 0.0000% | $854798.96         | $855195.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | 0.0000% | $787695.61         | $770557.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $19600.98          | $20531.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  | 0.0000% | $1914809.21        | $2001192.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $988417.49         | $1052390.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2138 | 2053-06-01      | 6.5000%  | 0.0000% | $806738.97         | $855839.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  | 0.0000% | $974118.02         | $1020171.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4088 | 2047-10-01      | 4.5000%  | 0.0000% | $4406461.13        | $4418772.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH3356 | 2047-06-01      | 3.5000%  | 0.0000% | $908150.19         | $852985.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $266503.48         | $250102.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC0100 | 2045-12-01      | 3.5000%  | 0.0000% | $51941.05          | $48742.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $349417.65         | $330506.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $81705.63          | $79417.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $48705.04          | $48333.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  | 0.0000% | $265334.88         | $238330.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3612 | 2050-06-01      | 2.5000%  | 0.0000% | $37126.00          | $31928.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLFS2766 | 2051-09-01      | 1.5000%  | 0.0000% | $529820.47         | $408082.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  | 0.0000% | $396506.75         | $352897.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1105 | 2052-10-01      | 5.0000%  | 0.0000% | $1922566.04        | $1930432.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA1101 | 2049-07-01      | 3.5000%  | 0.0000% | $985089.12         | $929581.76         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58355 G | 2048-09-01      | 4.5000%  | 0.0000% | $286686.25         | $284016.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3257 | 2054-09-01      | 6.0000%  | 0.0000% | $426347.28         | $439795.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3186 | 2054-10-01      | 6.0000%  | 0.0000% | $1248426.14        | $1292900.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3490 | 2054-10-01      | 5.5000%  | 0.0000% | $28203.95          | $28822.20          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH2773 | 2053-09-01      | 5.0000%  | 0.0000% | $64969.32          | $65089.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  | 0.0000% | $102116.78         | $104613.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  | 0.0000% | $827490.87         | $849662.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1232 | 2053-09-01      | 6.5000%  | 0.0000% | $759785.50         | $809992.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $819227.06         | $803572.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAY5895 | 2030-04-01      | 3.5000%  | 0.0000% | $117572.33         | $116232.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3450 | 2047-06-01      | 4.5000%  | 0.0000% | $1267804.82        | $1269818.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | 0.0000% | $197858.10         | $186259.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $820554.86         | $776544.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $242733.29         | $230116.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  | 0.0000% | $993325.84         | $975053.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $99569.83          | $99812.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $11162.25          | $11463.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8994 | 2045-09-01      | 4.0000%  | 0.0000% | $1690677.84        | $1634280.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT5611 | 2043-05-01      | 3.0000%  | 0.0000% | $961989.44         | $887534.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS4427 | 2045-02-01      | 4.5000%  | 0.0000% | $114895.66         | $114999.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $166442.28         | $161717.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  | 0.0000% | $512714.59         | $499990.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5877 | 2049-12-01      | 3.5000%  | 0.0000% | $838477.95         | $779591.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $277798.37         | $261532.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA4285 | 2049-11-01      | 3.5000%  | 0.0000% | $1708904.92        | $1614873.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  | 0.0000% | $416871.18         | $361290.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $36654.51          | $35047.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM6213 | 2050-12-01      | 3.5000%  | 0.0000% | $45263.63          | $42000.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  | 0.0000% | $33222.73          | $31911.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM5007 | 2047-05-01      | 4.5000%  | 0.0000% | $391510.55         | $394292.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3951 | 2050-07-01      | 3.0000%  | 0.0000% | $69755.86          | $62915.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $383288.10         | $368488.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $49675.49          | $51116.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $87725.59          | $84595.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  | 0.0000% | $44266.96          | $43643.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  | 0.0000% | $4392030.77        | $3763196.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | 0.0000% | $6808.20           | $5580.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1615 | 2051-02-01      | 2.0000%  | 0.0000% | $1907215.67        | $1556662.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR1001 | 2051-05-01      | 2.5000%  | 0.0000% | $205627.36         | $177565.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4516 | 2051-02-01      | 2.0000%  | 0.0000% | $233536.31         | $190612.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  | 0.0000% | $468804.98         | $417737.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBQ2347 | 2035-09-01      | 3.0000%  | 0.0000% | $44636.19          | $43132.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBP8820 | 2035-07-01      | 2.5000%  | 0.0000% | $99802.80          | $94634.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6293 | 2054-03-01      | 5.5000%  | 0.0000% | $1847926.65        | $1903302.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5167 | 2053-11-01      | 6.5000%  | 0.0000% | $1264575.02        | $1330049.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | 0.0000% | $6354.98           | $6697.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4106 | 2053-12-01      | 7.0000%  | 0.0000% | $1311216.51        | $1389263.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  | 0.0000% | $288076.67         | $278555.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $1219867.27        | $1141923.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $317765.64         | $297553.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  | 0.0000% | $539439.67         | $503529.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ9096 | 2042-12-01      | 4.0000%  | 0.0000% | $808897.04         | $792688.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7946 | 2042-12-01      | 3.5000%  | 0.0000% | $1605206.46        | $1524826.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAQ7316 | 2043-01-01      | 2.5000%  | 0.0000% | $44703.91          | $40308.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $646433.37         | $617273.69         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  | 0.0000% | $570570.09         | $583404.94         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57072 G | 2048-07-01      | 4.0000%  | 0.0000% | $325506.47         | $314445.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | 0.0000% | $191562.78         | $183754.77         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  | 0.0000% | $454412.63         | $442287.64         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  | 0.0000% | $480145.39         | $462594.74         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q52693 G | 2047-12-01      | 4.0000%  | 0.0000% | $849980.77         | $827299.22         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51255 G | 2047-10-01      | 4.0000%  | 0.0000% | $974757.43         | $939126.36         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  | 0.0000% | $968820.31         | $942971.43         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50952 G | 2047-09-01      | 4.0000%  | 0.0000% | $708743.46         | $689830.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5077 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.74           | $1019.13           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0573 | 2055-06-01      | 5.5000%  | 0.0000% | $989.05            | $1016.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0863 | 2055-08-01      | 5.5000%  | 0.0000% | $1009.65           | $1024.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0834 | 2055-08-01      | 5.0000%  | 0.0000% | $1016.77           | $1014.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  | 0.0000% | $1063435.65        | $1047881.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $61115.57          | $58632.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $7431.56           | $6635.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3652 | 2049-03-01      | 4.5000%  | 0.0000% | $140604.95         | $134840.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA3620 | 2049-03-01      | 4.0000%  | 0.0000% | $149888.68         | $140535.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $33215.68          | $30724.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $40890.04          | $40470.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $1422555.47        | $1362977.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $363570.04         | $356096.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3857 | 2052-06-01      | 4.0000%  | 0.0000% | $653.59            | $620.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1579 | 2049-05-01      | 4.0000%  | 0.0000% | $153688.92         | $148433.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS1489 | 2033-04-01      | 3.5000%  | 0.0000% | $297.38            | $295.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $4838603.75        | $4353324.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $567152.57         | $536785.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2279 | 2055-07-01      | 6.0000%  | 0.0000% | $1010.91           | $1056.52           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | 0.0000% | $852825.70         | $860514.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0864 | 2052-10-01      | 5.0000%  | 0.0000% | $709473.54         | $711934.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $946925.40         | $912775.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1407806.51        | $1358073.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4459 | 2049-01-01      | 5.0000%  | 0.0000% | $188340.06         | $189582.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | 0.0000% | $222518.58         | $224083.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  | 0.0000% | $139266.85         | $128462.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7887 | 2041-09-01      | 3.0000%  | 0.0000% | $113270.62         | $104755.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $864896.64         | $785171.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | 0.0000% | $14981733.16       | $14234450.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | 0.0000% | $101741.83         | $92331.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  | 0.0000% | $1005937.97        | $944000.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6464 | 2046-01-01      | 3.5000%  | 0.0000% | $54228.48          | $51180.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6353 | 2045-12-01      | 4.0000%  | 0.0000% | $261.02            | $254.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS6038 | 2040-10-01      | 3.5000%  | 0.0000% | $167341.48         | $157052.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM1538 | 2047-07-01      | 4.0000%  | 0.0000% | $119957.58         | $115762.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  | 0.0000% | $203.66            | $192.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS5221 | 2045-06-01      | 3.5000%  | 0.0000% | $1176555.18        | $1107043.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  | 0.0000% | $5634.41           | $5389.81           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS4789 | 2045-04-01      | 3.0000%  | 0.0000% | $166093.87         | $151503.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS5314 | 2045-07-01      | 4.0000%  | 0.0000% | $37317.56          | $36414.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $779370.15         | $786244.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  | 0.0000% | $1890619.61        | $1920182.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2609 | 2052-12-01      | 3.5000%  | 0.0000% | $69310.31          | $63705.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4962 | 2053-03-01      | 4.0000%  | 0.0000% | $1811.72           | $1718.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  | 0.0000% | $1165934.24        | $1169191.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5220 | 2049-12-01      | 3.5000%  | 0.0000% | $825455.87         | $772395.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB7841 | 2054-07-01      | 5.5000%  | 0.0000% | $72066.57          | $74161.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $259047.43         | $258578.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8910 | 2052-09-01      | 5.0000%  | 0.0000% | $1125293.68        | $1136556.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $238230.22         | $238042.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3472 | 2049-02-01      | 4.5000%  | 0.0000% | $479909.95         | $480227.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $803234.84         | $854131.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $537053.15         | $555744.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $22936345.76       | $22573836.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3497 | 2053-10-01      | 7.0000%  | 0.0000% | $713648.66         | $753768.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  | 0.0000% | $279653.00         | $294106.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  | 0.0000% | $869094.47         | $919576.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  | 0.0000% | $150473.13         | $155895.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $209608.07         | $218223.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO4163 | 2042-06-01      | 3.5000%  | 0.0000% | $614813.83         | $583082.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAB5710 | 2027-07-01      | 2.5000%  | 0.0000% | $29440.77          | $29105.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9707 | 2042-07-01      | 3.5000%  | 0.0000% | $18780.38          | $17874.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2981 | 2042-08-01      | 4.0000%  | 0.0000% | $1298216.61        | $1274891.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $664790.39         | $652089.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  | 0.0000% | $302550.47         | $297240.17         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  | 0.0000% | $289273.05         | $282612.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9386 | 2043-04-01      | 4.0000%  | 0.0000% | $465021.44         | $448234.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  | 0.0000% | $1060431.77        | $1082295.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  | 0.0000% | $87079.49          | $85012.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8735 | 2046-06-01      | 4.0000%  | 0.0000% | $150177.43         | $145278.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO8662 | 2050-03-01      | 3.0000%  | 0.0000% | $48245.33          | $43067.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $738166.26         | $760808.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRBC2809 | 2046-08-01      | 3.5000%  | 0.0000% | $515558.41         | $483860.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  | 0.0000% | $82526.05          | $82399.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $727481.94         | $746197.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | 0.0000% | $804798.15         | $856894.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $891841.79         | $930495.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9533 | 2053-03-01      | 6.0000%  | 0.0000% | $754358.28         | $792222.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5219 | 2053-07-01      | 5.5000%  | 0.0000% | $402893.74         | $411037.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL735182 | 2031-02-01      | 8.5000%  | 0.0000% | $29215.09          | $29664.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $124490.71         | $108100.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2022 | 2053-05-01      | 5.0000%  | 0.0000% | $796.14            | $796.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $1034763.66        | $1069863.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $803945.42         | $805222.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZT0936 | 2043-09-01      | 3.0000%  | 0.0000% | $186891.21         | $176098.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0362 | 2052-04-01      | 3.5000%  | 0.0000% | $185607.12         | $171077.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS9937 | 2047-07-01      | 3.0000%  | 0.0000% | $834543.89         | $757345.80         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  | 0.0000% | $478086.75         | $467420.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  | 0.0000% | $5849322.46        | $5578336.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  | 0.0000% | $168358.83         | $159842.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE3665 | 2052-06-01      | 5.0000%  | 0.0000% | $837603.59         | $849220.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6760 | 2053-07-01      | 5.5000%  | 0.0000% | $851.64            | $864.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $26481.43          | $22540.83          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $962447.21         | $979413.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | 0.0000% | $3812.15           | $4044.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE6572 | 2052-07-01      | 5.0000%  | 0.0000% | $840.26            | $844.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ2116 | 2030-10-01      | 3.0000%  | 0.0000% | $238221.56         | $235522.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8267 | 2055-09-01      | 5.5000%  | 0.0000% | $1785947.44        | $1820622.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1821 | 2054-11-01      | 5.5000%  | 0.0000% | $768717.30         | $784383.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBV1688 | 2055-05-01      | 5.5000%  | 0.0000% | $1938155.43        | $1963881.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4221 | 2055-05-01      | 5.5000%  | 0.0000% | $1817758.64        | $1853400.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | 0.0000% | $985.13            | $987.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  | 0.0000% | $25759.36          | $23750.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $146737.38         | $137111.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3116 | 2052-11-01      | 5.0000%  | 0.0000% | $764.48            | $771.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $623937.90         | $653806.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8471 | 2053-08-01      | 5.5000%  | 0.0000% | $76995.35          | $78380.54          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q63846 G | 2049-05-01      | 3.5000%  | 0.0000% | $1446137.67        | $1358482.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $548171.60         | $491865.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $4079.76           | $4154.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIBM4129 | 2033-04-01      | 3.5000%  | 0.0000% | $29074.00          | $28788.77          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $19297208.41       | $18092087.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $851973.74         | $865961.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $285852.34         | $256090.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $78934.23          | $74781.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $4477561.14        | $4205649.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0434 | 2052-09-01      | 5.0000%  | 0.0000% | $861449.65         | $870440.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3348 | 2052-04-01      | 2.0000%  | 0.0000% | $329638.91         | $269258.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1464 | 2052-05-01      | 3.0000%  | 0.0000% | $60595.37          | $53945.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $268.00            | $259.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7490 | 2055-06-01      | 5.5000%  | 0.0000% | $1071598.68        | $1096252.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY7467 | 2055-07-01      | 6.5000%  | 0.0000% | $1021.38           | $1061.13           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6652 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.04           | $1034.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5981 | 2055-06-01      | 6.0000%  | 0.0000% | $1640526.21        | $1704935.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $43407.72          | $39936.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  | 0.0000% | $21115.99          | $19394.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  | 0.0000% | $580300.42         | $575280.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4222 | 2053-10-01      | 6.0000%  | 0.0000% | $262194.33         | $271219.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1056924.84        | $1071473.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  | 0.0000% | $25050.93          | $25819.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1293 | 2048-10-01      | 4.5000%  | 0.0000% | $664666.26         | $665722.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $146063.69         | $144538.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $796565.02         | $812074.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9426 | 2054-10-01      | 5.0000%  | 0.0000% | $1651542.46        | $1646316.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC8817 | 2051-10-01      | 2.0000%  | 0.0000% | $815895.91         | $664729.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8254 | 2053-06-01      | 5.5000%  | 0.0000% | $1181455.96        | $1201087.69        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $192191.26         | $195445.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $146033.24         | $137566.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  | 0.0000% | $55608.62          | $55763.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $43039.33          | $41051.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA6120 | 2050-05-01      | 5.0000%  | 0.0000% | $75678.68          | $76355.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM9017 | 2034-02-01      | 5.5000%  | 0.0000% | $687838.51         | $712763.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  | 0.0000% | $1073643.69        | $1077784.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  | 0.0000% | $538024.45         | $555794.50         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81716 G | 2045-04-01      | 4.0000%  | 0.0000% | $4826762.75        | $4674952.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $1840825.34        | $1914799.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $775.27            | $796.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL817753 | 2036-04-01      | 6.0000%  | 0.0000% | $135473.37         | $140674.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  | 0.0000% | $95218.79          | $98874.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  | 0.0000% | $271165.79         | $285193.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $589392.65         | $621734.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  | 0.0000% | $76928.63          | $78237.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  | 0.0000% | $23.71             | $23.99             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK0080 | 2042-08-01      | 4.0000%  | 0.0000% | $50024.35          | $49068.49          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $729471.27         | $714802.50         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U50689 G | 2033-07-01      | 3.5000%  | 0.0000% | $405869.37         | $396730.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  | 0.0000% | $59257.22          | $56271.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7612 | 2050-11-01      | 2.0000%  | 0.0000% | $643.54            | $529.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7554 | 2050-11-01      | 2.0000%  | 0.0000% | $2746.59           | $2258.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLCA8010 | 2050-12-01      | 1.5000%  | 0.0000% | $7701.44           | $5955.88           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $1231274.48        | $1282700.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $3220.21           | $3317.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $898739.57         | $924563.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $314474.22         | $320414.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7095 | 2053-09-01      | 5.0000%  | 0.0000% | $908615.53         | $911472.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $880143.34         | $905730.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $1390184.13        | $1478263.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6059 | 2053-04-01      | 5.0000%  | 0.0000% | $704435.82         | $708580.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  | 0.0000% | $223228.75         | $227363.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | 0.0000% | $761.87            | $777.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $728.62            | $760.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $834266.27         | $816873.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA1055 | 2053-10-01      | 6.0000%  | 0.0000% | $446085.16         | $458353.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  | 0.0000% | $261695.53         | $260995.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  | 0.0000% | $1305672.40        | $1380055.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA0295 | 2053-12-01      | 7.0000%  | 0.0000% | $1215146.25        | $1287014.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  | 0.0000% | $241435.12         | $250256.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP881738 | 2036-03-01      | 6.5000%  | 0.0000% | $125332.37         | $128382.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880824 | 2036-04-01      | 6.0000%  | 0.0000% | $129461.39         | $135401.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  | 0.0000% | $137002.56         | $139505.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $180628.55         | $181423.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $979535.48         | $923119.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $565800.46         | $534651.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7946 | 2052-08-01      | 5.0000%  | 0.0000% | $979125.62         | $978116.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $4405.08           | $4696.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  | 0.0000% | $1194114.44        | $1065361.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  | 0.0000% | $57633.91          | $55042.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | 0.0000% | $909926.39         | $937057.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB1550 | 2040-07-01      | 5.0000%  | 0.0000% | $37347.55          | $37895.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  | 0.0000% | $545211.44         | $559721.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  | 0.0000% | $1511169.07        | $1550971.08        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  | 0.0000% | $794471.18         | $801479.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  | 0.0000% | $924488.95         | $892108.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $74796.52          | $72333.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8104 | 2036-05-01      | 2.5000%  | 0.0000% | $294548.11         | $278355.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  | 0.0000% | $56827.06          | $51007.73          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA4650 | 2049-11-01      | 4.0000%  | 0.0000% | $1159428.51        | $1122561.26        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q19955 G | 2043-07-01      | 4.0000%  | 0.0000% | $552919.43         | $543000.18         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  | 0.0000% | $270407.87         | $258880.23         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | 0.0000% | $296589.25         | $291268.80         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  | 0.0000% | $292039.15         | $286287.51         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $376699.25         | $368058.61         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  | 0.0000% | $767623.15         | $751870.16         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  | 0.0000% | $146531.50         | $139180.37         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | 0.0000% | $592490.98         | $582476.23         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  | 0.0000% | $131.33            | $124.70            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  | 0.0000% | $563402.31         | $553355.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $964.79            | $977.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4276 | 2052-12-01      | 5.5000%  | 0.0000% | $833198.93         | $853427.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $20512.34          | $19033.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $34544.64          | $30813.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  | 0.0000% | $45176.85          | $42171.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2948 | 2047-11-01      | 4.0000%  | 0.0000% | $434062.15         | $419044.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  | 0.0000% | $886023.04         | $861951.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $733954.17         | $694110.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBJ1351 | 2053-06-01      | 6.5000%  | 0.0000% | $1033754.78        | $1100896.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $649260.74         | $646848.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $499604.94         | $498231.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9886 | 2047-10-01      | 3.5000%  | 0.0000% | $48798.37          | $45695.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $518138.79         | $500700.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | 0.0000% | $620661.98         | $621648.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAQ6972 | 2043-01-01      | 4.0000%  | 0.0000% | $748642.62         | $732503.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | 0.0000% | $1494030.46        | $1415675.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $19015.53          | $18279.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA3673 | 2053-10-01      | 7.5000%  | 0.0000% | $816106.47         | $881955.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $22955.36          | $21233.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8021 | 2049-09-01      | 2.5000%  | 0.0000% | $72995.53          | $62239.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  | 0.0000% | $116695.15         | $99133.57          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q56730 G | 2048-06-01      | 4.5000%  | 0.0000% | $122463.21         | $122282.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $908.64            | $924.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2033 | 2054-09-01      | 6.0000%  | 0.0000% | $1079188.99        | $1122805.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 REBM6499 | 2048-10-01      | 3.0000%  | 0.0000% | $78677.59          | $71528.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $89680.95          | $76635.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH8165 | 2047-07-01      | 4.0000%  | 0.0000% | $628601.16         | $611092.87         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q50379 G | 2047-09-01      | 3.5000%  | 0.0000% | $235.61            | $222.91            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | 0.0000% | $891059.62         | $867288.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | 0.0000% | $1088688.02        | $1065207.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $994253.15         | $958698.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $8468.06           | $8044.99           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0962 | 2052-09-01      | 5.0000%  | 0.0000% | $828428.76         | $840715.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU5848 | 2043-09-01      | 3.5000%  | 0.0000% | $275379.09         | $260821.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU5139 | 2043-08-01      | 3.5000%  | 0.0000% | $173055.83         | $164086.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAU4278 | 2043-09-01      | 2.5000%  | 0.0000% | $39935.43          | $35415.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU2688 | 2043-07-01      | 4.0000%  | 0.0000% | $167336.17         | $161716.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1636 | 2043-07-01      | 3.5000%  | 0.0000% | $144830.41         | $137533.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | 0.0000% | $1974152.62        | $1821370.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  | 0.0000% | $4844790.96        | $4856640.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8789 | 2052-08-01      | 5.0000%  | 0.0000% | $1018737.14        | $1032335.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6101 | 2054-07-01      | 6.5000%  | 0.0000% | $977252.60         | $1036167.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2319 | 2053-07-01      | 6.5000%  | 0.0000% | $607455.30         | $644650.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $38968.52          | $37003.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6422 | 2052-08-01      | 5.0000%  | 0.0000% | $1243122.32        | $1259715.24        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $200187.95         | $170044.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  | 0.0000% | $203013.30         | $182723.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  | 0.0000% | $920.87            | $899.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5127 | 2053-08-01      | 4.0000%  | 0.0000% | $46004.70          | $43684.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | 0.0000% | $88297.12          | $83725.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $60122.11          | $55263.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $192007.93         | $195309.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  | 0.0000% | $5983.47           | $5281.33           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $850.31            | $833.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  | 0.0000% | $270065.01         | $246105.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5224 | 2050-02-01      | 3.0000%  | 0.0000% | $1508064.99        | $1358695.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | 0.0000% | $477.27            | $451.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4114 | 2049-09-01      | 3.5000%  | 0.0000% | $18083315.94       | $16920801.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $37042.73          | $32773.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $34245.70          | $27841.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $44113.60          | $44753.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $1626760.08        | $1326910.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | 0.0000% | $384698.07         | $342553.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0245 | 2054-08-01      | 6.5000%  | 0.0000% | $246436.12         | $257288.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB9369 | 2054-08-01      | 7.0000%  | 0.0000% | $380513.03         | $402317.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9891 | 2054-08-01      | 6.5000%  | 0.0000% | $1743400.20        | $1846777.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8861 | 2054-07-01      | 6.5000%  | 0.0000% | $944884.18         | $994904.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | 0.0000% | $456654.36         | $479825.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7685 | 2054-07-01      | 6.0000%  | 0.0000% | $942456.87         | $970198.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7676 | 2054-07-01      | 6.0000%  | 0.0000% | $4928.08           | $5089.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  | 0.0000% | $1069995.69        | $1102347.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6813 | 2054-06-01      | 6.0000%  | 0.0000% | $170353.22         | $175193.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6657 | 2054-07-01      | 6.5000%  | 0.0000% | $1149247.51        | $1195670.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB6539 | 2054-08-01      | 5.5000%  | 0.0000% | $99187.21          | $100552.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDB6518 | 2054-07-01      | 4.0000%  | 0.0000% | $1131606.33        | $1076619.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6310 | 2053-07-01      | 6.5000%  | 0.0000% | $7942227.29        | $8467050.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG6305 | 2053-07-01      | 4.5000%  | 0.0000% | $29445.47          | $28790.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG5833 | 2053-07-01      | 5.5000%  | 0.0000% | $12635.28          | $12967.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $964843.32         | $949890.18         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  | 0.0000% | $1070750.42        | $1077654.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9170 | 2052-09-01      | 5.0000%  | 0.0000% | $726574.36         | $727701.12         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | 0.0000% | $1071081.73        | $1069943.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7250 | 2048-07-01      | 4.5000%  | 0.0000% | $1174500.25        | $1171695.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM7156 | 2048-07-01      | 4.5000%  | 0.0000% | $482951.85         | $476723.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  | 0.0000% | $865381.71         | $865609.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5074 | 2047-12-01      | 3.5000%  | 0.0000% | $1756699.82        | $1634383.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM4713 | 2047-11-01      | 4.5000%  | 0.0000% | $588377.14         | $583071.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3194 | 2047-05-01      | 4.5000%  | 0.0000% | $3644914.76        | $3650691.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM3180 | 2047-05-01      | 4.5000%  | 0.0000% | $436650.03         | $437343.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZL2943 | 2042-04-01      | 4.0000%  | 0.0000% | $110856.48         | $106739.52         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A97236 G | 2041-03-01      | 4.5000%  | 0.0000% | $271749.43         | $272757.89         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A96338 G | 2041-01-01      | 4.5000%  | 0.0000% | $5046794.02        | $5082959.34        | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC A82013 G | 2038-09-01      | 7.0000%  | 0.0000% | $264694.80         | $277945.12         | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  | 0.0000% | $125105.55         | $129782.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN3154 | 2049-05-01      | 4.5000%  | 0.0000% | $275857.88         | $274401.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $637653.25         | $630428.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $702426.83         | $696928.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $581333.24         | $576301.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1457 | 2048-11-01      | 4.5000%  | 0.0000% | $881739.43         | $872633.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $845406.09         | $816807.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $28742.80          | $29219.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $576630.01         | $575088.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0716 | 2048-09-01      | 4.5000%  | 0.0000% | $647150.76         | $642085.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $572325.12         | $530743.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  | 0.0000% | $1101002.85        | $1172266.48        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q37989 G | 2045-12-01      | 4.0000%  | 0.0000% | $996003.49         | $963750.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  | 0.0000% | $1787.50           | $1771.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | 0.0000% | $487413.91         | $488188.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG3653 | 2053-05-01      | 6.5000%  | 0.0000% | $762809.69         | $811731.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  | 0.0000% | $38305.05          | $37643.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  | 0.0000% | $365245.75         | $388706.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $8946.17           | $8308.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $549956.99         | $544747.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA2541 | 2031-02-01      | 2.5000%  | 0.0000% | $222.85            | $215.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $824797.96         | $809828.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  | 0.0000% | $1841691.77        | $1646190.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $111866.42         | $103285.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY9470 | 2053-09-01      | 7.0000%  | 0.0000% | $653807.28         | $705410.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $1037495.33        | $1069324.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $6264.48           | $6117.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | 0.0000% | $499166.14         | $482772.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN1779 | 2035-03-01      | 2.5000%  | 0.0000% | $61761.88          | $58749.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7112 | 2052-03-01      | 3.5000%  | 0.0000% | $1269764.49        | $1174532.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  | 0.0000% | $353163.07         | $351466.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  | 0.0000% | $1168871.32        | $1170377.74        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6081 | 2053-12-01      | 7.5000%  | 0.0000% | $638916.38         | $698177.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $530.76            | $476.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4656 | 2047-02-01      | 3.5000%  | 0.0000% | $57054.71          | $53848.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6260 | 2053-03-01      | 4.5000%  | 0.0000% | $491227.65         | $482859.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5010 | 2055-06-01      | 5.5000%  | 0.0000% | $1009.29           | $1023.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQZ0383 | 2055-07-01      | 4.5000%  | 0.0000% | $83966.01          | $81868.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | 0.0000% | $806213.08         | $839547.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY9094 | 2055-08-01      | 6.5000%  | 0.0000% | $1040524.44        | $1093356.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFA2788 | 2040-09-01      | 3.5000%  | 0.0000% | $644708.00         | $624855.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD7728 | 2055-05-01      | 4.5000%  | 0.0000% | $866115.93         | $849198.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY6019 | 2055-06-01      | 5.5000%  | 0.0000% | $1064122.32        | $1095712.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $236903.53         | $234218.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $628785.34         | $629670.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3596 | 2048-08-01      | 4.5000%  | 0.0000% | $136086.89         | $134656.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 GL563310 | 2030-06-01      | 7.0000%  | 0.0000% | $13002.02          | $13275.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL555135 | 2032-10-01      | 6.5000%  | 0.0000% | $68865.25          | $72223.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  | 0.0000% | $374163.80         | $368549.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 GL252482 | 2029-04-01      | 7.0000%  | 0.0000% | $57991.70          | $59700.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA4699 | 2049-11-01      | 3.0000%  | 0.0000% | $223880.94         | $199567.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8005 | 2049-08-01      | 3.5000%  | 0.0000% | $106.14            | $98.60             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAX1056 | 2034-10-01      | 3.5000%  | 0.0000% | $603727.58         | $585760.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQG5124 | 2053-06-01      | 3.0000%  | 0.0000% | $48082.62          | $42602.92          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | 0.0000% | $185821.91         | $185809.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQI3609 | 2054-04-01      | 7.5000%  | 0.0000% | $1336331.00        | $1444915.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4344 | 2053-07-01      | 6.0000%  | 0.0000% | $783773.02         | $814538.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8160 | 2037-06-01      | 3.0000%  | 0.0000% | $148822.98         | $142768.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $956027.62         | $1012976.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  | 0.0000% | $407423.02         | $385001.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH3273 | 2053-10-01      | 5.5000%  | 0.0000% | $110200.04         | $111991.73         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57476 G | 2048-07-01      | 4.0000%  | 0.0000% | $1077061.58        | $1041725.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6773 | 2053-07-01      | 6.5000%  | 0.0000% | $738017.12         | $785388.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | 0.0000% | $525871.52         | $535070.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6490 | 2053-07-01      | 5.5000%  | 0.0000% | $842978.39         | $855598.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $6055.85           | $5607.27           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8859 | 2053-08-01      | 5.5000%  | 0.0000% | $132621.33         | $135501.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1463 | 2051-12-01      | 3.0000%  | 0.0000% | $76944.49          | $68577.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $145295.61         | $136145.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | 0.0000% | $55835.37          | $51586.82          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  | 0.0000% | $774453.15         | $657149.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIQN3041 | 2035-08-01      | 2.0000%  | 0.0000% | $126166.67         | $116730.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF7619 | 2053-02-01      | 6.5000%  | 0.0000% | $659093.25         | $700858.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | 0.0000% | $2675.81           | $2761.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $1115759.30        | $1144588.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $925311.28         | $941172.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $843461.98         | $859753.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $188520.04         | $181648.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3SZT1755 | 2047-02-01      | 3.5000%  | 0.0000% | $4095209.61        | $3822945.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $55728.68          | $53886.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTZS9115 | 2028-05-01      | 6.0000%  | 0.0000% | $32772.16          | $33609.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZS4780 | 2048-06-01      | 5.0000%  | 0.0000% | $76292.06          | $77623.19          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $33925.81          | $31813.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $7757.96           | $7496.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  | 0.0000% | $437455.04         | $408302.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $813916.39         | $764490.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $157506.44         | $146993.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  | 0.0000% | $34560.91          | $33194.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $194262.23         | $183320.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  | 0.0000% | $33889.90          | $34650.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $501778.20         | $470877.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO4569 | 2049-09-01      | 4.0000%  | 0.0000% | $1486116.43        | $1443598.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO3076 | 2049-08-01      | 3.5000%  | 0.0000% | $1425333.21        | $1341877.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2977 | 2049-09-01      | 3.5000%  | 0.0000% | $184804.33         | $171635.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $538740.10         | $507174.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $395364.83         | $373085.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  | 0.0000% | $47829.71          | $47307.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $90210.30          | $91472.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $33986.21          | $31220.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $18548117.29       | $19247628.61       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  | 0.0000% | $204217.28         | $211194.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $886.12            | $888.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | 0.0000% | $1409273.79        | $1511392.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | 0.0000% | $1305056.72        | $1335846.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $13121.53          | $12089.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | 0.0000% | $776784.67         | $799372.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3249 | 2052-11-01      | 5.0000%  | 0.0000% | $669.44            | $671.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $106807.61         | $94453.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3045 | 2052-10-01      | 5.0000%  | 0.0000% | $179731.70         | $180351.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  | 0.0000% | $1673527.27        | $1480865.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3478 | 2051-12-01      | 3.0000%  | 0.0000% | $828.20            | $732.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2216 | 2052-07-01      | 4.0000%  | 0.0000% | $45690.29          | $43491.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS2212 | 2032-05-01      | 2.5000%  | 0.0000% | $455.24            | $439.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2208 | 2051-09-01      | 2.5000%  | 0.0000% | $984710.24         | $839406.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $56020.34          | $49633.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $61214.40          | $58894.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $6017.84           | $6415.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $1106641.20        | $1106584.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $377575.10         | $378089.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB8279 | 2039-01-01      | 6.0000%  | 0.0000% | $158845.32         | $164923.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $888809.74         | $817604.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2782 | 2052-06-01      | 3.0000%  | 0.0000% | $254122.13         | $226724.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $1072704.19        | $1138116.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6645 | 2050-08-01      | 3.0000%  | 0.0000% | $56295.19          | $50180.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CNRD5115 | 2032-08-01      | 4.0000%  | 0.0000% | $58629.73          | $58400.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | 0.0000% | $4828.97           | $4850.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0512 | 2052-09-01      | 5.0000%  | 0.0000% | $115709.40         | $116377.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8410 | 2052-09-01      | 5.0000%  | 0.0000% | $585954.00         | $597157.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6083 | 2048-09-01      | 4.5000%  | 0.0000% | $946982.87         | $948487.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP1134 | 2050-01-01      | 4.0000%  | 0.0000% | $745978.45         | $724635.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  | 0.0000% | $474411.47         | $409917.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $116375.40         | $117950.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $1718686.86        | $1469569.88        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | 0.0000% | $879750.96         | $856284.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | 0.0000% | $840.58            | $750.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $703578.28         | $660159.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  | 0.0000% | $160.66            | $153.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7162 | 2052-08-01      | 5.0000%  | 0.0000% | $772237.61         | $784130.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9452 | 2051-11-01      | 2.0000%  | 0.0000% | $44196.57          | $36457.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6789 | 2046-03-01      | 3.5000%  | 0.0000% | $433172.55         | $409009.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $672951.94         | $635921.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | 0.0000% | $704587.91         | $596964.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | 0.0000% | $810.16            | $747.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $9815.25           | $10315.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $848700.49         | $845548.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4134 | 2048-05-01      | 3.5000%  | 0.0000% | $1370137.25        | $1267603.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | 0.0000% | $48327.51          | $43588.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2333 | 2047-05-01      | 4.0000%  | 0.0000% | $916719.05         | $885580.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $88522.21          | $78403.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  | 0.0000% | $29137.85          | $27895.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $211154.71         | $198156.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA2609 | 2046-05-01      | 3.5000%  | 0.0000% | $88259.21          | $83080.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBY6603 | 2053-07-01      | 4.0000%  | 0.0000% | $1668474.58        | $1588801.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | 0.0000% | $256182.13         | $249834.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBY6127 | 2053-09-01      | 7.0000%  | 0.0000% | $6713.17           | $7105.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  | 0.0000% | $1089433.00        | $1152506.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $135170.80         | $136795.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $146289.02         | $149425.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | 0.0000% | $590036.38         | $626388.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $133282.32         | $135974.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | 0.0000% | $143886.10         | $143696.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $87325.92          | $88478.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $111299.49         | $112876.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $70974.92          | $71420.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | 0.0000% | $83480.99          | $88831.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $45929.64          | $48370.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $89203.58          | $90503.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $34195.69          | $34436.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDA8568 | 2039-02-01      | 6.5000%  | 0.0000% | $371.74            | $389.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA8158 | 2054-03-01      | 5.5000%  | 0.0000% | $917.23            | $930.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1001 | 2055-09-01      | 5.0000%  | 0.0000% | $1007.02           | $1010.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY5527 | 2053-07-01      | 6.0000%  | 0.0000% | $1521069.26        | $1562862.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $799340.61         | $847218.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  | 0.0000% | $956547.16         | $972472.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $66300.29          | $60971.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  | 0.0000% | $13549.86          | $11975.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $6603.57           | $5612.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX5919 | 2055-02-01      | 6.0000%  | 0.0000% | $953.62            | $981.29            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q50946 G | 2047-09-01      | 4.0000%  | 0.0000% | $199189.20         | $193675.89         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46970 G | 2047-03-01      | 4.0000%  | 0.0000% | $334.71            | $323.73            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42043 G | 2046-07-01      | 3.5000%  | 0.0000% | $827454.89         | $782675.88         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q42622 G | 2046-08-01      | 3.5000%  | 0.0000% | $1131364.96        | $1066271.24        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  | 0.0000% | $458306.24         | $455174.18         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | 0.0000% | $738195.40         | $717491.40         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q63082 G | 2049-04-01      | 5.0000%  | 0.0000% | $574685.97         | $585729.01         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q63051 G | 2049-04-01      | 5.0000%  | 0.0000% | $602710.67         | $615605.54         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $1422387.62        | $1383050.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL8936 | 2046-05-01      | 4.5000%  | 0.0000% | $236542.33         | $236006.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9582 | 2052-09-01      | 5.0000%  | 0.0000% | $1334256.36        | $1337633.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  | 0.0000% | $115527.10         | $111782.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1144684.34        | $1066604.78        | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  | 0.0000% | $32184.37          | $32854.28          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC G05097 G | 2038-09-01      | 6.0000%  | 0.0000% | $1442733.38        | $1528052.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $78105.86          | $74973.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $883622.05         | $843761.37         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06696 G | 2042-03-01      | 4.0000%  | 0.0000% | $197815.13         | $194266.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  | 0.0000% | $507039.27         | $487634.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  | 0.0000% | $478567.10         | $430189.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 PLAR8194 | 2043-02-01      | 3.5000%  | 0.0000% | $137591.90         | $129637.64         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q16722 G | 2043-03-01      | 4.0000%  | 0.0000% | $64811.44          | $64416.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ4057 | 2043-04-01      | 3.0000%  | 0.0000% | $370114.72         | $341858.56         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17730 G | 2043-04-01      | 4.0000%  | 0.0000% | $807132.07         | $787907.98         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  | 0.0000% | $72610.63          | $70783.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $315469.86         | $316126.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAL9667 | 2030-10-01      | 2.5000%  | 0.0000% | $1320524.52        | $1298569.33        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  | 0.0000% | $433834.42         | $431263.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9574 | 2052-09-01      | 5.0000%  | 0.0000% | $727074.21         | $729656.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN5471 | 2049-01-01      | 4.5000%  | 0.0000% | $637388.10         | $631350.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $716142.66         | $672055.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2043 | 2048-05-01      | 4.5000%  | 0.0000% | $3339616.66        | $3332319.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | 0.0000% | $39406.59          | $35177.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG1183 | 2053-04-01      | 5.0000%  | 0.0000% | $985723.97         | $997419.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1453169.69        | $1463130.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $6688.08           | $6789.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | 0.0000% | $1883.81           | $2009.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | 0.0000% | $1733.29           | $1819.02           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | 0.0000% | $845871.40         | $847788.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0588 | 2048-11-01      | 4.5000%  | 0.0000% | $650527.44         | $649792.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0891 | 2048-11-01      | 4.5000%  | 0.0000% | $779665.98         | $773242.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU0920 | 2043-07-01      | 3.5000%  | 0.0000% | $53104.03          | $50560.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  | 0.0000% | $704329.13         | $684771.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  | 0.0000% | $511243.86         | $484323.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT8906 | 2043-07-01      | 3.5000%  | 0.0000% | $34298.31          | $32527.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $30238.77          | $28714.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $112229.38         | $114787.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $545236.05         | $553876.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  | 0.0000% | $264186.35         | $244964.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $574683.84         | $468510.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $29822.29          | $27805.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3233 | 2052-04-01      | 3.0000%  | 0.0000% | $49936.20          | $44600.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  | 0.0000% | $62966.30          | $51130.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $1636680.59        | $1386536.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $59449.13          | $56029.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $152543.01         | $125310.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  | 0.0000% | $89260.49          | $72728.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $433017.26         | $383010.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | 0.0000% | $1225063.77        | $1226112.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | 0.0000% | $1081707.26        | $1114530.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX3937 | 2053-01-01      | 4.5000%  | 0.0000% | $346157.20         | $338969.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $744427.49         | $766081.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3278 | 2053-02-01      | 5.0000%  | 0.0000% | $70533.51          | $70715.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $1207378.70        | $1187821.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $992903.52         | $992049.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  | 0.0000% | $959923.02         | $967830.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $1140413.99        | $1176594.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $584916.60         | $575946.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $1092873.16        | $1133071.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8095 | 2049-02-01      | 3.0000%  | 0.0000% | $27752.61          | $25092.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $645.64            | $529.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1078 | 2050-07-01      | 3.0000%  | 0.0000% | $216175.57         | $195414.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $1029433.43        | $1092092.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CNRD5217 | 2034-10-01      | 4.0000%  | 0.0000% | $58846.93          | $58534.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $923877.93         | $903948.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  | 0.0000% | $705478.20         | $712980.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1381537.32        | $1406273.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB0957 | 2034-09-01      | 4.5000%  | 0.0000% | $1783692.98        | $1812979.43        | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q58621 G | 2048-09-01      | 4.5000%  | 0.0000% | $131939.23         | $130792.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB0368 | 2034-03-01      | 4.0000%  | 0.0000% | $223551.05         | $223924.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $10703.18          | $10140.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTSC0107 | 2034-11-01      | 3.5000%  | 0.0000% | $554979.37         | $545809.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  | 0.0000% | $1123152.48        | $1129456.49        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | 0.0000% | $96054.33          | $97650.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBN4482 | 2049-01-01      | 5.5000%  | 0.0000% | $216222.61         | $220727.51         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | 0.0000% | $579139.64         | $560265.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $817042.17         | $819090.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2608 | 2055-07-01      | 6.0000%  | 0.0000% | $1204572.48        | $1251868.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9358 | 2055-06-01      | 5.5000%  | 0.0000% | $1290699.03        | $1321090.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | 0.0000% | $1034678.37        | $1039725.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8798 | 2055-09-01      | 5.5000%  | 0.0000% | $5012.81           | $5106.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV5866 | 2055-07-01      | 5.0000%  | 0.0000% | $1441412.44        | $1446168.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD0490 | 2045-01-01      | 4.0000%  | 0.0000% | $1819749.66        | $1785942.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  | 0.0000% | $453621.03         | $472365.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1844 | 2052-12-01      | 5.5000%  | 0.0000% | $836252.68         | $867929.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $705183.84         | $726011.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE1019 | 2055-06-01      | 4.5000%  | 0.0000% | $1487828.46        | $1459983.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $1750980.00        | $1756080.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $26883.65          | $26845.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0441 | 2055-02-01      | 6.5000%  | 0.0000% | $1524025.02        | $1609265.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD0114 | 2055-02-01      | 6.5000%  | 0.0000% | $1139613.86        | $1204957.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC9623 | 2055-01-01      | 5.0000%  | 0.0000% | $990.20            | $988.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6254 | 2051-11-01      | 2.5000%  | 0.0000% | $252551.24         | $215020.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $575140.73         | $507620.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4175 | 2050-12-01      | 2.5000%  | 0.0000% | $1251381.66        | $1075567.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3990 | 2050-11-01      | 2.5000%  | 0.0000% | $1286893.71        | $1103554.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $744711.20         | $780206.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9974 | 2054-12-01      | 6.0000%  | 0.0000% | $913.84            | $953.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9707 | 2052-03-01      | 2.5000%  | 0.0000% | $939.76            | $806.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9595 | 2054-10-01      | 5.0000%  | 0.0000% | $134964.82         | $135454.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9594 | 2054-10-01      | 4.5000%  | 0.0000% | $968.49            | $948.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8767 | 2052-08-01      | 3.5000%  | 0.0000% | $915.27            | $852.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7960 | 2054-05-01      | 5.5000%  | 0.0000% | $910.02            | $931.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  | 0.0000% | $887.84            | $830.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7798 | 2054-06-01      | 6.0000%  | 0.0000% | $889.34            | $919.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $932.12            | $914.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $917.03            | $915.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7283 | 2053-09-01      | 4.5000%  | 0.0000% | $247644.05         | $246837.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $35530.04          | $31365.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7007 | 2053-09-01      | 5.5000%  | 0.0000% | $9687.87           | $9909.44           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY5396 | 2055-06-01      | 5.5000%  | 0.0000% | $8191.78           | $8377.01           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  | 0.0000% | $1002.67           | $1001.38           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9357 | 2053-08-01      | 6.5000%  | 0.0000% | $817005.62         | $862309.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY8808 | 2053-08-01      | 6.5000%  | 0.0000% | $404517.30         | $425373.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY8376 | 2053-09-01      | 6.5000%  | 0.0000% | $204359.46         | $215693.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $954011.96         | $971834.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $1077816.76        | $1108027.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $764754.83         | $788084.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $269387.88         | $277269.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | 0.0000% | $364035.27         | $366024.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  | 0.0000% | $54403.53          | $46398.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  | 0.0000% | $22535.33          | $19111.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3TSF3003 | 2033-10-01      | 2.5000%  | 0.0000% | $319576.92         | $302905.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3RSF1000 | 2034-06-01      | 3.5000%  | 0.0000% | $118173.29         | $115962.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $213411.02         | $165664.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5242 | 2035-04-01      | 4.5000%  | 0.0000% | $684986.80         | $692549.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5264 | 2035-10-01      | 4.5000%  | 0.0000% | $1020.00           | $1027.93           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5219 | 2034-11-01      | 5.0000%  | 0.0000% | $215672.76         | $218794.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5213 | 2034-10-01      | 5.0000%  | 0.0000% | $282838.30         | $286932.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5209 | 2034-09-01      | 5.0000%  | 0.0000% | $743394.64         | $754155.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5193 | 2034-05-01      | 5.0000%  | 0.0000% | $329442.56         | $334211.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CNRD5163 | 2033-10-01      | 4.5000%  | 0.0000% | $65854.11          | $66446.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5150 | 2033-05-01      | 5.0000%  | 0.0000% | $176711.23         | $179854.00         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $331378.19         | $351592.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4082 | 2052-07-01      | 3.5000%  | 0.0000% | $293460.30         | $269832.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $1484978.47        | $1504684.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  | 0.0000% | $3164374.14        | $3260265.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $807079.57         | $819739.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  | 0.0000% | $837081.97         | $852029.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1169 | 2052-11-01      | 5.5000%  | 0.0000% | $911898.12         | $943660.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX1057 | 2052-12-01      | 5.5000%  | 0.0000% | $783798.75         | $807907.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $1752276.60        | $1823093.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG3810 | 2053-04-01      | 5.5000%  | 0.0000% | $288927.92         | $294518.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG3296 | 2053-04-01      | 5.0000%  | 0.0000% | $488100.72         | $487408.98         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $872461.43         | $899619.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2419 | 2053-03-01      | 5.5000%  | 0.0000% | $864183.63         | $878991.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG2368 | 2053-04-01      | 6.0000%  | 0.0000% | $736787.49         | $768258.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $1028847.48        | $1057559.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1075574.00        | $1085062.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  | 0.0000% | $1306638.86        | $1367725.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1105902.54        | $1171935.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0610 | 2053-04-01      | 5.5000%  | 0.0000% | $869512.54         | $903875.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $649950.75         | $668755.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0578 | 2053-04-01      | 5.5000%  | 0.0000% | $851627.12         | $880390.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0225 | 2053-04-01      | 5.5000%  | 0.0000% | $1229198.45        | $1270160.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $836264.25         | $858659.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $134949.51         | $126807.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 ZC310225 | 2042-04-01      | 4.0000%  | 0.0000% | $286150.97         | $277323.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6418 | 2053-05-01      | 5.0000%  | 0.0000% | $897641.73         | $898564.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ5803 | 2048-03-01      | 4.0000%  | 0.0000% | $203764.37         | $195201.43         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48174 G | 2047-05-01      | 4.0000%  | 0.0000% | $680008.14         | $661367.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5624 | 2052-07-01      | 5.0000%  | 0.0000% | $845128.86         | $857660.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0239 | 2052-09-01      | 5.0000%  | 0.0000% | $991225.90         | $996658.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CICB4523 | 2037-08-01      | 5.0000%  | 0.0000% | $46171.44          | $47088.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB4261 | 2054-07-01      | 7.0000%  | 0.0000% | $472819.15         | $506343.40         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q46113 G | 2047-02-01      | 4.0000%  | 0.0000% | $3224547.30        | $3138513.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4113 | 2053-11-01      | 6.0000%  | 0.0000% | $95984.79          | $99500.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG8760 | 2053-08-01      | 5.5000%  | 0.0000% | $683725.34         | $700700.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1146599.82        | $1171710.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $737150.58         | $684853.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | 0.0000% | $729546.93         | $729574.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1295 | 2053-04-01      | 5.5000%  | 0.0000% | $484206.79         | $492224.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF9075 | 2053-03-01      | 5.0000%  | 0.0000% | $412791.17         | $412045.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $1136432.84        | $1112505.24        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q47946 G | 2047-05-01      | 4.0000%  | 0.0000% | $417300.36         | $406249.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4587 | 2042-04-01      | 2.5000%  | 0.0000% | $11722.84          | $10366.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $454034.81         | $462862.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $45826.44          | $42147.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $812854.23         | $838364.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAI2822 | 2041-06-01      | 4.5000%  | 0.0000% | $663624.73         | $667313.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ3651 | 2042-11-01      | 3.5000%  | 0.0000% | $873057.61         | $830424.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  | 0.0000% | $198.60            | $189.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU9237 | 2038-10-01      | 4.0000%  | 0.0000% | $566806.58         | $562638.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  | 0.0000% | $29229.14          | $29000.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1664 | 2043-11-01      | 4.5000%  | 0.0000% | $28490.71          | $28484.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $469116.91         | $445338.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL4904 | 2044-02-01      | 4.5000%  | 0.0000% | $50421.16          | $50535.36          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $544880.16         | $527910.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $163837.94         | $167030.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $1609472.82        | $1667470.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1338 | 2054-02-01      | 5.5000%  | 0.0000% | $1638763.57        | $1693369.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1134 | 2053-04-01      | 5.0000%  | 0.0000% | $1341792.10        | $1341072.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7096 | 2054-01-01      | 6.0000%  | 0.0000% | $43549.51          | $44872.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5909 | 2053-09-01      | 6.0000%  | 0.0000% | $835.05            | $874.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $116141.44         | $113720.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $640.60            | $662.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5555 | 2052-07-01      | 3.5000%  | 0.0000% | $415227.85         | $381941.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5437 | 2053-06-01      | 5.5000%  | 0.0000% | $822.95            | $838.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS6299 | 2051-01-01      | 3.0000%  | 0.0000% | $836.64            | $750.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $1930839.14        | $1969586.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6242 | 2053-11-01      | 6.0000%  | 0.0000% | $332317.54         | $344391.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | 0.0000% | $1040867.41        | $1101820.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE1754 | 2052-05-01      | 3.0000%  | 0.0000% | $16307.12          | $14417.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQE0395 | 2052-04-01      | 3.0000%  | 0.0000% | $151551.16         | $135052.49         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q57805 G | 2048-08-01      | 5.0000%  | 0.0000% | $39272.20          | $39867.72          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57312 G | 2048-05-01      | 4.0000%  | 0.0000% | $163377.30         | $158824.34         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  | 0.0000% | $466971.84         | $475203.52         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q57806 G | 2048-08-01      | 5.0000%  | 0.0000% | $705830.09         | $719607.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | 0.0000% | $89762.34          | $85083.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  | 0.0000% | $113403.02         | $102598.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  | 0.0000% | $44453.33          | $41507.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  | 0.0000% | $198926.70         | $186137.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  | 0.0000% | $930593.79         | $932071.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $446056.24         | $447302.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $344097.38         | $341678.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $62609.44          | $60482.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $1551242.62        | $1495376.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0798 | 2047-04-01      | 3.5000%  | 0.0000% | $56541.95          | $53118.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | 0.0000% | $345412.70         | $307432.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  | 0.0000% | $82401.04          | $74377.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I3BF0292 | 2048-05-01      | 3.0000%  | 0.0000% | $543708.71         | $490782.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  | 0.0000% | $445088.00         | $428765.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | 0.0000% | $107163.68         | $106045.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I3BF0155 | 2046-10-01      | 4.0000%  | 0.0000% | $700532.75         | $682646.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  | 0.0000% | $129858.50         | $120738.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  | 0.0000% | $805477.95         | $803515.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3697 | 2047-06-01      | 4.0000%  | 0.0000% | $11810252.69       | $11482556.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $823003.50         | $816733.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | 0.0000% | $79613.66          | $80779.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8332 | 2039-10-01      | 4.0000%  | 0.0000% | $418522.43         | $412810.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  | 0.0000% | $525690.21         | $510113.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8304 | 2039-05-01      | 5.5000%  | 0.0000% | $68378.74          | $70263.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAJ8155 | 2026-12-01      | 3.0000%  | 0.0000% | $27167.88          | $27006.90          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  | 0.0000% | $654973.39         | $643224.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAQ7306 | 2043-01-01      | 3.0000%  | 0.0000% | $178102.13         | $164282.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAQ9990 | 2043-02-01      | 2.5000%  | 0.0000% | $361365.01         | $325316.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1317122.83        | $1286586.94        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $233916.64         | $228732.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW8157 | 2027-01-01      | 3.0000%  | 0.0000% | $407493.28         | $404945.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3678 | 2049-02-01      | 5.0000%  | 0.0000% | $217714.37         | $221653.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $520189.34         | $479242.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | 0.0000% | $857.24            | $886.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0307 | 2055-01-01      | 5.0000%  | 0.0000% | $994.29            | $994.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  | 0.0000% | $1715516.25        | $1725476.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $10248472.77       | $10473124.99       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX4712 | 2055-02-01      | 5.5000%  | 0.0000% | $861800.73         | $875834.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2505 | 2055-06-01      | 6.0000%  | 0.0000% | $1443119.42        | $1491767.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2421 | 2055-07-01      | 5.5000%  | 0.0000% | $238651.34         | $242556.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9707 | 2055-03-01      | 6.5000%  | 0.0000% | $971.53            | $1018.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ3593 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3221 | 2055-01-01      | 5.5000%  | 0.0000% | $351323.21         | $361272.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5195 | 2055-07-01      | 6.5000%  | 0.0000% | $112695.33         | $119087.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8520 | 2055-03-01      | 3.5000%  | 0.0000% | $30704.45          | $28200.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6508 | 2054-11-01      | 5.5000%  | 0.0000% | $1151986.60        | $1168518.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2920 | 2055-04-01      | 6.5000%  | 0.0000% | $1320732.52        | $1390071.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | 0.0000% | $1701577.76        | $1785957.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1375 | 2055-06-01      | 5.0000%  | 0.0000% | $1496810.30        | $1503277.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE0586 | 2055-05-01      | 5.5000%  | 0.0000% | $1857362.35        | $1886497.97        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7847 | 2055-07-01      | 6.0000%  | 0.0000% | $1694912.89        | $1740193.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC4739 | 2055-07-01      | 6.0000%  | 0.0000% | $1232861.62        | $1266014.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $1007654.94        | $1054410.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1544 | 2055-05-01      | 5.0000%  | 0.0000% | $1115656.06        | $1117951.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CTRB5338 | 2045-03-01      | 6.0000%  | 0.0000% | $1557003.75        | $1602671.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $582772.92         | $549306.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  | 0.0000% | $630974.53         | $660431.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | 0.0000% | $95860.51          | $88070.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  | 0.0000% | $660405.45         | $681086.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1403 | 2033-11-01      | 3.5000%  | 0.0000% | $89.02             | $87.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $538703.71         | $520157.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7244 | 2048-10-01      | 4.5000%  | 0.0000% | $935828.43         | $937314.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF6444 | 2053-01-01      | 5.0000%  | 0.0000% | $194120.63         | $194708.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2410 | 2053-02-01      | 6.0000%  | 0.0000% | $380844.86         | $393920.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $318170.27         | $307065.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  | 0.0000% | $72767.71          | $73037.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3576 | 2052-01-01      | 3.0000%  | 0.0000% | $1308011.32        | $1161745.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD3520 | 2053-07-01      | 4.5000%  | 0.0000% | $384398.75         | $380153.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6169 | 2053-11-01      | 6.5000%  | 0.0000% | $1255163.42        | $1307072.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD2263 | 2052-12-01      | 4.0000%  | 0.0000% | $57924.52          | $54985.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | 0.0000% | $77153.57          | $71305.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2169 | 2052-09-01      | 5.0000%  | 0.0000% | $36721.83          | $36856.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2107 | 2052-12-01      | 3.5000%  | 0.0000% | $403349.17         | $370972.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | 0.0000% | $122097.29         | $122141.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6301 | 2052-08-01      | 5.0000%  | 0.0000% | $5592804.59        | $5650582.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  | 0.0000% | $1290020.03        | $1309886.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | 0.0000% | $1680804.66        | $1646316.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $732763.41         | $742697.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6232 | 2052-09-01      | 5.0000%  | 0.0000% | $390457.71         | $390900.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  | 0.0000% | $623.58            | $629.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $968618.19         | $951657.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  | 0.0000% | $258090.73         | $218557.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1618 | 2055-05-01      | 5.0000%  | 0.0000% | $986.67            | $988.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA1239 | 2037-02-01      | 2.5000%  | 0.0000% | $1409634.21        | $1329561.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  | 0.0000% | $1085.02           | $1106.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1740 | 2050-08-01      | 5.0000%  | 0.0000% | $945.97            | $960.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | 0.0000% | $5900.81           | $5906.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $505695.44         | $512406.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $906.54            | $930.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6019 | 2054-04-01      | 5.5000%  | 0.0000% | $55304.20          | $56112.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  | 0.0000% | $276325.52         | $275586.90         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q35715 G | 2045-09-01      | 4.5000%  | 0.0000% | $688065.99         | $689515.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $1229604.42        | $1210886.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $1098912.71        | $1077970.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $206336.86         | $210761.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5121 | 2041-08-01      | 2.0000%  | 0.0000% | $38591.91          | $33639.07          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  | 0.0000% | $1010532.86        | $997880.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $15417.82          | $13070.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7491 | 2046-07-01      | 3.5000%  | 0.0000% | $49090.96          | $46149.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | 0.0000% | $963067.40         | $965797.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $796509.96         | $814457.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $679351.33         | $669010.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | 0.0000% | $615147.68         | $617152.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $1199666.52        | $1213900.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $980306.08         | $917421.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3421 | 2052-05-01      | 3.0000%  | 0.0000% | $1473617.10        | $1327377.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | 0.0000% | $1052780.50        | $1109982.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6435 | 2054-05-01      | 6.0000%  | 0.0000% | $278435.05         | $286445.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6103 | 2054-07-01      | 6.5000%  | 0.0000% | $1276358.13        | $1352738.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB5659 | 2054-06-01      | 7.0000%  | 0.0000% | $1178395.15        | $1254849.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB5630 | 2054-06-01      | 7.0000%  | 0.0000% | $1394754.57        | $1472323.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | 0.0000% | $648424.68         | $657732.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4318 | 2054-06-01      | 6.5000%  | 0.0000% | $886426.34         | $940652.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4424 | 2054-07-01      | 5.5000%  | 0.0000% | $1840888.37        | $1866183.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3175 | 2054-04-01      | 5.5000%  | 0.0000% | $1761317.54        | $1799873.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB2847 | 2055-01-01      | 5.0000%  | 0.0000% | $1222815.62        | $1222348.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $690142.31         | $749261.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | 0.0000% | $256673.79         | $271382.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB0187 | 2054-03-01      | 6.5000%  | 0.0000% | $71641.93          | $75170.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $4460.78           | $4527.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA7623 | 2054-05-01      | 6.5000%  | 0.0000% | $1923198.77        | $2034632.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7095 | 2054-01-01      | 7.5000%  | 0.0000% | $1467686.67        | $1572229.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6051 | 2054-05-01      | 5.5000%  | 0.0000% | $205910.38         | $209803.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL735483 | 2034-11-01      | 7.0000%  | 0.0000% | $44784.58          | $47424.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL704522 | 2033-06-01      | 5.5000%  | 0.0000% | $151050.90         | $153744.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $70914.95          | $63655.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  | 0.0000% | $310330.44         | $291223.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY9314 | 2045-05-01      | 3.0000%  | 0.0000% | $685312.12         | $622483.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAY8218 | 2045-05-01      | 4.0000%  | 0.0000% | $15250.37          | $14881.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAY4215 | 2045-05-01      | 3.5000%  | 0.0000% | $103865.48         | $98505.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAY3392 | 2045-04-01      | 4.0000%  | 0.0000% | $10728.61          | $10351.00          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE7553 | 2052-08-01      | 5.0000%  | 0.0000% | $1138838.49        | $1140306.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE7508 | 2052-08-01      | 4.5000%  | 0.0000% | $1071845.14        | $1060567.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $38820.09          | $36827.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6052 | 2052-07-01      | 4.5000%  | 0.0000% | $85897.21          | $84097.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | 0.0000% | $796.25            | $800.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5807 | 2052-07-01      | 5.0000%  | 0.0000% | $1664840.45        | $1695584.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5600 | 2052-07-01      | 5.0000%  | 0.0000% | $751506.64         | $753326.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE5511 | 2052-07-01      | 5.0000%  | 0.0000% | $5062.36           | $5131.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8749 | 2052-08-01      | 5.0000%  | 0.0000% | $606721.99         | $607991.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8748 | 2052-08-01      | 5.0000%  | 0.0000% | $765018.05         | $780404.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8721 | 2052-09-01      | 5.0000%  | 0.0000% | $894112.75         | $895141.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8280 | 2052-06-01      | 5.0000%  | 0.0000% | $572646.15         | $575774.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8969 | 2052-07-01      | 5.0000%  | 0.0000% | $824862.65         | $837015.17         | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  | 0.0000% | $94.25             | $96.15             | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  | 0.0000% | $238695.70         | $241254.89         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $118404.07         | $122123.07         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $7758.90           | $7849.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $198290.61         | $206284.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $148779.18         | $155941.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  | 0.0000% | $2693546.14        | $2554525.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTAB4853 | 2032-04-01      | 3.0000%  | 0.0000% | $124461.60         | $121224.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $266801.28         | $254600.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $558417.88         | $562095.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 PLAA3303 | 2038-06-01      | 5.5000%  | 0.0000% | $32.86             | $33.61             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CT995833 | 2029-05-01      | 5.5000%  | 0.0000% | $154106.14         | $156147.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $471464.03         | $496473.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $30591.51          | $31039.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5643 | 2055-03-01      | 4.0000%  | 0.0000% | $34849.73          | $33016.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $57936.89          | $54888.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5584 | 2055-01-01      | 4.5000%  | 0.0000% | $1019235.44        | $993769.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | 0.0000% | $38211.11          | $36200.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $41351.86          | $39176.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $833474.89         | $844736.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | 0.0000% | $813813.80         | $856766.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | 0.0000% | $243699.34         | $252308.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $377196.28         | $402123.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7315 | 2053-07-01      | 6.5000%  | 0.0000% | $538035.93         | $570983.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $739942.45         | $764765.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6778 | 2053-03-01      | 5.5000%  | 0.0000% | $919131.34         | $954281.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  | 0.0000% | $754391.37         | $794007.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1153341.08        | $1186186.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  | 0.0000% | $840860.99         | $866350.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | 0.0000% | $845628.92         | $872258.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBA2878 | 2045-10-01      | 4.0000%  | 0.0000% | $30888.18          | $30064.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ9244 | 2045-10-01      | 4.0000%  | 0.0000% | $12260.55          | $11930.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  | 0.0000% | $56695.02          | $54573.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $612383.91         | $592727.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF0503 | 2055-09-01      | 6.0000%  | 0.0000% | $7000.00           | $7302.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8782 | 2055-09-01      | 5.0000%  | 0.0000% | $999.49            | $996.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8681 | 2055-09-01      | 6.0000%  | 0.0000% | $1873690.00        | $1923903.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8515 | 2055-09-01      | 6.5000%  | 0.0000% | $1142100.00        | $1198736.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE8008 | 2055-09-01      | 7.0000%  | 0.0000% | $4068.30           | $4288.85           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4970 | 2053-11-01      | 7.0000%  | 0.0000% | $1359158.18        | $1450053.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4331 | 2053-11-01      | 7.0000%  | 0.0000% | $1562783.87        | $1676434.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH3792 | 2053-11-01      | 7.0000%  | 0.0000% | $459863.34         | $487820.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $56487.40          | $51889.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3027 | 2049-09-01      | 5.0000%  | 0.0000% | $1427808.79        | $1470412.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3023 | 2052-10-01      | 5.0000%  | 0.0000% | $1524767.01        | $1545111.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2871 | 2053-04-01      | 5.5000%  | 0.0000% | $626001.09         | $638490.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4796 | 2052-10-01      | 5.0000%  | 0.0000% | $7186.08           | $7265.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  | 0.0000% | $41594.79          | $43185.81          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $1543018.65        | $1597062.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4626 | 2052-09-01      | 5.0000%  | 0.0000% | $903.21            | $909.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $710543.77         | $735713.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3220 | 2048-01-01      | 4.5000%  | 0.0000% | $3132161.85        | $3139256.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3089 | 2049-02-01      | 4.5000%  | 0.0000% | $60571.32          | $60519.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA2929 | 2045-12-01      | 3.5000%  | 0.0000% | $856359.22         | $808942.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA2822 | 2048-12-01      | 5.5000%  | 0.0000% | $159426.44         | $165623.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3515 | 2049-05-01      | 4.5000%  | 0.0000% | $52716.27          | $52184.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $7910.12           | $7870.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $34395258.69       | $34376857.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $45143.29          | $43651.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLCA2582 | 2048-11-01      | 4.5000%  | 0.0000% | $18559.89          | $18296.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 GLCA1661 | 2048-05-01      | 3.5000%  | 0.0000% | $56545.37          | $52353.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | 0.0000% | $313475.08         | $303578.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | 0.0000% | $296673.42         | $282094.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $568546.14         | $562605.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO9551 | 2042-07-01      | 4.0000%  | 0.0000% | $173513.20         | $170396.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $1680109.39        | $1593404.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO8112 | 2042-08-01      | 3.0000%  | 0.0000% | $213356.49         | $197290.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO7949 | 2032-06-01      | 3.5000%  | 0.0000% | $1213692.40        | $1194928.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5942 | 2042-06-01      | 3.5000%  | 0.0000% | $1582736.34        | $1504955.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO5885 | 2042-06-01      | 3.5000%  | 0.0000% | $1317084.27        | $1253585.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO5540 | 2042-07-01      | 3.0000%  | 0.0000% | $1522713.47        | $1406921.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAO4116 | 2042-06-01      | 3.0000%  | 0.0000% | $598160.52         | $552931.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  | 0.0000% | $691275.88         | $660306.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAO0210 | 2042-05-01      | 4.0000%  | 0.0000% | $888337.87         | $860475.35         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  | 0.0000% | $1670861.87        | $1616057.97        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | 0.0000% | $829641.46         | $806483.03         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48220 G | 2047-05-01      | 4.0000%  | 0.0000% | $237231.08         | $232008.96         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  | 0.0000% | $1621182.54        | $1567409.90        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  | 0.0000% | $4394.95           | $4253.97           | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q20299 G | 2043-07-01      | 4.0000%  | 0.0000% | $186331.46         | $181893.09         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q20297 G | 2043-07-01      | 4.0000%  | 0.0000% | $347414.53         | $338816.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  | 0.0000% | $874420.20         | $889333.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $5813.34           | $6066.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8347 | 2053-02-01      | 6.0000%  | 0.0000% | $664605.74         | $684447.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  | 0.0000% | $589133.10         | $583822.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3963 | 2049-03-01      | 4.5000%  | 0.0000% | $1175423.88        | $1175693.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3922 | 2049-03-01      | 4.5000%  | 0.0000% | $691098.11         | $692373.88         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3382 | 2049-02-01      | 4.5000%  | 0.0000% | $1785491.22        | $1781179.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  | 0.0000% | $385094.71         | $383816.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | 0.0000% | $391901.46         | $392996.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  | 0.0000% | $512408.30         | $512543.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZN1348 | 2048-11-01      | 4.0000%  | 0.0000% | $43651.29          | $42378.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  | 0.0000% | $162414.69         | $158707.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  | 0.0000% | $205271.23         | $200965.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $142556.31         | $130562.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL5064 | 2044-02-01      | 4.5000%  | 0.0000% | $1735740.33        | $1739675.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  | 0.0000% | $480737.59         | $491792.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL3976 | 2028-04-01      | 3.5000%  | 0.0000% | $25238.56          | $25129.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL3801 | 2028-02-01      | 3.0000%  | 0.0000% | $85545.93          | $84700.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAL2834 | 2027-06-01      | 3.5000%  | 0.0000% | $107047.10         | $106526.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL3498 | 2043-05-01      | 3.5000%  | 0.0000% | $235578.53         | $224075.10         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | 0.0000% | $238147.55         | $233285.11         | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  | 0.0000% | $972729.26         | $930259.36         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q05827 G | 2042-02-01      | 4.0000%  | 0.0000% | $203976.68         | $200529.31         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  | 0.0000% | $393957.19         | $386230.99         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q03146 G | 2041-09-01      | 4.0000%  | 0.0000% | $820528.33         | $806319.42         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | 0.0000% | $626985.96         | $615739.22         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  | 0.0000% | $812684.39         | $798106.64         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q02402 G | 2041-07-01      | 4.5000%  | 0.0000% | $2286904.77        | $2301415.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  | 0.0000% | $252993.91         | $264096.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8731 | 2053-03-01      | 6.0000%  | 0.0000% | $945944.79         | $991616.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $993926.94         | $1057628.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | 0.0000% | $985019.50         | $1013574.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX8673 | 2053-04-01      | 5.0000%  | 0.0000% | $541862.75         | $541254.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $961033.04         | $1001429.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $1079092.92        | $1097203.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8942 | 2053-05-01      | 5.5000%  | 0.0000% | $1503740.80        | $1543626.86        | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q48724 G | 2047-06-01      | 3.5000%  | 0.0000% | $665974.27         | $627703.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $364559.41         | $342689.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9674 | 2054-12-01      | 6.0000%  | 0.0000% | $872.87            | $903.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9449 | 2054-11-01      | 4.5000%  | 0.0000% | $111397.54         | $109801.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9435 | 2054-11-01      | 5.0000%  | 0.0000% | $988.83            | $991.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9342 | 2054-10-01      | 6.0000%  | 0.0000% | $918.20            | $946.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  | 0.0000% | $199624.39         | $213262.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $933.73            | $974.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8852 | 2054-07-01      | 6.0000%  | 0.0000% | $919.59            | $955.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  | 0.0000% | $308828.54         | $278148.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0544 | 2036-03-01      | 2.0000%  | 0.0000% | $253380.87         | $234881.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0539 | 2035-09-01      | 2.0000%  | 0.0000% | $852800.01         | $789199.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0424 | 2035-10-01      | 2.0000%  | 0.0000% | $398553.96         | $368741.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0355 | 2035-06-01      | 3.5000%  | 0.0000% | $179707.75         | $175288.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIZT1612 | 2034-01-01      | 4.5000%  | 0.0000% | $114541.45         | $116377.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAQ3308 | 2042-11-01      | 3.5000%  | 0.0000% | $1030786.98        | $977589.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CTRB5175 | 2042-08-01      | 4.0000%  | 0.0000% | $217838.36         | $213941.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $146820.02         | $127398.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  | 0.0000% | $675150.51         | $721390.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9860 | 2053-09-01      | 6.0000%  | 0.0000% | $1451631.82        | $1495828.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8214 | 2052-11-01      | 6.0000%  | 0.0000% | $303340.74         | $314640.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $436488.68         | $429336.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $90538.17          | $89076.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $26911.85          | $26446.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $36637.82          | $34750.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $6964.32           | $6418.45           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CNRD5055 | 2031-04-01      | 1.5000%  | 0.0000% | $780421.40         | $735115.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $182879.98         | $186456.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | 0.0000% | $3859.40           | $3664.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7401 | 2052-05-01      | 4.5000%  | 0.0000% | $1762988.99        | $1727690.43        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | 0.0000% | $647380.78         | $599370.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6491 | 2051-12-01      | 2.5000%  | 0.0000% | $400894.83         | $341239.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA6332 | 2051-11-01      | 2.0000%  | 0.0000% | $380785.90         | $312263.52         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5054 | 2053-11-01      | 6.5000%  | 0.0000% | $1004001.41        | $1062129.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $1027.02           | $1073.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLCB8054 | 2054-02-01      | 7.5000%  | 0.0000% | $486902.00         | $535438.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $741245.34         | $756522.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $1356192.59        | $1363602.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $402216.69         | $412501.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $1089330.98        | $1081601.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $784.19            | $809.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  | 0.0000% | $225572.45         | $214576.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1452 | 2040-04-01      | 6.0000%  | 0.0000% | $81410.61          | $84453.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB1400 | 2037-04-01      | 2.0000%  | 0.0000% | $423388.51         | $391411.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CISB1289 | 2039-08-01      | 4.5000%  | 0.0000% | $1493615.09        | $1497042.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB1122 | 2037-06-01      | 3.0000%  | 0.0000% | $212889.71         | $206152.75         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0999 | 2035-12-01      | 3.5000%  | 0.0000% | $1398906.47        | $1367066.58        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB0955 | 2038-08-01      | 5.5000%  | 0.0000% | $3165.46           | $3252.70           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $251113.32         | $236370.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $9517.18           | $9161.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  | 0.0000% | $19153.43          | $18039.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB0546 | 2036-01-01      | 2.0000%  | 0.0000% | $568859.47         | $527791.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $821138.41         | $770282.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $479508.21         | $453113.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | 0.0000% | $936657.91         | $876935.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $64380.23          | $65373.47          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8206 | 2038-01-01      | 5.0000%  | 0.0000% | $58870.89          | $59804.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $26384.90          | $25604.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  | 0.0000% | $260171.31         | $256867.20         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $457574.33         | $438958.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8161 | 2037-07-01      | 2.0000%  | 0.0000% | $261794.08         | $240724.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8108 | 2036-06-01      | 2.5000%  | 0.0000% | $28960.18          | $27331.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8098 | 2036-04-01      | 2.0000%  | 0.0000% | $53459.16          | $49229.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8092 | 2036-03-01      | 1.5000%  | 0.0000% | $311216.64         | $279331.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8090 | 2036-02-01      | 2.5000%  | 0.0000% | $143414.64         | $135530.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  | 0.0000% | $291068.51         | $268384.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8069 | 2035-10-01      | 2.0000%  | 0.0000% | $209763.89         | $194069.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8063 | 2035-09-01      | 3.0000%  | 0.0000% | $106614.20         | $102808.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $19952.03          | $17609.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5016 | 2053-02-01      | 4.0000%  | 0.0000% | $821.25            | $788.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $68815.38          | $63301.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4872 | 2053-06-01      | 5.5000%  | 0.0000% | $812.80            | $831.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $7270906.20        | $7714432.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  | 0.0000% | $54353.55          | $54658.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5384 | 2051-06-01      | 2.5000%  | 0.0000% | $71370.68          | $61356.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $1302079.69        | $1303756.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  | 0.0000% | $733.13            | $769.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1991 | 2052-12-01      | 5.0000%  | 0.0000% | $711914.96         | $715910.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0722 | 2053-05-01      | 5.0000%  | 0.0000% | $1184909.54        | $1195362.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $306315.13         | $289607.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | 0.0000% | $33638.90          | $35006.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4694 | 2054-01-01      | 6.5000%  | 0.0000% | $225033.62         | $235140.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $36390.54          | $33789.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5489 | 2054-01-01      | 6.5000%  | 0.0000% | $944223.18         | $997464.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $20859.07          | $18417.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7764 | 2036-06-01      | 2.0000%  | 0.0000% | $576.25            | $533.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $498030.82         | $470180.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880829 | 2036-04-01      | 6.0000%  | 0.0000% | $349851.10         | $369054.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $5501.86           | $5599.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $49258.52          | $41928.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | 0.0000% | $1544173.33        | $1598436.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $24216.50          | $25431.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2966 | 2052-10-01      | 5.0000%  | 0.0000% | $705.61            | $710.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6762 | 2055-05-01      | 6.5000%  | 0.0000% | $1829898.02        | $1922739.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | 0.0000% | $522581.23         | $548396.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  | 0.0000% | $1445348.09        | $1466786.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG0131 | 2053-04-01      | 5.5000%  | 0.0000% | $789350.20         | $819016.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA1552 | 2053-09-01      | 7.0000%  | 0.0000% | $814367.86         | $865777.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  | 0.0000% | $422879.93         | $413728.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0755 | 2055-06-01      | 6.0000%  | 0.0000% | $1329480.28        | $1368806.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  | 0.0000% | $583876.61         | $581709.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  | 0.0000% | $1057070.05        | $1069610.89        | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $601882.30         | $616078.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG9078 | 2053-07-01      | 5.5000%  | 0.0000% | $1197999.37        | $1216149.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  | 0.0000% | $716987.43         | $656076.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $557375.46         | $455714.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $977900.10         | $983990.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $334148.09         | $334235.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2079 | 2051-11-01      | 2.0000%  | 0.0000% | $750.67            | $615.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS7568 | 2046-07-01      | 4.5000%  | 0.0000% | $101664.60         | $101308.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL880422 | 2036-04-01      | 6.0000%  | 0.0000% | $245334.96         | $255135.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF9575 | 2053-03-01      | 6.0000%  | 0.0000% | $548593.26         | $564374.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF9345 | 2053-03-01      | 5.0000%  | 0.0000% | $161732.42         | $162729.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF9810 | 2053-02-01      | 5.5000%  | 0.0000% | $747148.27         | $766221.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $848353.36         | $860936.80         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q57334 G | 2048-05-01      | 4.0000%  | 0.0000% | $1070069.64        | $1035958.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $508468.87         | $509276.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2166 | 2048-08-01      | 4.5000%  | 0.0000% | $28789.59          | $28570.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG6539 | 2053-07-01      | 6.5000%  | 0.0000% | $509617.57         | $538755.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6647 | 2052-07-01      | 3.5000%  | 0.0000% | $43519.40          | $40028.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  | 0.0000% | $486438.14         | $487540.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | 0.0000% | $469867.18         | $486661.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  | 0.0000% | $257970.94         | $255199.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $285298.76         | $290454.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $411612.64         | $439794.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CISB8220 | 2038-02-01      | 5.5000%  | 0.0000% | $50352.30          | $51739.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9437 | 2053-07-01      | 5.5000%  | 0.0000% | $643330.30         | $655380.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB6833 | 2054-07-01      | 7.0000%  | 0.0000% | $1089015.63        | $1153894.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $73444.58          | $56529.51          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1836 | 2055-05-01      | 5.5000%  | 0.0000% | $1160238.80        | $1190638.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $921.03            | $940.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX4228 | 2055-01-01      | 5.0000%  | 0.0000% | $1059473.18        | $1070672.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5058 | 2055-04-01      | 6.0000%  | 0.0000% | $1190164.11        | $1236892.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $308049.61         | $301956.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  | 0.0000% | $1110174.74        | $1172353.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | 0.0000% | $1382847.54        | $1412383.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2403 | 2055-08-01      | 5.5000%  | 0.0000% | $1019.47           | $1047.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX1606 | 2054-12-01      | 4.5000%  | 0.0000% | $1639417.65        | $1612855.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5850 | 2055-10-01      | 4.0000%  | 0.0000% | $44287.00          | $41956.98          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8834 | 2055-03-01      | 5.5000%  | 0.0000% | $1622973.88        | $1653337.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  | 0.0000% | $963.69            | $981.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7669 | 2055-06-01      | 5.5000%  | 0.0000% | $1107853.81        | $1131630.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9289 | 2055-05-01      | 5.5000%  | 0.0000% | $1539852.26        | $1562552.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  | 0.0000% | $1189905.81        | $1186140.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3674 | 2055-01-01      | 6.0000%  | 0.0000% | $1181624.11        | $1214471.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9240 | 2055-05-01      | 5.5000%  | 0.0000% | $994478.53         | $1008831.39        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY2129 | 2055-04-01      | 5.5000%  | 0.0000% | $1450728.91        | $1481129.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9185 | 2055-04-01      | 6.0000%  | 0.0000% | $1144018.46        | $1178639.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | 0.0000% | $1488293.54        | $1483584.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  | 0.0000% | $123638.75         | $126578.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC8197 | 2055-05-01      | 6.0000%  | 0.0000% | $1159664.14        | $1194757.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  | 0.0000% | $345301.74         | $293594.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | 0.0000% | $1176292.60        | $1044947.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $910316.14         | $786015.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | 0.0000% | $1179130.48        | $1051998.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD1280 | 2051-11-01      | 3.0000%  | 0.0000% | $80659.17          | $71849.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD0350 | 2051-11-01      | 2.0000%  | 0.0000% | $619790.48         | $509149.27         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8871 | 2051-10-01      | 2.5000%  | 0.0000% | $971973.85         | $828149.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6994 | 2051-09-01      | 3.0000%  | 0.0000% | $370558.36         | $331718.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC6452 | 2051-09-01      | 2.5000%  | 0.0000% | $93466.98          | $79488.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC4339 | 2051-07-01      | 2.0000%  | 0.0000% | $84924.03          | $70087.05          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9896 | 2051-03-01      | 2.0000%  | 0.0000% | $98011.97          | $79955.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA8490 | 2050-04-01      | 3.0000%  | 0.0000% | $96199.78          | $86766.11          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P58001 G | 2036-04-01      | 6.0000%  | 0.0000% | $287154.32         | $295675.15         | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  | 0.0000% | $708852.31         | $730906.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $416408.37         | $417070.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK8903 | 2048-10-01      | 4.5000%  | 0.0000% | $3546637.29        | $3518455.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | 0.0000% | $540762.00         | $536640.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7243 | 2048-10-01      | 4.5000%  | 0.0000% | $561113.78         | $562282.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | 0.0000% | $541195.41         | $541135.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $557700.05         | $559257.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7199 | 2048-09-01      | 4.5000%  | 0.0000% | $977183.68         | $978736.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $440955.70         | $442187.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6150 | 2048-08-01      | 4.5000%  | 0.0000% | $389280.86         | $388239.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $882341.33         | $883969.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ4624 | 2048-02-01      | 4.5000%  | 0.0000% | $3400427.89        | $3396126.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ7574 | 2054-10-01      | 6.0000%  | 0.0000% | $105826.98         | $110634.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $432161.46         | $446177.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  | 0.0000% | $795581.92         | $845993.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH9923 | 2054-01-01      | 6.5000%  | 0.0000% | $52549.63          | $54821.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8481 | 2054-01-01      | 7.5000%  | 0.0000% | $1135746.48        | $1239791.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7508 | 2053-12-01      | 7.5000%  | 0.0000% | $1241972.49        | $1345604.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  | 0.0000% | $783119.99         | $846277.57         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7179 | 2053-12-01      | 7.0000%  | 0.0000% | $697208.62         | $745546.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  | 0.0000% | $921960.28         | $977012.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $762317.79         | $809560.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $811421.95         | $847267.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | 0.0000% | $1035543.49        | $1066933.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7631 | 2053-07-01      | 6.0000%  | 0.0000% | $112002.08         | $115115.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $1117571.79        | $1190742.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $748827.34         | $795609.66         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q24793 G | 2044-02-01      | 4.0000%  | 0.0000% | $1403430.82        | $1369566.34        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V84373 G | 2048-06-01      | 4.0000%  | 0.0000% | $694013.27         | $671030.48         | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | 0.0000% | $138587.20         | $134386.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  | 0.0000% | $819570.57         | $870396.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE0455 | 2055-06-01      | 5.0000%  | 0.0000% | $1172862.61        | $1175780.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9977 | 2055-05-01      | 6.0000%  | 0.0000% | $1453744.66        | $1498040.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9463 | 2055-06-01      | 5.5000%  | 0.0000% | $1013688.13        | $1029361.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | 0.0000% | $1207662.50        | $1211087.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA5316 | 2048-03-01      | 3.5000%  | 0.0000% | $84150.62          | $78460.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTZA2074 | 2028-06-01      | 5.5000%  | 0.0000% | $14202.15          | $14437.06          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  | 0.0000% | $429927.24         | $425308.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6126 | 2049-05-01      | 4.5000%  | 0.0000% | $4396784.87        | $4362380.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  | 0.0000% | $71812.10          | $71925.92          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6041 | 2049-05-01      | 4.5000%  | 0.0000% | $731093.10         | $732789.23         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  | 0.0000% | $347029.97         | $345599.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  | 0.0000% | $390090.71         | $385028.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  | 0.0000% | $139096.54         | $137750.09         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  | 0.0000% | $71293.10          | $71406.31          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4932 | 2049-04-01      | 4.5000%  | 0.0000% | $565690.46         | $567270.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4777 | 2049-04-01      | 4.5000%  | 0.0000% | $1215600.13        | $1210269.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CKBP7888 | 2050-08-01      | 2.0000%  | 0.0000% | $200247.56         | $160173.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  | 0.0000% | $135580.11         | $134767.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP3617 | 2050-06-01      | 3.5000%  | 0.0000% | $491021.73         | $456546.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $260325.51         | $241581.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $451487.12         | $421281.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  | 0.0000% | $426784.82         | $423005.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $732851.87         | $692527.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBN9854 | 2049-04-01      | 4.0000%  | 0.0000% | $331176.40         | $318390.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL781593 | 2034-10-01      | 6.0000%  | 0.0000% | $51137.26          | $52672.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  | 0.0000% | $542974.69         | $572351.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $29892.80          | $30457.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL759432 | 2034-02-01      | 5.5000%  | 0.0000% | $124091.00         | $126409.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  | 0.0000% | $362647.68         | $374890.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735795 | 2035-06-01      | 5.0000%  | 0.0000% | $104497.51         | $106139.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | 0.0000% | $484053.13         | $492861.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3903 | 2052-08-01      | 5.0000%  | 0.0000% | $720284.80         | $726347.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  | 0.0000% | $607168.73         | $613215.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $1259209.29        | $1229706.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW1850 | 2053-02-01      | 5.5000%  | 0.0000% | $954477.38         | $984815.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2495 | 2054-10-01      | 5.5000%  | 0.0000% | $6776.89           | $6958.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $988509.42         | $1048210.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0735 | 2053-09-01      | 6.5000%  | 0.0000% | $842509.49         | $895901.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0202 | 2053-09-01      | 6.5000%  | 0.0000% | $877869.47         | $934696.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9236 | 2053-08-01      | 6.0000%  | 0.0000% | $70085.75          | $73344.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  | 0.0000% | $788870.55         | $823125.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $1332231.72        | $1366476.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  | 0.0000% | $28744.42          | $26671.78          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1026 | 2052-10-01      | 5.0000%  | 0.0000% | $477660.08         | $481152.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $499472.30         | $500237.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD4627 | 2051-08-01      | 2.0000%  | 0.0000% | $222425.95         | $181017.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $70129.74          | $68718.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  | 0.0000% | $400522.30         | $401158.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $184978.48         | $188081.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  | 0.0000% | $809501.90         | $820307.76         | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $2179813700.00     | $2268445470.00     | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $934100.00         | $785967.39         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $6300.00           | $4673.26           | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $809400.00         | $636151.17         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $202000.00         | $154360.67         | U.S. Treasuries (including strips) |

### Security 161: Pershing LLC

- **C.1 - Title:** Pershing LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDO13, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1BDO13_4.21_1001
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL041GC R24F041 | 2048-02-25      | 5.5000%  | 0.0000% | $2684.45           | $2687.41           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL010AF R24F010 | 2050-12-25      | 5.2453%  | 0.0000% | $1547288.35        | $1549549.75        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006DB R22F006 | 2052-02-25      | 2.0000%  | 0.0000% | $879668.00         | $466580.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL084MA R21F084 | 2051-10-25      | 2.0000%  | 0.0000% | $15565342.10       | $13193076.74       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $4078.90           | $4072.30           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $88554.84          | $86482.03          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $4702.52           | $4681.62           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2695.73           | $2601.33           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC052LA R14F052 | 2044-01-25      | 3.5000%  | 0.0000% | $44623.95          | $43563.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-118 AP     | 2039-12-16      | 3.0000%  | 0.0000% | $33500.55          | $32062.29          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $946482.30         | $932030.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $2168.30           | $2048.86           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $4114.16           | $4122.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9623.21           | $9627.15           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2010-169 PC     | 2040-08-20      | 4.5000%  | 0.0000% | $5.64              | $5.63              | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29705.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $18521.46          | $16914.87          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $758.79            | $746.09            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $2078.12           | $2015.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1305.69           | $1270.36           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3178PE 06/15/36 | 2036-06-15      | 5.5000%  | 0.0000% | $2948.75           | $3044.32           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4964.49           | $5162.53           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $5298.39           | $5158.81           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $326.09            | $286.04            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6960.06           | $6908.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5569%  | 0.0000% | $100000.00         | $93002.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 EK     | 2038-04-20      | 5.5000%  | 0.0000% | $19000.00          | $19169.78          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4139YC 06/15/42 | 2042-06-15      | 2.5000%  | 0.0000% | $25843.57          | $23469.99          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-034 NP     | 2052-02-20      | 3.0000%  | 0.0000% | $44906.96          | $42147.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.9658%  | 0.0000% | $4392.59           | $4388.61           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5092AP 04/25/41 | 2041-04-25      | 2.0000%  | 0.0000% | $722669.76         | $636596.98         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1178.21           | $1221.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-140 K      | 2055-06-20      | 5.0000%  | 0.0000% | $9829590.87        | $9854742.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1313.96           | $1315.49           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9670.02           | $6805.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2009-061 EP     | 2039-08-20      | 6.0000%  | 0.0000% | $287000.00         | $297427.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-159 UX     | 2045-11-20      | 3.0000%  | 0.0000% | $2457.49           | $1988.67           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $43.71             | $45.17             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7871.41           | $7661.66           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $48.38             | $49.47             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-160 YK     | 2051-09-20      | 1.3500%  | 0.0000% | $9526873.43        | $7894734.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-047 CE     | 2049-01-20      | 1.5000%  | 0.0000% | $3313536.20        | $2864337.77        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $3069777.35        | $3100565.17        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $13329.62          | $13054.78          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.10              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-134 MF     | 2055-06-20      | 5.3888%  | 0.0000% | $5127139.00        | $5127958.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-055 FB     | 2053-04-20      | 5.2388%  | 0.0000% | $8282494.73        | $8273617.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-029 CE     | 2055-02-20      | 5.0000%  | 0.0000% | $1667334.27        | $1679250.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $91950.66          | $91890.55          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 GB     | 2054-04-20      | 5.2500%  | 0.0000% | $1038967.97        | $1047330.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 MC     | 2054-07-20      | 4.5000%  | 0.0000% | $3810801.76        | $3798988.27        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $7312.62           | $7044.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $2204.02           | $1966.68           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL022DC R24F022 | 2054-04-25      | 5.0000%  | 0.0000% | $2654462.76        | $2654764.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 5.0705%  | 0.0000% | $44791.72          | $44775.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $45605.94          | $45042.60          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC038PC R12F038 | 2041-09-25      | 2.5000%  | 0.0000% | $130839.06         | $125826.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $3571231.78        | $3690414.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1261.64           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1433.44           | $1392.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9504.40           | $8438.90           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-191 BA     | 2050-12-20      | 3.5000%  | 0.0000% | $2979535.60        | $2704546.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL085BA R15F085 | 2043-09-25      | 3.0000%  | 0.0000% | $4347.12           | $4303.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O DF     | 2075-06-20      | 5.1888%  | 0.0000% | $401118.56         | $402166.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3416.82           | $3393.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $395025.38         | $411984.17         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4503MJ 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $1194263.66        | $1125448.59        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $96391.38          | $93331.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 HB     | 2055-03-20      | 5.0000%  | 0.0000% | $943584.38         | $952471.79         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0401%  | 0.0000% | $5845956.16        | $5472034.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-022 MT     | 2044-10-20      | 2.2500%  | 0.0000% | $3914779.83        | $3470732.22        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $38.66             | $39.80             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2909.11           | $2867.25           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $87.29             | $89.70             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36 | 2036-05-25      | 5.5000%  | 0.0000% | $4802121.29        | $4969895.66        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $13933087.22       | $14172381.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1870552.20        | $1902131.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $2719279.88        | $2771319.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $4444023.49        | $4590967.59        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5426BF 04/15/49 | 2049-04-15      | 5.2453%  | 0.0000% | $442079.95         | $444075.73         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $374920.36         | $383863.08         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5387VD 01/25/35 | 2035-01-25      | 5.5000%  | 0.0000% | $8738673.55        | $8938715.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4978.45           | $4936.77           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2424.64           | $2054.44           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4910PL 09/25/49 | 2049-09-25      | 3.0000%  | 0.0000% | $329791.00         | $222914.20         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $5880.97           | $5778.80           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $14966.31          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $10062.07          | $7833.71           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3371.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-200 BD     | 2052-09-20      | 5.0000%  | 0.0000% | $1942326.31        | $1948152.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-144 MA     | 2054-07-20      | 5.0000%  | 0.0000% | $3810801.72        | $3824279.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $177994.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5497%  | 0.0000% | $141241.53         | $138347.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5497%  | 0.0000% | $10013376.31       | $9808172.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2135535.28        | $2215328.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 P      | 2054-04-20      | 5.5000%  | 0.0000% | $3529642.52        | $3590707.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-13O FD     | 2075-06-20      | 5.1888%  | 0.0000% | $3088277.16        | $3096347.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-020 GY     | 2054-02-20      | 7.0000%  | 0.0000% | $8466695.00        | $8821854.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-006 GL     | 2054-01-20      | 7.0000%  | 0.0000% | $186226.12         | $192558.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 EC     | 2052-02-20      | 6.0000%  | 0.0000% | $1496590.44        | $1517773.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-203 LB     | 2054-12-20      | 5.0000%  | 0.0000% | $4783972.70        | $4825946.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-186 DB     | 2053-12-20      | 7.0000%  | 0.0000% | $218200.58         | $225661.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $838364.40         | $886639.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $341823.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-193 A      | 2051-06-20      | 1.0000%  | 0.0000% | $2799586.47        | $2159876.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1616712.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 KR     | 2051-12-20      | 2.0000%  | 0.0000% | $254000.00         | $152460.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-196 JG     | 2051-11-20      | 1.7500%  | 0.0000% | $966004.14         | $845590.49         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2513.68           | $2500.52           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5564%  | 0.0000% | $106312.98         | $75727.15          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4562%  | 0.0000% | $123789.70         | $111144.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8349%  | 0.0000% | $250000.00         | $208601.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5898%  | 0.0000% | $100000.00         | $97732.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-29 CB      | 2048-10-20      | 3.0000%  | 0.0000% | $12204.94          | $11187.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-023 LE     | 2048-07-20      | 3.5000%  | 0.0000% | $27163.45          | $25584.42          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 NA     | 2051-08-20      | 5.0000%  | 0.0000% | $14224836.80       | $14326441.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-02O TF     | 2071-01-20      | 5.7458%  | 0.0000% | $585339.27         | $590797.60         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6290%  | 0.0000% | $100000.00         | $94021.59          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O YF     | 2071-05-20      | 5.8888%  | 0.0000% | $54286.68          | $54858.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-147 PA     | 2045-06-20      | 2.5000%  | 0.0000% | $3866758.33        | $3629454.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.82            | $134.21            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1265.85           | $1150.72           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-139 QA     | 2046-01-20      | 3.0000%  | 0.0000% | $30710.49          | $30441.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-79 LA      | 2045-09-20      | 3.0000%  | 0.0000% | $50639.18          | $50071.19          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $4058.22           | $3650.12           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-061 MQ     | 2042-05-16      | 3.0000%  | 0.0000% | $57889.74          | $54046.65          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.95              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3074.19           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029VA R25F029 | 2035-12-25      | 5.5000%  | 0.0000% | $5305106.11        | $5458193.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049QW R12F049 | 2042-05-25      | 3.5000%  | 0.0000% | $3114154.39        | $2947162.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $15247.16          | $14968.75          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $5.83              | $5.87              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $40.53             | $41.55             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $27.42             | $27.75             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $313.17            | $314.78            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3237CD 09/15/36 | 2036-09-15      | 5.5000%  | 0.0000% | $3098.25           | $3106.85           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.3417%  | 0.0000% | $59485.93          | $61054.49          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CB R25F004 | 2054-07-25      | 6.0000%  | 0.0000% | $19884.42          | $19923.01          | Agency Collateralized Mortgage Obligation |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  | 0.0000% | $9000.00           | $7628.75           | Agency Debentures and Agency Strips       |
| FCSB 4.00 FCSB 30 CS      | 2030-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10290.49          | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $1350000.00        | $1348069.12        | Agency Debentures and Agency Strips       |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  | 0.0000% | $5000.00           | $5099.20           | Agency Debentures and Agency Strips       |
| FCSB 5.14 FCOR 25-34 CX   | 2034-10-30      | 5.1400%  | 0.0000% | $13000.00          | $13242.16          | Agency Debentures and Agency Strips       |
| FCSB 5 1/8 FCOR 25-31 EV  | 2031-12-02      | 5.1250%  | 0.0000% | $30000.00          | $30495.26          | Agency Debentures and Agency Strips       |
| FCSB 5.36 FCOR 25-34 CY   | 2034-12-04      | 5.3600%  | 0.0000% | $8000.00           | $8102.97           | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2012.15           | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  | 0.0000% | $1000.00           | $1006.51           | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1794.25           | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $41000.00          | $38291.54          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $42000.00          | $35514.78          | Agency Debentures and Agency Strips       |
| FCSB 5.31 FCOR 25-35 BS   | 2035-09-25      | 5.3100%  | 0.0000% | $1233000.00        | $1233567.80        | Agency Debentures and Agency Strips       |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  | 0.0000% | $12000.00          | $11604.91          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  | 0.0000% | $7000.00           | $5763.27           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $19000.00          | $17186.58          | Agency Debentures and Agency Strips       |
| FCSB 3.44 FCSB 38 Q       | 2038-02-16      | 3.4400%  | 0.0000% | $25000.00          | $22167.11          | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7845.68           | Agency Debentures and Agency Strips       |
| FHLB 5.44 FHOR 25-39 EZ   | 2039-09-23      | 5.4400%  | 0.0000% | $7295000.00        | $7274557.79        | Agency Debentures and Agency Strips       |
| FHLB 5.00 FHOR 23-32 GX   | 2032-09-01      | 5.0000%  | 0.0000% | $45000.00          | $45087.65          | Agency Debentures and Agency Strips       |
| FCSB 4.73 FCOR 23-32 CU   | 2032-08-02      | 4.7300%  | 0.0000% | $4000.00           | $4008.06           | Agency Debentures and Agency Strips       |
| TVDB TVIN 12/15/32        | 2032-12-15      | 0.0000%  | 0.0000% | $6000.00           | $4417.44           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $80000.00          | $68601.75          | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  | 0.0000% | $147000.00         | $161236.90         | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $6000.00           | $7013.42           | Agency Debentures and Agency Strips       |
| TVDB 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $21000.00          | $21625.94          | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $129000.00         | $107675.27         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $871.26            | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/28        | 2028-07-15      | 0.0000%  | 0.0000% | $7000.00           | $6312.88           | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $30000.00          | $29645.40          | Agency Debentures and Agency Strips       |
| FNMA MNRA RC0011AR23M001  | 2032-04-25      | 3.5480%  | 0.0000% | $196378.59         | $191401.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8486 M     | 2052-12-20      | 3.0000%  | 0.0000% | $184223.10         | $165650.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2540.94           | $2580.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $8848.86           | $9092.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $6168.29           | $6284.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $6587.56           | $6256.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1570.70           | $1538.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $834.24            | $737.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $2097.92           | $2151.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1394.99           | $1415.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA8789 M     | 2053-04-20      | 5.5000%  | 0.0000% | $443447.22         | $444569.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $1613.96           | $1615.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $4639.50           | $4763.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0424 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1072287.61        | $1129439.11        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3814 M     | 2046-07-20      | 4.6250%  | 0.0000% | $50527.43          | $51624.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $2518991.40        | $2560347.64        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC C91377 G | 2031-06-01      | 4.5000%  | 0.0000% | $37.97             | $38.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785527 C     | 2051-06-20      | 2.5000%  | 0.0000% | $730159.91         | $642382.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3331 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1371555.70        | $1416149.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0200 M     | 2055-02-20      | 3.0000%  | 0.0000% | $227317.61         | $204516.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $3412.65           | $3410.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783523 M     | 2041-12-20      | 5.5000%  | 0.0000% | $359864.24         | $377127.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 734310 C     | 2041-02-20      | 4.0000%  | 0.0000% | $215409.85         | $208093.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003797 M     | 2035-12-20      | 6.0000%  | 0.0000% | $1866.50           | $1964.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002394 M     | 2027-03-20      | 7.0000%  | 0.0000% | $8.74              | $9.02              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $42.66             | $44.10             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 603512 X     | 2033-03-15      | 5.5000%  | 0.0000% | $67182.21          | $69976.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0427 M     | 2055-06-20      | 7.0000%  | 0.0000% | $213667.07         | $221335.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0354 M     | 2055-05-20      | 6.0000%  | 0.0000% | $240532.81         | $243766.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0243 M     | 2055-01-20      | 4.0000%  | 0.0000% | $817959.35         | $755055.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $79211.18          | $80992.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5894 C     | 2055-06-20      | 7.5000%  | 0.0000% | $414344.95         | $435409.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE9929 C     | 2054-10-20      | 6.5000%  | 0.0000% | $47651.79          | $48512.62          | Agency Mortgage-Backed Securities         |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $8198600.00        | $8618819.24        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | 0.0000% | $18200.00          | $18341.87          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $198300.00         | $194465.97         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $37000.00          | $37645.67          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $1931500.00        | $1960021.49        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.77             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $62000.00          | $58101.39          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  | 0.0000% | $4900.00           | $5004.59           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $243200.00         | $249254.06         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $5473000.00        | $5394385.83        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $306600.00         | $217709.91         | U.S. Treasuries (including strips)        |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  | 0.0000% | $81800.00          | $80710.42          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  | 0.0000% | $7000.00           | $7052.24           | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | 0.0000% | $267000.00         | $262890.87         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN A 26      | 2026-01-15      | 0.6250%  | 0.0000% | $3806.40           | $3801.10           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $800.00            | $481.94            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $6181200.00        | $6163975.62        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $14300.00          | $15026.25          | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  | 0.0000% | $51962.17          | $47614.08          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $406400.00         | $422387.78         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $9200.00           | $9403.80           | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $64600.00          | $63715.91          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $6750400.00        | $4817551.22        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $1884400.00        | $1390935.94        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $1092900.00        | $794619.45         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $5700.00           | $2887.38           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $2627100.00        | $1689599.66        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26      | 2026-08-31      | 1.3750%  | 0.0000% | $4700.00           | $4604.73           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $124400.00         | $125605.57         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $65.83             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $5228600.00        | $5292305.26        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  | 0.0000% | $573000.00         | $591625.37         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $66800.00          | $69364.52          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $73400.00          | $74259.87          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1860000.00        | $1903597.47        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $63800.00          | $54739.68          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  | 0.0000% | $13000.00          | $12264.07          | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $166700.00         | $165345.98         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $98700.00          | $92728.53          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  | 0.0000% | $422800.00         | $425352.66         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  | 0.0000% | $599200.00         | $601047.03         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  | 0.0000% | $41700.00          | $41535.27          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $5000.00           | $5016.42           | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $1800.00           | $1854.35           | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  | 0.0000% | $316801.14         | $303952.95         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  | 0.0000% | $611802.45         | $603294.11         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  | 0.0000% | $246176.52         | $182345.90         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $929000.00         | $701054.99         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $885500.00         | $677127.46         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $3000.00           | $2161.28           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $600.00            | $477.08            | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  | 0.0000% | $171300.00         | $171166.04         | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $82900.00          | $80800.97          | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  | 0.0000% | $234600.00         | $233628.76         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $3973100.00        | $4035189.62        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $4983000.00        | $5115747.12        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $6000.00           | $6101.48           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $1302200.00        | $1324026.22        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | 0.0000% | $596000.00         | $604057.92         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $785200.00         | $800167.88         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $290000.00         | $299300.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $298400.00         | $304705.23         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $5141952.90        | $5238602.25        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $43100.00          | $43618.15          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $90800.00          | $93485.41          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $1900.00           | $1932.17           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $100000.00         | $101709.84         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  | 0.0000% | $16300.00          | $16494.94          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | 0.0000% | $717900.00         | $725936.89         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $800.00            | $834.17            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BL 25     | 2025-11-30      | 4.8750%  | 0.0000% | $482300.00         | $490687.20         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | 0.0000% | $42300.00          | $43297.67          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $1848059.23        | $1824618.52        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  | 0.0000% | $91800.00          | $94286.75          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $3921200.00        | $3979456.33        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $671600.00         | $679526.45         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  | 0.0000% | $762875.96         | $769798.83         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $20000.00          | $19510.90          | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AV 25        | 2025-12-15      | 4.0000%  | 0.0000% | $60700.00          | $61414.07          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $8310900.00        | $8454221.47        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $960900.00         | $928749.46         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $585600.00         | $572367.59         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $243700.00         | $231771.92         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $218400.00         | $215148.71         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | 0.0000% | $7821600.00        | $7359030.58        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  | 0.0000% | $600.00            | $563.84            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $3524000.00        | $3283262.59        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $258000.00         | $244237.51         | U.S. Treasuries (including strips)        |

### Security 162: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo - 01oct25 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDO54, C.3 - LEI: N/A, C.5 - Other ID: ARP1BDO54_4.21_1001
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 1.9300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                      | 2025-10-01      | 0.0000%  | 0.0000% | $11534491.86       | $11534491.86       | Cash                                      |
| GNMA GNRA 2024-164 FE     | 2054-10-20      | 5.4388%  | 0.0000% | $45733031.79       | $45768967.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-001 FC     | 2055-01-20      | 5.6388%  | 0.0000% | $59039849.42       | $59352426.22       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FC     | 2054-10-20      | 5.3888%  | 0.0000% | $18109794.50       | $18024223.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 FA     | 2054-10-20      | 5.3888%  | 0.0000% | $52923904.36       | $52883729.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FD     | 2054-10-20      | 5.3888%  | 0.0000% | $57813143.82       | $57615532.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-142 DF     | 2053-10-20      | 5.4188%  | 0.0000% | $35591701.29       | $35604415.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $11461529.20       | $11604564.00       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $17904336.66       | $17065200.18       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $38748874.19       | $32229612.90       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  | 0.0000% | $3061170.01        | $3206373.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $9187.01           | $9789.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $7157156.08        | $6423774.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  | 0.0000% | $4152712.55        | $3903589.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  | 0.0000% | $3774729.15        | $3553629.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  | 0.0000% | $6220186.71        | $5083983.22        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  | 0.0000% | $4406441.94        | $4125361.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  | 0.0000% | $7606772.66        | $6903371.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $6573151.62        | $5965106.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  | 0.0000% | $6334133.20        | $5748268.11        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  | 0.0000% | $5145287.71        | $5058858.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  | 0.0000% | $5082653.23        | $4340143.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $5803800.34        | $5266987.51        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  | 0.0000% | $4006028.73        | $3871487.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  | 0.0000% | $4223722.05        | $3833077.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $6601453.95        | $6973690.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $11927373.96       | $11928301.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $7200000.00        | $7206572.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  | 0.0000% | $4908833.67        | $4974462.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $8875359.44        | $8876049.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $2149427.10        | $2176124.18        | Agency Mortgage-Backed Securities         |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $54480.00          | $41224.58          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  | 0.0000% | $329688.00         | $328914.69         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $441000.00         | $463643.56         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $259392.00         | $265310.05         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $336240.00         | $337029.07         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  | 0.0000% | $6096.00           | $6202.66           | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  | 0.0000% | $23520.00          | $23104.28          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  | 0.0000% | $137856.00         | $135990.03         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $54456.00          | $38833.83          | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $23952.00          | $23770.25          | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $1919472.00        | $1908882.27        | U.S. Treasuries (including strips)        |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  | 0.0000% | $702960.00         | $699603.37         | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  | 0.0000% | $114648.00         | $114187.80         | U.S. Treasuries (including strips)        |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  | 0.0000% | $995520.00         | $993065.05         | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $2337960.00        | $2322959.65        | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $4656.00           | $4640.90           | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $363648.00         | $270863.49         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $555600.00         | $319052.33         | U.S. Treasuries (including strips)        |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  | 0.0000% | $3120.00           | $2125.02           | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $181392.00         | $107025.82         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $758376.00         | $535296.48         | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  | 0.0000% | $49848.00          | $49814.50          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $18960.00          | $17644.68          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  | 0.0000% | $3528.00           | $3599.42           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $710592.00         | $703976.21         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $5064.00           | $5007.88           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  | 0.0000% | $23040.00          | $19386.24          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $271704.00         | $275020.13         | U.S. Treasuries (including strips)        |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  | 0.0000% | $1440.00           | $1436.76           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | 0.0000% | $55.70             | $30.25             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $166104.00         | $158069.92         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $627624.00         | $635431.41         | U.S. Treasuries (including strips)        |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 3.9965%  | 0.0000% | $1536.00           | $1544.83           | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | 0.0000% | $30096.00          | $29590.42          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $9072.00           | $9237.66           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $39528.00          | $36434.98          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $317856.00         | $300152.27         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $233208.00         | $209185.65         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $925920.00         | $868210.38         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $55656.00          | $48466.54          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $34464.00          | $32692.14          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  | 0.0000% | $52920.00          | $46154.85          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE J 26      | 2026-03-31      | 2.2500%  | 0.0000% | $3384.00           | $3357.13           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $370416.00         | $364156.62         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $24792.00          | $24311.57          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $165768.00         | $162137.27         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $229416.00         | $214435.88         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $31416.00          | $29245.52          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $222096.00         | $218797.65         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $126960.00         | $118152.34         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $52704.00          | $49573.75          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $174960.00         | $128928.20         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $351792.00         | $300123.78         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $942648.00         | $941329.37         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $1440.00           | $1460.92           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $274992.00         | $278595.56         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $679440.00         | $691112.80         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $679680.00         | $681812.84         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $5136.00           | $5197.79           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $389760.00         | $393512.03         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $8153232.00        | $8313716.14        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $5208.00           | $5394.43           | U.S. Treasuries (including strips)        |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  | 0.0000% | $1631760.00        | $1619789.41        | U.S. Treasuries (including strips)        |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  | 0.0000% | $26640.00          | $26477.52          | U.S. Treasuries (including strips)        |
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  | 0.0000% | $371232.00         | $369505.03         | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  | 0.0000% | $455568.00         | $449824.20         | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  | 0.0000% | $479952.00         | $474603.42         | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  | 0.0000% | $527400.00         | $525801.98         | U.S. Treasuries (including strips)        |
| USTR BILL 10/28/25        | 2025-10-28      | 0.0000%  | 0.0000% | $24000000.00       | $23927280.00       | U.S. Treasuries (including strips)        |
| USTR BILL 10/21/25        | 2025-10-21      | 0.0000%  | 0.0000% | $1981392.00        | $1976939.81        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $29863207.75       | $29505985.20       | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $3408.00           | $3658.80           | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $84552.00          | $83596.56          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $104808.00         | $107935.13         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $2064.00           | $2114.26           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $30.15             | $17.85             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $11928.00          | $11919.86          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $253632.00         | $228429.22         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  | 0.0000% | $24765289.22       | $23481995.13       | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  | 0.0000% | $183836.21         | $139835.61         | U.S. Treasuries (including strips)        |
| USTR BILL 11/18/25        | 2025-11-18      | 0.0000%  | 0.0000% | $217992.00         | $216832.72         | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $155280.00         | $146495.59         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $126720.00         | $127117.65         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $39776738.77       | $41857485.41       | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $339600.00         | $337023.12         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  | 0.0000% | $3117600.00        | $3155107.85        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $667104.00         | $507060.41         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  | 0.0000% | $5664.00           | $5767.06           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  | 0.0000% | $3744.00           | $3808.71           | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $6864.00           | $6819.89           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $3480504.00        | $3453436.12        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $701040.00         | $461464.66         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $107136.00         | $68761.57          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $41280.00          | $20877.27          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $1133640.00        | $562553.55         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $215904.00         | $129879.21         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $118992.00         | $97255.76          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  | 0.0000% | $35208.00          | $27231.59          | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $175560.00         | $124537.52         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $113160.00         | $101915.57         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $233472.00         | $237499.16         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $10368.00          | $10661.89          | U.S. Treasuries (including strips)        |
| USTR TRFR BK 10/31/26     | 2026-10-31      | 4.1035%  | 0.0000% | $2400.00           | $2417.60           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $5160.00           | $5270.53           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $138912.00         | $141887.65         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $316968.00         | $316023.27         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $255768.00         | $258886.59         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $5616.00           | $5762.85           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $58752.00          | $59506.44          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $4776.00           | $5023.44           | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $2424.00           | $2560.02           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $7752.00           | $7913.64           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $87048.00          | $77496.37          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  | 0.0000% | $30480.00          | $29758.62          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $168000.00         | $137866.56         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $768288.00         | $603607.39         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $280752.00         | $231137.51         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $2676.06           | $2125.45           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $575928.00         | $569464.65         | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $730584.00         | $797647.23         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $2112.00           | $2193.81           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  | 0.0000% | $139632.94         | $155111.24         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $12600.00          | $12795.24          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $4848.00           | $4863.61           | U.S. Treasuries (including strips)        |

### Security 163: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDO88, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BDO88_4.21_1001
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB FHOR 21-27 9P    | 2027-11-18      | 1.5000%  | 0.0000% | $101428.57         | $97188.86          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 4G    | 2026-02-24      | 1.1000%  | 0.0000% | $28571.43          | $28221.66          | Agency Debentures and Agency Strips |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  | 0.0000% | $39872699.14       | $40829378.09       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0090 M | 2054-12-20      | 4.5000%  | 0.0000% | $55640902.86       | $54255166.17       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $62945867.29       | $60027836.75       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $54328273.54       | $48786065.28       | Agency Mortgage-Backed Securities   |

### Security 164: RBC Dominion Securities Inc.

- **C.1 - Title:** R.b.c. Dominion Securities Cor Repo - 01oct25 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDOJ4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1BDOJ4_4.21_1001
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-058 FB     | 2054-04-20      | 5.4888%  | 0.0000% | $5080770.26        | $5085071.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 5.6888%  | 0.0000% | $19641598.13       | $19757704.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 YF     | 2055-03-20      | 5.5888%  | 0.0000% | $18437445.94       | $18499551.50       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-010 FB     | 2055-01-20      | 5.4588%  | 0.0000% | $8667636.91        | $8682548.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-038 FE     | 2053-03-20      | 5.2888%  | 0.0000% | $10406336.37       | $10368697.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.7888%  | 0.0000% | $3267719.61        | $3286031.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FD     | 2055-02-20      | 5.4588%  | 0.0000% | $15182642.14       | $15223215.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-182 FA     | 2054-11-20      | 5.4888%  | 0.0000% | $9449913.89        | $9444448.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 5.4388%  | 0.0000% | $15260551.26       | $15300652.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-148 FB     | 2054-09-20      | 5.5388%  | 0.0000% | $303.48            | $303.66            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 5.6888%  | 0.0000% | $20687559.00       | $20806082.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 5.4388%  | 0.0000% | $2814898.54        | $2813926.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-061 FE     | 2054-04-20      | 5.5888%  | 0.0000% | $12601491.75       | $12641985.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FC     | 2053-09-20      | 5.5888%  | 0.0000% | $135.88            | $136.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA     | 2053-04-20      | 5.2888%  | 0.0000% | $105279273.00      | $105031773.43      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $4898449.93        | $4588393.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $9412.23           | $8376.84           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $260.31            | $231.23            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $15723331.75       | $13617353.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $21690128.21       | $17503747.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-009 FE     | 2052-01-20      | 2.5000%  | 0.0000% | $116904.99         | $96864.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-197 FD     | 2051-11-20      | 2.5000%  | 0.0000% | $4644992.96        | $3882630.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-194 FA     | 2051-11-20      | 2.5000%  | 0.0000% | $32014063.52       | $25938192.65       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $350182.19         | $312445.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 5.6388%  | 0.0000% | $18713104.50       | $18764927.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $7749499.34        | $6472850.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-069 FA     | 2053-05-20      | 5.3388%  | 0.0000% | $4814681.30        | $4802687.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-001 JF     | 2054-01-20      | 5.3888%  | 0.0000% | $5544304.82        | $5552581.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-226 FB     | 2051-12-20      | 2.5000%  | 0.0000% | $708834.88         | $572332.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $1997.54           | $1668.11           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 AF     | 2054-10-20      | 5.4388%  | 0.0000% | $21184736.73       | $21197591.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $3429965.06        | $2972103.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | 0.0000% | $25557218.60       | $26143234.27       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0118 | 2055-03-01      | 6.0000%  | 0.0000% | $401.51            | $417.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL0910 | 2052-04-01      | 2.5000%  | 0.0000% | $360.27            | $309.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3241 | 2055-09-01      | 6.0000%  | 0.0000% | $398502.75         | $413079.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0625 M     | 2055-09-20      | 6.5000%  | 0.0000% | $11671092.75       | $12091148.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6965 | 2054-11-01      | 5.5000%  | 0.0000% | $405764.00         | $414203.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS9778 | 2054-10-01      | 7.0000%  | 0.0000% | $5966316.17        | $6270848.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3468 | 2055-07-01      | 6.0000%  | 0.0000% | $375.13            | $385.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4108 | 2055-09-01      | 5.0000%  | 0.0000% | $375.00            | $373.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787911 C     | 2055-04-20      | 5.5000%  | 0.0000% | $355.42            | $362.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4776 | 2055-05-01      | 6.0000%  | 0.0000% | $7153557.24        | $7361370.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX5153 | 2055-02-01      | 5.5000%  | 0.0000% | $1940684.84        | $1979033.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0933 | 2040-04-01      | 5.5000%  | 0.0000% | $506776.49         | $527205.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $2422.43           | $2414.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $3149228.90        | $3271375.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $436254.09         | $443088.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CKMA5198 | 2053-09-01      | 7.0000%  | 0.0000% | $855052.95         | $886603.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $391971.82         | $403289.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $526822.37         | $536036.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $279255.15         | $284198.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $1285.46           | $1304.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $130809.83         | $106642.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 GL930845 | 2038-02-01      | 5.0000%  | 0.0000% | $9841.50           | $9883.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1030 | 2055-09-01      | 6.0000%  | 0.0000% | $247529.93         | $257535.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0568 | 2055-06-01      | 5.5000%  | 0.0000% | $829911.84         | $847337.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0218 | 2055-04-01      | 6.0000%  | 0.0000% | $22791346.05       | $23475230.77       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | 0.0000% | $381.26            | $392.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9087 | 2052-04-01      | 2.5000%  | 0.0000% | $487569.47         | $417992.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8501 | 2054-01-01      | 5.5000%  | 0.0000% | $1987473.05        | $2018792.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7909 | 2054-02-01      | 6.0000%  | 0.0000% | $7751224.93        | $8043471.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS7013 | 2053-09-01      | 5.5000%  | 0.0000% | $2593843.73        | $2654442.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $12274281.93       | $12987330.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1578449.31        | $1635166.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $317554.34         | $310826.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8796 M     | 2053-04-20      | 3.0000%  | 0.0000% | $280.64            | $253.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $228.62            | $233.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $81.73             | $81.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  | 0.0000% | $55.76             | $54.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $892512.32         | $801468.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $976171.30         | $956525.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  | 0.0000% | $44975.99          | $44507.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE9001 | 2052-08-01      | 4.0000%  | 0.0000% | $303.10            | $287.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9340 | 2055-08-01      | 5.5000%  | 0.0000% | $402267.06         | $411956.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG0101 | 2053-04-01      | 6.0000%  | 0.0000% | $200.15            | $207.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $550.35            | $471.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $4542.11           | $3866.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $315.21            | $324.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $246613.84         | $253429.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $3278514.20        | $2954615.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $60583882.55       | $57856894.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1432 | 2052-08-01      | 4.5000%  | 0.0000% | $124497.57         | $122130.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4422 | 2052-02-01      | 3.0000%  | 0.0000% | $2051578.78        | $1825939.31        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 626499 X     | 2034-03-15      | 5.5000%  | 0.0000% | $42.44             | $43.90             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783657 X     | 2041-10-15      | 4.0000%  | 0.0000% | $653025.41         | $634328.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004991 M     | 2041-03-20      | 6.0000%  | 0.0000% | $12.42             | $13.08             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8916 C     | 2055-09-20      | 6.5000%  | 0.0000% | $375.00            | $391.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  | 0.0000% | $7008366.00        | $7176520.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $29277.60          | $29645.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $366.13            | $370.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $548054.89         | $554948.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7760 C     | 2055-09-20      | 6.0000%  | 0.0000% | $375.00            | $391.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6361 C     | 2055-06-20      | 6.0000%  | 0.0000% | $373.90            | $381.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF2662 C     | 2055-01-20      | 5.5000%  | 0.0000% | $23810.96          | $24257.57          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DE4024       | 2066-07-15      | 5.3500%  | 0.0000% | $375.00            | $379.49            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AG5657 X     | 2043-09-15      | 3.5000%  | 0.0000% | $4274.94           | $4018.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $34020.63          | $34025.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $2943978.57        | $2787589.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  | 0.0000% | $10362621.24       | $9841715.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $2366751.07        | $2372539.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $60387.96          | $55040.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $42.62             | $39.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $94.07             | $87.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $32398.79          | $30259.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $57.47             | $54.78             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5813 X     | 2042-11-15      | 3.5000%  | 0.0000% | $275.30            | $258.78            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 773931 X     | 2041-11-15      | 4.0000%  | 0.0000% | $1602.07           | $1545.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $4339524.13        | $4537797.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0376 | 2055-02-01      | 6.0000%  | 0.0000% | $381.17            | $392.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0257 | 2054-10-01      | 5.0000%  | 0.0000% | $1327005.96        | $1334626.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  | 0.0000% | $734.02            | $748.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0035 | 2054-02-01      | 6.5000%  | 0.0000% | $326.40            | $346.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3028 | 2055-08-01      | 6.0000%  | 0.0000% | $508809.00         | $533101.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ2925 | 2055-09-01      | 5.0000%  | 0.0000% | $1361538.00        | $1357229.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2614 | 2055-09-01      | 5.5000%  | 0.0000% | $280154.19         | $286841.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $2741779.25        | $2781563.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA8782 | 2053-03-01      | 4.0000%  | 0.0000% | $311.19            | $295.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $14360.58          | $11741.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA3060 | 2050-07-01      | 3.0000%  | 0.0000% | $12787550.07       | $11386631.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7578 | 2053-12-01      | 7.5000%  | 0.0000% | $216.10            | $231.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH6044 | 2053-12-01      | 7.5000%  | 0.0000% | $266.63            | $287.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH6042 | 2053-12-01      | 7.5000%  | 0.0000% | $268.35            | $292.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5911 | 2053-12-01      | 6.5000%  | 0.0000% | $220.04            | $229.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4202 | 2053-11-01      | 7.0000%  | 0.0000% | $198.88            | $211.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4093 | 2053-11-01      | 7.0000%  | 0.0000% | $216.42            | $231.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH2872 | 2053-10-01      | 7.5000%  | 0.0000% | $238.73            | $256.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $3061638.39        | $3109603.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG8329 | 2053-08-01      | 4.5000%  | 0.0000% | $307.29            | $302.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2828 | 2053-05-01      | 6.5000%  | 0.0000% | $261.65            | $276.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE3333 | 2052-05-01      | 3.0000%  | 0.0000% | $302.42            | $270.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2104 | 2052-05-01      | 3.5000%  | 0.0000% | $284.76            | $262.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0787 | 2051-11-01      | 2.0000%  | 0.0000% | $303.12            | $246.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  | 0.0000% | $313.69            | $299.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $27891.36          | $25024.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | 0.0000% | $314.46            | $278.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2243 | 2055-07-01      | 5.5000%  | 0.0000% | $361.38            | $367.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC5996 | 2051-08-01      | 3.0000%  | 0.0000% | $333.73            | $295.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB7592 | 2051-01-01      | 2.5000%  | 0.0000% | $7790377.67        | $6653791.86        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61748 G | 2048-11-01      | 3.5000%  | 0.0000% | $610745.45         | $574435.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9783 | 2055-01-01      | 5.0000%  | 0.0000% | $468422.02         | $467755.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8175 | 2054-03-01      | 6.5000%  | 0.0000% | $50604.87          | $53282.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  | 0.0000% | $4303186.34        | $3996916.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0496 | 2051-05-01      | 2.0000%  | 0.0000% | $6975236.41        | $5683067.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4938 | 2050-01-01      | 3.0000%  | 0.0000% | $3196531.71        | $2867204.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8482 | 2047-04-01      | 3.0000%  | 0.0000% | $253.52            | $230.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  | 0.0000% | $19789398.12       | $16236827.36       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8276 | 2055-04-01      | 6.0000%  | 0.0000% | $527.40            | $544.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8270 | 2055-04-01      | 6.0000%  | 0.0000% | $337.58            | $347.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA2507 | 2053-11-01      | 7.0000%  | 0.0000% | $250.10            | $266.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $2844063.35        | $2940799.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI0647 | 2054-03-01      | 5.5000%  | 0.0000% | $350.04            | $355.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTRB5370 | 2045-09-01      | 6.0000%  | 0.0000% | $375.00            | $386.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $11119.09          | $11279.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8429 | 2054-05-01      | 4.5000%  | 0.0000% | $350.63            | $341.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $362016.14         | $367379.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $4026.01           | $4088.16           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $301.86            | $302.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $2819478.90        | $2828345.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $334935.78         | $350150.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  | 0.0000% | $266.56            | $271.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2879 | 2052-08-01      | 3.0000%  | 0.0000% | $196353.46         | $176067.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2361 | 2053-02-01      | 6.0000%  | 0.0000% | $591.53            | $620.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $395.71            | $366.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0836 | 2035-05-01      | 3.0000%  | 0.0000% | $1888166.54        | $1832402.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $174550.43         | $150974.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $268.54            | $232.27            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $15773954.08       | $13119972.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7226 M     | 2036-03-20      | 2.0000%  | 0.0000% | $811.79            | $754.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $160312.53         | $143876.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $118.19            | $109.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $281737.13         | $259840.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $11227.23          | $10100.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $9751.29           | $9348.10           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $131.83            | $126.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $41.83             | $38.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M     | 2047-07-20      | 3.0000%  | 0.0000% | $274.39            | $250.01            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $38.48             | $37.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8712 | 2055-07-01      | 6.0000%  | 0.0000% | $397496.25         | $410036.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8000 | 2049-07-01      | 3.0000%  | 0.0000% | $8105651.89        | $7240476.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1648069.94        | $1618000.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $38957.43          | $35832.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $3430499.40        | $3369518.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $37039.58          | $35614.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785613 C     | 2051-08-20      | 3.5000%  | 0.0000% | $337347.43         | $306409.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5216 | 2052-12-01      | 6.0000%  | 0.0000% | $285.57            | $300.58            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1661 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1869.60           | $1871.96           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61932 G | 2048-06-01      | 3.5000%  | 0.0000% | $8184243.23        | $7662476.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  | 0.0000% | $284.37            | $232.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $10820122.16       | $9276782.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $1325707.71        | $1227283.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $314.21            | $309.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  | 0.0000% | $162.03            | $149.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $229.61            | $190.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6931 | 2053-08-01      | 6.5000%  | 0.0000% | $2819281.45        | $2989343.64        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $281.86            | $264.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $39332.46          | $39208.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  | 0.0000% | $230.09            | $246.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $6760938.30        | $6938773.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0736 | 2055-02-01      | 5.5000%  | 0.0000% | $59408.34          | $61067.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA0666 | 2052-05-01      | 3.0000%  | 0.0000% | $4036471.80        | $3592591.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5757 | 2053-09-01      | 6.0000%  | 0.0000% | $299.46            | $309.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0981 | 2051-11-01      | 3.0000%  | 0.0000% | $300.79            | $265.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA9540 | 2053-07-01      | 3.0000%  | 0.0000% | $340.78            | $301.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4348 | 2049-07-01      | 4.0000%  | 0.0000% | $1962188.15        | $1895503.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | 0.0000% | $530.96            | $492.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $9164718.36        | $8184062.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $306.51            | $292.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAD5132 | 2026-02-01      | 3.5000%  | 0.0000% | $5373.11           | $5365.86           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q57834 G | 2048-08-01      | 4.0000%  | 0.0000% | $1475.25           | $1426.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7482 | 2055-01-01      | 6.0000%  | 0.0000% | $359.32            | $371.71            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0557 M     | 2055-08-20      | 6.0000%  | 0.0000% | $4135928.39        | $4230903.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $220798.63         | $221929.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $307432.82         | $301872.59         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  | 0.0000% | $3375.00           | $3434.06           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $1125.00           | $1128.07           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $1389600.00        | $1438322.21        | U.S. Treasuries (including strips)        |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  | 0.0000% | $37.50             | $38.30             | U.S. Treasuries (including strips)        |
| USTR 6 3/8 BOND 27        | 2027-08-15      | 6.3750%  | 0.0000% | $120900.00         | $127827.54         | U.S. Treasuries (including strips)        |
| USTR BILL 12/02/25        | 2025-12-02      | 0.0000%  | 0.0000% | $74400.00          | $73894.82          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $56175.00          | $49157.41          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $750.00            | $761.04            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $19587000.00       | $17905274.87       | U.S. Treasuries (including strips)        |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  | 0.0000% | $505837.50         | $505441.94         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $345.44            | $357.15            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  | 0.0000% | $48375.00          | $46235.86          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $37.50             | $35.29             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $1762.50           | $1819.02           | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $8962.50           | $9182.16           | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE U 26      | 2026-01-31      | 0.3750%  | 0.0000% | $37.50             | $37.07             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $375.00            | $338.70            | U.S. Treasuries (including strips)        |
| USTR BILL 11/20/25        | 2025-11-20      | 0.0000%  | 0.0000% | $1527937.50        | $1519338.27        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-02-15      | 2.5000%  | 0.0000% | $37.50             | $26.63             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $29625.00          | $28044.71          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $337425.00         | $341522.94         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $15635100.00       | $15588722.39       | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $436.98            | $402.20            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $1083787.50        | $1097714.17        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $50662.50          | $50285.56          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIN A 29      | 2029-01-15      | 0.8750%  | 0.0000% | $47.97             | $47.67             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $1122750.00        | $1189239.26        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $761437.50         | $755727.67         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $356212.50         | $350340.34         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $410812.50         | $384180.45         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  | 0.0000% | $37.50             | $36.45             | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $16875.00          | $15709.15          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  | 0.0000% | $34237.50          | $33739.46          | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  | 0.0000% | $37.50             | $37.20             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $511612.50         | $480659.33         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $174197.85         | $166284.14         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $37.50             | $34.86             | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $474.80            | $414.58            | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $65625.00          | $65478.67          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  | 0.0000% | $337.50            | $342.77            | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $159412.50         | $157122.70         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $75.00             | $62.58             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $450.00            | $302.01            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $37.50             | $29.49             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $375.00            | $302.25            | U.S. Treasuries (including strips)        |
| USTR BILL 12/16/25        | 2025-12-16      | 0.0000%  | 0.0000% | $1346250.00        | $1335224.21        | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  | 0.0000% | $1547850.00        | $1523951.20        | U.S. Treasuries (including strips)        |
| USTR BILL 11/18/25        | 2025-11-18      | 0.0000%  | 0.0000% | $13537.50          | $13463.86          | U.S. Treasuries (including strips)        |
| USTR BILL 11/12/25        | 2025-11-12      | 0.0000%  | 0.0000% | $86625.00          | $86210.93          | U.S. Treasuries (including strips)        |
| USTR BILL 01/08/26        | 2026-01-08      | 0.0000%  | 0.0000% | $749550.00         | $741642.25         | U.S. Treasuries (including strips)        |
| USTR BILL 12/11/25        | 2025-12-11      | 0.0000%  | 0.0000% | $1813387.50        | $1799315.61        | U.S. Treasuries (including strips)        |
| USTR BILL 11/06/25        | 2025-11-06      | 0.0000%  | 0.0000% | $91125.00          | $90747.74          | U.S. Treasuries (including strips)        |
| USTR BILL 10/23/25        | 2025-10-23      | 0.0000%  | 0.0000% | $199275.00         | $198758.88         | U.S. Treasuries (including strips)        |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  | 0.0000% | $16762.50          | $16745.57          | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $484987.50         | $476432.32         | U.S. Treasuries (including strips)        |
| USTR BILL 11/04/25        | 2025-11-04      | 0.0000%  | 0.0000% | $17625.00          | $17555.91          | U.S. Treasuries (including strips)        |
| USTR BILL 11/28/25        | 2025-11-28      | 0.0000%  | 0.0000% | $66750.00          | $66314.79          | U.S. Treasuries (including strips)        |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  | 0.0000% | $296550.00         | $295549.74         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $225.00            | $231.27            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $150.00            | $149.47            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $1650.00           | $1699.69           | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $234.97            | $244.72            | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  | 0.0000% | $225.00            | $234.61            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $450.00            | $463.71            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  | 0.0000% | $750.00            | $764.99            | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $1950.00           | $1984.34           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  | 0.0000% | $2625.00           | $2655.75           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $79987.50          | $82177.46          | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | 0.0000% | $37.50             | $35.37             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $3000.00           | $2611.98           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $38.60             | $39.33             | U.S. Treasuries (including strips)        |

### Security 165: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDON5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BDON5_4.21_1001
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  | 0.0000% | $29367275.14       | $30071893.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0619 M | 2055-09-20      | 3.5000%  | 0.0000% | $128671465.19      | $118022543.19      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0557 M | 2055-08-20      | 6.0000%  | 0.0000% | $188992815.77      | $193332720.73      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0260 M | 2055-03-20      | 6.0000%  | 0.0000% | $2928920.14        | $2995384.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  | 0.0000% | $47953337.48       | $49601211.29       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $53023934.28       | $53028058.37       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $12215263.72       | $10565517.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $37410479.32       | $37881049.12       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0625 M | 2055-09-20      | 6.5000%  | 0.0000% | $14055393.92       | $14561263.17       | Agency Mortgage-Backed Securities |

### Security 166: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDQU7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BDQU7_4.20_1001
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 1.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  | 0.0000% | $553938.27         | $380209.38         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  | 0.0000% | $1250061.73        | $1188253.68        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  | 0.0000% | $38794593.04       | $34879675.48       | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $1339895.06        | $1209027.51        | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  | 0.0000% | $3049240.74        | $2796888.63        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33    | 2033-02-15      | 0.0000%  | 0.0000% | $5631324.93        | $4171189.95        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31    | 2031-08-15      | 0.0000%  | 0.0000% | $11477376.11       | $9110488.65        | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.0585%  | 0.0000% | $6070655.56        | $6110436.16        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.0805%  | 0.0000% | $9968200.00        | $10038936.45       | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN C 35  | 2035-05-15      | 0.0000%  | 0.0000% | $3395.06           | $2283.85           | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  | 0.0000% | $221629.63         | $154527.27         | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  | 0.0000% | $1291345.68        | $910873.92         | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  | 0.0000% | $460777.78         | $329085.18         | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  | 0.0000% | $393962.96         | $284826.16         | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  | 0.0000% | $3123.46           | $2495.01           | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  | 0.0000% | $38690.12          | $31255.97          | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  | 0.0000% | $15481.48          | $11317.16          | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  | 0.0000% | $117197.53         | $87591.33          | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  | 0.0000% | $220814.81         | $166937.77         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  | 0.0000% | $53370.37          | $40765.41          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  | 0.0000% | $2195179.01        | $1695608.95        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  | 0.0000% | $220000.00         | $173798.24         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  | 0.0000% | $105790.12         | $87340.43          | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  | 0.0000% | $167308.64         | $140881.24         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  | 0.0000% | $29197.53          | $24834.84          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  | 0.0000% | $1895802.47        | $1630511.45        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  | 0.0000% | $159703.70         | $138711.93         | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  | 0.0000% | $9506.17           | $8405.93           | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  | 0.0000% | $155765.43         | $139006.32         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  | 0.0000% | $10311008.15       | $9621603.84        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  | 0.0000% | $678434.98         | $639017.23         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/27    | 2027-02-15      | 0.0000%  | 0.0000% | $4042191.67        | $3845033.77        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/26    | 2026-11-15      | 0.0000%  | 0.0000% | $4682419.70        | $4492519.49        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/26    | 2026-08-15      | 0.0000%  | 0.0000% | $3147175.49        | $3046934.81        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/26    | 2026-05-15      | 0.0000%  | 0.0000% | $1512708.33        | $1477916.04        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/26    | 2026-02-15      | 0.0000%  | 0.0000% | $4380519.46        | $4319599.57        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30    | 2030-11-15      | 0.0000%  | 0.0000% | $6361204.94        | $5217848.32        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $7510101.84        | $4903773.57        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/35    | 2035-02-15      | 0.0000%  | 0.0000% | $3665699.89        | $2456865.70        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $1172156.38        | $806213.85         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34    | 2034-02-15      | 0.0000%  | 0.0000% | $967903.71         | $682664.42         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33    | 2033-08-15      | 0.0000%  | 0.0000% | $5209776.21        | $3767366.31        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  | 0.0000% | $12927788.44       | $12864313.00       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34    | 2034-11-15      | 0.0000%  | 0.0000% | $6557507.41        | $4451714.73        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33    | 2033-11-15      | 0.0000%  | 0.0000% | $131372.32         | $93867.63          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $7203358.15        | $5273981.89        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32    | 2032-11-15      | 0.0000%  | 0.0000% | $5059249.27        | $3791021.96        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32    | 2032-05-15      | 0.0000%  | 0.0000% | $14338083.22       | $11000320.83       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31    | 2031-11-15      | 0.0000%  | 0.0000% | $12341769.14       | $9683586.56        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $8786437.24        | $6125069.34        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  | 0.0000% | $9641.98           | $8036.22           | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  | 0.0000% | $94124.69          | $69580.17          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  | 0.0000% | $16815623.34       | $15265071.53       | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  | 0.0000% | $6695.06           | $6442.73           | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  | 0.0000% | $828422.22         | $697471.87         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  | 0.0000% | $129949.38         | $128085.00         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  | 0.0000% | $1477704.69        | $1290290.36        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32    | 2032-02-15      | 0.0000%  | 0.0000% | $6870645.72        | $5328790.37        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30    | 2030-05-15      | 0.0000%  | 0.0000% | $1740811.11        | $1458178.24        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32    | 2032-08-15      | 0.0000%  | 0.0000% | $15158310.58       | $11494941.03       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31    | 2031-05-15      | 0.0000%  | 0.0000% | $7060258.79        | $5666450.74        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  | 0.0000% | $20234.57          | $19578.14          | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | 0.0000% | $243877761.45      | $243056027.30      | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  | 0.0000% | $74827.16          | $58442.11          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31    | 2031-02-15      | 0.0000%  | 0.0000% | $11691598.38       | $9485358.69        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  | 0.0000% | $91938.27          | $80490.03          | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  | 0.0000% | $8419.75           | $8075.92           | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  | 0.0000% | $57172.84          | $51494.72          | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  | 0.0000% | $1052387.65        | $1047055.21        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  | 0.0000% | $2239382.72        | $2109854.58        | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  | 0.0000% | $9139.51           | $8307.71           | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  | 0.0000% | $7333.33           | $6788.68           | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  | 0.0000% | $624283.95         | $583133.65         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  | 0.0000% | $46892.59          | $45792.96          | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  | 0.0000% | $75112.35          | $61316.24          | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  | 0.0000% | $10772938.27       | $9345243.85        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  | 0.0000% | $1419787.65        | $1259056.33        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $2955822.22        | $2637961.97        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  | 0.0000% | $144371.60         | $133681.61         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  | 0.0000% | $719712.35         | $672731.68         | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  | 0.0000% | $2935506.17        | $2800056.05        | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  | 0.0000% | $2702.47           | $2616.53           | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  | 0.0000% | $194958.02         | $192029.76         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30    | 2030-08-15      | 0.0000%  | 0.0000% | $5193132.46        | $4304644.62        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  | 0.0000% | $9263731.48        | $7841748.70        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  | 0.0000% | $6909405.96        | $5911390.64        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $16320584.50       | $14109194.26       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29    | 2029-02-15      | 0.0000%  | 0.0000% | $4488496.49        | $3958279.38        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/35    | 2035-05-15      | 0.0000%  | 0.0000% | $1431353.54        | $946608.49         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  | 0.0000% | $5188387.65        | $4619937.53        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  | 0.0000% | $30664790.02       | $28098821.73       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  | 0.0000% | $1827848.00        | $1689004.67        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2025-10-07

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer