# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-007214
**Filing Date:** 2026-1
**Character Count:** 488101
**Document Hash:** e898f49c5d33ada3912db012854151e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-007214.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001193125-26-007214

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Money Market Obligations Trust
- **CENTRAL INDEX KEY:** 0000856517

**ORGANIZATION NAME:**
- **EIN:** 251415329
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 26518106

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 20101109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MONEY MARKET OBLIGATIONS TRUST /NEW/
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Federated Hermes Capital Reserves Fund (Series ID: S000009546)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000026082 | Federated Hermes Capital Reserves Fund | FRFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000856517

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**Registrant Full Name:** Federated Hermes Money Market Obligations Trust

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

**Name of Series:** FEDERATED HERMES CAPITAL RESERVES FUND

**LEI of Series:** 254900UTWCU0YY59PE88

**EDGAR Series Identifier:** S000009546

**Total number of share classes in the series:** 1

**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            | Federated Investment Management Company        | 801-34612         |
| Independent Public Accountant | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31602

- **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:** Prime

- **Is this a Retail Money Market Fund?:** Yes

- **WAM:** 40 days

- **WAL:** 54 days

- **Total Value of Portfolio Securities:** $2971398212.22

- **Amortized Cost of Portfolio Securities:** $2970628724.81

- **Cash:** $818525.11

- **Total Other Assets:** $7043797.63

- **Total Liabilities:** $9322099.47

- **Net Assets of Series:** $2969168948.08

- **Number of Shares Outstanding (Series):** 2969171101.5400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $1160561683.45            | $1535913212.62             | 41.1400%                  | 54.4400%                   |
| 2025-12-02 | $1244880874.39            | $1545244874.39             | 43.7500%                  | 54.3000%                   |
| 2025-12-03 | $962660555.29             | $1487907769.18             | 33.9900%                  | 52.5400%                   |
| 2025-12-04 | $915348746.87             | $1490594931.59             | 32.2900%                  | 52.5800%                   |
| 2025-12-05 | $933355265.96             | $1503649113.18             | 32.7600%                  | 52.7800%                   |
| 2025-12-08 | $908136295.80             | $1478462552.74             | 31.8700%                  | 51.8900%                   |
| 2025-12-09 | $1051037208.18            | $1466393685.96             | 36.9100%                  | 51.5000%                   |
| 2025-12-10 | $869484216.22             | $1464728266.22             | 30.5500%                  | 51.4700%                   |
| 2025-12-11 | $955450131.25             | $1455711603.47             | 33.7500%                  | 51.4100%                   |
| 2025-12-12 | $971997769.96             | $1472331654.68             | 34.1200%                  | 51.6800%                   |
| 2025-12-15 | $934790363.97             | $1464129976.19             | 32.9100%                  | 51.5500%                   |
| 2025-12-16 | $1092879301.10            | $1478210839.16             | 38.2900%                  | 51.7800%                   |
| 2025-12-17 | $909264522.57             | $1484511232.57             | 31.7800%                  | 51.8900%                   |
| 2025-12-18 | $918448025.76             | $1493725900.76             | 32.0000%                  | 52.0500%                   |
| 2025-12-19 | $1124648686.27            | $1531020056.27             | 38.7000%                  | 52.6900%                   |
| 2025-12-22 | $1214496896.03            | $1534871834.92             | 41.7400%                  | 52.7500%                   |
| 2025-12-23 | $937541004.78             | $1617725900.61             | 31.3300%                  | 54.0600%                   |
| 2025-12-24 | $904288290.46             | $1584547961.29             | 30.5500%                  | 53.5400%                   |
| 2025-12-26 | $1090706007.53            | $1591035396.42             | 36.7600%                  | 53.6300%                   |
| 2025-12-29 | $1220179494.86            | $1629505688.19             | 41.0600%                  | 54.8400%                   |
| 2025-12-30 | $1208223855.90            | $1633554593.68             | 40.6000%                  | 54.9000%                   |
| 2025-12-31 | $1311502108.44            | $1671831808.44             | 44.0300%                  | 56.1300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.1800%             |
| 2025-12-02 | 4.1800%             |
| 2025-12-03 | 4.1800%             |
| 2025-12-04 | 4.1700%             |
| 2025-12-05 | 4.1600%             |
| 2025-12-08 | 4.1400%             |
| 2025-12-09 | 4.1300%             |
| 2025-12-10 | 4.1300%             |
| 2025-12-11 | 4.1200%             |
| 2025-12-12 | 4.1000%             |
| 2025-12-15 | 4.0400%             |
| 2025-12-16 | 4.0200%             |
| 2025-12-17 | 4.0000%             |
| 2025-12-18 | 3.9900%             |
| 2025-12-19 | 3.9900%             |
| 2025-12-22 | 3.9800%             |
| 2025-12-23 | 3.9700%             |
| 2025-12-24 | 3.9700%             |
| 2025-12-26 | 3.9700%             |
| 2025-12-29 | 3.9700%             |
| 2025-12-30 | 3.9800%             |
| 2025-12-31 | 3.9800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0002                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0001                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0001                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0003                      |
|  |  |
| 2025-12-19 | 1.0001                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0003                      |
|  |  |

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

### Class: Federated Hermes Capital Reserves Fund

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $2969168948.08

- **Number of Shares Outstanding:** 2969171101.5400

- **Expense Reimbursement/Waiver:** 348414.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0002          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0001          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0001          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $22824232.25              | $47211.07               |
| 2025-12-02 | $11186009.42              | $2028702.15             |
| 2025-12-03 | $3859618.73               | $2681747.16             |
| 2025-12-04 | $3571993.98               | $0.00                   |
| 2025-12-05 | $13550312.47              | $0.00                   |
| 2025-12-08 | $5321940.75               | $5090412.97             |
| 2025-12-09 | $3997.68                  | $12213662.41            |
| 2025-12-10 | $470721.47                | $2042170.78             |
| 2025-12-11 | $943438.37                | $5663548.79             |
| 2025-12-12 | $16398991.53              | $250.40                 |
| 2025-12-15 | $6737.41                  | $8612437.70             |
| 2025-12-16 | $13960008.23              | $6637.07                |
| 2025-12-17 | $8904232.12               | $2981449.90             |
| 2025-12-18 | $8782041.09               | $1178.29                |
| 2025-12-19 | $35060030.86              | $0.00                   |
| 2025-12-22 | $4624895.99               | $1200082.77             |
| 2025-12-23 | $33480794.28              | $701444.25              |
| 2025-12-24 | $18197584.82              | $1562829.18             |
| 2025-12-26 | $6203150.55               | $8639.31                |
| 2025-12-29 | $5009351.92               | $787558.63              |
| 2025-12-30 | $9244110.08               | $5311345.84             |
| 2025-12-31 | $4997964.53               | $2474073.47             |

**Total Gross Subscriptions (Month):** $226602158.53

**Total Gross Redemptions (Month):** $53415382.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.1500%           |
| 2025-12-02 | 3.1500%           |
| 2025-12-03 | 3.1500%           |
| 2025-12-04 | 3.1400%           |
| 2025-12-05 | 3.1400%           |
| 2025-12-08 | 3.1100%           |
| 2025-12-09 | 3.1000%           |
| 2025-12-10 | 3.1000%           |
| 2025-12-11 | 3.0900%           |
| 2025-12-12 | 3.0700%           |
| 2025-12-15 | 3.0100%           |
| 2025-12-16 | 2.9900%           |
| 2025-12-17 | 2.9800%           |
| 2025-12-18 | 2.9600%           |
| 2025-12-19 | 2.9600%           |
| 2025-12-22 | 2.9500%           |
| 2025-12-23 | 2.9500%           |
| 2025-12-24 | 2.9400%           |
| 2025-12-26 | 2.9400%           |
| 2025-12-29 | 2.9500%           |
| 2025-12-30 | 2.9500%           |
| 2025-12-31 | 2.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9700%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.830%, 1/2/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $7416057.50        | $7663926.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $477.83            | $494.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $66471.31          | $69723.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $2863392.61        | $2439159.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $886667.46         | $937958.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $1788946.92        | $1808315.26        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $59297.00          | $60466.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $17262.85          | $15354.55          | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $500.00            | $517.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $1463186.06        | $1476159.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2733 | 2055-08-01      | 5.5000%  |  | $7359353.87        | $7569193.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $1125612.08        | $1134057.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $2153601.49        | $2068048.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $87933.09          | $90362.62          | Agency Mortgage-Backed Securities  |
| USTR 1 5/8 TRIN X 30      | 2030-04-15      | 1.6250%  |  | $7465.64           | $7540.34           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $144550.00         | $153099.23         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $9050.00           | $9319.38           | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $2400.00           | $2320.63           | U.S. Treasuries (including strips) |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.830%, 1/2/2026
- **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: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $300152.80         | $310848.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $395975.63         | $398728.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $137.32            | $135.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $17284.76          | $17102.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $274850.34         | $276072.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $339547.45         | $351626.62         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $233590.90         | $241862.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $322995.03         | $269034.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $14.08             | $14.07             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $67494.79          | $67450.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $62562.99          | $62576.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $498392.77         | $509870.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $36541.88          | $37361.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $5701.09           | $5893.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $859.23            | $893.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $25.08             | $24.50             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $423704.09         | $416760.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $70449.15          | $73699.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $1317523.40        | $1361559.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $980940.97         | $1029162.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $70996.91          | $71794.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $3943615.37        | $4162062.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $162109.52         | $164843.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $729188.07         | $748849.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $657592.26         | $670173.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $497855.58         | $450459.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $442951.97         | $404588.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3863 | 2049-07-01      | 3.5000%  |  | $156266.22         | $147627.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $451049.56         | $434619.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $43.56             | $42.48             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $137145.52         | $135793.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $5869.37           | $5669.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $104905.51         | $102949.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $280493.79         | $276495.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $3386.28           | $3309.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $185.88            | $178.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $9008.57           | $8693.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $53531.84          | $50903.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $149162.49         | $143488.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $383659.30         | $377291.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $364060.86         | $351113.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $235687.20         | $209633.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $605845.85         | $596829.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $325770.09         | $327967.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $38.41             | $38.71             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $633779.79         | $592877.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $8779.05           | $8220.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3879 | 2053-05-01      | 5.0000%  |  | $196658.41         | $198745.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $21622.20          | $22259.68          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $188138.18         | $167583.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $4119.97           | $4163.05           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $63302.30          | $60927.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $1203669.56        | $1222212.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $44199.82          | $44657.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $52460.55          | $51690.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $16194.02          | $16774.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $169935.76         | $176633.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $101675.43         | $102550.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $750761.75         | $679075.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $42735.57          | $43128.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $23395.59          | $23553.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $266060.27         | $270272.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $598353.35         | $593793.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $238583.22         | $215801.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $153351.11         | $146129.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1025677.25        | $988663.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $68223.84          | $65834.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $205642.38         | $194940.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $225712.57         | $231598.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $126344.16         | $125572.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $725316.97         | $751050.00         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $139620.40         | $142374.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $104.42            | $104.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $253652.37         | $257739.38         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $480000.00         | $494931.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $296.12            | $285.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $20331.31          | $17642.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $1807371.45        | $1857307.92        | Agency Mortgage-Backed Securities  |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $313685.00         | $332237.51         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $5.00              | $5.18              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $2400.00           | $2422.97           | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $136565.00         | $129594.42         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $5165.00           | $4515.16           | U.S. Treasuries (including strips) |

### Security 3: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  4.130%, 2/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KB55, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $4980740.00
- **C.18.a - Value (excl. sponsor support):** $4980740.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  3.920%, 3/11/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KCB1, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $19847814.00
- **C.18.a - Value (excl. sponsor support):** $19847814.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: American Honda Finance Corp.

- **C.1 - Title:** American Honda Finance Corp.,  4.080%, 3/12/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02665KCC9, C.4 - ISIN: US02665J0017, C.3 - LEI: B6Q2VFHD1797Q7NZ3E43
- **C.18 - Value (incl. sponsor support):** $25799365.80
- **C.18.a - Value (excl. sponsor support):** $25799365.80
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1; DOMINION BOND: A H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: Avangrid, Inc.

- **C.1 - Title:** Avangrid, Inc.,  4.080%, 1/8/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05353BA80, C.4 - ISIN: US05353A0016, C.3 - LEI: 549300OX0Q38NLSKPB49
- **C.18 - Value (incl. sponsor support):** $34970267.50
- **C.18.a - Value (excl. sponsor support):** $34970267.50
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 7: BP Capital Markets PLC

- **C.1 - Title:** BP Capital Markets PLC,  3.720%, 1/6/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568UA63, C.4 - ISIN: US05568T0016, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $15989912.00
- **C.18.a - Value (excl. sponsor support):** $15989912.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-1; FITCH: F1+; DOMINION BOND: A
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has 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 8: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.390%, 7/6/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNS7, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25069561.50
- **C.18.a - Value (excl. sponsor support):** $25069561.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.,  4.160%, 2/18/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PBJ4, C.4 - ISIN: US06054N0029, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $19897300.00
- **C.18.a - Value (excl. sponsor support):** $19897300.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A.,  4.170%, 8/4/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RCQ3, C.4 - ISIN: US06054R2B76, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $40086223.60
- **C.18.a - Value (excl. sponsor support):** $40086223.60
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal,  4.410%, 6/9/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DR56, C.4 - ISIN: US0639800079, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50107960.00
- **C.18.a - Value (excl. sponsor support):** $50107960.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal,  4.150%, 6/8/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3L6, C.4 - ISIN: US06370B3L69, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $20000638.00
- **C.18.a - Value (excl. sponsor support):** $20000638.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  4.090%, 3/2/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417KC23, C.4 - ISIN: CA06417J0015, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $19868756.00
- **C.18.a - Value (excl. sponsor support):** $19868756.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia,  3.990%, 2/20/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFW7, C.4 - ISIN: US06418NFW74, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $30006903.00
- **C.18.a - Value (excl. sponsor support):** $30006903.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.830%, 1/2/2026
- **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: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $251700000.00
- **C.18.a - Value (excl. sponsor support):** $251700000.00
- **C.19 - Percentage of Net Assets:** 8.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| TVDB 3.875 TVBD 30 C      | 2030-08-01      | 3.8750%  |  | $1103285.00        | $1124676.99        | Agency Debentures and Agency Strips |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  |  | $2321792.67        | $2418279.79        | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $18178.33          | $20575.10          | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $608275.00         | $692212.86         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  |  | $113203473.33      | $94008805.60       | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30  | 2030-01-15      | 0.0000%  |  | $15038795.33       | $12902308.87       | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT 26-30 83   | 2030-07-30      | 4.7500%  |  | $3356000.00        | $3424770.03        | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $28526.00          | $33161.43          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 31 A    | 2031-03-15      | 6.7500%  |  | $422576.33         | $490858.33         | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $279.67            | $315.57            | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-33 FF   | 2033-09-26      | 4.9500%  |  | $10347666.67       | $10473313.21       | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-32 EX   | 2032-09-02      | 4.9700%  |  | $6991666.67        | $7105362.43        | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $954502.33         | $980267.22         | Agency Debentures and Agency Strips |
| FCSB 4.66 FCOR 26-32 FE   | 2032-10-27      | 4.6600%  |  | $5873000.00        | $5908440.29        | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $3404382.33        | $2425990.27        | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $555138.33         | $430665.22         | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $933807.00         | $696953.08         | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $1019385.00        | $758738.45         | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P    | 2041-09-16      | 2.4000%  |  | $1492021.67        | $1088026.96        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/27 8586 | 2027-10-04      | 3.8500%  |  | $6991666.67        | $7012791.99        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $2796666.67        | $2814736.09        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $4195000.00        | $4299585.08        | Agency Debentures and Agency Strips |
| FHLB 2.59 FHOR 22-41 AR   | 2041-11-18      | 2.5900%  |  | $839000.00         | $616877.78         | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $699166.67         | $509865.54         | Agency Debentures and Agency Strips |
| FHLB 2.20 FHOR 21-36 DG   | 2036-03-04      | 2.2000%  |  | $447466.67         | $366792.90         | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 21-36 BS   | 2036-02-11      | 1.7800%  |  | $955061.67         | $747719.90         | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $1250110.00        | $1009925.33        | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A    | 2029-12-14      | 0.0000%  |  | $1131811.00        | $974749.59         | Agency Debentures and Agency Strips |
| FCSB 4.95 FCOR 25-34 DP   | 2034-03-15      | 4.9500%  |  | $13983333.33       | $14151748.60       | Agency Debentures and Agency Strips |
| FCSB 4.79 FCOR 25-32 FA   | 2032-03-24      | 4.7900%  |  | $9788333.33        | $9895401.93        | Agency Debentures and Agency Strips |
| FCSB 2.59 FCOR 22-41 T    | 2041-11-01      | 2.5900%  |  | $6572166.67        | $4889722.67        | Agency Debentures and Agency Strips |
| FCSB 4.99 FCOR 26-35 CQ   | 2035-04-23      | 4.9900%  |  | $1493699.67        | $1493334.54        | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O    | 2041-08-09      | 2.4500%  |  | $8094392.33        | $5897848.57        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $59739317.00       | $50564970.87       | Agency Debentures and Agency Strips |
| FNMA 6.25 FNSM GDBB 05/29 | 2029-05-15      | 6.2500%  |  | $597368.00         | $652944.79         | Agency Debentures and Agency Strips |
| FHLB 5.50 FHLB 36 G677    | 2036-07-15      | 5.5000%  |  | $549545.00         | $617206.69         | Agency Debentures and Agency Strips |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $3206518.17        | $3244541.45        | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $2014271.20        | $1924914.57        | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $116341.33         | $119263.83         | U.S. Treasuries (including strips)  |

### Security 16: Bragg 2019 Family Trust No. 1

- **C.1 - Title:** Bragg 2019 Family Trust No. 1,  4.050%, 3/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 104832AB6, C.4 - ISIN: US104832AB68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2044-03-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 17: Caisse d'Amortissement de la Dette Sociale (CADES)

- **C.1 - Title:** Caisse d'Amortissement de la Dette Sociale (CADES),  4.005%, 3/10/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12802WCA0, C.4 - ISIN: US1280A00012, C.3 - LEI: 969500P04DQJS4BPM574
- **C.18 - Value (incl. sponsor support):** $24821607.50
- **C.18.a - Value (excl. sponsor support):** $24821607.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  4.050%, 7/13/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMC3, C.4 - ISIN: US13606DMC38, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $30016173.00
- **C.18.a - Value (excl. sponsor support):** $30016173.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce,  3.940%, 11/3/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQB1, C.4 - ISIN: US13606V0036, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $15021319.50
- **C.18.a - Value (excl. sponsor support):** $15021319.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Collateralized Commercial Paper V Co. LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co. LLC,  4.060%, 9/1/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQN2, C.4 - ISIN: US19423RQN25, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $25001651.50
- **C.18.a - Value (excl. sponsor support):** $25001651.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Acme Manufacturing Company, Inc.

- **C.1 - Title:** Colorado Health Facilities Authority, Series 2016B,  4.320%, 5/1/2041
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196476CR4, C.4 - ISIN: US196476CR40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $565000.00
- **C.18.a - Value (excl. sponsor support):** $565000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2041-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: Baa1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 22: Connecticut Water Co.

- **C.1 - Title:** Connecticut Water Co., Series 2004,  3.960%, 1/4/2029
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 207796AA1, C.4 - ISIN: US207796AA15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $11300000.00
- **C.18.a - Value (excl. sponsor support):** $11300000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2029-01-04
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 23: Duke Energy Corp.

- **C.1 - Title:** Duke Energy Corp.,  4.050%, 1/9/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244JA90, C.4 - ISIN: US26244H0018, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $19981324.00
- **C.18.a - Value (excl. sponsor support):** $19981324.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Duke Energy Corp.

- **C.1 - Title:** Duke Energy Corp.,  4.050%, 1/16/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244JAG4, C.4 - ISIN: US26244H0018, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $14974977.00
- **C.18.a - Value (excl. sponsor support):** $14974977.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Duke Energy Corp.

- **C.1 - Title:** Duke Energy Corp.,  4.050%, 1/20/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244JAL3, C.4 - ISIN: US26244H0018, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $9979089.00
- **C.18.a - Value (excl. sponsor support):** $9979089.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Duke Energy Corp.

- **C.1 - Title:** Duke Energy Corp.,  4.050%, 1/22/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26244JAN9, C.4 - ISIN: US26244H0018, C.3 - LEI: I1BZKREC126H0VB1BL91
- **C.18 - Value (incl. sponsor support):** $19953932.00
- **C.18.a - Value (excl. sponsor support):** $19953932.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: EG Irrevocable Life Insurance Trust

- **C.1 - Title:** EG Irrevocable Life Insurance Trust,  4.050%, 4/1/2042
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 268476AB4, C.4 - ISIN: US268476AB47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17625000.00
- **C.18.a - Value (excl. sponsor support):** $17625000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2042-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Enterprise Fleet Financing LLC 2025-3

- **C.1 - Title:** Enterprise Fleet Financing LLC 2025-3, Class A1,  4.551%, 7/20/2026
- **C.6 - Investment Category:** Other Asset Backed Securities
- **Identifiers:** C.3 - CUSIP: 29375UAA7, C.4 - ISIN: US29375UAA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $932874.95
- **C.18.a - Value (excl. sponsor support):** $932874.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fairway Finance Co. LLC

- **C.1 - Title:** Fairway Finance Co. LLC,  3.930%, 4/1/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601WD14, C.4 - ISIN: US30601V0027, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $29713350.00
- **C.18.a - Value (excl. sponsor support):** $29713350.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf)
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ING (U.S.) Funding LLC

- **C.1 - Title:** ING (U.S.) Funding LLC,  3.950%, 4/1/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 4497W1D11, C.4 - ISIN: US4497W00013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9905191.00
- **C.18.a - Value (excl. sponsor support):** $9905191.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-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? No, C.23 Categorized at Level 3? No

### Security 31: Mason Harrison Ratliff Enterprises, LLC

- **C.1 - Title:** Mason Harrison Ratliff Enterprises, LLC,  4.050%, 9/1/2043
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57520MAB8, C.4 - ISIN: US57520MAB81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17395000.00
- **C.18.a - Value (excl. sponsor support):** $17395000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2043-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 32: Taxable Tender Option Bond Trust 2021-MIZ9064TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2021-MIZ9064TX, (Series 2021-MIZ9064TX),  4.130%, 11/1/2056
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HHK8, C.4 - ISIN: US60700HHK86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6500000.00
- **C.18.a - Value (excl. sponsor support):** $6500000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2056-11-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Tender Option Bond Trust 2022-MIZ9084TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2022-MIZ9084TX, (Series 2022-MIZ9084TX),  4.130%, 2/1/2027
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HKE8, C.4 - ISIN: US60700HKE89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5150000.00
- **C.18.a - Value (excl. sponsor support):** $5150000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Taxable Tender Option Bond Trust 2022-MIZ9094TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2022-MIZ9094TX, (Series 2022-MIZ9094TX),  4.130%, 12/1/2059
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HLS6, C.4 - ISIN: US60700HLS66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2835000.00
- **C.18.a - Value (excl. sponsor support):** $2835000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2059-12-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Taxable Tender Option Bond Trust 2025-MIZ9236TX

- **C.1 - Title:** Taxable Tender Option Bond Trust 2025-MIZ9236TX, (Series 2025-MIZ9236TX),  3.870%, 2/15/2026
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HQ36, C.4 - ISIN: US60700HQ367, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39750000.00
- **C.18.a - Value (excl. sponsor support):** $39750000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.,  4.030%, 2/26/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A2J1, C.4 - ISIN: US60688R0018, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $40014776.00
- **C.18.a - Value (excl. sponsor support):** $40014776.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mondelez International, Inc.

- **C.1 - Title:** Mondelez International, Inc.,  4.080%, 1/16/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60920WAG5, C.4 - ISIN: US60920V0010, C.3 - LEI: 549300DV9GIB88LZ5P30
- **C.18 - Value (incl. sponsor support):** $26954599.50
- **C.18.a - Value (excl. sponsor support):** $26954599.50
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2019-007

- **C.1 - Title:** Taxable Muni Funding Trust 2019-007, Taxable Municipal Funding Trust (Series 2019-007),  4.150%, 5/1/2029
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WBA4, C.4 - ISIN: US62630WBA45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12325000.00
- **C.18.a - Value (excl. sponsor support):** $12325000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2029-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2020-011

- **C.1 - Title:** Taxable Muni Funding Trust 2020-011, (Series 2020-011),  4.150%, 9/1/2030
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WEL7, C.4 - ISIN: US62630WEL72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15360000.00
- **C.18.a - Value (excl. sponsor support):** $15360000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2030-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2021-002

- **C.1 - Title:** Taxable Muni Funding Trust 2021-002, Barclays Taxable Muni Funding Trust (Series 2021-002),  4.150%, 5/15/2056
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WFV4, C.4 - ISIN: US62630WFV46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1900000.00
- **C.18.a - Value (excl. sponsor support):** $1900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2056-05-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2021-008

- **C.1 - Title:** Taxable Muni Funding Trust 2021-008, Barclays Taxable Trust (Series 2021-008),  4.150%, 9/1/2031
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WJY4, C.4 - ISIN: US62630WJY49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13600000.00
- **C.18.a - Value (excl. sponsor support):** $13600000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2031-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2021-010

- **C.1 - Title:** Taxable Muni Funding Trust 2021-010, (Series 2021-010),  4.150%, 12/15/2027
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WMB0, C.4 - ISIN: US62630WMB09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9200000.00
- **C.18.a - Value (excl. sponsor support):** $9200000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2027-12-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Muni Funding Trust 2024-010

- **C.1 - Title:** Taxable Muni Funding Trust 2024-010, (Series 2034-010),  4.150%, 6/30/2028
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WPD3, C.4 - ISIN: US62630WPD38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29905000.00
- **C.18.a - Value (excl. sponsor support):** $29905000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2028-06-30
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 1/20/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MAL3, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $39917460.00
- **C.18.a - Value (excl. sponsor support):** $39917460.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada,  4.305%, 2/5/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MB57, C.4 - ISIN: US63307L0019, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $64758590.00
- **C.18.a - Value (excl. sponsor support):** $64758590.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc.,  3.740%, 1/2/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.4 - ISIN: US6439960021, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 4.5100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01BVHORACLE CORP           | 2055-05-15      | 4.3750%  |  | $1500000.00        | $1051110.42        | Corporate Debt Securities |
| 01DCJBANK MONTREAL MEDIUM  | 2037-01-10      | 3.0880%  |  | $420000.00         | $383990.13         | Corporate Debt Securities |
| 01RD0FLORIDA PWR & LT CO   | 2066-02-15      | 5.6000%  |  | $167000.00         | $165945.30         | Corporate Debt Securities |
| 01W45UNIVERSITY CHICAGO    | 2045-04-01      | 2.7610%  |  | $480000.00         | $384442.80         | Corporate Debt Securities |
| 01BNABANK AMERICA CORP     | 2027-11-25      | 4.1830%  |  | $95000.00          | $95551.29          | Corporate Debt Securities |
| 064T5KINROSS GOLD CORP     | 2033-07-15      | 6.2500%  |  | $5391000.00        | $6052399.33        | Corporate Debt Securities |
| 01BE7VERIZON COMMUNICATION | 2045-11-30      | 5.7500%  |  | $1000000.00        | $1003599.72        | Corporate Debt Securities |
| 05RHQJBS USA LUX S A / JBS | 2052-02-02      | 4.3750%  |  | $440000.00         | $349763.09         | Corporate Debt Securities |
| 02I2KONCOR ELEC DELIVERY C | 2032-05-01      | 7.0000%  |  | $16028000.00       | $18323957.57       | Corporate Debt Securities |
| 01ED1HEALTH CARE SVC CORP  | 2050-06-01      | 3.2000%  |  | $462000.00         | $296667.14         | Corporate Debt Securities |
| 0342MBROADSTONE NET LEASE  | 2032-11-01      | 5.0000%  |  | $2000000.00        | $2036588.89        | Corporate Debt Securities |
| 01BE7VERIZON COMMUNICATION | 2056-10-30      | 2.9870%  |  | $23576000.00       | $14241986.55       | Corporate Debt Securities |
| 03I0GEMBRAER NETHERLANDS F | 2038-01-09      | 5.4000%  |  | $373000.00         | $370743.35         | Corporate Debt Securities |
| 01BDYBARCLAYS PLC          | 2028-03-12      | 5.2623%  |  | $250000.00         | $253155.08         | Corporate Debt Securities |
| 01DRJTORONTO DOMINION BK O | 2035-10-15      | 4.9280%  |  | $41000.00          | $41549.96          | Corporate Debt Securities |
| 01BN03M CO                 | 2035-03-15      | 5.1500%  |  | $3000000.00        | $3121721.67        | Corporate Debt Securities |
| 01EP2TAKEDA PHARMACEUTICAL | 2030-03-31      | 2.0500%  |  | $292000.00         | $268793.30         | Corporate Debt Securities |
| 0246XT MOBILE USA INC      | 2041-02-15      | 3.0000%  |  | $27984000.00       | $21258138.88       | Corporate Debt Securities |
| 01EWBSOCIETE GENERALE      | 2032-06-09      | 2.8890%  |  | $1700000.00        | $1544781.93        | Corporate Debt Securities |
| 02M7CSHELL INTERNATIONAL F | 2042-08-21      | 3.6250%  |  | $405000.00         | $332691.13         | Corporate Debt Securities |
| 02LVSPACIFIC GAS & ELEC CO | 2035-08-15      | 6.0000%  |  | $723000.00         | $777475.64         | Corporate Debt Securities |
| 02H24PSEG POWER LLC        | 2035-05-15      | 5.7500%  |  | $5950000.00        | $6245638.97        | Corporate Debt Securities |
| 01BVHORACLE CORP           | 2053-02-06      | 5.5500%  |  | $4997000.00        | $4284148.80        | Corporate Debt Securities |
| 01BOGONEOK INC NEW         | 2031-01-15      | 6.3500%  |  | $7686000.00        | $8488422.67        | Corporate Debt Securities |
| 01EMYNOMURA HLDGS INC      | 2032-01-22      | 2.9990%  |  | $526000.00         | $485409.78         | Corporate Debt Securities |
| 01BVEKLA CORP              | 2034-02-01      | 4.7000%  |  | $478000.00         | $490357.89         | Corporate Debt Securities |
| 0317ZHA SUSTAINABLE INFRA  | 2034-07-01      | 6.3750%  |  | $1000000.00        | $1053925.00        | Corporate Debt Securities |
| 01TGMHCA INC.              | 2054-09-15      | 5.9500%  |  | $1731000.00        | $1750940.16        | Corporate Debt Securities |
| 02G54GOLDMAN SACHS GROUP I | 2036-10-21      | 4.9390%  |  | $5000000.00        | $5030518.06        | Corporate Debt Securities |
| 01BO0EVERSOURCE ENERGY     | 2030-08-15      | 1.6500%  |  | $1237000.00        | $1101515.51        | Corporate Debt Securities |
| 02IK2EQUINIX INC           | 2030-07-15      | 2.1500%  |  | $2771000.00        | $2544980.31        | Corporate Debt Securities |
| 01BFXCUMMINS INC           | 2034-02-20      | 5.1500%  |  | $5000000.00        | $5282701.39        | Corporate Debt Securities |
| 01BV9COMCAST CORP NEW      | 2034-06-01      | 5.3000%  |  | $1600000.00        | $1660570.67        | Corporate Debt Securities |
| 04YXQCENOVUS ENERGY INC    | 2031-03-20      | 4.6500%  |  | $444000.00         | $445734.19         | Corporate Debt Securities |
| 02JPMBERKSHIRE HATHAWAY FI | 2048-08-15      | 4.2000%  |  | $50000.00          | $42690.33          | Corporate Debt Securities |
| 01BE6BECTON DICKINSON & CO | 2044-12-15      | 4.6850%  |  | $600000.00         | $534811.33         | Corporate Debt Securities |
| 02KN4ELEVANCE HEALTH INC F | 2032-09-15      | 4.6000%  |  | $1000000.00        | $1014594.44        | Corporate Debt Securities |
| 02IPSANGLO AMERICAN CAPITA | 2052-03-16      | 4.7500%  |  | $1990000.00        | $1708379.62        | Corporate Debt Securities |
| 02MD2AMERICAN INTL GROUP I | 2050-06-30      | 4.3750%  |  | $6773000.00        | $5685594.85        | Corporate Debt Securities |
| 04F53ALCON FIN CORP        | 2052-12-06      | 5.7500%  |  | $11439000.00       | $11668958.85       | Corporate Debt Securities |
| 01E1TSTANDARD CHARTERED PL | 2028-01-12      | 2.6080%  |  | $3009000.00        | $2998079.34        | Corporate Debt Securities |
| 01T9UURUGUAY REP           | 2060-09-10      | 5.2500%  |  | $120621.00         | $114534.67         | Other Instrument          |
| 02IB9HUNGARY REP           | 2029-06-16      | 5.2500%  |  | $877000.00         | $896935.67         | Other Instrument          |
| 03CZPBAYER US FIN LLC      | 2033-11-21      | 6.5000%  |  | $550000.00         | $601233.72         | Other Instrument          |
| 01T8CMACQUARIE GROUP LIMIT | 2028-11-28      | 3.7630%  |  | $195000.00         | $194271.65         | Other Instrument          |

### Security 47: The Niki Woomer Trust Dated July 16, 2025

- **C.1 - Title:** The Niki Woomer Trust Dated July 16, 2025,  4.000%, 11/1/2045
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 65410YAA0, C.4 - ISIN: US65410YAA01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10950000.00
- **C.18.a - Value (excl. sponsor support):** $10950000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2045-11-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: Baa1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 48: Nuveen Preferred Income Opportunities Fund

- **C.1 - Title:** Nuveen Preferred Income Opportunities Fund, Taxable Preferred Shares (Series A),  3.950%, 8/1/2037
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 49: Nuveen Preferred Securities Income Fund

- **C.1 - Title:** Nuveen Preferred Income Opportunities Fund, Variable Rate Demand Note (Series A),  3.920%, 7/1/2032
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 50: Nuveen Credit Strategies Income Fund

- **C.1 - Title:** Nuveen Credit Strategies Income Fund, Taxable Preferred Shares (Series A),  3.920%, 7/1/2032
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 51: Nutrien Ltd.

- **C.1 - Title:** Nutrien Ltd.,  3.800%, 1/2/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67077VA24, C.4 - ISIN: US6707700075, C.3 - LEI: 5493002QQ7GD21OWF963
- **C.18 - Value (incl. sponsor support):** $54988388.95
- **C.18.a - Value (excl. sponsor support):** $54988388.95
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 52: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  3.840%, 7/16/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UGG2, C.4 - ISIN: US67983U0044, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $18613304.40
- **C.18.a - Value (excl. sponsor support):** $18613304.40
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Old Line Funding, LLC

- **C.1 - Title:** Old Line Funding, LLC,  3.840%, 9/21/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UJM6, C.4 - ISIN: US67983U0044, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $24328390.00
- **C.18.a - Value (excl. sponsor support):** $24328390.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Opler 2013 Irrevocable Trust

- **C.1 - Title:** Opler 2013 Irrevocable Trust, Series 2024,  4.050%, 2/1/2044
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 68376LAB2, C.4 - ISIN: US68376LAB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $29650000.00
- **C.18.a - Value (excl. sponsor support):** $29650000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2044-02-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 55: Roberts Insurance Trusts, LLC

- **C.1 - Title:** Roberts Insurance Trusts, LLC,  3.900%, 5/1/2048
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 770487AA4, C.4 - ISIN: US770487AA40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6060000.00
- **C.18.a - Value (excl. sponsor support):** $6060000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2048-05-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 56: Rockcrest, LLC

- **C.1 - Title:** Rockcrest, LLC,  4.050%, 9/1/2042
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 77300RAA3, C.4 - ISIN: US77300RAA32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $27640000.00
- **C.18.a - Value (excl. sponsor support):** $27640000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2042-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 57: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch,  3.910%, 10/7/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQL4, C.4 - ISIN: US78009J0012, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $50057645.00
- **C.18.a - Value (excl. sponsor support):** $50057645.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp.,  4.180%, 2/12/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MBC6, C.4 - ISIN: US85520LKV61, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $24887892.50
- **C.18.a - Value (excl. sponsor support):** $24887892.50
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1 (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Taxable Tender Option Bond Trust 2025-MSTX001

- **C.1 - Title:** Taxable Tender Option Bond Trust 2025-MSTX001, Morgan Stanley Taxable Trust (Series 2025-MSTX001),  3.910%, 10/1/2029
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 87676QAA0, C.4 - ISIN: US87676QAA04, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2029-10-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 60: Texas State

- **C.1 - Title:** Texas State, Veterans Bonds (Taxable Series 2023A),  3.800%, 12/1/2054
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 882724F36, C.4 - ISIN: US882724F368, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $13700000.00
- **C.18.a - Value (excl. sponsor support):** $13700000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** STANDARD AND POORS: AAA; MOODYS: VMIG1; FITCH: AAA
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 61: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.150%, 2/11/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602UBB5, C.4 - ISIN: US88602T0044, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $14934655.50
- **C.18.a - Value (excl. sponsor support):** $14934655.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Thunder Bay Funding, LLC

- **C.1 - Title:** Thunder Bay Funding, LLC,  4.010%, 5/11/2026
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88604GEG0, C.4 - ISIN: US88604GEG01, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100002910.00
- **C.18.a - Value (excl. sponsor support):** $100002910.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf); MOODYS: P-1 (sf); FITCH: F1+ sf
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  4.400%, 7/17/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMU7, C.4 - ISIN: US89115DMU71, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $40122111.20
- **C.18.a - Value (excl. sponsor support):** $40122111.20
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto Dominion Bank

- **C.1 - Title:** Toronto Dominion Bank,  3.820%, 1/2/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119BA22, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $99979350.00
- **C.18.a - Value (excl. sponsor support):** $99979350.00
- **C.19 - Percentage of Net Assets:** 3.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 65: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  3.870%, 7/27/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233HGT5, C.4 - ISIN: US8923310002, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $24468155.00
- **C.18.a - Value (excl. sponsor support):** $24468155.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.,  4.100%, 8/18/2026
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TNN1, C.4 - ISIN: US89236TNN18, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $22011298.98
- **C.18.a - Value (excl. sponsor support):** $22011298.98
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-01
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1; DOMINION BOND: AA L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, 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: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC,  4.040%, 2/4/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930LFD005, C.4 - ISIN: US65999B0027, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05KBCCONN AVE SEC TR 2023- | 2043-07-27      | 9.7742%  |  | $300000.00         | $324340.66         | Private Label Collateralized Mortgage Obligations |
| FMAC FHLMC STACR 2020-DNA5 | 2050-10-25      | 15.3742% |  | $121629.60         | $168463.48         | Private Label Collateralized Mortgage Obligations |
| 05J2SFHLMC REMIC 2020-HQA5 | 2050-11-25      | 11.2742% |  | $4485439.20        | $5482403.68        | Private Label Collateralized Mortgage Obligations |
| 049YBFHLMC STACR 2018-HQA2 | 2048-10-25      | 14.9887% |  | $717800.00         | $891492.35         | Private Label Collateralized Mortgage Obligations |
| 04AWPFHLMC STACR 2018-HRP2 | 2047-02-25      | 14.4887% |  | $2480000.00        | $3035887.82        | Private Label Collateralized Mortgage Obligations |
| 051YACONN AVN SEC TR 2022- | 2042-05-26      | 14.4742% |  | $360000.00         | $402353.03         | Private Label Collateralized Mortgage Obligations |

### Security 68: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.260%, 4/1/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 028CSMARA HOLDINGS INC | 2031-06-01      | 0.0000%  |  | $30565000.00       | $25506492.50       | Corporate Debt Securities |

### Security 69: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC,  4.260%, 3/25/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 028CSMARA HOLDINGS INC | 2031-06-01      | 0.0000%  |  | $30565000.00       | $25506492.50       | Corporate Debt Securities |

### Security 70: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.,  4.260%, 3/31/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 933FJJ008, C.4 - ISIN: US5909930027, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03KAFXOMETRY INC           | 2030-06-15      | 0.7500%  |  | $1250000.00        | $1961416.67        | Corporate Debt Securities |
| 01BR0SOUTHERN CO           | 2028-06-15      | 3.2500%  |  | $1530000.00        | $1530052.70        | Corporate Debt Securities |
| 04M8TJAMF HLDG CORP        | 2026-09-01      | 0.1250%  |  | $1187500.00        | $1167807.29        | Corporate Debt Securities |
| 01C8SGRANITE CONSTR INC    | 2030-06-15      | 3.2500%  |  | $4175000.00        | $6730202.06        | Corporate Debt Securities |
| 01RCWADVANCED ENERGY INDS  | 2028-09-15      | 2.5000%  |  | $2716500.00        | $4541610.71        | Corporate Debt Securities |
| 06668LIBERTY MEDIA CORP DE | 2053-09-30      | 2.3750%  |  | $606000.00         | $883548.00         | Corporate Debt Securities |
| 03AH9GUARDANT HEALTH INC   | 2031-02-15      | 1.2500%  |  | $1080000.00        | $1956444.00        | Corporate Debt Securities |
| 02H1QSPDR S&P 500 ETF TR   | 2500-12-31      | 0.0000%  |  | $993800.00         | $6827505.38        | Other Instrument          |

### Security 71: Waste Management, Inc.

- **C.1 - Title:** Waste Management, Inc.,  4.080%, 1/6/2026
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 94107NA61, C.3 - LEI: 549300YX8JIID70NFS41
- **C.18 - Value (incl. sponsor support):** $33978386.20
- **C.18.a - Value (excl. sponsor support):** $33978386.20
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-2; MOODYS: P-2; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has 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 72: Westlake Automobile Receivables Trust 2025-2

- **C.1 - Title:** Westlake Automobile Receivables Trust 2025-2, Class A1,  4.642%, 7/15/2026
- **C.6 - Investment Category:** Other Asset Backed Securities
- **Identifiers:** C.3 - CUSIP: 96041KAA2, C.4 - ISIN: US96041KAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2635097.63
- **C.18.a - Value (excl. sponsor support):** $2635097.63
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** STANDARD AND POORS: A-1+ (sf)
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.985%, 8/6/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1H67, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $19555798.00
- **C.18.a - Value (excl. sponsor support):** $19555798.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.820%, 9/22/2026
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1JN8, C.4 - ISIN: US9612C00014, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $14600827.50
- **C.18.a - Value (excl. sponsor support):** $14600827.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.860%, 10/6/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AC89, C.4 - ISIN: US9639930018, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $50042535.00
- **C.18.a - Value (excl. sponsor support):** $50042535.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-06
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp. Ltd.

- **C.1 - Title:** Westpac Banking Corp. Ltd.,  3.840%, 12/8/2026
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AE61, C.4 - ISIN: US9639930018, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $10009110.00
- **C.18.a - Value (excl. sponsor support):** $10009110.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.820%, 1/2/2026
- **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: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $411000000.00
- **C.18.a - Value (excl. sponsor support):** $411000000.00
- **C.19 - Percentage of Net Assets:** 13.8400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLCB4109  | 2052-07-01      | 3.0000%  |  | $552.36            | $491.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3899  | 2052-06-01      | 3.5000%  |  | $347.35            | $324.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649876  | 2032-08-01      | 6.5000%  |  | $172.42            | $179.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL644475  | 2032-05-01      | 6.5000%  |  | $706.56            | $737.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL640047  | 2032-06-01      | 6.5000%  |  | $104.16            | $108.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ4777  | 2045-10-01      | 3.5000%  |  | $43.61             | $41.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ0084  | 2030-06-01      | 3.5000%  |  | $100.55            | $99.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY9858  | 2045-05-01      | 3.0000%  |  | $60.09             | $55.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4212  | 2052-07-01      | 4.5000%  |  | $176.89            | $174.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY4200  | 2045-05-01      | 3.0000%  |  | $588.94            | $542.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY3248  | 2045-04-01      | 4.0000%  |  | $18.66             | $18.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAY0253  | 2030-03-01      | 3.5000%  |  | $40.25             | $39.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  |  | $177.09            | $188.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7098  | 2053-02-01      | 5.5000%  |  | $172.24            | $176.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4605  | 2052-12-01      | 5.5000%  |  | $164.49            | $171.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4600  | 2052-12-01      | 6.0000%  |  | $341.68            | $360.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2671  | 2052-11-01      | 5.0000%  |  | $176.13            | $177.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6510  | 2040-05-01      | 5.0000%  |  | $56.74             | $58.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD4850  | 2035-05-01      | 7.0000%  |  | $10085.81          | $10643.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  |  | $430.07            | $455.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD4333  | 2040-03-01      | 5.0000%  |  | $121.80            | $125.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAD0716  | 2030-12-01      | 6.5000%  |  | $21.02             | $21.93             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AD0390  | 2038-09-01      | 6.6300%  |  | $57697.70          | $59772.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0307  | 2039-01-01      | 5.5000%  |  | $27.03             | $28.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD0317  | 2039-01-01      | 5.5000%  |  | $19.22             | $20.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0220  | 2038-10-01      | 6.0000%  |  | $250.23            | $265.79            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LAAD0082  | 2035-10-01      | 6.4740%  |  | $12370.62          | $12771.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189  | 2053-11-01      | 5.0000%  |  | $391.59            | $393.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167  | 2053-10-01      | 6.5000%  |  | $74032.30          | $77412.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5166  | 2053-10-01      | 6.0000%  |  | $9732.94           | $10066.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108  | 2053-08-01      | 6.0000%  |  | $2427.81           | $2510.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105  | 2053-08-01      | 4.5000%  |  | $960.30            | $944.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5038  | 2053-06-01      | 5.0000%  |  | $1070664.20        | $1079215.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  |  | $202802.41         | $204265.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4916  | 2053-02-01      | 4.0000%  |  | $404842.84         | $388127.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA4766  | 2042-09-01      | 4.5000%  |  | $15923.85          | $16027.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737  | 2052-08-01      | 5.0000%  |  | $6118.79           | $6164.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8148  | 2051-05-01      | 3.0000%  |  | $112.45            | $100.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA0668  | 2037-11-01      | 3.5000%  |  | $22529.05          | $21861.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271  | 2045-01-01      | 4.5000%  |  | $34.49             | $34.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL805404  | 2035-01-01      | 6.0000%  |  | $3443.02           | $3594.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1900  | 2052-06-01      | 3.5000%  |  | $5567.43           | $5186.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9774  | 2047-01-01      | 3.5000%  |  | $69.66             | $66.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7191  | 2052-04-01      | 3.5000%  |  | $327.16            | $305.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  |  | $218.56            | $237.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7343  | 2046-06-01      | 3.0000%  |  | $174.78            | $159.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1831  | 2052-05-01      | 4.0000%  |  | $161.96            | $156.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3241  | 2047-05-01      | 4.5000%  |  | $158.78            | $159.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN1628  | 2048-11-01      | 4.5000%  |  | $38.38             | $38.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2400  | 2051-12-01      | 2.5000%  |  | $181.14            | $154.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4414  | 2041-06-01      | 6.0000%  |  | $624.41            | $662.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM4909  | 2047-11-01      | 4.5000%  |  | $68.02             | $67.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1507  | 2052-02-01      | 3.0000%  |  | $29311.22          | $26071.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8800 M      | 2053-04-20      | 5.0000%  |  | $173.76            | $174.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL9378  | 2031-09-01      | 3.0000%  |  | $62.28             | $61.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  |  | $649.91            | $692.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4316  | 2052-07-01      | 3.5000%  |  | $185.52            | $172.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1704  | 2048-05-01      | 4.5000%  |  | $319379.00         | $319356.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2275  | 2051-12-01      | 2.5000%  |  | $824.84            | $711.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH1717  | 2053-10-01      | 5.5000%  |  | $206.55            | $213.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8320  | 2053-02-01      | 3.0000%  |  | $195.09            | $173.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $74.56             | $74.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2211  | 2053-01-01      | 5.5000%  |  | $554.96            | $572.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669  | 2053-10-01      | 6.0000%  |  | $164.01            | $169.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M      | 2053-02-20      | 5.0000%  |  | $167.97            | $168.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6208  | 2043-06-01      | 4.0000%  |  | $37.71             | $37.08             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  |  | $326.11            | $292.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4148  | 2048-07-01      | 4.0000%  |  | $55.20             | $53.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3919  | 2033-02-01      | 3.0000%  |  | $40.72             | $39.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7063  | 2053-10-01      | 3.0000%  |  | $396.09            | $352.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6832  | 2053-11-01      | 5.0000%  |  | $204346.62         | $205367.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6811  | 2053-05-01      | 5.0000%  |  | $1555.55           | $1577.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6599  | 2052-09-01      | 3.5000%  |  | $193.62            | $180.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6598  | 2052-08-01      | 3.5000%  |  | $946.18            | $881.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6498  | 2053-11-01      | 6.0000%  |  | $526.20            | $549.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6380  | 2052-02-01      | 2.5000%  |  | $392.51            | $334.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS7180  | 2042-05-01      | 2.0000%  |  | $188.17            | $164.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7160  | 2054-02-01      | 6.5000%  |  | $328.22            | $346.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7129  | 2054-02-01      | 5.0000%  |  | $300591.63         | $303766.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6113  | 2052-05-01      | 3.0000%  |  | $1361007.05        | $1220311.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1908  | 2051-10-01      | 2.5000%  |  | $818.39            | $705.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2678  | 2052-01-01      | 2.5000%  |  | $583847.10         | $500294.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9928  | 2047-07-01      | 4.5000%  |  | $6088.37           | $6078.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2527  | 2051-12-01      | 2.0000%  |  | $1309.01           | $1064.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336  | 2053-04-01      | 3.5000%  |  | $380.83            | $354.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $405.86            | $387.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1404  | 2054-03-01      | 5.5000%  |  | $808.89            | $826.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0720  | 2051-10-01      | 2.0000%  |  | $60482.89          | $49766.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ9884  | 2049-11-01      | 3.0000%  |  | $134.45            | $120.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $477.52            | $435.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB2616  | 2050-08-01      | 2.0000%  |  | $129.61            | $106.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3745  | 2050-08-01      | 2.0000%  |  | $264702.52         | $217284.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8254  | 2052-10-01      | 3.0000%  |  | $236.31            | $210.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1630  | 2051-09-01      | 2.5000%  |  | $2307.25           | $1961.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4653  | 2046-02-01      | 4.5000%  |  | $23.32             | $23.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7997  | 2054-05-01      | 6.0000%  |  | $184.04            | $190.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $388.29            | $345.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS0889  | 2035-07-01      | 5.0000%  |  | $7.72              | $7.88              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  |  | $18895.19          | $19529.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745887  | 2036-10-01      | 5.5000%  |  | $2.99              | $3.14              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1H1350 G         | 2036-10-01      | 6.2180%  |  | $2.26              | $2.37              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB905190  | 2036-11-01      | 6.3100%  |  | $1120.73           | $1163.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888090  | 2037-01-01      | 5.5000%  |  | $4.60              | $4.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL888163  | 2033-12-01      | 7.0000%  |  | $4.29              | $4.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $201.12            | $204.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $9.26              | $9.70              | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004553 M      | 2039-10-20      | 4.5000%  |  | $4644.06           | $4609.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9132 C      | 2055-12-20      | 5.5000%  |  | $222.16            | $229.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1864 C      | 2055-11-20      | 6.0000%  |  | $221.90            | $230.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3660  | 2046-11-01      | 4.0000%  |  | $1065.81           | $1038.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  |  | $20741.17          | $22035.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM4493  | 2047-07-01      | 5.0000%  |  | $418.13            | $432.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4388  | 2048-08-01      | 4.0000%  |  | $26.26             | $25.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC3549  | 2051-06-01      | 2.0000%  |  | $118.90            | $98.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC1660  | 2051-05-01      | 3.0000%  |  | $142.19            | $126.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC1163  | 2051-04-01      | 2.5000%  |  | $3674.22           | $3174.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB8155  | 2051-01-01      | 2.0000%  |  | $14894.82          | $12282.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQB3781  | 2050-09-01      | 5.0000%  |  | $121.15            | $122.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB2296  | 2050-08-01      | 2.0000%  |  | $137.71            | $114.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7250  | 2050-02-01      | 3.0000%  |  | $89.76             | $81.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6963  | 2052-03-01      | 2.0000%  |  | $83296.24          | $68508.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD2991  | 2051-09-01      | 2.5000%  |  | $17312.42          | $15010.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8476  | 2054-06-01      | 6.5000%  |  | $656.77            | $703.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF4167  | 2052-12-01      | 6.5000%  |  | $170.77            | $180.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4387 M      | 2047-04-20      | 6.0000%  |  | $27.04             | $28.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $621759.40         | $531146.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2090  | 2046-12-01      | 3.0000%  |  | $788.87            | $725.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1109  | 2051-07-01      | 2.0000%  |  | $316.00            | $259.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4125  | 2035-09-01      | 3.0000%  |  | $60.78             | $59.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3605  | 2053-08-01      | 5.5000%  |  | $557.54            | $574.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI7757  | 2033-05-01      | 4.5000%  |  | $7.59              | $7.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7589  | 2046-07-01      | 3.5000%  |  | $52.28             | $49.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2637  | 2052-05-01      | 2.5000%  |  | $525.32            | $452.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $177.61            | $178.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4307  | 2051-04-01      | 3.0000%  |  | $28032.29          | $25073.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8960  | 2046-05-01      | 4.5000%  |  | $22.12             | $22.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4307  | 2053-03-01      | 5.0000%  |  | $148.52            | $150.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8384  | 2053-12-01      | 6.0000%  |  | $145.84            | $150.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3572  | 2049-09-01      | 4.5000%  |  | $55.88             | $55.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894  | 2053-01-01      | 6.0000%  |  | $2170.64           | $2243.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5037  | 2053-06-01      | 4.5000%  |  | $187.25            | $184.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1618  | 2052-09-01      | 5.0000%  |  | $450404.49         | $454843.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M      | 2052-10-20      | 4.0000%  |  | $173.99            | $166.32            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1157  | 2028-11-01      | 1.8000%  |  | $222.16            | $210.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4209  | 2043-04-01      | 3.0000%  |  | $189.25            | $175.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1713  | 2055-02-01      | 6.0000%  |  | $217.57            | $226.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6306  | 2055-04-01      | 5.5000%  |  | $439.75            | $449.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8722  | 2055-09-01      | 6.0000%  |  | $221.17            | $229.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  |  | $202.46            | $211.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8218 C      | 2055-09-20      | 5.5000%  |  | $885.64            | $909.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6819  | 2055-03-01      | 6.5000%  |  | $211.02            | $221.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX6527  | 2055-01-01      | 6.0000%  |  | $192.89            | $202.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5566  | 2055-01-01      | 4.0000%  |  | $198.77            | $191.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $15611.10          | $15702.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $868.58            | $872.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3254  | 2044-09-01      | 3.5000%  |  | $72.45             | $69.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220  | 2029-09-01      | 3.0000%  |  | $54.89             | $54.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3594  | 2029-10-01      | 3.0000%  |  | $29.54             | $29.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $424.88            | $419.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3631  | 2034-04-01      | 3.0000%  |  | $2418.40           | $2363.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4493  | 2051-12-01      | 2.5000%  |  | $49973.12          | $42772.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4437  | 2051-10-01      | 2.0000%  |  | $170.37            | $139.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9618  | 2053-06-01      | 3.0000%  |  | $1377.63           | $1225.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW0464  | 2047-05-01      | 3.5000%  |  | $201.71            | $188.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  |  | $203.90            | $200.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0048  | 2052-07-01      | 5.0000%  |  | $148.90            | $150.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9959  | 2052-06-01      | 4.0000%  |  | $1182493.13        | $1134393.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV8463  | 2052-04-01      | 2.5000%  |  | $172.70            | $147.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV5391  | 2047-04-01      | 3.0000%  |  | $298.04            | $270.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4147  | 2052-03-01      | 3.0000%  |  | $234831.81         | $211001.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2781  | 2052-02-01      | 2.5000%  |  | $33693.00          | $28779.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $161582.35         | $164750.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV1391  | 2052-02-01      | 2.5000%  |  | $33248.27          | $28629.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU8750  | 2052-06-01      | 5.0000%  |  | $22504.56          | $22824.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7817  | 2051-12-01      | 2.0000%  |  | $1038.48           | $843.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU6941  | 2052-05-01      | 2.5000%  |  | $179.47            | $153.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8030 C      | 2055-10-20      | 6.5000%  |  | $219.84            | $231.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $46.97             | $49.00             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846986 G         | 2028-09-01      | 5.6970%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $27.90             | $28.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL624127  | 2032-04-01      | 6.5000%  |  | $649.78            | $677.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545639  | 2032-04-01      | 6.5000%  |  | $214.34            | $226.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545759  | 2032-07-01      | 6.5000%  |  | $17.84             | $18.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL627002  | 2032-07-01      | 6.5000%  |  | $5.18              | $5.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL673408  | 2032-11-01      | 5.5000%  |  | $823.79            | $839.66            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD670845  | 2032-12-01      | 5.9000%  |  | $1263.15           | $1300.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $12.47             | $13.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682719  | 2033-01-01      | 5.5000%  |  | $791.95            | $807.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $101.30            | $105.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL701931  | 2033-06-01      | 6.0000%  |  | $250.12            | $257.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1042.15           | $1085.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL723852  | 2033-07-01      | 5.0000%  |  | $107.56            | $108.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAH0102  | 2030-11-01      | 4.5000%  |  | $8.50              | $8.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6131  | 2052-03-01      | 2.5000%  |  | $615309.97         | $528190.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5908  | 2053-09-01      | 6.0000%  |  | $163.68            | $173.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5846  | 2052-09-01      | 2.5000%  |  | $745.52            | $635.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5845  | 2050-04-01      | 4.5000%  |  | $1666507.01        | $1677617.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5772  | 2053-06-01      | 5.0000%  |  | $522.43            | $530.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4170 M      | 2032-01-20      | 3.0000%  |  | $21.59             | $21.19             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT MA3959 M      | 2046-09-20      | 5.3750%  |  | $12.30             | $12.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3880 M      | 2046-07-20      | 6.5000%  |  | $585.54            | $623.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3877 M      | 2046-08-20      | 5.0000%  |  | $19.04             | $19.63             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA3674 M      | 2046-05-20      | 5.5000%  |  | $8362.71           | $8579.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4455 M      | 2047-05-20      | 5.5000%  |  | $630.70            | $656.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4388 M      | 2039-10-20      | 6.5000%  |  | $41.72             | $44.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4385 M      | 2047-04-20      | 5.0000%  |  | $734.21            | $753.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4386  | 2055-10-01      | 6.0000%  |  | $174661.92         | $182361.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3192  | 2055-07-01      | 6.0000%  |  | $212.20            | $220.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3569  | 2055-08-01      | 6.0000%  |  | $213.73            | $221.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2434  | 2055-07-01      | 6.0000%  |  | $872.66            | $906.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2693  | 2055-07-01      | 6.0000%  |  | $209.13            | $217.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE1533  | 2055-05-01      | 5.5000%  |  | $220.93            | $227.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6658  | 2055-08-01      | 6.0000%  |  | $917565.16         | $951313.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9770  | 2055-09-01      | 5.5000%  |  | $443.20            | $453.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8646  | 2055-05-01      | 6.0000%  |  | $216.91            | $224.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD8588  | 2055-05-01      | 5.5000%  |  | $1215385.10        | $1243543.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7480  | 2055-04-01      | 6.0000%  |  | $1324.07           | $1371.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL519468  | 2029-12-01      | 7.5000%  |  | $1.70              | $1.72              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL507423  | 2029-07-01      | 7.0000%  |  | $2.16              | $2.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6036  | 2054-12-01      | 5.5000%  |  | $351.50            | $361.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5448  | 2054-11-01      | 5.5000%  |  | $204.89            | $209.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5395  | 2054-12-01      | 6.5000%  |  | $270438.26         | $288576.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3150  | 2054-10-01      | 5.0000%  |  | $210.92            | $211.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $257234.46         | $272922.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0181  | 2054-07-01      | 6.5000%  |  | $574895.78         | $604987.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9985  | 2054-08-01      | 6.5000%  |  | $25936.58          | $27307.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB7813  | 2054-08-01      | 5.5000%  |  | $211.39            | $216.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7088  | 2054-07-01      | 6.5000%  |  | $406274.06         | $428122.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC6780  | 2055-01-01      | 4.5000%  |  | $751.73            | $742.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6464  | 2054-02-01      | 5.0000%  |  | $756219.62         | $760073.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL254009  | 2031-10-01      | 7.5000%  |  | $870.53            | $896.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL253397  | 2030-08-01      | 7.5000%  |  | $40.34             | $41.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3362  | 2044-01-01      | 4.5000%  |  | $157.22            | $159.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQA1948  | 2049-08-01      | 5.5000%  |  | $3351.31           | $3454.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  |  | $136.22            | $131.19            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q53881 G  | 2048-01-01      | 4.5000%  |  | $10256.14          | $10216.55          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC V80597 G  | 2043-10-01      | 4.5000%  |  | $26.76             | $26.66             | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q01443 G  | 2041-06-01      | 4.5000%  |  | $9029.56           | $9146.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4051  | 2052-10-01      | 5.0000%  |  | $183.57            | $184.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK5906  | 2048-06-01      | 5.0000%  |  | $159.99            | $163.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK3044  | 2050-09-01      | 2.5000%  |  | $930.42            | $799.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0922  | 2048-07-01      | 4.5000%  |  | $806.15            | $804.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $159.08            | $158.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH9288  | 2048-02-01      | 4.0000%  |  | $64.70             | $63.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH8456  | 2032-10-01      | 3.0000%  |  | $1126.51           | $1100.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445  | 2039-11-01      | 5.0000%  |  | $73306.14          | $75814.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAB7342  | 2032-12-01      | 3.0000%  |  | $2698.50           | $2633.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB3854  | 2041-11-01      | 4.0000%  |  | $217320.38         | $213713.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3274  | 2041-07-01      | 4.5000%  |  | $26.47             | $26.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2274  | 2041-02-01      | 4.5000%  |  | $39374.17          | $39852.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8487  | 2039-07-01      | 4.5000%  |  | $3148.35           | $3191.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA3030  | 2039-04-01      | 6.0000%  |  | $6264.93           | $6534.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  |  | $4.15              | $4.29              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA2436  | 2045-10-01      | 4.5000%  |  | $19418.20          | $19483.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL995203  | 2035-07-01      | 5.0000%  |  | $14.80             | $15.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995091  | 2035-02-01      | 5.5000%  |  | $2.86              | $2.95              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  |  | $620395.39         | $556252.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0417  | 2051-06-01      | 2.5000%  |  | $56173.26          | $48131.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2619  | 2051-02-01      | 2.0000%  |  | $17926.10          | $14812.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $14838.02          | $12333.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3669 C      | 2055-05-20      | 5.5000%  |  | $737026.80         | $756770.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  |  | $226.41            | $236.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  |  | $101185.15         | $105778.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE4962 C      | 2050-02-20      | 5.5000%  |  | $83.31             | $85.07             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CE3675 C      | 2049-07-20      | 5.0000%  |  | $79.75             | $80.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CC3547 C      | 2041-09-20      | 4.5000%  |  | $104.80            | $103.63            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB8590 C      | 2051-03-20      | 2.5000%  |  | $558990.36         | $479772.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1259  | 2055-10-01      | 6.5000%  |  | $225.90            | $240.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1227  | 2055-10-01      | 5.5000%  |  | $444.87            | $457.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1727  | 2055-12-01      | 6.0000%  |  | $974296.34         | $1030055.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH4103 C      | 2065-03-20      | 7.0000%  |  | $73918.29          | $77273.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3665  | 2049-05-01      | 4.5000%  |  | $1079.44           | $1075.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0475  | 2052-09-01      | 5.0000%  |  | $147.65            | $149.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH1141  | 2040-12-01      | 4.5000%  |  | $2632.05           | $2664.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2275  | 2041-02-01      | 4.5000%  |  | $18.71             | $18.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5554  | 2041-02-01      | 4.5000%  |  | $463.75            | $468.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $102.50            | $108.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283  | 2041-04-01      | 5.0000%  |  | $71288.76          | $73730.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAT7865  | 2028-06-01      | 3.0000%  |  | $241.83            | $239.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $61.99             | $61.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAU5151  | 2028-08-01      | 3.0000%  |  | $822.56            | $814.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAU7552  | 2028-10-01      | 3.5000%  |  | $23.61             | $23.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ4724  | 2055-08-01      | 7.0000%  |  | $389.97            | $415.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0128  | 2055-09-01      | 6.0000%  |  | $2035.97           | $2105.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3883  | 2055-02-01      | 6.5000%  |  | $354265.16         | $373242.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9166  | 2055-05-01      | 5.0000%  |  | $159.89            | $161.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2302  | 2054-12-01      | 6.0000%  |  | $309319.17         | $319832.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6757  | 2055-06-01      | 6.5000%  |  | $199.81            | $210.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5373  | 2054-12-01      | 6.5000%  |  | $212.34            | $223.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1952  | 2055-04-01      | 5.5000%  |  | $422.06            | $434.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0480  | 2055-08-01      | 6.0000%  |  | $203.03            | $209.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5047  | 2055-02-01      | 6.5000%  |  | $108.62            | $114.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5734  | 2055-06-01      | 5.0000%  |  | $213.11            | $213.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA0205  | 2054-12-01      | 5.0000%  |  | $198986.93         | $200124.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5379  | 2045-12-01      | 5.5000%  |  | $220.89            | $226.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ9184  | 2055-11-01      | 4.5000%  |  | $443.74            | $435.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0745 M      | 2055-11-20      | 5.0000%  |  | $7692186.40        | $7721891.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4110  | 2052-03-01      | 2.5000%  |  | $84593.67          | $71932.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5793  | 2055-08-01      | 6.0000%  |  | $413.26            | $426.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5490  | 2055-01-01      | 6.0000%  |  | $188.37            | $196.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7030 C      | 2055-01-20      | 7.0000%  |  | $904126.11         | $982682.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3795 C      | 2055-10-20      | 6.0000%  |  | $1571.15           | $1641.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6925  | 2051-12-01      | 2.5000%  |  | $588.62            | $501.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5311  | 2054-04-01      | 5.5000%  |  | $192.41            | $197.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4721  | 2053-06-01      | 7.0000%  |  | $212216.87         | $233525.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5872 C      | 2055-11-20      | 5.5000%  |  | $221.90            | $228.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI1946  | 2054-03-01      | 5.0000%  |  | $1081.69           | $1093.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  |  | $2031362.11        | $1809212.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4942  | 2043-02-01      | 3.0000%  |  | $27899.59          | $25924.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1579  | 2046-08-01      | 3.0000%  |  | $53.07             | $48.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5427  | 2053-08-01      | 5.5000%  |  | $737.75            | $754.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  |  | $11773.66          | $11734.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8602  | 2054-07-01      | 6.5000%  |  | $2453216.41        | $2563163.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM3257  | 2032-11-01      | 3.5000%  |  | $425.60            | $422.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3115  | 2045-12-01      | 3.0000%  |  | $64.06             | $59.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM3066  | 2047-07-01      | 5.0000%  |  | $736.71            | $761.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3051  | 2047-11-01      | 4.5000%  |  | $6472.01           | $6471.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3556  | 2047-09-01      | 4.0000%  |  | $459.10            | $450.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  |  | $91.52             | $97.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1920  | 2046-07-01      | 4.5000%  |  | $202.17            | $203.43            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M      | 2048-12-20      | 5.0000%  |  | $13.39             | $13.66             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6289 M      | 2049-11-20      | 6.0000%  |  | $44.07             | $46.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5625  | 2053-08-01      | 5.0000%  |  | $181.19            | $184.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5599  | 2040-06-01      | 5.5000%  |  | $26609.67          | $27960.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  |  | $7089.55           | $6051.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5491  | 2052-07-01      | 3.0000%  |  | $182.00            | $162.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5452  | 2052-06-01      | 3.5000%  |  | $181.52            | $169.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6256  | 2052-08-01      | 3.5000%  |  | $191.88            | $178.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6246  | 2053-09-01      | 5.0000%  |  | $384.35            | $389.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6240  | 2052-04-01      | 3.0000%  |  | $276560.95         | $249253.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5714 M      | 2049-01-20      | 6.0000%  |  | $15.41             | $16.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179  | 2053-06-01      | 5.0000%  |  | $154.83            | $156.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5156  | 2053-04-01      | 5.0000%  |  | $517.23            | $527.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4967  | 2052-10-01      | 4.0000%  |  | $918372.59         | $880737.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS4975  | 2037-06-01      | 2.0000%  |  | $477.56            | $443.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4929  | 2053-05-01      | 5.0000%  |  | $504.85            | $514.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4781  | 2051-10-01      | 4.0000%  |  | $1704.49           | $1650.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL791401  | 2034-10-01      | 5.5000%  |  | $2.36              | $2.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL783705  | 2034-06-01      | 5.0000%  |  | $15.14             | $15.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL776601  | 2034-04-01      | 5.0000%  |  | $78.74             | $80.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL769481  | 2034-02-01      | 5.5000%  |  | $223.89            | $228.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL763755  | 2034-02-01      | 6.5000%  |  | $192.06            | $200.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759424  | 2034-01-01      | 5.5000%  |  | $189.13            | $193.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL753048  | 2033-12-01      | 4.5000%  |  | $1.44              | $1.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL750977  | 2033-11-01      | 4.5000%  |  | $6.62              | $6.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL746350  | 2033-10-01      | 4.5000%  |  | $10.54             | $10.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL725931  | 2034-10-01      | 6.5000%  |  | $57.78             | $60.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725704  | 2034-08-01      | 6.0000%  |  | $741.77            | $777.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725233  | 2034-04-01      | 5.0000%  |  | $52.75             | $53.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725017  | 2033-12-01      | 5.5000%  |  | $206.98            | $213.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL711215  | 2033-06-01      | 5.5000%  |  | $86.68             | $88.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL704533  | 2033-05-01      | 5.5000%  |  | $3.21              | $3.27              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8503  | 2052-08-01      | 5.0000%  |  | $145.57            | $146.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQE8892  | 2052-08-01      | 6.0000%  |  | $153.49            | $163.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE5290  | 2052-04-01      | 2.5000%  |  | $1233.92           | $1049.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE1985  | 2052-05-01      | 4.5000%  |  | $162.17            | $160.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768  | 2052-04-01      | 3.5000%  |  | $3602.12           | $3355.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQE0327  | 2052-04-01      | 2.5000%  |  | $68909.52          | $58915.12          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0258  | 2052-04-01      | 3.5000%  |  | $739.53            | $697.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7849  | 2052-02-01      | 2.5000%  |  | $349.59            | $300.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6942  | 2052-02-01      | 3.0000%  |  | $174.80            | $155.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6581  | 2052-02-01      | 2.5000%  |  | $86672.17          | $74630.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0904  | 2052-10-01      | 5.0000%  |  | $179.87            | $181.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD3220  | 2051-12-01      | 2.5000%  |  | $20152.92          | $17486.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD3168  | 2051-12-01      | 2.0000%  |  | $68044.94          | $56281.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD0254  | 2051-11-01      | 2.0000%  |  | $17130.37          | $14089.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC9442  | 2051-10-01      | 2.5000%  |  | $44501.61          | $38282.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC8223  | 2051-10-01      | 2.0000%  |  | $429.95            | $353.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1503  | 2045-10-01      | 4.5000%  |  | $54.67             | $55.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1423  | 2032-05-01      | 2.5000%  |  | $36.36             | $35.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1231  | 2031-11-01      | 3.5000%  |  | $190.42            | $189.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM1064  | 2030-11-01      | 3.5000%  |  | $173.87            | $173.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM1018  | 2045-06-01      | 5.0000%  |  | $406.44            | $420.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1756  | 2045-12-01      | 4.5000%  |  | $117.67            | $118.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK9818  | 2048-09-01      | 5.0000%  |  | $9252.51           | $9434.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK8810  | 2048-08-01      | 4.0000%  |  | $75.70             | $73.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5264 M      | 2048-06-20      | 4.0000%  |  | $42.36             | $40.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5019 M      | 2048-02-20      | 3.5000%  |  | $296.31            | $276.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4779 M      | 2047-10-20      | 4.0000%  |  | $1065.86           | $1031.28           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4658 M      | 2039-02-20      | 6.5000%  |  | $26.14             | $27.90             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4591 M      | 2047-07-20      | 6.0000%  |  | $29.64             | $31.36             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4513 M      | 2047-06-20      | 5.0000%  |  | $990.03            | $1016.65           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4356 M      | 2032-04-20      | 3.0000%  |  | $20.84             | $20.45             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4200 M      | 2047-01-20      | 5.5000%  |  | $876.03            | $903.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC9209  | 2054-12-01      | 5.0000%  |  | $188.20            | $190.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8848  | 2054-12-01      | 6.5000%  |  | $187773.79         | $197667.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC8648  | 2055-01-01      | 6.0000%  |  | $880.37            | $908.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $695.16            | $702.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256752  | 2027-06-01      | 6.0000%  |  | $549.94            | $567.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $280.44            | $285.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256641  | 2027-03-01      | 6.0000%  |  | $1.09              | $1.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT257422  | 2028-10-01      | 6.0000%  |  | $50.57             | $52.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  |  | $154.19            | $164.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9627  | 2055-01-01      | 6.0000%  |  | $402.05            | $419.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7893  | 2055-03-01      | 6.0000%  |  | $188.43            | $194.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5099  | 2055-06-01      | 5.0000%  |  | $204.49            | $205.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3324  | 2055-01-01      | 4.5000%  |  | $49817.71          | $49386.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL3451 C      | 2065-08-20      | 7.0000%  |  | $222.33            | $232.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6316  | 2055-04-01      | 5.5000%  |  | $220.50            | $225.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4026  | 2055-09-01      | 6.0000%  |  | $509994.45         | $533310.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613  | 2055-02-01      | 5.0000%  |  | $6062.84           | $6083.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5535  | 2055-12-01      | 6.0000%  |  | $3600764.03        | $3766337.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL3560  | 2052-01-01      | 2.5000%  |  | $226.16            | $196.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3863  | 2052-08-01      | 3.5000%  |  | $222.16            | $206.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  |  | $291159.37         | $297084.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8783  | 2055-11-01      | 6.0000%  |  | $228208.96         | $237317.69         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZS4687  | 2046-11-01      | 2.5000%  |  | $137.51            | $120.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4492  | 2051-12-01      | 2.0000%  |  | $25602.66          | $20834.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574  | 2051-07-01      | 2.5000%  |  | $154.48            | $133.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN3382  | 2049-01-01      | 5.0000%  |  | $127.98            | $130.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9003  | 2046-11-01      | 3.0000%  |  | $143.01            | $130.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3678  | 2052-05-01      | 4.0000%  |  | $28229.30          | $27060.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5444  | 2054-08-01      | 5.5000%  |  | $39318.36          | $40103.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984  | 2049-05-01      | 5.0000%  |  | $66.49             | $67.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7539  | 2051-04-01      | 2.0000%  |  | $147.52            | $122.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8136  | 2054-06-01      | 6.0000%  |  | $1153725.32        | $1191890.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7362  | 2046-06-01      | 3.0000%  |  | $350.45            | $322.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7407  | 2052-05-01      | 4.0000%  |  | $328.00            | $315.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7700  | 2048-10-01      | 4.5000%  |  | $299.55            | $299.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLMA5287  | 2054-01-01      | 8.0000%  |  | $349.11            | $376.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0290  | 2051-04-01      | 2.0000%  |  | $2621939.35        | $2144475.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3882  | 2050-11-01      | 2.0000%  |  | $14424.27          | $11989.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY7075  | 2045-04-01      | 3.5000%  |  | $83.86             | $79.36             | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF5004        | 2060-10-15      | 5.9600%  |  | $221.86            | $236.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9530 C      | 2055-06-20      | 5.5000%  |  | $220.75            | $226.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3334  | 2055-04-01      | 6.0000%  |  | $478727.83         | $495055.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M      | 2055-04-20      | 5.5000%  |  | $212.55            | $215.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0877 C      | 2055-10-20      | 7.0000%  |  | $443.64            | $472.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2383  | 2055-10-01      | 5.0000%  |  | $221.67            | $224.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0049  | 2055-09-01      | 5.5000%  |  | $215.21            | $219.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $384944.81         | $405616.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9775  | 2055-10-01      | 5.5000%  |  | $221.45            | $226.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL691304  | 2037-11-01      | 6.5000%  |  | $897.96            | $936.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL680293  | 2033-01-01      | 6.5000%  |  | $53.87             | $56.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL677036  | 2033-01-01      | 5.5000%  |  | $165.88            | $169.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL726920  | 2033-07-01      | 6.0000%  |  | $213.24            | $219.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL672659  | 2032-11-01      | 6.5000%  |  | $71.20             | $74.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL672416  | 2032-09-01      | 6.5000%  |  | $102.62            | $107.06            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB671133  | 2033-02-01      | 6.1630%  |  | $9703.11           | $9867.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA2572  | 2050-05-01      | 3.5000%  |  | $182.54            | $171.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7784  | 2046-11-01      | 4.5000%  |  | $13791.89          | $13838.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5098  | 2052-05-01      | 3.0000%  |  | $345.65            | $312.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAZ2881  | 2030-08-01      | 3.5000%  |  | $185.43            | $183.41            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5191 M      | 2048-05-20      | 3.5000%  |  | $57.72             | $53.85             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3167  | 2054-09-01      | 5.0000%  |  | $208.05            | $208.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL9122  | 2030-03-01      | 4.0000%  |  | $4.96              | $4.97              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1577  | 2041-07-01      | 4.5000%  |  | $11.20             | $11.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4112  | 2052-07-01      | 3.5000%  |  | $16978.79          | $15894.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6815  | 2052-02-01      | 2.5000%  |  | $651.71            | $563.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3942 M      | 2039-10-20      | 6.0000%  |  | $623.29            | $659.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1473  | 2052-10-01      | 5.0000%  |  | $14764.07          | $15037.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109  | 2053-09-01      | 5.5000%  |  | $365.77            | $376.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7139  | 2030-07-01      | 3.0000%  |  | $21.91             | $21.60             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6605 M      | 2050-04-20      | 6.0000%  |  | $46.87             | $49.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM3537  | 2031-01-01      | 3.0000%  |  | $38609.69          | $38229.00          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4074 M      | 2040-02-20      | 6.0000%  |  | $26.43             | $27.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8204  | 2052-04-01      | 2.0000%  |  | $181.01            | $147.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM4193  | 2045-10-01      | 3.5000%  |  | $61.70             | $59.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS7755  | 2053-02-01      | 4.0000%  |  | $383.15            | $367.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5839  | 2053-03-01      | 5.0000%  |  | $173.41            | $175.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB6195  | 2054-07-01      | 5.0000%  |  | $315430.45         | $318463.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4940  | 2053-03-01      | 5.0000%  |  | $99043.69          | $99733.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6312  | 2050-07-01      | 3.0000%  |  | $102.38            | $92.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4357  | 2051-06-01      | 3.0000%  |  | $3335.80           | $2974.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG4032  | 2053-06-01      | 5.5000%  |  | $145.03            | $148.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3458 M      | 2046-02-20      | 5.5000%  |  | $18.33             | $19.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3457 M      | 2046-02-20      | 5.0000%  |  | $467.88            | $482.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3376 M      | 2046-01-20      | 3.5000%  |  | $22.97             | $21.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4312  | 2053-03-01      | 4.5000%  |  | $714.75            | $708.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS4269  | 2051-10-01      | 2.0000%  |  | $729.24            | $604.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4228  | 2052-08-01      | 3.5000%  |  | $372.07            | $346.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4233  | 2052-12-01      | 4.5000%  |  | $720.86            | $710.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0837  | 2055-01-01      | 6.0000%  |  | $2856833.09        | $2966681.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $4.24              | $4.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $98.93             | $102.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL256022  | 2035-12-01      | 5.5000%  |  | $1042.58           | $1095.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $200.92            | $207.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $75.68             | $79.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $543.24            | $576.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $549.34            | $582.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $93.75             | $98.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745948  | 2036-10-01      | 6.5000%  |  | $2.64              | $2.81              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770443 X      | 2041-06-15      | 4.7500%  |  | $14.40             | $14.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8222  | 2041-08-01      | 4.5000%  |  | $2757.86           | $2789.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8716  | 2041-08-01      | 4.5000%  |  | $14.49             | $14.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU6743  | 2043-10-01      | 4.0000%  |  | $45.12             | $44.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $879.76            | $886.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL4316  | 2039-03-01      | 7.0000%  |  | $34.84             | $37.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV0692  | 2043-12-01      | 4.0000%  |  | $987.56            | $969.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $213.21            | $211.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3511  | 2044-02-01      | 4.5000%  |  | $5991.43           | $6021.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0938  | 2029-04-01      | 3.0000%  |  | $50.12             | $49.60             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSAL7183  | 2036-01-01      | 6.3130%  |  | $26410.31          | $27654.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  |  | $545.60            | $555.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6491  | 2054-01-01      | 4.0000%  |  | $375.38            | $360.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY4194  | 2045-05-01      | 3.0000%  |  | $51.47             | $47.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  |  | $180.86            | $185.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6225  | 2049-12-01      | 3.0000%  |  | $56.35             | $50.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS7979  | 2053-12-01      | 2.0000%  |  | $213.47            | $173.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2094  | 2051-11-01      | 3.0000%  |  | $776.69            | $696.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8232  | 2052-06-01      | 5.0000%  |  | $27631.28          | $27837.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6224 M      | 2049-10-20      | 6.0000%  |  | $45.20             | $47.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF7094  | 2053-02-01      | 5.0000%  |  | $346.96            | $350.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6538  | 2054-05-01      | 5.5000%  |  | $225483.15         | $232119.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL7442  | 2043-11-01      | 5.0000%  |  | $43.95             | $44.52             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2966 M      | 2039-09-20      | 6.0000%  |  | $623.02            | $657.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977  | 2053-11-01      | 5.0000%  |  | $954453.05         | $960749.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888296  | 2037-03-01      | 6.5000%  |  | $119.41            | $127.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5829  | 2047-06-01      | 4.0000%  |  | $58.34             | $56.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH5105  | 2047-08-01      | 4.0000%  |  | $133.03            | $129.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4095  | 2047-10-01      | 4.0000%  |  | $90.34             | $87.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH3398  | 2047-07-01      | 4.0000%  |  | $734.30            | $716.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1521  | 2055-04-01      | 5.5000%  |  | $342068.19         | $353712.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9223  | 2055-11-01      | 5.0000%  |  | $221.94            | $224.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8216 C      | 2055-11-20      | 6.5000%  |  | $443.90            | $467.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3373  | 2053-07-01      | 2.5000%  |  | $2861.40           | $2446.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1082  | 2052-03-01      | 2.5000%  |  | $27664.85          | $24069.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7685  | 2051-06-01      | 3.0000%  |  | $295.30            | $263.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6043 M      | 2049-07-20      | 5.5000%  |  | $19.36             | $20.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM8843  | 2048-03-01      | 4.5000%  |  | $25676.52          | $25636.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1860  | 2053-06-01      | 5.0000%  |  | $873.91            | $889.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8541 C      | 2065-03-20      | 7.0000%  |  | $117554.84         | $122891.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0583  | 2055-08-01      | 6.5000%  |  | $986369.65         | $1042619.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  |  | $1409.54           | $1465.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8895  | 2055-07-01      | 6.0000%  |  | $7803.13           | $8114.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5334  | 2054-12-01      | 4.5000%  |  | $454609.03         | $449544.23         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7725  | 2049-11-01      | 6.4550%  |  | $960738.20         | $1011272.87        | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB0695 M      | 2055-10-20      | 4.5000%  |  | $801104.62         | $806720.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8335  | 2055-11-01      | 6.0000%  |  | $221.83            | $230.31            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3762 C      | 2055-10-20      | 6.0000%  |  | $443.93            | $463.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3756  | 2055-03-01      | 5.5000%  |  | $1855304.26        | $1894947.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV4144  | 2052-03-01      | 3.0000%  |  | $307.09            | $276.64            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M      | 2053-03-20      | 5.0000%  |  | $170.95            | $171.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS5687  | 2052-05-01      | 2.0000%  |  | $188.77            | $156.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5470  | 2054-09-01      | 5.5000%  |  | $3169913.29        | $3233027.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3676  | 2047-06-01      | 3.0000%  |  | $198.89            | $183.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2219  | 2051-08-01      | 2.5000%  |  | $10739.70          | $9238.75           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG4162  | 2053-06-01      | 5.0000%  |  | $423.24            | $427.05            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18557 G  | 2030-06-01      | 3.0000%  |  | $41.14             | $40.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6555  | 2051-04-01      | 2.0000%  |  | $299.43            | $246.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4793  | 2046-03-01      | 4.0000%  |  | $240.87            | $236.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8568  | 2055-11-01      | 5.0000%  |  | $443.57            | $449.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ8560  | 2055-11-01      | 4.5000%  |  | $443.59            | $435.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ8333  | 2055-10-01      | 6.0000%  |  | $113130.18         | $117014.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8192  | 2055-11-01      | 5.0000%  |  | $221.86            | $223.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8037  | 2055-11-01      | 5.0000%  |  | $234471.74         | $237171.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQZ8012  | 2055-11-01      | 4.0000%  |  | $221.89            | $211.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4020  | 2055-09-01      | 5.5000%  |  | $221.40            | $227.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4009  | 2055-09-01      | 5.5000%  |  | $221.44            | $228.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3410  | 2055-09-01      | 6.5000%  |  | $1928314.55        | $2018383.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8277  | 2054-01-01      | 7.5000%  |  | $213.78            | $233.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1134  | 2055-04-01      | 5.5000%  |  | $625558.97         | $643357.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136  | 2053-04-01      | 5.0000%  |  | $739.75            | $750.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4039  | 2053-02-01      | 5.5000%  |  | $1313.32           | $1352.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0051  | 2055-09-01      | 6.5000%  |  | $202.91            | $211.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5533  | 2055-12-01      | 6.0000%  |  | $132213.15         | $138232.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ4673  | 2055-06-01      | 4.5000%  |  | $441.40            | $433.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4589  | 2055-08-01      | 6.0000%  |  | $208.50            | $216.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4354  | 2055-06-01      | 5.0000%  |  | $232.94            | $238.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4169  | 2055-05-01      | 6.0000%  |  | $36740.47          | $37991.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4038  | 2055-04-01      | 6.0000%  |  | $14623550.79       | $15120795.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3988  | 2055-04-01      | 4.5000%  |  | $1729.12           | $1711.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0314  | 2033-06-01      | 3.0000%  |  | $22396.22          | $21877.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $167.74            | $144.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $220.42            | $214.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0773  | 2052-02-01      | 2.0000%  |  | $351.06            | $288.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9441  | 2051-04-01      | 2.0000%  |  | $165.37            | $135.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9376  | 2051-10-01      | 2.5000%  |  | $156.45            | $136.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8659  | 2051-09-01      | 2.5000%  |  | $159.20            | $136.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM8480  | 2050-11-01      | 3.0000%  |  | $108899.61         | $97709.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM8194  | 2051-07-01      | 2.0000%  |  | $531.50            | $431.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $349.79            | $358.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $332.37            | $350.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 GL252285  | 2028-12-01      | 7.0000%  |  | $0.59              | $0.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL252982  | 2030-01-01      | 8.0000%  |  | $234.79            | $244.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735989  | 2035-02-01      | 5.5000%  |  | $112.22            | $115.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735897  | 2035-10-01      | 5.5000%  |  | $10937.00          | $11439.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735580  | 2035-06-01      | 5.0000%  |  | $973.12            | $993.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735487  | 2035-04-01      | 6.5000%  |  | $69.64             | $72.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735221  | 2034-12-01      | 6.5000%  |  | $380.85            | $398.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL735022  | 2034-12-01      | 5.5000%  |  | $204.60            | $214.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL734408  | 2033-08-01      | 4.5000%  |  | $16.27             | $16.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL732113  | 2033-08-01      | 4.5000%  |  | $340.81            | $339.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL731243  | 2033-08-01      | 5.5000%  |  | $9111.96           | $9358.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7881  | 2052-09-01      | 5.0000%  |  | $571974.22         | $576838.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7706  | 2052-07-01      | 5.0000%  |  | $153.49            | $156.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL740286  | 2033-09-01      | 6.5000%  |  | $125.87            | $131.32            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7668  | 2052-07-01      | 4.0000%  |  | $353.46            | $339.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7574  | 2052-06-01      | 5.0000%  |  | $162.77            | $166.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7441  | 2052-06-01      | 5.0000%  |  | $166.76            | $170.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7402  | 2052-05-01      | 3.5000%  |  | $166.52            | $155.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8076  | 2052-11-01      | 5.0000%  |  | $41805.42          | $42338.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7097  | 2048-06-01      | 5.0000%  |  | $276.85            | $280.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH1172  | 2047-05-01      | 4.5000%  |  | $128.11            | $127.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 R3BF0056  | 2039-07-01      | 6.0000%  |  | $143771.07         | $149661.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0531  | 2046-11-01      | 3.0000%  |  | $32.37             | $30.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0468  | 2046-10-01      | 3.0000%  |  | $162.47            | $148.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD6839  | 2046-09-01      | 3.0000%  |  | $1038.09           | $950.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2453  | 2047-01-01      | 3.0000%  |  | $144.69            | $132.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC9468  | 2046-06-01      | 3.0000%  |  | $1104.48           | $1009.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  |  | $3839539.29        | $3425932.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3815  | 2051-09-01      | 3.5000%  |  | $352.96            | $330.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3756  | 2051-05-01      | 3.0000%  |  | $683.85            | $619.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3642  | 2052-11-01      | 5.0000%  |  | $323231.52         | $325596.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3621  | 2051-11-01      | 2.5000%  |  | $1262.61           | $1083.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4480  | 2050-03-01      | 4.5000%  |  | $479.12            | $481.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS3411  | 2053-01-01      | 6.0000%  |  | $29726.03          | $30734.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS3291  | 2052-12-01      | 5.5000%  |  | $73121.29          | $75214.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS3056  | 2052-10-01      | 2.0000%  |  | $282867.55         | $230241.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3040  | 2051-12-01      | 3.0000%  |  | $338.73            | $304.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3898  | 2051-05-01      | 4.0000%  |  | $165.59            | $160.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3045  | 2052-10-01      | 5.0000%  |  | $685.91            | $694.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2924  | 2052-01-01      | 3.0000%  |  | $818.37            | $741.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2805  | 2052-09-01      | 2.5000%  |  | $21511.10          | $18398.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS9617  | 2052-02-01      | 3.0000%  |  | $614.51            | $550.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9439  | 2054-11-01      | 3.5000%  |  | $206.37            | $192.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9106  | 2053-06-01      | 5.0000%  |  | $198.28            | $199.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9102  | 2054-02-01      | 5.0000%  |  | $326.56            | $328.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9830  | 2054-04-01      | 5.5000%  |  | $530.54            | $542.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8817  | 2052-05-01      | 3.0000%  |  | $196.32            | $176.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8752  | 2054-08-01      | 6.0000%  |  | $187.82            | $196.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL606853  | 2031-10-01      | 6.5000%  |  | $1.51              | $1.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL599104  | 2032-02-01      | 6.5000%  |  | $1.18              | $1.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 K2596697  | 2032-02-01      | 6.0000%  |  | $3.70              | $3.82              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7710 M      | 2051-11-20      | 5.0000%  |  | $98.23             | $99.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M      | 2051-10-20      | 3.0000%  |  | $143.11            | $129.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M      | 2051-10-20      | 2.0000%  |  | $313.91            | $260.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7540 M      | 2049-07-20      | 5.5000%  |  | $169.48            | $176.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6541 M      | 2050-03-20      | 3.0000%  |  | $112284.93         | $101605.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6415 M      | 2050-01-20      | 6.0000%  |  | $845.07            | $894.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  |  | $40740.41          | $36911.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $198.83            | $209.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1032  | 2055-04-01      | 5.0000%  |  | $660.18            | $664.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0748  | 2055-04-01      | 5.5000%  |  | $409.04            | $418.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0714  | 2055-04-01      | 6.5000%  |  | $330232.04         | $348523.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY0615  | 2055-04-01      | 5.0000%  |  | $222479.85         | $224139.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0393  | 2055-04-01      | 5.5000%  |  | $200.89            | $205.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0810  | 2055-04-01      | 6.5000%  |  | $564923.76         | $595259.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9849  | 2055-03-01      | 7.0000%  |  | $355051.95         | $380881.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8629  | 2055-03-01      | 5.5000%  |  | $219.48            | $224.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7502  | 2055-01-01      | 6.0000%  |  | $220.20            | $227.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5709  | 2055-02-01      | 6.0000%  |  | $55931.62          | $57849.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX5491  | 2055-01-01      | 6.0000%  |  | $206.18            | $213.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX4524  | 2055-01-01      | 6.5000%  |  | $175.34            | $184.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4108  | 2055-01-01      | 6.0000%  |  | $312.15            | $322.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4040  | 2055-01-01      | 5.5000%  |  | $207.31            | $213.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5697  | 2055-05-01      | 4.0000%  |  | $1075.15           | $1025.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX5230  | 2044-11-01      | 4.5000%  |  | $16.16             | $16.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAX2187  | 2029-11-01      | 3.5000%  |  | $293.12            | $291.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAX1782  | 2044-09-01      | 5.0000%  |  | $19.83             | $20.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7023  | 2050-09-01      | 2.0000%  |  | $421.74            | $346.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6591  | 2050-08-01      | 2.5000%  |  | $138.37            | $120.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9746  | 2047-06-01      | 4.0000%  |  | $19844.20          | $19369.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS9518  | 2032-03-01      | 3.5000%  |  | $766.21            | $758.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9459  | 2047-04-01      | 4.5000%  |  | $146.69            | $146.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453  | 2047-04-01      | 4.0000%  |  | $35.53             | $34.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8700  | 2047-01-01      | 4.5000%  |  | $91.38             | $91.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8647  | 2047-01-01      | 3.0000%  |  | $340.10            | $311.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8589  | 2047-01-01      | 3.0000%  |  | $306.48            | $282.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8488  | 2046-12-01      | 3.0000%  |  | $488.21            | $447.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  |  | $149.37            | $137.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7224  | 2050-10-01      | 2.0000%  |  | $27371.43          | $22490.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKAS8356  | 2046-11-01      | 3.0000%  |  | $61.47             | $54.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $246.84            | $246.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $637.69            | $581.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7370  | 2046-06-01      | 3.0000%  |  | $66.34             | $61.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $503.07            | $504.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $186.00            | $181.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  |  | $227.10            | $222.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M      | 2055-10-20      | 5.5000%  |  | $221.10            | $224.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M      | 2055-08-20      | 5.0000%  |  | $4881987.72        | $4900962.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $220.23            | $223.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW8144  | 2045-03-01      | 3.5000%  |  | $257.73            | $245.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW8992  | 2044-07-01      | 4.5000%  |  | $159.96            | $160.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW6233  | 2044-06-01      | 4.5000%  |  | $238714.38         | $239357.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW3616  | 2044-06-01      | 4.0000%  |  | $318.85            | $312.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW4499  | 2029-04-01      | 3.0000%  |  | $32.80             | $32.23             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3178 M      | 2039-09-20      | 6.0000%  |  | $406.18            | $429.75            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3040 M      | 2038-10-20      | 6.5000%  |  | $19.36             | $20.93             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3039 M      | 2045-07-20      | 6.0000%  |  | $429.63            | $454.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2898 M      | 2039-02-20      | 6.5000%  |  | $662.89            | $706.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2831 M      | 2039-08-20      | 6.0000%  |  | $5573.90           | $5894.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2756 M      | 2045-04-20      | 4.5000%  |  | $14.44             | $14.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2521 M      | 2045-01-20      | 3.5000%  |  | $32.34             | $30.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2449 M      | 2044-12-20      | 5.5000%  |  | $506.41            | $527.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2305 M      | 2044-10-20      | 4.5000%  |  | $53.28             | $53.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3316 M      | 2039-01-20      | 6.5000%  |  | $607.56            | $641.12            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2229 M      | 2040-12-20      | 6.5000%  |  | $499.72            | $526.68            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2228 M      | 2044-09-20      | 6.0000%  |  | $499.89            | $528.90            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2164 M      | 2044-08-20      | 5.3750%  |  | $1235.94           | $1246.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2680 M      | 2045-03-20      | 4.5000%  |  | $14.16             | $14.21             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  |  | $13.69             | $13.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1525 M      | 2043-12-20      | 5.5000%  |  | $534.83            | $556.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1453 M      | 2043-11-20      | 6.0000%  |  | $874.13            | $923.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1381 M      | 2039-04-20      | 6.5000%  |  | $439.04            | $476.66            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1229 G         | 2055-11-01      | 5.1730%  |  | $224884.03         | $228889.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL3153  | 2051-01-01      | 3.5000%  |  | $217.49            | $206.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3144  | 2054-09-01      | 6.5000%  |  | $1112606.41        | $1172118.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1338  | 2055-06-01      | 6.0000%  |  | $198.08            | $204.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $633.89            | $647.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL1037  | 2053-01-01      | 3.0000%  |  | $213.30            | $189.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0908  | 2053-12-01      | 6.5000%  |  | $198.94            | $209.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL0319  | 2053-10-01      | 3.0000%  |  | $206.24            | $183.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL667599  | 2032-10-01      | 6.5000%  |  | $21.12             | $22.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL656906  | 2032-08-01      | 6.5000%  |  | $812.77            | $847.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL652077  | 2032-08-01      | 6.5000%  |  | $85.38             | $89.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL649975  | 2032-07-01      | 6.5000%  |  | $134.00            | $139.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5885  | 2044-03-01      | 4.0000%  |  | $96.23             | $94.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4892  | 2043-12-01      | 4.5000%  |  | $5.85              | $5.84              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV2359  | 2044-01-01      | 4.0000%  |  | $275.22            | $270.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2326  | 2028-12-01      | 3.5000%  |  | $256.17            | $255.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAV0298  | 2028-11-01      | 3.0000%  |  | $573.50            | $566.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAU7303  | 2043-08-01      | 4.0000%  |  | $38.96             | $38.29             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7193 M      | 2051-02-20      | 2.5000%  |  | $114.57            | $99.39             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7144 M      | 2041-10-20      | 6.5000%  |  | $91.51             | $97.62             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6044 M      | 2049-07-20      | 6.0000%  |  | $49.83             | $52.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5767 M      | 2049-02-20      | 6.0000%  |  | $16.58             | $17.16             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5764 M      | 2049-02-20      | 4.5000%  |  | $16.15             | $16.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5763 M      | 2049-02-20      | 4.0000%  |  | $36.46             | $35.14             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5710 M      | 2049-01-20      | 4.0000%  |  | $18.34             | $17.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.860 MY468659  | 2029-07-01      | 5.8600%  |  | $170127.23         | $171924.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1660  | 2047-08-01      | 4.0000%  |  | $913.98            | $888.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CKBK6702  | 2048-11-01      | 5.0000%  |  | $299.31            | $297.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL1948  | 2042-01-01      | 4.0000%  |  | $152.36            | $149.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $32.35             | $33.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL1719  | 2027-05-01      | 3.0000%  |  | $445.53            | $443.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0393  | 2041-06-01      | 4.5000%  |  | $24.86             | $25.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $217.74            | $231.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $52786.18          | $54073.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $87.83             | $87.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4533  | 2052-03-01      | 2.5000%  |  | $65900.95          | $56793.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5390  | 2051-05-01      | 2.5000%  |  | $744.69            | $638.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS5313  | 2050-01-01      | 3.5000%  |  | $225710.45         | $213067.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5306  | 2053-07-01      | 6.0000%  |  | $15090.35          | $15713.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4346  | 2052-04-01      | 3.5000%  |  | $43664.49          | $40932.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849  | 2046-09-01      | 3.0000%  |  | $129.22            | $117.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC2389  | 2046-03-01      | 4.0000%  |  | $93046.00          | $90464.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBA4799  | 2046-02-01      | 4.0000%  |  | $117.80            | $114.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ8597  | 2030-08-01      | 3.0000%  |  | $435.77            | $428.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ7347  | 2045-11-01      | 3.0000%  |  | $171.99            | $157.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7201  | 2055-12-01      | 5.5000%  |  | $220663.68         | $228599.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4679  | 2053-05-01      | 6.0000%  |  | $1155.55           | $1203.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5528  | 2055-12-01      | 5.0000%  |  | $221.99            | $224.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5522  | 2055-12-01      | 5.0000%  |  | $1288531.75        | $1308211.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6241  | 2055-12-01      | 5.0000%  |  | $1290078.20        | $1315181.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5016  | 2055-11-01      | 5.5000%  |  | $221.96            | $230.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3295  | 2055-11-01      | 5.5000%  |  | $443.52            | $453.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745943  | 2033-11-01      | 6.0000%  |  | $772.68            | $805.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  |  | $222.77            | $237.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8010  | 2054-06-01      | 6.5000%  |  | $132.41            | $141.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4862  | 2054-04-01      | 5.5000%  |  | $573.40            | $585.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3903  | 2054-03-01      | 5.5000%  |  | $221.01            | $228.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI3007  | 2054-04-01      | 5.0000%  |  | $785.08            | $789.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M      | 2055-02-20      | 5.5000%  |  | $193.22            | $196.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD4807  | 2052-06-01      | 2.0000%  |  | $391.36            | $319.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4815  | 2052-07-01      | 2.5000%  |  | $33120.77          | $28234.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4749  | 2053-11-01      | 6.5000%  |  | $149.30            | $157.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4700  | 2054-01-01      | 6.0000%  |  | $692.83            | $725.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  |  | $274.29            | $294.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4583  | 2053-12-01      | 3.5000%  |  | $206.33            | $192.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD5368  | 2052-07-01      | 2.5000%  |  | $905915.23         | $771697.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3246  | 2052-08-01      | 4.0000%  |  | $182.38            | $174.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3171  | 2053-06-01      | 5.5000%  |  | $899.32            | $925.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  |  | $167.74            | $157.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3016  | 2052-06-01      | 3.0000%  |  | $55525.22          | $49783.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2987  | 2053-03-01      | 3.5000%  |  | $185.78            | $173.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2892  | 2053-05-01      | 5.5000%  |  | $635.46            | $653.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2776  | 2053-04-01      | 5.0000%  |  | $310436.39         | $315271.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2769  | 2053-05-01      | 5.0000%  |  | $220574.77         | $223011.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0778  | 2051-12-01      | 2.5000%  |  | $168.36            | $143.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0310  | 2042-08-01      | 2.0000%  |  | $169.73            | $148.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8327  | 2039-09-01      | 5.0000%  |  | $153.72            | $156.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB8032  | 2035-02-01      | 3.0000%  |  | $35.86             | $35.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 ZLZT2475  | 2048-12-01      | 4.5000%  |  | $3448721.64        | $3441869.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1595  | 2049-01-01      | 4.5000%  |  | $28320.19          | $28240.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1480  | 2045-11-01      | 3.5000%  |  | $237444.29         | $227478.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT0714  | 2048-10-01      | 5.0000%  |  | $14796.13          | $15077.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0522  | 2048-09-01      | 4.5000%  |  | $7929.58           | $7913.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0781  | 2051-11-01      | 3.0000%  |  | $143.08            | $128.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0541  | 2048-06-01      | 4.0000%  |  | $41864.36          | $40695.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5740 C      | 2055-11-20      | 6.5000%  |  | $221.97            | $233.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5309 C      | 2055-11-20      | 6.5000%  |  | $221.96            | $232.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4272 C      | 2055-10-20      | 6.5000%  |  | $240845.16         | $252249.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3811 C      | 2055-11-20      | 6.0000%  |  | $221.96            | $231.95            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3800 C      | 2055-10-20      | 6.0000%  |  | $666.56            | $696.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3824 C      | 2055-11-20      | 6.0000%  |  | $221.80            | $231.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3750 C      | 2055-10-20      | 6.0000%  |  | $222.13            | $232.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7848 C      | 2055-10-20      | 6.5000%  |  | $40753.97          | $42835.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3745 C      | 2055-11-20      | 6.0000%  |  | $443.98            | $463.96            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3731 C      | 2055-10-20      | 6.0000%  |  | $221.74            | $231.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3696 C      | 2055-11-20      | 6.0000%  |  | $443.92            | $463.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4448 C      | 2055-11-20      | 6.5000%  |  | $443.95            | $467.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3211 C      | 2055-11-20      | 6.5000%  |  | $222.17            | $234.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAU6258  | 2043-10-01      | 5.0000%  |  | $161.39            | $163.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3741  | 2043-08-01      | 3.5000%  |  | $208.98            | $200.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT9839  | 2043-06-01      | 4.0000%  |  | $49.68             | $48.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT7208  | 2043-06-01      | 4.0000%  |  | $91.36             | $88.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT4253  | 2043-06-01      | 3.0000%  |  | $39.33             | $36.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT4145  | 2043-06-01      | 3.0000%  |  | $247.49            | $229.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAT3870  | 2043-06-01      | 4.0000%  |  | $52.56             | $51.65             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAT2075  | 2043-06-01      | 6.2430%  |  | $15916.70          | $16640.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $49.03             | $48.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0368  | 2043-09-01      | 4.5000%  |  | $34.89             | $35.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $290.37            | $257.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0289  | 2054-12-01      | 4.0000%  |  | $411.02            | $392.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ5655  | 2042-12-01      | 3.0000%  |  | $46.66             | $43.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAQ4132  | 2028-10-01      | 3.0000%  |  | $384.46            | $380.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAP5205  | 2027-09-01      | 2.5000%  |  | $113.27            | $112.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  |  | $1180.26           | $1141.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM4681  | 2044-05-01      | 5.5000%  |  | $113482.61         | $119467.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3173 M      | 2045-10-20      | 3.5000%  |  | $107.88            | $101.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $37.28             | $37.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4963  | 2050-02-01      | 3.0000%  |  | $1070.90           | $978.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4654  | 2052-07-01      | 3.5000%  |  | $179.09            | $166.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  |  | $360.50            | $349.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8269 M      | 2052-09-20      | 5.0000%  |  | $3806615.64        | $3837246.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5121  | 2041-08-01      | 2.0000%  |  | $152.45            | $133.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6192  | 2045-11-01      | 3.5000%  |  | $36.11             | $34.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0369  | 2052-04-01      | 3.5000%  |  | $12661.09          | $11922.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7675  | 2052-07-01      | 4.5000%  |  | $330.56            | $326.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1866  | 2038-01-01      | 5.5000%  |  | $1743.92           | $1832.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK1167  | 2048-08-01      | 5.0000%  |  | $52.68             | $53.93             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM1474  | 2037-09-01      | 6.3310%  |  | $120248.09         | $124673.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9585  | 2047-05-01      | 4.0000%  |  | $568.74            | $553.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8206  | 2052-04-01      | 3.0000%  |  | $6426.77           | $5723.10           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3399  | 2041-11-01      | 5.0000%  |  | $20499.80          | $21201.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9335  | 2051-10-01      | 2.5000%  |  | $162.80            | $139.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9697  | 2047-01-01      | 3.0000%  |  | $127.76            | $117.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS7514  | 2037-06-01      | 2.0000%  |  | $174.29            | $161.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4381  | 2051-10-01      | 3.0000%  |  | $5057211.42        | $4546989.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M      | 2053-11-20      | 5.5000%  |  | $171.25            | $174.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4512  | 2052-01-01      | 2.5000%  |  | $1006.42           | $862.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI8851  | 2054-06-01      | 6.5000%  |  | $111664.08         | $117969.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5120  | 2032-10-01      | 3.5000%  |  | $192.89            | $191.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CNRD5103  | 2032-06-01      | 3.5000%  |  | $107.07            | $106.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9612  | 2053-08-01      | 5.0000%  |  | $207.31            | $210.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8795  | 2053-04-01      | 5.5000%  |  | $2536496.39        | $2615027.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8794  | 2053-04-01      | 5.5000%  |  | $169.84            | $175.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $180.01            | $181.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8790  | 2053-04-01      | 5.0000%  |  | $178.23            | $179.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8364  | 2053-04-01      | 4.5000%  |  | $177.83            | $176.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  |  | $567.53            | $589.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8249  | 2052-11-01      | 5.5000%  |  | $550745.40         | $564508.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA3086  | 2050-07-01      | 2.5000%  |  | $166.85            | $143.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  |  | $147.07            | $146.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2650  | 2050-05-01      | 3.0000%  |  | $6806.67           | $6154.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1202  | 2049-08-01      | 3.5000%  |  | $47.53             | $44.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8222  | 2054-10-01      | 6.0000%  |  | $445.03            | $458.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK0366  | 2040-08-01      | 3.0000%  |  | $255.96            | $238.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTQK0209  | 2040-02-01      | 3.5000%  |  | $94.34             | $89.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7956  | 2054-11-01      | 5.5000%  |  | $214.77            | $220.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ7474  | 2054-10-01      | 5.5000%  |  | $438.35            | $449.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ4764  | 2054-09-01      | 5.0000%  |  | $218.42            | $220.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $499.61            | $502.32            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A1766 G         | 2037-07-01      | 6.5250%  |  | $6579.46           | $6826.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256939  | 2037-10-01      | 7.0000%  |  | $1.02              | $1.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952924  | 2037-10-01      | 6.0000%  |  | $666.51            | $704.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0878  | 2031-10-01      | 4.0000%  |  | $104698.93         | $104740.00         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B8910 G         | 2041-11-01      | 6.2500%  |  | $11258.89          | $11817.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ3784  | 2041-11-01      | 4.0000%  |  | $115.57            | $113.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $1.62              | $1.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $730.32            | $722.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $115.59            | $115.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $90.99             | $91.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW6899  | 2029-07-01      | 3.5000%  |  | $23.85             | $23.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA1960  | 2034-07-01      | 4.0000%  |  | $9525.84           | $9485.75           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.3380%  |  | $36223.68          | $37867.02          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G15171 G  | 2026-09-01      | 4.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2227 M      | 2044-09-20      | 5.5000%  |  | $12.20             | $12.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW7396  | 2027-01-01      | 3.5000%  |  | $10.17             | $10.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2166  | 2048-08-01      | 4.5000%  |  | $2734.15           | $2729.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2712  | 2049-08-01      | 4.5000%  |  | $163.16            | $162.73            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6433  | 2047-09-01      | 3.4200%  |  | $200.68            | $173.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3210 C      | 2055-11-20      | 6.5000%  |  | $248.10            | $262.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0125 C      | 2055-11-20      | 6.5000%  |  | $443.83            | $463.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0054 C      | 2055-11-20      | 6.5000%  |  | $221.97            | $233.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8245 C      | 2055-09-20      | 5.5000%  |  | $442.84            | $454.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ7696  | 2041-12-01      | 4.5000%  |  | $90.27             | $91.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $483.44            | $475.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $43.29             | $43.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5458  | 2041-11-01      | 4.5000%  |  | $227.39            | $229.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ0754  | 2041-09-01      | 4.5000%  |  | $98.56             | $99.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8177  | 2041-08-01      | 4.0000%  |  | $23.56             | $23.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $24.06             | $24.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI5179  | 2041-08-01      | 5.0000%  |  | $6.27              | $6.45              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1886  | 2041-05-01      | 4.5000%  |  | $1059.90           | $1071.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3884  | 2054-10-01      | 5.5000%  |  | $207.12            | $213.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4791  | 2048-09-01      | 4.5000%  |  | $13132.62          | $13106.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5820 M      | 2049-03-20      | 5.5000%  |  | $17.31             | $17.88             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7471 M      | 2051-07-20      | 2.0000%  |  | $5945182.46        | $4942495.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  |  | $2185212.38        | $2280640.60        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBJ0420  | 2047-09-01      | 6.3400%  |  | $16912.98          | $17663.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7819  | 2046-08-01      | 3.0000%  |  | $57.65             | $52.88             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA2226  | 2046-07-01      | 3.0000%  |  | $6851.97           | $6284.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6257  | 2053-06-01      | 4.0000%  |  | $375.35            | $359.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1396  | 2047-03-01      | 4.5000%  |  | $42.96             | $43.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  |  | $130.59            | $134.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA6145  | 2048-12-01      | 4.0000%  |  | $24.49             | $23.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $913.03            | $866.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4798  | 2052-10-01      | 5.0000%  |  | $1395322.19        | $1407187.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256  | 2052-10-01      | 4.0000%  |  | $181.37            | $173.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3742 M      | 2039-09-20      | 6.5000%  |  | $317.77            | $334.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8628  | 2050-02-01      | 3.0000%  |  | $97.80             | $87.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC1497  | 2046-08-01      | 4.0000%  |  | $140.60            | $136.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296  | 2054-03-01      | 5.5000%  |  | $13621.89          | $13897.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  |  | $154.13            | $126.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBK0614  | 2050-01-01      | 3.0000%  |  | $1148.34           | $1033.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3876  | 2047-06-01      | 4.0000%  |  | $195590.61         | $189142.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2605 M      | 2045-02-20      | 5.5000%  |  | $395.11            | $409.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946  | 2048-09-01      | 5.0000%  |  | $398.62            | $404.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI4412  | 2035-01-01      | 6.5000%  |  | $14.97             | $15.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3902  | 2050-01-01      | 2.5000%  |  | $11892.92          | $10230.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3897  | 2052-06-01      | 3.5000%  |  | $355.64            | $331.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3563  | 2050-09-01      | 2.0000%  |  | $132.90            | $109.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1479  | 2046-03-01      | 3.5000%  |  | $136.89            | $131.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ3143  | 2055-09-01      | 6.5000%  |  | $221.63            | $234.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3541  | 2055-09-01      | 6.0000%  |  | $649.71            | $676.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2296  | 2055-09-01      | 6.0000%  |  | $1739708.38        | $1799008.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1697  | 2055-08-01      | 5.5000%  |  | $973.53            | $1001.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0724  | 2055-08-01      | 6.5000%  |  | $573041.43         | $602446.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1982  | 2049-11-01      | 4.5000%  |  | $40.58             | $40.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2582  | 2050-03-01      | 3.0000%  |  | $534.01            | $482.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1572  | 2048-09-01      | 3.0000%  |  | $247.58            | $225.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1385  | 2049-08-01      | 5.0000%  |  | $56.56             | $57.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM1266  | 2049-07-01      | 5.0000%  |  | $68.51             | $70.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1263  | 2049-07-01      | 4.5000%  |  | $38197.51          | $37834.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1104  | 2049-05-01      | 3.5000%  |  | $7021.69           | $6648.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3868  | 2055-09-01      | 6.5000%  |  | $1440738.95        | $1508336.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3865  | 2055-11-01      | 5.0000%  |  | $1073683.07        | $1077662.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3864  | 2051-01-01      | 4.0000%  |  | $1388064.97        | $1352278.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3861  | 2052-04-01      | 2.5000%  |  | $222.16            | $193.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3805  | 2055-11-01      | 6.0000%  |  | $1152034.14        | $1197400.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3377  | 2055-07-01      | 6.0000%  |  | $701002.06         | $732599.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX0402  | 2054-12-01      | 6.0000%  |  | $197.43            | $207.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE0082  | 2040-05-01      | 5.0000%  |  | $9.52              | $9.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD7701  | 2035-01-01      | 4.5000%  |  | $951.89            | $957.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6996  | 2040-07-01      | 5.0000%  |  | $8.69              | $8.99              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB5118  | 2052-11-01      | 4.0000%  |  | $171.02            | $164.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5088  | 2052-11-01      | 5.5000%  |  | $503.71            | $518.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5026  | 2052-11-01      | 5.5000%  |  | $163.66            | $168.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4970  | 2052-10-01      | 5.5000%  |  | $347.94            | $356.67            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $3428.26           | $3567.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543  | 2029-03-01      | 3.5000%  |  | $79.87             | $79.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW0950  | 2044-04-01      | 4.5000%  |  | $107.18            | $107.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5807  | 2053-11-01      | 6.5000%  |  | $141.05            | $150.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5505  | 2053-11-01      | 6.5000%  |  | $215.70            | $226.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  |  | $166.95            | $180.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG7509  | 2053-08-01      | 5.0000%  |  | $585.20            | $590.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG6069  | 2053-06-01      | 5.0000%  |  | $1292.26           | $1302.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6002  | 2053-07-01      | 5.5000%  |  | $411.97            | $421.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG6225  | 2053-07-01      | 5.5000%  |  | $176.22            | $181.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  |  | $178.83            | $196.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3847  | 2053-05-01      | 7.0000%  |  | $214.78            | $235.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1429  | 2046-07-01      | 4.5000%  |  | $3719.74           | $3732.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4613  | 2052-09-01      | 4.5000%  |  | $16057.04          | $15825.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN5246  | 2049-02-01      | 5.5000%  |  | $311.49            | $327.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4438  | 2051-10-01      | 2.5000%  |  | $159.01            | $136.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4651  | 2054-06-01      | 6.0000%  |  | $483.11            | $499.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  |  | $185.35            | $185.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8442  | 2055-08-01      | 6.5000%  |  | $165992.02         | $174810.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8218  | 2055-09-01      | 6.5000%  |  | $221.53            | $233.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6758  | 2055-07-01      | 6.0000%  |  | $662.71            | $686.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7694  | 2051-06-01      | 3.0000%  |  | $139.12            | $125.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7652  | 2051-06-01      | 2.5000%  |  | $515.78            | $442.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM7574  | 2050-09-01      | 5.0000%  |  | $71.55             | $72.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556  | 2051-05-01      | 3.5000%  |  | $261.38            | $245.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7460  | 2051-03-01      | 4.0000%  |  | $300.93            | $291.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7411  | 2051-05-01      | 2.0000%  |  | $34566.51          | $28089.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7398  | 2051-06-01      | 2.5000%  |  | $18342.47          | $16034.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6991  | 2051-04-01      | 2.0000%  |  | $320.77            | $264.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672  | 2051-03-01      | 2.5000%  |  | $830.70            | $709.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6651  | 2047-09-01      | 3.0000%  |  | $23621.63          | $21590.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7751  | 2051-05-01      | 2.0000%  |  | $148614.84         | $120768.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8993  | 2055-01-01      | 4.5000%  |  | $438.96            | $433.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7885  | 2054-10-01      | 5.0000%  |  | $437.12            | $439.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7896  | 2054-11-01      | 6.0000%  |  | $444.64            | $458.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7701  | 2054-12-01      | 6.5000%  |  | $181.27            | $190.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7465  | 2054-10-01      | 6.5000%  |  | $436.14            | $461.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC7275  | 2054-12-01      | 4.5000%  |  | $216.65            | $214.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8002  | 2054-10-01      | 6.5000%  |  | $184.19            | $194.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  |  | $507312.58         | $522245.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2283  | 2055-06-01      | 6.5000%  |  | $24754.52          | $26175.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2579  | 2055-08-01      | 6.0000%  |  | $212.76            | $220.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1201  | 2052-03-01      | 3.0000%  |  | $635.81            | $567.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  |  | $208.13            | $193.87            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462361  | 2037-07-01      | 6.4170%  |  | $10152.93          | $10297.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $144.14            | $152.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $372.50            | $393.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $10.70             | $11.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $67.70             | $70.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $369.13            | $385.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323835  | 2029-05-01      | 6.5000%  |  | $4.00              | $4.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323979  | 2029-04-01      | 6.5000%  |  | $94.43             | $98.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3681  | 2046-03-01      | 3.0000%  |  | $93.83             | $87.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5133  | 2051-09-01      | 3.0000%  |  | $191.15            | $170.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4606  | 2045-03-01      | 3.0000%  |  | $28.09             | $25.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  |  | $218.74            | $194.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3504  | 2052-05-01      | 3.5000%  |  | $173.84            | $162.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6378  | 2054-09-01      | 6.0000%  |  | $395.77            | $413.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $1421459.42        | $1486645.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9467  | 2049-11-01      | 5.0000%  |  | $178.21            | $180.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9946  | 2055-01-01      | 6.0000%  |  | $879.20            | $916.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6167  | 2055-05-01      | 5.0000%  |  | $565.12            | $571.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI0245 C      | 2065-04-20      | 7.0000%  |  | $807900.12         | $844574.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3039  | 2055-05-01      | 6.0000%  |  | $174918.03         | $182031.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ8847  | 2054-11-01      | 6.0000%  |  | $193.52            | $200.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY0133  | 2055-04-01      | 5.5000%  |  | $2735.36           | $2801.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ3322  | 2054-12-01      | 4.5000%  |  | $113896.48         | $113579.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC9869  | 2055-01-01      | 6.5000%  |  | $492452.58         | $515771.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7616  | 2055-09-01      | 6.0000%  |  | $798820.66         | $825951.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  |  | $453.33            | $444.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3278  | 2055-09-01      | 5.5000%  |  | $220.77            | $226.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5700  | 2055-05-01      | 5.5000%  |  | $1030.44           | $1050.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7428  | 2055-04-01      | 5.5000%  |  | $389.18            | $400.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4233  | 2055-11-01      | 5.5000%  |  | $221.94            | $228.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8709  | 2055-11-01      | 5.0000%  |  | $445.01            | $449.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3805 C      | 2055-10-20      | 6.5000%  |  | $275606.70         | $290011.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8718  | 2055-11-01      | 5.0000%  |  | $443.73            | $447.47            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF5733  | 2055-11-01      | 5.1250%  |  | $226.37            | $230.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6080 C      | 2046-10-20      | 6.5000%  |  | $443.01            | $466.19            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ5740  | 2030-12-01      | 4.6300%  |  | $840217.30         | $861195.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD8760  | 2055-11-01      | 4.5000%  |  | $665.72            | $653.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $137824.74         | $142068.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0538  | 2048-03-01      | 3.5000%  |  | $64378.10          | $60927.86          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0300 X      | 2053-05-15      | 7.0000%  |  | $194.71            | $205.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3896  | 2054-03-01      | 5.5000%  |  | $179.74            | $184.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1502  | 2048-11-01      | 3.5000%  |  | $11799.18          | $11193.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7722  | 2054-12-01      | 6.0000%  |  | $191.43            | $200.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC6527  | 2054-10-01      | 6.5000%  |  | $810.97            | $851.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0015  | 2054-12-01      | 4.5000%  |  | $1016.03           | $1008.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  |  | $254.71            | $255.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9524  | 2055-08-01      | 5.5000%  |  | $364096.09         | $374813.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4356 C      | 2055-11-20      | 6.5000%  |  | $401548.74         | $421982.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6541  | 2046-01-01      | 3.5000%  |  | $50.09             | $47.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7125  | 2046-05-01      | 2.5000%  |  | $26850.41          | $23488.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS5622  | 2030-08-01      | 3.0000%  |  | $32.56             | $32.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $375.53            | $365.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8255  | 2052-10-01      | 3.5000%  |  | $184.10            | $171.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  |  | $24503.47          | $20932.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8213  | 2052-05-01      | 3.0000%  |  | $1024.63           | $913.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212  | 2052-05-01      | 2.5000%  |  | $180.58            | $154.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8205  | 2052-04-01      | 2.5000%  |  | $350.57            | $299.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8199  | 2052-03-01      | 2.0000%  |  | $712.95            | $580.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $350.05            | $284.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8257  | 2052-10-01      | 4.5000%  |  | $175.59            | $173.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $168.59            | $144.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL0015  | 2054-12-01      | 3.5000%  |  | $208.27            | $194.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0006  | 2054-04-01      | 5.0000%  |  | $202.45            | $205.63            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WSWS4041  | 2040-08-01      | 4.9000%  |  | $1072609.56        | $1069927.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799  | 2055-03-01      | 5.0000%  |  | $633.15            | $635.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9246  | 2055-11-01      | 5.0000%  |  | $1109.68           | $1122.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQZ9192  | 2055-11-01      | 4.5000%  |  | $32186.75          | $31647.62          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9180  | 2055-11-01      | 5.0000%  |  | $218.32            | $220.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6426  | 2051-03-01      | 2.0000%  |  | $129.86            | $107.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6338  | 2051-02-01      | 2.0000%  |  | $422.32            | $348.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5896  | 2055-06-01      | 5.5000%  |  | $81210.96          | $83187.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5689  | 2055-06-01      | 5.5000%  |  | $215.14            | $220.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5650  | 2055-06-01      | 6.0000%  |  | $107.24            | $110.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5449  | 2055-06-01      | 6.0000%  |  | $206.97            | $213.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4909  | 2055-06-01      | 6.5000%  |  | $220.94            | $233.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY5273  | 2055-06-01      | 6.5000%  |  | $221.08            | $232.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3972  | 2055-05-01      | 5.5000%  |  | $303534.83         | $311160.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3616  | 2055-05-01      | 5.5000%  |  | $220.23            | $225.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3615  | 2055-05-01      | 5.0000%  |  | $220.20            | $222.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4395  | 2055-06-01      | 6.5000%  |  | $138.85            | $146.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3594  | 2055-05-01      | 5.5000%  |  | $201.33            | $206.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6605  | 2055-06-01      | 5.5000%  |  | $153.19            | $157.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2581  | 2055-05-01      | 6.5000%  |  | $174.87            | $183.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY1223  | 2055-04-01      | 5.5000%  |  | $220.28            | $225.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0018  | 2052-04-01      | 2.5000%  |  | $13908.58          | $12015.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9674  | 2054-12-01      | 6.0000%  |  | $9951342.36        | $10346699.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9610  | 2054-12-01      | 5.0000%  |  | $8388.84           | $8461.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $6.05              | $6.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $697.26            | $727.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $18.24             | $18.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313701  | 2027-09-01      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $30.07             | $31.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $706.70            | $731.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310021  | 2036-08-01      | 6.5000%  |  | $16.29             | $17.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $157.24            | $159.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL252875  | 2029-11-01      | 8.0000%  |  | $28.63             | $29.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL251925  | 2028-07-01      | 6.5000%  |  | $677.05            | $706.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL251813  | 2028-07-01      | 6.5000%  |  | $59.76             | $62.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $2.29              | $2.39              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $17.69             | $18.80             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.52              | $0.52              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 783132 G         | 2035-05-01      | 6.3610%  |  | $4296.28           | $4459.18           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840633 G         | 2045-05-01      | 6.3620%  |  | $18.43             | $19.25             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420195 G         | 2030-11-01      | 5.4500%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1160 M      | 2043-07-20      | 5.0000%  |  | $49.92             | $51.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2768  | 2052-01-01      | 2.0000%  |  | $949.08            | $781.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2122  | 2052-03-01      | 3.0000%  |  | $5900.35           | $5262.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066  | 2052-06-01      | 4.0000%  |  | $1819.44           | $1753.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS2040  | 2052-02-01      | 2.0000%  |  | $179.58            | $146.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2023  | 2052-05-01      | 4.0000%  |  | $33730.29          | $32507.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1820  | 2051-08-01      | 3.0000%  |  | $16436.22          | $14854.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2638  | 2052-04-01      | 2.5000%  |  | $181.69            | $154.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2619  | 2052-08-01      | 5.0000%  |  | $212996.15         | $214322.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2600  | 2052-05-01      | 3.0000%  |  | $184.71            | $166.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1583  | 2052-04-01      | 3.0000%  |  | $167.71            | $151.05            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1379 M      | 2043-10-20      | 5.5000%  |  | $659.58            | $686.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1476  | 2052-03-01      | 3.0000%  |  | $350.26            | $311.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1427  | 2050-02-01      | 3.0000%  |  | $153.69            | $138.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1237  | 2051-12-01      | 3.5000%  |  | $528075.49         | $498897.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1170  | 2050-10-01      | 3.0000%  |  | $147.27            | $132.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0984  | 2052-04-01      | 3.0000%  |  | $163.35            | $147.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFS0995  | 2042-03-01      | 2.5000%  |  | $93083.55          | $83960.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5733  | 2051-01-01      | 2.0000%  |  | $7944.43           | $6599.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6184  | 2051-03-01      | 2.0000%  |  | $720.61            | $598.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5179  | 2050-12-01      | 2.0000%  |  | $286.09            | $235.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5087  | 2050-12-01      | 2.0000%  |  | $135.55            | $111.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4874  | 2050-11-01      | 2.5000%  |  | $513.75            | $448.81            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-197 PF      | 2054-12-20      | 4.9177%  |  | $189.68            | $190.49            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DJ9506 C      | 2055-11-20      | 6.5000%  |  | $223.94            | $238.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3586  | 2055-10-01      | 6.5000%  |  | $660777.81         | $691781.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5942  | 2056-01-01      | 4.0000%  |  | $214341.61         | $204535.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  |  | $479.99            | $501.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5396  | 2053-07-01      | 5.0000%  |  | $178.72            | $181.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140  | 2054-03-01      | 5.5000%  |  | $185.15            | $190.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8276  | 2052-12-01      | 5.0000%  |  | $987736.00         | $994962.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD1507  | 2051-05-01      | 2.0000%  |  | $794514.37         | $649536.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5585  | 2055-01-01      | 5.0000%  |  | $6160.04           | $6180.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855  | 2055-10-01      | 6.5000%  |  | $424.13            | $443.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7849 C      | 2055-10-20      | 6.5000%  |  | $16913.44          | $17728.24          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842018 G         | 2051-01-01      | 6.3540%  |  | $2195486.54        | $2293888.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0291  | 2055-04-01      | 6.5000%  |  | $1074201.37        | $1167676.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6403  | 2055-04-01      | 6.0000%  |  | $28795.89          | $30018.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7766  | 2054-12-01      | 5.0000%  |  | $215.73            | $217.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE4858  | 2055-07-01      | 5.5000%  |  | $212.78            | $218.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY4748  | 2055-05-01      | 5.5000%  |  | $3353.25           | $3425.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0752  | 2055-07-01      | 6.5000%  |  | $1189272.89        | $1292763.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ6535 C      | 2055-05-20      | 5.5000%  |  | $220.59            | $226.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658  | 2054-10-01      | 4.5000%  |  | $419.30            | $412.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $166.00            | $174.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX8161  | 2055-03-01      | 5.5000%  |  | $209.87            | $215.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3225  | 2055-05-01      | 5.0000%  |  | $220.36            | $222.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0712  | 2055-09-01      | 6.0000%  |  | $443.17            | $459.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2734  | 2055-09-01      | 6.0000%  |  | $891.74            | $922.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0924  | 2055-03-01      | 6.0000%  |  | $145577.07         | $150321.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2621  | 2052-07-01      | 2.5000%  |  | $218.84            | $186.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2286  | 2053-03-01      | 5.0000%  |  | $859.02            | $873.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7338 C      | 2065-03-20      | 6.5000%  |  | $184.37            | $194.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD2230  | 2055-01-01      | 4.5000%  |  | $216.37            | $214.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1980  | 2055-11-01      | 6.5000%  |  | $81618.42          | $86190.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3772 C      | 2055-11-20      | 6.0000%  |  | $889.01            | $929.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1901 C      | 2055-11-20      | 6.0000%  |  | $443.89            | $460.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5635  | 2055-02-01      | 3.5000%  |  | $605.10            | $563.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5615  | 2055-02-01      | 6.0000%  |  | $11376.31          | $11741.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5572  | 2054-11-01      | 3.5000%  |  | $5321.77           | $4957.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552  | 2054-12-01      | 5.0000%  |  | $411.33            | $412.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5497  | 2054-10-01      | 5.5000%  |  | $36481.42          | $37203.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  |  | $5073.96           | $5093.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  |  | $1269.00           | $1182.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $429.69            | $432.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8832  | 2042-10-01      | 4.5000%  |  | $242.88            | $246.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8140  | 2051-04-01      | 2.0000%  |  | $631.57            | $516.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135  | 2051-03-01      | 2.5000%  |  | $10759284.32       | $9238172.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8113  | 2050-12-01      | 2.0000%  |  | $290.75            | $238.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563  | 2053-05-01      | 4.5000%  |  | $171.11            | $169.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD7537  | 2051-03-01      | 2.0000%  |  | $151.90            | $125.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509  | 2049-11-01      | 3.0000%  |  | $328.79            | $298.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7507  | 2049-11-01      | 3.0000%  |  | $10492.71          | $9567.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD7504  | 2049-08-01      | 3.5000%  |  | $216.43            | $203.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7412  | 2055-01-01      | 5.5000%  |  | $195.45            | $199.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  |  | $284.74            | $244.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8045  | 2050-02-01      | 3.5000%  |  | $34.14             | $32.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0204  | 2045-09-01      | 3.5000%  |  | $48.85             | $46.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8498  | 2044-09-01      | 3.5000%  |  | $35.14             | $33.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL7982  | 2044-04-01      | 4.5000%  |  | $34.79             | $35.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBU5550  | 2055-01-01      | 4.0000%  |  | $392.21            | $379.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU2299  | 2051-10-01      | 2.0000%  |  | $39981.63          | $32611.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU1215  | 2052-03-01      | 2.5000%  |  | $100883.30         | $87323.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6745  | 2044-08-01      | 4.0000%  |  | $27.20             | $26.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6619  | 2045-04-01      | 4.5000%  |  | $110.29            | $110.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL6583  | 2030-03-01      | 3.0000%  |  | $40.04             | $39.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $170.94            | $171.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $250.71            | $252.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890  | 2051-12-01      | 2.5000%  |  | $146.78            | $125.51            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5532 M      | 2048-10-20      | 6.0000%  |  | $24.78             | $26.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6902  | 2050-09-01      | 2.0000%  |  | $504.63            | $417.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7521  | 2050-07-01      | 2.5000%  |  | $22589.03          | $19616.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6988  | 2051-11-01      | 2.5000%  |  | $1494106.29        | $1297161.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAZ5719  | 2030-09-01      | 3.0000%  |  | $120.52            | $118.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8492 M      | 2052-12-20      | 6.0000%  |  | $113.11            | $116.82            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CF1396 C      | 2038-12-20      | 6.5000%  |  | $67.18             | $71.65             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3666 M      | 2046-05-20      | 5.0000%  |  | $18.95             | $19.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3780  | 2046-01-01      | 3.5000%  |  | $1172.37           | $1119.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $193.37            | $168.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBC1456  | 2046-07-01      | 2.5000%  |  | $42.40             | $37.09             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3501  | 2053-05-01      | 6.5000%  |  | $691.15            | $741.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAX3715  | 2027-06-01      | 3.5000%  |  | $70.03             | $69.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0507  | 2045-09-01      | 4.0000%  |  | $194.78            | $191.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7718  | 2052-07-01      | 4.5000%  |  | $183.96            | $181.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4810  | 2050-11-01      | 2.5000%  |  | $394903.68         | $341245.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4799  | 2050-11-01      | 2.0000%  |  | $306.11            | $252.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4532  | 2050-09-01      | 3.0000%  |  | $168.65            | $151.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4696  | 2054-09-01      | 7.0000%  |  | $155.01            | $165.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4695  | 2054-09-01      | 7.0000%  |  | $191.53            | $204.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3545  | 2054-09-01      | 6.5000%  |  | $855.30            | $907.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3487  | 2054-09-01      | 6.5000%  |  | $169.47            | $178.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  |  | $992.09            | $1018.08           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ2604  | 2054-08-01      | 5.5000%  |  | $156787.53         | $160878.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1759  | 2054-07-01      | 6.0000%  |  | $361.95            | $378.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5747  | 2040-06-01      | 6.0000%  |  | $211.79            | $220.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  |  | $411.74            | $355.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6650  | 2054-10-01      | 4.5000%  |  | $210.39            | $207.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6605  | 2053-09-01      | 5.5000%  |  | $41116.27          | $42136.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6429  | 2054-05-01      | 5.5000%  |  | $15181.31          | $15513.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6410  | 2052-05-01      | 3.0000%  |  | $392.83            | $350.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6156  | 2053-05-01      | 4.5000%  |  | $1096284.15        | $1082339.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5877  | 2054-07-01      | 5.5000%  |  | $195.35            | $202.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8038  | 2050-01-01      | 3.5000%  |  | $103.87            | $97.52             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2493  | 2053-03-01      | 6.0000%  |  | $177.80            | $187.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2479  | 2050-03-01      | 5.0000%  |  | $493650.25         | $502455.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2464  | 2052-02-01      | 2.0000%  |  | $187.39            | $153.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2359  | 2053-02-01      | 5.5000%  |  | $200.08            | $208.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2355  | 2052-12-01      | 4.5000%  |  | $16979.38          | $16852.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2254  | 2052-07-01      | 3.5000%  |  | $18119.18          | $16947.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD2107  | 2052-12-01      | 3.5000%  |  | $2740.51           | $2552.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1807  | 2052-07-01      | 4.5000%  |  | $325.51            | $321.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1805  | 2052-11-01      | 5.0000%  |  | $1329792.74        | $1347682.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2592  | 2053-03-01      | 5.0000%  |  | $881.03            | $893.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7078  | 2051-04-01      | 2.0000%  |  | $306266.33         | $254683.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG8937  | 2053-08-01      | 6.5000%  |  | $504.74            | $534.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  |  | $580.44            | $586.27            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.3850%  |  | $12.92             | $13.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.50              | $1.60              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL1805  | 2037-08-01      | 5.9300%  |  | $14.51             | $14.95             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 794944 C      | 2035-10-20      | 5.5000%  |  | $18.29             | $18.63             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0157 M      | 2042-06-20      | 5.0000%  |  | $9.12              | $9.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2074  | 2051-11-01      | 2.5000%  |  | $162603.97         | $139880.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6419  | 2054-01-01      | 5.5000%  |  | $353719.52         | $360769.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG1305  | 2053-04-01      | 7.0000%  |  | $240080.36         | $262327.01         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL043DV R25F043  | 2036-06-25      | 5.0000%  |  | $2046021.37        | $2085588.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 KF      | 2054-10-20      | 4.9377%  |  | $12504781.88       | $12494862.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 5.0677%  |  | $13489418.16       | $13570738.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $525047.67         | $528818.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $1157490.19        | $1176452.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-077 FA      | 2051-05-20      | 3.0000%  |  | $1017261.32        | $881971.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 YF      | 2055-08-20      | 5.0177%  |  | $11019984.15       | $11085962.68       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FB      | 2054-10-20      | 4.9177%  |  | $2643120.73        | $2640936.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.9777%  |  | $567.91            | $570.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 5.2177%  |  | $296.63            | $298.76            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $233274.27         | $239806.49         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.4177%  |  | $73.54             | $74.31             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.3177%  |  | $71.79             | $72.40             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 4.8177%  |  | $265.04            | $265.02            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.9177%  |  | $181.67            | $181.99            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $161.78            | $135.11            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7271%  |  | $279597.98         | $273236.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-143 AF      | 2049-11-20      | 4.2984%  |  | $654993.23         | $643952.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.9177%  |  | $24556.25          | $24440.02          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 5.0677%  |  | $10849744.29       | $10916778.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.1242%  |  | $852058.32         | $856615.16         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLMA5472  | 2054-09-01      | 6.5000%  |  | $891.65            | $931.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5471  | 2054-09-01      | 6.0000%  |  | $336.20            | $346.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5494  | 2054-10-01      | 4.0000%  |  | $423.90            | $404.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446  | 2054-08-01      | 6.5000%  |  | $55599.89          | $58074.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445  | 2054-08-01      | 6.0000%  |  | $161.90            | $167.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5443  | 2054-08-01      | 5.0000%  |  | $205.50            | $206.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5442  | 2054-08-01      | 4.5000%  |  | $1453.13           | $1426.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5236  | 2053-12-01      | 4.0000%  |  | $192.76            | $184.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1505  | 2052-08-01      | 4.5000%  |  | $164.26            | $163.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1189  | 2052-07-01      | 5.0000%  |  | $156.67            | $157.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1070  | 2052-04-01      | 3.5000%  |  | $154.49            | $145.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1751  | 2051-10-01      | 2.5000%  |  | $166.82            | $144.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0764  | 2051-10-01      | 2.5000%  |  | $89511.16          | $77424.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2659  | 2039-04-01      | 5.0000%  |  | $93690.30          | $96808.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1026  | 2036-03-01      | 5.5000%  |  | $4172.34           | $4384.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2199  | 2041-10-01      | 4.0000%  |  | $35.31             | $34.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL2027  | 2041-09-01      | 4.5000%  |  | $10.53             | $10.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2596  | 2042-01-01      | 3.5000%  |  | $38.86             | $37.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZK9998  | 2031-02-01      | 4.0000%  |  | $15.06             | $15.02             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M      | 2055-01-20      | 5.5000%  |  | $385.88            | $392.08            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M      | 2054-11-20      | 5.5000%  |  | $199.91            | $203.45            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9926 C      | 2055-11-20      | 6.5000%  |  | $4279.80           | $4503.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8341 C      | 2055-11-20      | 6.5000%  |  | $11878.62          | $12544.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4414  | 2051-09-01      | 2.5000%  |  | $743.82            | $637.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4413  | 2051-09-01      | 2.0000%  |  | $506.30            | $413.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378  | 2051-07-01      | 2.0000%  |  | $1322.53           | $1079.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  |  | $12755052.66       | $12734988.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3395  | 2028-06-01      | 3.5000%  |  | $11.23             | $11.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3088  | 2047-08-01      | 4.0000%  |  | $23.90             | $23.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2771  | 2046-10-01      | 3.0000%  |  | $79.62             | $72.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3489  | 2033-10-01      | 3.5000%  |  | $15.76             | $15.64             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4476  | 2053-12-01      | 6.5000%  |  | $155.45            | $163.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8500  | 2055-01-01      | 3.5000%  |  | $217.32            | $202.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8468  | 2054-10-01      | 5.0000%  |  | $608.79            | $610.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLSD8479  | 2054-09-01      | 7.5000%  |  | $233.27            | $248.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8424  | 2054-03-01      | 4.0000%  |  | $209.16            | $199.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8452  | 2054-08-01      | 5.0000%  |  | $200.34            | $201.02            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7663 C      | 2055-11-20      | 6.0000%  |  | $619914.72         | $647816.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0879 C      | 2055-10-20      | 7.0000%  |  | $325.84            | $347.39            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8516 C      | 2055-11-20      | 6.5000%  |  | $666.57            | $700.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM7152  | 2051-05-01      | 2.0000%  |  | $123.16            | $102.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  |  | $460.91            | $463.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1014  | 2052-02-01      | 2.0000%  |  | $116192.26         | $96148.71          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7338  | 2054-06-01      | 6.5000%  |  | $173.84            | $183.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS1336  | 2037-02-01      | 7.0000%  |  | $2.36              | $2.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8264  | 2052-11-01      | 3.5000%  |  | $365.77            | $340.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL6761  | 2030-05-01      | 3.0000%  |  | $35.05             | $34.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL8867  | 2041-09-01      | 5.0000%  |  | $2303.14           | $2384.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8196  | 2052-02-01      | 3.5000%  |  | $52199.66          | $48735.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5395  | 2053-01-01      | 5.5000%  |  | $3044586.19        | $3110045.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5560  | 2039-12-01      | 6.0000%  |  | $518.01            | $540.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4861  | 2052-10-01      | 5.0000%  |  | $175.51            | $176.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4833  | 2052-10-01      | 5.0000%  |  | $438415.84         | $442121.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB4704  | 2052-09-01      | 6.0000%  |  | $683.34            | $723.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675  | 2052-09-01      | 4.5000%  |  | $168.78            | $166.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB4598  | 2052-09-01      | 3.5000%  |  | $171.86            | $160.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552  | 2052-09-01      | 4.5000%  |  | $333.23            | $329.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4562  | 2052-09-01      | 5.0000%  |  | $665.86            | $672.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4561  | 2052-09-01      | 5.0000%  |  | $992.20            | $1005.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB4243  | 2037-07-01      | 3.5000%  |  | $3103.60           | $3041.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191  | 2053-11-01      | 6.0000%  |  | $616.58            | $637.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2610  | 2052-01-01      | 2.0000%  |  | $523.50            | $429.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1310  | 2051-08-01      | 2.0000%  |  | $170.59            | $139.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1274  | 2051-08-01      | 2.5000%  |  | $1261.85           | $1083.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  |  | $329.63            | $269.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1136  | 2051-07-01      | 2.5000%  |  | $19074.11          | $16438.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1101  | 2051-07-01      | 2.0000%  |  | $160.88            | $133.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLCB1095  | 2051-07-01      | 1.5000%  |  | $172.33            | $134.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0997  | 2051-07-01      | 2.5000%  |  | $21637.64          | $18754.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1788  | 2051-10-01      | 2.0000%  |  | $169.45            | $139.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  |  | $167.01            | $143.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0414  | 2051-05-01      | 2.5000%  |  | $304.88            | $262.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9301  | 2051-02-01      | 3.0000%  |  | $128.16            | $115.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9220  | 2051-02-01      | 2.0000%  |  | $15648.71          | $12803.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7963  | 2050-11-01      | 2.5000%  |  | $35967.42          | $31013.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCA7422  | 2040-10-01      | 2.0000%  |  | $264.55            | $232.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7225  | 2050-10-01      | 2.0000%  |  | $13770.90          | $11298.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8182  | 2051-12-01      | 2.0000%  |  | $695.35            | $566.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8177  | 2051-11-01      | 2.0000%  |  | $2927.49           | $2387.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8173  | 2051-10-01      | 2.5000%  |  | $159.59            | $136.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9994  | 2047-04-01      | 4.5000%  |  | $225.47            | $226.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBM3374  | 2038-01-01      | 3.0000%  |  | $78.33             | $74.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5715 M      | 2049-01-20      | 6.5000%  |  | $34.13             | $36.12             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4724 M      | 2047-09-20      | 6.0000%  |  | $49.32             | $52.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2894 M      | 2045-06-20      | 4.5000%  |  | $755.64            | $757.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  |  | $71.14             | $64.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6332  | 2051-11-01      | 2.0000%  |  | $40138.24          | $33109.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310151  | 2034-11-01      | 5.5000%  |  | $80.82             | $83.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3213  | 2052-07-01      | 3.5000%  |  | $697.32            | $649.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7155  | 2051-12-01      | 3.0000%  |  | $1139.70           | $1025.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8947  | 2054-07-01      | 6.0000%  |  | $582.49            | $603.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM3350  | 2033-01-01      | 3.5000%  |  | $33.10             | $32.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995018  | 2038-06-01      | 5.5000%  |  | $2.62              | $2.75              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $294874.80         | $309634.56         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8273 X      | 2042-07-15      | 3.5000%  |  | $16.53             | $15.52             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 780193 G         | 2033-01-01      | 6.5000%  |  | $8679.26           | $8924.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7646  | 2054-06-01      | 6.5000%  |  | $131.25            | $138.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI7608  | 2054-06-01      | 6.5000%  |  | $11731.68          | $12397.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3503  | 2055-02-01      | 6.0000%  |  | $410.83            | $430.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1265  | 2054-04-01      | 5.5000%  |  | $393.96            | $402.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0052  | 2053-10-01      | 6.5000%  |  | $129.46            | $135.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0000  | 2053-10-01      | 6.0000%  |  | $3123.80           | $3234.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA6910  | 2052-03-01      | 3.5000%  |  | $12785.88          | $11967.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6747  | 2051-11-01      | 3.0000%  |  | $288.97            | $258.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA6510  | 2051-12-01      | 2.0000%  |  | $172.87            | $141.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6388  | 2051-12-01      | 2.5000%  |  | $187840.80         | $163117.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7185  | 2052-04-01      | 4.0000%  |  | $161.15            | $155.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7098  | 2052-03-01      | 3.5000%  |  | $171.79            | $160.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7096  | 2052-04-01      | 3.5000%  |  | $924951.16         | $861602.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5931  | 2051-09-01      | 2.0000%  |  | $165.37            | $136.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5802  | 2051-09-01      | 2.5000%  |  | $159.29            | $137.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5077  | 2051-05-01      | 2.5000%  |  | $296.97            | $258.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA4525  | 2051-02-01      | 2.0000%  |  | $213695.63         | $176293.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954  | 2052-03-01      | 3.0000%  |  | $16730.12          | $14925.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9637  | 2055-08-01      | 6.0000%  |  | $26181.38          | $27066.68          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8807  | 2055-07-01      | 6.0000%  |  | $662.57            | $689.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY8356  | 2055-07-01      | 5.5000%  |  | $221.14            | $227.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8350  | 2055-07-01      | 6.0000%  |  | $661.33            | $688.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6874  | 2055-07-01      | 5.5000%  |  | $434.81            | $446.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG2806  | 2053-04-01      | 4.5000%  |  | $113090.37         | $111883.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7678 C      | 2055-09-20      | 6.5000%  |  | $221.45            | $233.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6825 C      | 2055-08-20      | 6.0000%  |  | $5073020.65        | $5301347.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3738 C      | 2055-08-20      | 6.5000%  |  | $221.28            | $232.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD3609  | 2052-04-01      | 2.5000%  |  | $6229.38           | $5325.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0279 C      | 2055-08-20      | 6.5000%  |  | $221.31            | $233.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0537  | 2048-03-01      | 3.5000%  |  | $61.69             | $58.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN3391  | 2049-02-01      | 4.5000%  |  | $44.52             | $44.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN3190  | 2049-02-01      | 4.5000%  |  | $2683.53           | $2667.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  |  | $241386.99         | $244844.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  |  | $28.36             | $27.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8775  | 2048-10-01      | 4.0000%  |  | $112.29            | $109.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  |  | $60.59             | $60.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2523  | 2047-01-01      | 3.0000%  |  | $35.90             | $32.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2405  | 2047-01-01      | 3.0000%  |  | $109745.78         | $100351.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM1246  | 2046-06-01      | 4.5000%  |  | $4341.66           | $4347.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN4636  | 2048-10-01      | 3.0000%  |  | $141.71            | $128.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $128.08            | $129.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4495  | 2051-02-01      | 2.0000%  |  | $158.16            | $129.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5412  | 2050-05-01      | 3.0000%  |  | $15651.92          | $14226.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9489  | 2049-12-01      | 3.5000%  |  | $92679.87          | $88534.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  |  | $401.83            | $403.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8861  | 2041-04-01      | 4.5000%  |  | $30.76             | $31.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $12.34             | $12.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $3.24              | $3.24              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  |  | $169.87            | $172.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9459 M      | 2039-07-20      | 6.0000%  |  | $151.04            | $158.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M      | 2054-01-20      | 5.5000%  |  | $460.29            | $469.03            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9242 M      | 2053-10-20      | 6.0000%  |  | $265.61            | $272.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9106 M      | 2053-08-20      | 5.5000%  |  | $283281.75         | $289250.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1045  | 2055-09-01      | 6.0000%  |  | $886.06            | $918.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0721  | 2055-09-01      | 6.0000%  |  | $5081.24           | $5254.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0718  | 2055-09-01      | 6.0000%  |  | $2088291.39        | $2175210.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0709  | 2055-10-01      | 6.0000%  |  | $1751350.40        | $1821253.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9296  | 2055-09-01      | 6.0000%  |  | $664.80            | $690.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8822  | 2055-09-01      | 6.5000%  |  | $378076.75         | $400622.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $198.53            | $207.12            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS580720  | 2031-12-01      | 6.5630%  |  | $7536.16           | $7754.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $64.28             | $67.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL575078  | 2031-05-01      | 6.5000%  |  | $24.58             | $25.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $443.55            | $462.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8172  | 2051-10-01      | 2.0000%  |  | $340.83            | $278.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8195  | 2052-02-01      | 3.0000%  |  | $2093.45           | $1864.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191  | 2052-01-01      | 3.5000%  |  | $3088.13           | $2880.35           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  |  | $166.55            | $142.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8155  | 2051-07-01      | 2.0000%  |  | $165.19            | $135.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5732  | 2054-04-01      | 5.0000%  |  | $580.67            | $588.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702  | 2054-04-01      | 6.5000%  |  | $121411.36         | $127812.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD5591  | 2052-06-01      | 2.0000%  |  | $199.40            | $162.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6175  | 2054-09-01      | 6.0000%  |  | $407.17            | $428.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5094  | 2053-08-01      | 5.5000%  |  | $368.01            | $377.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0695  | 2049-12-01      | 4.0000%  |  | $121.58            | $117.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0671  | 2051-09-01      | 2.0000%  |  | $168.59            | $139.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0573  | 2051-04-01      | 2.0000%  |  | $12800.69          | $10634.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0481  | 2044-09-01      | 3.5000%  |  | $103.49            | $99.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0242  | 2049-12-01      | 3.5000%  |  | $241.45            | $226.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0212  | 2049-12-01      | 3.5000%  |  | $67.26             | $63.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD0879  | 2050-12-01      | 4.0000%  |  | $222.06            | $215.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD0789  | 2051-12-01      | 2.0000%  |  | $21721.24          | $18088.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0378  | 2028-01-01      | 6.5000%  |  | $0.07              | $0.07              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS0819  | 2029-12-01      | 6.5000%  |  | $0.98              | $1.02              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZA5441  | 2048-05-01      | 5.0000%  |  | $83.68             | $85.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2394  | 2035-10-01      | 3.5000%  |  | $27.67             | $27.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2279  | 2032-10-01      | 3.0000%  |  | $40.92             | $40.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5944  | 2056-01-01      | 5.0000%  |  | $7646527.70        | $7672538.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910  | 2055-12-01      | 5.5000%  |  | $876269.33         | $893447.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853  | 2055-10-01      | 5.5000%  |  | $433.73            | $442.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  |  | $27290.30          | $26790.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5794  | 2055-08-01      | 6.5000%  |  | $5711087.86        | $5968673.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791  | 2055-08-01      | 5.0000%  |  | $437.61            | $439.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5756  | 2055-07-01      | 3.5000%  |  | $1071.20           | $997.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5736  | 2055-06-01      | 6.0000%  |  | $199.60            | $206.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5731  | 2055-06-01      | 3.5000%  |  | $867.18            | $807.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0095  | 2038-11-01      | 6.0000%  |  | $87.27             | $92.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3888  | 2052-02-01      | 2.5000%  |  | $181.27            | $154.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880  | 2052-06-01      | 5.0000%  |  | $473773.27         | $480932.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $23166.28          | $21658.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3647  | 2052-05-01      | 5.0000%  |  | $153.13            | $156.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3614  | 2052-05-01      | 4.0000%  |  | $496.61            | $478.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3627  | 2052-05-01      | 4.0000%  |  | $184.14            | $176.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4421  | 2052-08-01      | 5.5000%  |  | $971.52            | $999.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2440  | 2053-05-01      | 6.0000%  |  | $504.74            | $530.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFM6315  | 2040-06-01      | 6.5000%  |  | $9117.05           | $9613.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3340  | 2035-05-01      | 3.5000%  |  | $51.12             | $50.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3250  | 2050-05-01      | 3.5000%  |  | $57.25             | $53.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3155  | 2049-12-01      | 5.0000%  |  | $33.94             | $34.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3039  | 2050-03-01      | 5.0000%  |  | $36.26             | $36.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2972  | 2044-12-01      | 4.0000%  |  | $593.91            | $583.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3494  | 2048-04-01      | 2.5000%  |  | $69.83             | $61.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2061  | 2048-07-01      | 4.5000%  |  | $41.23             | $41.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2001  | 2049-09-01      | 5.0000%  |  | $60.26             | $61.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9464  | 2054-11-01      | 5.0000%  |  | $1028.17           | $1042.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317  | 2054-10-01      | 5.0000%  |  | $208.89            | $210.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8145  | 2054-03-01      | 5.5000%  |  | $186.28            | $190.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7759  | 2054-01-01      | 4.5000%  |  | $202666.46         | $199147.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7612  | 2053-12-01      | 6.0000%  |  | $2589.89           | $2683.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7341  | 2053-10-01      | 6.0000%  |  | $326.10            | $339.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6541  | 2053-06-01      | 6.0000%  |  | $116481.52         | $121470.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455  | 2053-06-01      | 4.0000%  |  | $183.80            | $175.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  |  | $65447.32          | $67674.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6311  | 2053-05-01      | 5.0000%  |  | $183.67            | $184.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6110  | 2053-04-01      | 6.5000%  |  | $520.44            | $547.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6096  | 2053-04-01      | 6.0000%  |  | $124481.68         | $129067.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897  | 2053-03-01      | 5.0000%  |  | $185.86            | $187.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  |  | $2065.39           | $2083.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL731148  | 2033-08-01      | 4.5000%  |  | $792.52            | $790.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL731106  | 2033-07-01      | 4.5000%  |  | $470.75            | $475.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL730503  | 2033-08-01      | 4.5000%  |  | $910.34            | $907.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1641  | 2052-09-01      | 4.5000%  |  | $502.78            | $498.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1581  | 2052-09-01      | 2.5000%  |  | $179.38            | $153.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1526  | 2052-08-01      | 4.5000%  |  | $173.68            | $172.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1518  | 2052-08-01      | 4.5000%  |  | $357.50            | $354.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  |  | $50229.85          | $50145.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0789  | 2048-10-01      | 4.0000%  |  | $55.80             | $54.20             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8670  | 2032-09-01      | 3.5000%  |  | $27.17             | $26.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4740  | 2047-10-01      | 4.0000%  |  | $27.84             | $26.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4725  | 2047-07-01      | 3.0000%  |  | $35.55             | $32.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4723  | 2047-06-01      | 4.0000%  |  | $46.24             | $44.96             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  |  | $38.10             | $34.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667  | 2046-06-01      | 3.0000%  |  | $35.48             | $32.41             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLZS4692  | 2046-12-01      | 2.5000%  |  | $63.75             | $55.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $16.45             | $16.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $126.08            | $129.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $89.06             | $91.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $398.25            | $411.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555285  | 2033-03-01      | 6.0000%  |  | $8.92              | $9.31              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $198.31            | $206.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2033  | 2052-02-01      | 2.5000%  |  | $171.33            | $145.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3885  | 2054-05-01      | 6.5000%  |  | $71491.71          | $75529.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3619  | 2050-01-01      | 4.5000%  |  | $144.20            | $143.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQC1809  | 2051-05-01      | 2.0000%  |  | $85805.85          | $70394.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1874  | 2052-11-01      | 5.5000%  |  | $168.45            | $173.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG0709  | 2053-04-01      | 7.0000%  |  | $62.11             | $66.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0046  | 2051-04-01      | 3.0000%  |  | $466.48            | $414.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258  | 2052-10-01      | 5.0000%  |  | $899755.61         | $906383.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5913  | 2054-04-01      | 5.5000%  |  | $188.38            | $193.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8007  | 2051-07-01      | 2.5000%  |  | $586.23            | $504.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3806 M      | 2046-07-20      | 5.0000%  |  | $87.26             | $90.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $313.59            | $299.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  |  | $1153.63           | $987.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3009  | 2048-11-01      | 4.0000%  |  | $24.07             | $23.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4765  | 2052-09-01      | 5.0000%  |  | $332.98            | $336.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  |  | $328881.00         | $293001.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBD2377  | 2046-12-01      | 4.5000%  |  | $44.18             | $44.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4465  | 2051-11-01      | 2.0000%  |  | $1173681.59        | $955568.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  |  | $37898.38          | $33957.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3350  | 2053-06-01      | 5.0000%  |  | $355.24            | $359.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1129  | 2049-01-01      | 3.0000%  |  | $102.44            | $94.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  |  | $332.52            | $271.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9268  | 2053-06-01      | 5.5000%  |  | $78290.57          | $79948.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2965 M      | 2045-07-20      | 5.5000%  |  | $559.24            | $582.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  |  | $16.22             | $15.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2281  | 2032-11-01      | 3.0000%  |  | $75.04             | $73.19             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4510 M      | 2047-06-20      | 3.5000%  |  | $55.75             | $52.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263  | 2054-01-01      | 4.0000%  |  | $407.33            | $389.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4693  | 2046-12-01      | 3.0000%  |  | $59173.23          | $53918.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572  | 2054-05-01      | 6.5000%  |  | $163.15            | $172.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN6594  | 2049-05-01      | 4.0000%  |  | $93.06             | $90.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2966  | 2052-10-01      | 5.0000%  |  | $150.67            | $152.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040  | 2053-06-01      | 6.0000%  |  | $1161.22           | $1201.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ0796  | 2055-08-01      | 6.0000%  |  | $1449818.65        | $1498926.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4597  | 2052-05-01      | 2.0000%  |  | $2552.56           | $2074.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4624  | 2052-06-01      | 3.0000%  |  | $68929.76          | $61374.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4577  | 2052-04-01      | 2.0000%  |  | $20787.15          | $16932.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4548  | 2052-02-01      | 2.5000%  |  | $72218.82          | $61812.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4563  | 2052-03-01      | 2.5000%  |  | $12875.94          | $10972.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4562  | 2052-03-01      | 2.0000%  |  | $359.65            | $292.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4516  | 2037-01-01      | 2.0000%  |  | $1242.67           | $1153.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6339  | 2050-07-01      | 2.5000%  |  | $24139.81          | $20729.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7072  | 2045-05-01      | 4.5000%  |  | $423.46            | $425.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $13.15             | $13.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5423  | 2044-06-01      | 4.0000%  |  | $78.20             | $76.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $240.91            | $240.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5213  | 2044-04-01      | 4.5000%  |  | $13.70             | $13.75             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL4980  | 2044-02-01      | 6.5830%  |  | $2286.00           | $2386.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4925  | 2044-02-01      | 4.5000%  |  | $133.27            | $134.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL4778  | 2032-10-01      | 4.0000%  |  | $11.00             | $10.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995024  | 2037-08-01      | 5.5000%  |  | $5.97              | $6.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL933482  | 2038-03-01      | 6.5000%  |  | $3.61              | $3.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932274  | 2039-12-01      | 4.5000%  |  | $8.73              | $8.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL931507  | 2039-07-01      | 4.5000%  |  | $16.02             | $16.23             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD904443  | 2036-07-01      | 6.2390%  |  | $140943.45         | $145924.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL902745  | 2036-11-01      | 6.0000%  |  | $0.92              | $0.97              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890365  | 2041-07-01      | 5.5000%  |  | $6.24              | $6.54              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL889984  | 2038-10-01      | 6.5000%  |  | $22318.13          | $23866.37          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS888521  | 2034-03-01      | 6.3550%  |  | $49192.08          | $50963.50          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB888490  | 2035-05-01      | 6.3990%  |  | $1322.27           | $1360.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888129  | 2037-02-01      | 5.5000%  |  | $9.48              | $9.96              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888034  | 2036-08-01      | 6.5000%  |  | $768.49            | $803.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL888021  | 2036-12-01      | 6.0000%  |  | $65.26             | $69.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888276  | 2036-11-01      | 5.5000%  |  | $3.61              | $3.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 K2886320  | 2036-07-01      | 6.5000%  |  | $659.90            | $681.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL885956  | 2036-07-01      | 6.5000%  |  | $66.59             | $70.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL885569  | 2036-08-01      | 6.0000%  |  | $203.15            | $213.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M      | 2054-08-20      | 6.5000%  |  | $16432295.74       | $17103007.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  |  | $176.43            | $143.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  |  | $343.42            | $329.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6689  | 2053-07-01      | 5.5000%  |  | $548.52            | $560.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN3949  | 2049-01-01      | 5.0000%  |  | $766.54            | $782.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5331  | 2054-03-01      | 6.0000%  |  | $541.22            | $566.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  |  | $178.59            | $146.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4339  | 2038-05-01      | 5.5000%  |  | $1.83              | $1.92              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4010  | 2041-06-01      | 5.0000%  |  | $17.62             | $18.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS3855  | 2043-08-01      | 3.0000%  |  | $39.48             | $36.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3824  | 2041-11-01      | 5.0000%  |  | $42.59             | $44.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZS2748  | 2035-05-01      | 7.0000%  |  | $4.45              | $4.70              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3514  | 2042-06-01      | 4.0000%  |  | $24.83             | $24.42             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 5.8900%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846355 G         | 2026-10-01      | 6.3550%  |  | $0.38              | $0.39              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.0520%  |  | $3.83              | $3.90              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841960 G         | 2055-05-01      | 5.2050%  |  | $5286212.57        | $5386283.22        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841607 G         | 2053-08-01      | 4.7500%  |  | $2299.66           | $2313.94           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841598 G         | 2051-11-01      | 1.9450%  |  | $17283.01          | $15810.65          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G         | 2051-08-01      | 1.8520%  |  | $354446.01         | $339448.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP0495  | 2042-08-01      | 3.5000%  |  | $37.32             | $35.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3248 M      | 2045-11-20      | 5.5000%  |  | $270.24            | $281.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN2082  | 2048-12-01      | 4.5000%  |  | $34.20             | $34.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4370  | 2045-02-01      | 4.0000%  |  | $87.63             | $86.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M      | 2052-04-20      | 3.5000%  |  | $165.56            | $152.86            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M      | 2054-06-20      | 6.5000%  |  | $109.64            | $114.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9128  | 2046-02-01      | 4.5000%  |  | $335766.51         | $339865.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6660  | 2051-03-01      | 2.5000%  |  | $78603.86          | $67131.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3996  | 2052-06-01      | 3.0000%  |  | $179.10            | $159.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2285  | 2046-12-01      | 3.0000%  |  | $48.41             | $44.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP4416  | 2050-05-01      | 2.5000%  |  | $146408.24         | $125940.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2784  | 2052-01-01      | 2.0000%  |  | $173.29            | $140.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4398  | 2054-09-01      | 5.5000%  |  | $205.92            | $211.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAX3298  | 2030-08-01      | 3.0000%  |  | $17.47             | $17.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0200  | 2051-04-01      | 3.0000%  |  | $5390.70           | $4801.87           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4530%  |  | $37930.77          | $39150.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310020  | 2035-11-01      | 5.5000%  |  | $16.66             | $17.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL2745  | 2042-03-01      | 4.0000%  |  | $388.86            | $382.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3250 M      | 2039-07-20      | 6.5000%  |  | $797.10            | $851.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBK9093  | 2034-01-01      | 3.0000%  |  | $50.61             | $49.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  |  | $171433.47         | $177060.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF0468  | 2052-09-01      | 5.0000%  |  | $262.83            | $267.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG5606  | 2053-03-01      | 6.0000%  |  | $162.58            | $168.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3846  | 2048-04-01      | 4.5000%  |  | $67.35             | $67.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4242  | 2051-01-01      | 2.5000%  |  | $281.14            | $241.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1516  | 2045-03-01      | 4.0000%  |  | $56.38             | $55.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3298  | 2052-04-01      | 2.5000%  |  | $172.39            | $148.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3295  | 2052-04-01      | 2.5000%  |  | $169.51            | $146.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0474 M      | 2055-07-20      | 6.5000%  |  | $4340737.69        | $4450717.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6985  | 2054-11-01      | 5.0000%  |  | $142445.30         | $143216.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD9646  | 2055-06-01      | 6.0000%  |  | $220.40            | $229.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  |  | $4558173.53        | $4811861.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA2878  | 2052-04-01      | 2.0000%  |  | $3491.39           | $2842.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5891  | 2045-11-01      | 5.5000%  |  | $436.78            | $447.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5765  | 2055-10-01      | 6.0000%  |  | $443.58            | $463.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX4033  | 2055-01-01      | 5.5000%  |  | $655868.22         | $669374.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY9430  | 2055-07-01      | 5.0000%  |  | $11052.99          | $11137.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC8998  | 2055-01-01      | 4.5000%  |  | $433.48            | $430.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524  | 2055-04-01      | 5.5000%  |  | $200.82            | $204.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5761  | 2055-07-01      | 6.0000%  |  | $1562.33           | $1613.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ9569  | 2055-12-01      | 5.5000%  |  | $221.99            | $229.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8674  | 2055-11-01      | 5.5000%  |  | $1619626.20        | $1677253.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5850 C      | 2055-11-20      | 5.5000%  |  | $665.84            | $684.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5469  | 2054-09-01      | 5.0000%  |  | $13302.01          | $13347.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3686  | 2053-01-01      | 5.0000%  |  | $43623.61          | $44308.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  |  | $126.24            | $113.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZJ3935  | 2029-09-01      | 6.5000%  |  | $0.27              | $0.28              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD3200  | 2051-12-01      | 3.0000%  |  | $151.66            | $135.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6193  | 2037-06-01      | 6.0000%  |  | $18.35             | $19.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4565  | 2027-10-01      | 2.5000%  |  | $10.67             | $10.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ5876  | 2032-03-01      | 7.0000%  |  | $1.45              | $1.53              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZJ5167  | 2031-07-01      | 7.0000%  |  | $1006.25           | $1061.86           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0915  | 2040-12-01      | 4.0000%  |  | $21.48             | $21.16             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0672  | 2040-11-01      | 4.0000%  |  | $16.71             | $16.45             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0226  | 2040-07-01      | 4.5000%  |  | $22.05             | $22.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZJ0096  | 2040-06-01      | 4.5000%  |  | $18.16             | $18.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9668  | 2040-01-01      | 5.0000%  |  | $4191.82           | $4335.29           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLZI7756  | 2037-08-01      | 7.0000%  |  | $4.96              | $5.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7656  | 2038-06-01      | 5.5000%  |  | $1.07              | $1.12              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI8085  | 2038-09-01      | 6.5000%  |  | $7.45              | $7.89              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6897  | 2037-12-01      | 6.0000%  |  | $4929.83           | $5240.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993  | 2036-04-01      | 6.5000%  |  | $3.32              | $3.50              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA9468  | 2054-02-01      | 6.5000%  |  | $217.58            | $229.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1268  | 2055-10-01      | 6.5000%  |  | $1258071.33        | $1326238.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN2000  | 2048-12-01      | 4.5000%  |  | $508.94            | $506.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0340  | 2048-12-01      | 4.5000%  |  | $70.55             | $70.32             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  |  | $431.76            | $426.81            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM6916  | 2050-12-01      | 2.1680%  |  | $80345.93          | $75388.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL6204  | 2043-06-01      | 4.0000%  |  | $73.98             | $72.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7655  | 2053-02-01      | 5.5000%  |  | $539342.58         | $562755.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3657  | 2044-10-01      | 4.5000%  |  | $9.82              | $9.85              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS3426  | 2052-10-01      | 4.0000%  |  | $346.60            | $334.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3149  | 2040-08-01      | 5.5000%  |  | $4665.07           | $4888.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBH8499  | 2032-11-01      | 3.0000%  |  | $50.80             | $49.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379  | 2051-07-01      | 2.5000%  |  | $204212.14         | $175010.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5458  | 2054-06-01      | 3.5000%  |  | $648.90            | $604.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7322  | 2047-07-01      | 4.5000%  |  | $3085.55           | $3095.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS9143  | 2052-01-01      | 2.5000%  |  | $196.73            | $168.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6862  | 2053-08-01      | 5.0000%  |  | $555.36            | $559.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5330 M      | 2048-07-20      | 4.0000%  |  | $26.92             | $25.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZJ6796  | 2033-01-01      | 6.0000%  |  | $2.36              | $2.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7369  | 2050-10-01      | 2.5000%  |  | $104.59            | $90.13             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  |  | $592.84            | $622.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7379  | 2054-03-01      | 6.0000%  |  | $675927.45         | $705451.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0738  | 2051-06-01      | 3.0000%  |  | $318.25            | $283.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5270  | 2053-07-01      | 5.5000%  |  | $174.21            | $179.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5297  | 2048-03-01      | 4.0000%  |  | $14827.49          | $14410.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  |  | $526.67            | $560.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6885  | 2037-12-01      | 6.5000%  |  | $1.28              | $1.35              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5593  | 2037-01-01      | 5.0000%  |  | $2.27              | $2.34              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5524  | 2036-12-01      | 5.0000%  |  | $113.18            | $116.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI6177  | 2037-06-01      | 5.0000%  |  | $2.23              | $2.30              | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J26033 G  | 2028-10-01      | 3.5000%  |  | $60.66             | $60.28             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849020 G         | 2037-01-01      | 6.1510%  |  | $13668.43          | $14108.04          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 848158 G         | 2036-02-01      | 6.4330%  |  | $53874.93          | $55633.88          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1145 G         | 2039-05-01      | 6.7320%  |  | $1575.37           | $1636.16           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2143 G         | 2037-08-01      | 6.5360%  |  | $121398.33         | $126488.77         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0248 G         | 2036-10-01      | 6.6820%  |  | $3746.83           | $3808.55           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J1041 G         | 2038-04-01      | 7.0550%  |  | $10668.03          | $11241.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $1.60              | $1.60              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAL4165  | 2031-01-01      | 4.5000%  |  | $18.68             | $18.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $43.97             | $44.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL3273  | 2041-09-01      | 5.5000%  |  | $15.23             | $16.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL2860  | 2042-12-01      | 3.0000%  |  | $81.97             | $76.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3484  | 2042-10-01      | 4.5000%  |  | $219.05            | $221.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2519  | 2040-07-01      | 4.5000%  |  | $67.32             | $68.22             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2082  | 2038-12-01      | 6.7270%  |  | $189906.25         | $199442.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788206 M      | 2054-12-20      | 5.0000%  |  | $435.34            | $438.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3233  | 2052-04-01      | 3.0000%  |  | $834.84            | $751.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3103  | 2052-03-01      | 2.5000%  |  | $42857.72          | $37229.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3026  | 2052-03-01      | 3.5000%  |  | $159.45            | $148.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979  | 2037-02-01      | 2.5000%  |  | $546.96            | $519.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2855  | 2052-02-01      | 2.5000%  |  | $359322.15         | $311859.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2430  | 2051-12-01      | 3.0000%  |  | $162.38            | $144.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2418  | 2051-12-01      | 3.0000%  |  | $451.99            | $408.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3413  | 2052-04-01      | 3.5000%  |  | $823.27            | $769.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1868  | 2051-10-01      | 2.5000%  |  | $183.24            | $155.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAW0744  | 2044-03-01      | 4.5000%  |  | $54.38             | $54.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9290  | 2044-02-01      | 4.5000%  |  | $29.57             | $29.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9316  | 2044-03-01      | 4.5000%  |  | $5.61              | $5.62              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV8516  | 2029-03-01      | 3.5000%  |  | $123.91            | $123.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV6910  | 2044-06-01      | 4.5000%  |  | $3.62              | $3.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6368  | 2029-01-01      | 3.5000%  |  | $703.43            | $701.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9936  | 2053-12-01      | 7.0000%  |  | $281831.75         | $304691.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9877  | 2053-11-01      | 6.5000%  |  | $220095.64         | $235376.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7533  | 2054-05-01      | 5.0000%  |  | $193.00            | $196.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4131  | 2053-07-01      | 5.0000%  |  | $5835.47           | $5872.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY3586  | 2053-06-01      | 5.0000%  |  | $54866.93          | $55460.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419  | 2053-03-01      | 5.0000%  |  | $154.64            | $157.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7035  | 2053-05-01      | 5.5000%  |  | $214.56            | $220.52            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBX4175  | 2052-12-01      | 5.7770%  |  | $1227029.88        | $1262853.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $299238.82         | $314711.26         | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01293 G  | 2031-06-01      | 8.0000%  |  | $69.05             | $72.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8446  | 2054-07-01      | 5.5000%  |  | $742.52            | $757.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8403  | 2054-02-01      | 6.5000%  |  | $114.17            | $119.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8396  | 2054-01-01      | 6.0000%  |  | $285.49            | $294.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8368  | 2053-10-01      | 6.0000%  |  | $154.63            | $159.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363  | 2053-09-01      | 6.0000%  |  | $311.56            | $322.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341  | 2053-07-01      | 5.0000%  |  | $4447.84           | $4477.19           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8332  | 2053-06-01      | 6.0000%  |  | $933.27            | $964.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8353  | 2053-07-01      | 4.0000%  |  | $201688.74         | $192465.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8309  | 2053-03-01      | 6.0000%  |  | $145.07            | $150.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8307  | 2053-03-01      | 5.0000%  |  | $181.37            | $182.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322  | 2053-05-01      | 4.5000%  |  | $186.14            | $183.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277  | 2052-12-01      | 5.5000%  |  | $274220.27         | $280988.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8274  | 2052-12-01      | 4.0000%  |  | $186.34            | $178.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8267  | 2052-11-01      | 5.0000%  |  | $174.93            | $176.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8288  | 2053-01-01      | 5.0000%  |  | $179.03            | $180.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5948  | 2049-05-01      | 4.0000%  |  | $156.86            | $152.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5127  | 2047-03-01      | 3.5000%  |  | $380.67            | $363.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4951  | 2048-09-01      | 4.5000%  |  | $66.24             | $66.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBM4905  | 2033-11-01      | 3.5000%  |  | $89.81             | $89.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4781  | 2048-10-01      | 4.5000%  |  | $45.38             | $45.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4723  | 2041-07-01      | 6.0000%  |  | $1015.97           | $1079.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676  | 2048-10-01      | 4.0000%  |  | $1069.30           | $1041.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9504 C      | 2055-11-20      | 6.5000%  |  | $222.16            | $236.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5914 C      | 2065-03-20      | 7.0000%  |  | $502303.96         | $525106.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2775 C      | 2065-03-20      | 6.5000%  |  | $181.38            | $189.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0056 C      | 2055-06-20      | 5.5000%  |  | $220.78            | $226.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714  | 2046-10-01      | 3.0000%  |  | $223.25            | $203.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6276  | 2041-04-01      | 5.0000%  |  | $8.08              | $8.35              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $55.60             | $57.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $196.34            | $199.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH1166  | 2040-12-01      | 4.5000%  |  | $77.27             | $78.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $193.05            | $190.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL639345  | 2033-02-01      | 5.5000%  |  | $1071.57           | $1092.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $140.82            | $148.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL636899  | 2032-05-01      | 6.5000%  |  | $63.82             | $66.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBC4754  | 2046-10-01      | 4.0000%  |  | $1140.50           | $1111.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $17.79             | $18.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $94.64             | $98.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $106.48            | $114.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL624303  | 2032-02-01      | 6.5000%  |  | $827.85            | $863.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL623988  | 2032-02-01      | 6.5000%  |  | $40.50             | $42.25             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.2100%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $432.12            | $450.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5559  | 2055-07-01      | 6.0000%  |  | $6816.78           | $7100.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4801  | 2055-07-01      | 6.5000%  |  | $221.75            | $233.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE4339  | 2055-08-01      | 6.0000%  |  | $165.82            | $172.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3703  | 2055-08-01      | 6.0000%  |  | $20481.43          | $21337.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5402  | 2049-10-01      | 3.0000%  |  | $431.71            | $390.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5032  | 2049-12-01      | 3.0000%  |  | $35335.03          | $32009.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO5384  | 2049-12-01      | 3.5000%  |  | $48.93             | $45.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO4138  | 2049-09-01      | 3.0000%  |  | $341.33            | $307.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201  | 2049-09-01      | 3.0000%  |  | $98558.48          | $88686.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO1461  | 2049-10-01      | 3.0000%  |  | $13590.85          | $12289.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988  | 2049-07-01      | 3.5000%  |  | $458.30            | $430.44            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787723 M      | 2048-05-20      | 5.3170%  |  | $277006.06         | $281883.26         | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 787466 M      | 2049-08-20      | 5.4360%  |  | $31883.72          | $32612.94          | Agency Mortgage-Backed Securities         |
| GNMA GNAR WK 786837 M      | 2049-08-20      | 5.0500%  |  | $15880.37          | $16033.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783656 M      | 2042-05-20      | 4.0000%  |  | $12.94             | $12.64             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005259 M      | 2041-12-20      | 4.0000%  |  | $11.75             | $11.48             | Agency Mortgage-Backed Securities         |
| GNMA GNII JM 004796 M      | 2040-09-20      | 4.5000%  |  | $1920.55           | $1906.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZA1566  | 2026-04-01      | 6.5000%  |  | $0.00              | $0.00              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 2B3805 G         | 2045-02-01      | 6.5520%  |  | $5346.17           | $5583.91           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08737 G  | 2046-12-01      | 3.0000%  |  | $43.19             | $39.40             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07961 G  | 2045-03-01      | 3.5000%  |  | $1266.04           | $1210.88           | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G02061 G  | 2036-01-01      | 7.0000%  |  | $38019.26          | $40159.69          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847271 G         | 2030-09-01      | 6.4630%  |  | $15.26             | $15.42             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1724 G         | 2034-05-01      | 6.5000%  |  | $4.40              | $4.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8313  | 2045-12-01      | 4.0000%  |  | $222.31            | $216.00            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8317  | 2045-03-01      | 6.2670%  |  | $63721.83          | $66859.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $69.80             | $69.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $235.28            | $234.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $23.83             | $23.91             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL9691  | 2042-06-01      | 6.4240%  |  | $274478.09         | $287862.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631  | 2046-12-01      | 3.0000%  |  | $584.49            | $536.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9566  | 2046-06-01      | 3.5000%  |  | $49.31             | $47.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9494  | 2045-03-01      | 4.5000%  |  | $124.47            | $125.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9135  | 2043-01-01      | 4.0000%  |  | $178.70            | $175.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $696.90            | $700.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $733.15            | $675.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $282.38            | $296.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL7468  | 2045-02-01      | 5.0000%  |  | $148.28            | $153.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7225  | 2030-08-01      | 3.0000%  |  | $42.48             | $41.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $21.35             | $21.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7014  | 2045-06-01      | 4.0000%  |  | $88.57             | $86.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1676  | 2033-10-01      | 3.0000%  |  | $7416.88           | $7202.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAC9081  | 2038-09-01      | 6.5000%  |  | $35.09             | $38.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA6106  | 2050-06-01      | 4.0000%  |  | $103.30            | $99.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  |  | $3664161.88        | $3611141.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4794  | 2049-12-01      | 3.0000%  |  | $48730.92          | $43895.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5386  | 2050-03-01      | 4.5000%  |  | $96.75             | $95.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA2807  | 2048-12-01      | 5.0000%  |  | $94.91             | $97.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2163  | 2048-08-01      | 4.5000%  |  | $44.28             | $44.24             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1922  | 2048-06-01      | 5.0000%  |  | $2025.08           | $2073.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1354  | 2048-03-01      | 3.5000%  |  | $113.73            | $107.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0699  | 2047-11-01      | 4.0000%  |  | $127.29            | $124.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8236  | 2052-08-01      | 3.5000%  |  | $11827.96          | $11017.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  |  | $1447.45           | $1459.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8231  | 2052-07-01      | 4.5000%  |  | $1203.38           | $1185.97           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8299  | 2053-02-01      | 5.0000%  |  | $179.11            | $180.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL725156  | 2033-12-01      | 6.5000%  |  | $1.00              | $1.05              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL773629  | 2034-04-01      | 5.5000%  |  | $282.78            | $288.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $78.08             | $83.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL786188  | 2034-07-01      | 6.5000%  |  | $384.58            | $401.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725610  | 2034-07-01      | 5.5000%  |  | $2145.26           | $2212.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279  | 2051-08-01      | 2.5000%  |  | $153.35            | $132.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8242  | 2052-09-01      | 3.0000%  |  | $1449464.42        | $1290574.13        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8023  | 2049-11-01      | 2.5000%  |  | $54.88             | $47.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ6913  | 2051-12-01      | 2.0000%  |  | $62153.55          | $50597.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8044  | 2050-12-01      | 2.5000%  |  | $77797.91          | $67039.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5071  | 2040-09-01      | 2.0000%  |  | $112.17            | $98.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD6543  | 2052-02-01      | 2.5000%  |  | $168.55            | $145.13            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841662 G         | 2038-08-01      | 6.4340%  |  | $27668.78          | $29042.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK7547  | 2030-07-01      | 3.0000%  |  | $28.74             | $28.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5010  | 2039-07-01      | 2.5000%  |  | $79.12             | $72.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5020  | 2052-10-01      | 5.5000%  |  | $849.56            | $870.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKMA3652  | 2049-03-01      | 4.5000%  |  | $13.41             | $12.75             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1022  | 2052-05-01      | 4.0000%  |  | $159.80            | $153.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS4303  | 2037-07-01      | 6.5000%  |  | $1.03              | $1.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280  | 2053-03-01      | 5.0000%  |  | $747.58            | $753.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8185  | 2051-12-01      | 3.5000%  |  | $145.00            | $135.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7362  | 2053-10-01      | 6.0000%  |  | $907.24            | $949.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM1565  | 2047-04-01      | 3.0000%  |  | $6624.67           | $6076.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $326.27            | $337.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAC6688  | 2039-12-01      | 4.5000%  |  | $16.63             | $16.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932386  | 2040-01-01      | 4.5000%  |  | $9.74              | $9.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2921  | 2042-08-01      | 3.5000%  |  | $246.80            | $237.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.870 MTAM1855  | 2033-01-01      | 2.8700%  |  | $5617.54           | $5413.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0788 M      | 2043-02-20      | 6.0000%  |  | $143.64            | $151.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI5075  | 2036-07-01      | 5.0000%  |  | $2.20              | $2.24              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8214  | 2052-05-01      | 3.5000%  |  | $8782.71           | $8181.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $109.14            | $114.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745355  | 2036-03-01      | 5.0000%  |  | $58.26             | $60.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745515  | 2036-05-01      | 5.0000%  |  | $10.08             | $10.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745580  | 2036-06-01      | 5.0000%  |  | $2.03              | $2.10              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725948  | 2034-10-01      | 5.5000%  |  | $419.52            | $428.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  |  | $31.48             | $32.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $7.87              | $8.23              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254346  | 2032-06-01      | 6.5000%  |  | $78.85             | $82.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254311  | 2032-05-01      | 6.5000%  |  | $64.19             | $67.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $58.35             | $61.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254147  | 2032-01-01      | 6.5000%  |  | $3.98              | $4.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $112.54            | $118.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0939 M      | 2043-04-20      | 6.0000%  |  | $502.49            | $531.65            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FB MA0186 M      | 2042-06-20      | 6.2500%  |  | $3.35              | $3.46              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0093 M      | 2042-05-20      | 6.0000%  |  | $854.72            | $903.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0023 M      | 2042-04-20      | 4.0000%  |  | $146.60            | $143.18            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8343 X      | 2027-11-15      | 3.5000%  |  | $805.07            | $803.77            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5391 X      | 2042-06-15      | 3.5000%  |  | $434.18            | $412.06            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796269 X      | 2042-07-15      | 3.5000%  |  | $13.22             | $12.45             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778794 X      | 2042-01-15      | 3.5000%  |  | $13.24             | $12.40             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 766428 X      | 2046-11-15      | 2.5000%  |  | $261.32            | $228.09            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 763408 X      | 2041-05-15      | 4.7500%  |  | $13.42             | $13.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8248  | 2052-11-01      | 5.0000%  |  | $178.93            | $180.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8135  | 2052-10-01      | 5.5000%  |  | $154.07            | $157.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8889  | 2053-04-01      | 6.0000%  |  | $758.51            | $801.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8886  | 2053-04-01      | 6.0000%  |  | $166.42            | $174.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  |  | $340.86            | $337.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQZ8797  | 2055-11-01      | 4.0000%  |  | $221.83            | $211.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ8759  | 2055-11-01      | 5.5000%  |  | $1420637.45        | $1459837.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ8712  | 2055-11-01      | 5.0000%  |  | $443.80            | $447.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0689  | 2055-03-01      | 6.0000%  |  | $181971.16         | $188814.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745875  | 2036-09-01      | 6.5000%  |  | $1760.31           | $1881.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745818  | 2036-09-01      | 6.5000%  |  | $80.73             | $85.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745516  | 2036-05-01      | 5.5000%  |  | $424.16            | $445.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745434  | 2035-04-01      | 6.5000%  |  | $441.05            | $460.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745418  | 2036-04-01      | 5.5000%  |  | $12.39             | $13.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745344  | 2034-08-01      | 6.5000%  |  | $625.78            | $653.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745313  | 2035-05-01      | 6.5000%  |  | $538.82            | $565.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL744778  | 2033-11-01      | 6.0000%  |  | $123.76            | $127.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745275  | 2036-02-01      | 5.0000%  |  | $26.49             | $27.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745256  | 2036-02-01      | 6.0000%  |  | $29.26             | $30.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL740292  | 2033-09-01      | 4.5000%  |  | $535.95            | $537.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4119  | 2052-07-01      | 4.0000%  |  | $165.15            | $158.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4090  | 2052-07-01      | 4.0000%  |  | $343.98            | $331.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBO0858  | 2049-05-01      | 5.5000%  |  | $49.77             | $51.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710  | 2049-06-01      | 4.5000%  |  | $21860.29          | $21841.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN3898  | 2048-12-01      | 4.5000%  |  | $42.02             | $41.91             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  |  | $213.15            | $223.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  |  | $212.75            | $219.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  |  | $557.14            | $589.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF1152  | 2052-09-01      | 4.5000%  |  | $205.42            | $203.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8557  | 2052-05-01      | 4.0000%  |  | $632.18            | $611.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8552  | 2052-05-01      | 3.0000%  |  | $77992.05          | $70508.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8466  | 2054-07-01      | 5.5000%  |  | $192.57            | $198.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288  | 2052-03-01      | 2.0000%  |  | $803.88            | $653.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8125  | 2054-05-01      | 5.5000%  |  | $856.92            | $879.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7624  | 2054-03-01      | 6.5000%  |  | $2792.62           | $2929.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7594  | 2052-09-01      | 2.5000%  |  | $400.45            | $341.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7278  | 2053-11-01      | 5.0000%  |  | $301965.74         | $303691.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0479  | 2052-02-01      | 3.0000%  |  | $26669.11          | $24013.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0434  | 2051-11-01      | 2.5000%  |  | $15197.49          | $13243.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  |  | $104618.96         | $94807.38          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0377  | 2052-02-01      | 2.5000%  |  | $166.98            | $143.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6730  | 2055-04-01      | 5.5000%  |  | $238536.08         | $245923.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  |  | $293416.47         | $304976.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  |  | $347192.95         | $366005.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512  | 2055-06-01      | 6.0000%  |  | $3022739.23        | $3160923.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6182  | 2055-04-01      | 5.5000%  |  | $235973.69         | $241716.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4169  | 2055-04-01      | 5.5000%  |  | $217.50            | $223.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4077  | 2055-03-01      | 6.0000%  |  | $144.02            | $148.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0547  | 2052-02-01      | 2.5000%  |  | $47155.22          | $40603.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3807  | 2055-03-01      | 6.0000%  |  | $161.81            | $167.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1409  | 2055-02-01      | 6.0000%  |  | $1982.17           | $2070.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1200  | 2055-01-01      | 6.5000%  |  | $290.80            | $305.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD1080  | 2055-02-01      | 5.5000%  |  | $118000.43         | $120673.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0841  | 2055-01-01      | 6.0000%  |  | $409.37            | $424.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  |  | $99651.08          | $107000.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  |  | $2867.69           | $3114.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA0464  | 2053-10-01      | 6.5000%  |  | $12962.49          | $13550.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL878225  | 2036-10-01      | 6.5000%  |  | $17.10             | $18.15             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844789  | 2035-11-01      | 5.8990%  |  | $12.38             | $12.68             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.3380%  |  | $29202.14          | $30225.22          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843997  | 2035-11-01      | 5.9080%  |  | $7013.31           | $7185.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 GO827804  | 2035-03-01      | 6.0000%  |  | $632.37            | $645.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5352  | 2054-05-01      | 5.0000%  |  | $1682.02           | $1687.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5327  | 2054-04-01      | 5.0000%  |  | $390.75            | $392.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5295  | 2054-03-01      | 6.0000%  |  | $157.91            | $163.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4356  | 2051-06-01      | 2.5000%  |  | $4582356.04        | $3927822.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355  | 2051-06-01      | 2.0000%  |  | $1471.99           | $1203.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNMA4367  | 2031-06-01      | 1.5000%  |  | $18464.18          | $17550.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $160.51            | $131.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210  | 2050-12-01      | 2.5000%  |  | $116.87            | $100.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4238  | 2051-01-01      | 2.5000%  |  | $728.91            | $624.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4048  | 2050-06-01      | 3.0000%  |  | $130.32            | $117.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4078  | 2050-07-01      | 2.5000%  |  | $90.53             | $77.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4077  | 2050-07-01      | 2.0000%  |  | $2223373.48        | $1821091.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872  | 2049-12-01      | 3.5000%  |  | $23499.59          | $22061.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $48.41             | $43.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M      | 2054-08-20      | 5.5000%  |  | $368.46            | $374.65            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M      | 2054-07-20      | 6.5000%  |  | $46908970.56       | $48786861.76       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M      | 2053-04-20      | 5.5000%  |  | $9471195.47        | $9672584.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8726 M      | 2053-03-20      | 5.5000%  |  | $331140.88         | $338346.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M      | 2053-01-20      | 6.0000%  |  | $114.62            | $118.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8426 M      | 2052-11-20      | 4.0000%  |  | $352.44            | $336.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8270 M      | 2052-09-20      | 5.5000%  |  | $171.79            | $175.73            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M      | 2053-06-20      | 6.0000%  |  | $142.58            | $146.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M      | 2053-07-20      | 6.0000%  |  | $131.56            | $135.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $478485.83         | $488520.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  |  | $96475.09          | $98498.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8946 M      | 2053-06-20      | 4.5000%  |  | $44793.07          | $44075.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M      | 2053-05-20      | 5.5000%  |  | $17847396.67       | $18240991.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7289  | 2050-12-01      | 4.5000%  |  | $180.13            | $180.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8086  | 2054-06-01      | 6.5000%  |  | $272709.88         | $288732.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8006  | 2054-05-01      | 5.5000%  |  | $199.41            | $203.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $195.34            | $201.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $451.16            | $467.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $17.86             | $18.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $312.40            | $319.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $38.09             | $40.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL535159  | 2030-02-01      | 7.0000%  |  | $2.06              | $2.17              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.4770%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $869.82            | $914.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL534455  | 2028-11-01      | 6.5000%  |  | $8.88              | $9.27              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $215.23            | $221.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL815065  | 2035-04-01      | 5.5000%  |  | $3.43              | $3.58              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $64.60             | $66.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735403  | 2035-04-01      | 5.0000%  |  | $378.73            | $390.72            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G01840 G  | 2035-07-01      | 5.0000%  |  | $115.87            | $118.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL735746  | 2035-07-01      | 6.0000%  |  | $926.17            | $958.30            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WZ841851  | 2045-08-01      | 6.1680%  |  | $51619.02          | $53829.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735925  | 2035-10-01      | 5.0000%  |  | $68.10             | $70.30             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843998  | 2035-11-01      | 6.0890%  |  | $90281.76          | $92613.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $39.27             | $40.54             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844237  | 2035-11-01      | 5.6590%  |  | $1.19              | $1.21              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL256033  | 2035-12-01      | 6.5000%  |  | $1.90              | $2.03              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $65.82             | $68.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $10.61             | $10.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL481473  | 2029-02-01      | 6.0000%  |  | $51.35             | $52.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $116.53            | $121.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $88.31             | $92.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $47.79             | $49.69             | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC G01135 G  | 2030-09-01      | 8.0000%  |  | $10.63             | $11.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL535528  | 2030-08-01      | 6.5000%  |  | $0.31              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL535811  | 2031-04-01      | 6.5000%  |  | $745.29            | $777.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL594960  | 2031-08-01      | 7.5000%  |  | $2.14              | $2.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6358  | 2050-11-01      | 3.0000%  |  | $3230808.12        | $2920896.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8731  | 2053-04-01      | 5.0000%  |  | $368.30            | $370.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5024  | 2048-11-01      | 3.0000%  |  | $42.19             | $38.26             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5651 M      | 2048-12-20      | 4.0000%  |  | $21.49             | $20.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4476  | 2050-10-01      | 2.0000%  |  | $145.71            | $120.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC2678  | 2051-06-01      | 2.5000%  |  | $130.08            | $111.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  |  | $20.29             | $19.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1762  | 2054-07-01      | 6.0000%  |  | $873.22            | $901.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7001 M      | 2050-11-20      | 5.5000%  |  | $61.61             | $64.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1909  | 2045-02-01      | 4.0000%  |  | $3229.32           | $3163.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1655  | 2040-03-01      | 4.5000%  |  | $719.28            | $728.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD3128  | 2040-04-01      | 5.0000%  |  | $27.41             | $28.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAD6437  | 2040-06-01      | 5.0000%  |  | $18.79             | $19.43             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1017 M      | 2043-05-20      | 6.0000%  |  | $225.43            | $238.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1459  | 2033-06-01      | 3.0000%  |  | $144041.67         | $140119.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3657  | 2043-06-01      | 3.5000%  |  | $40.83             | $39.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY8146  | 2054-04-01      | 5.0000%  |  | $215.75            | $218.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3834  | 2050-02-01      | 4.5000%  |  | $80.65             | $80.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778  | 2047-02-01      | 4.0000%  |  | $149.89            | $146.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788370 C      | 2054-12-20      | 6.0000%  |  | $619130.84         | $646282.83         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.7240%  |  | $19772.65          | $19642.27          | Agency Mortgage-Backed Securities         |

### Security 78: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA,  3.750%, 1/2/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.4 - ISIN: US928WJB0054, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $109000000.00
- **C.18.a - Value (excl. sponsor support):** $109000000.00
- **C.19 - Percentage of Net Assets:** 3.6700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 05OKZVERUS SECURITIZATION  | 2069-01-25      | 5.9150%  |  | $3241003.19        | $3271200.16        | Private Label Collateralized Mortgage Obligations |
| 060EYVERUS SEC TR 2025-INV | 2070-02-25      | 5.9530%  |  | $2591424.65        | $2631552.43        | Private Label Collateralized Mortgage Obligations |
| 04CMHTOWD PT MTG TR 2019-2 | 2058-12-26      | 3.7500%  |  | $3725620.00        | $3155041.30        | Private Label Collateralized Mortgage Obligations |
| 03NYBTOWD PT MTG TR 2016-4 | 2056-07-25      | 3.9607%  |  | $791044.39         | $760838.79         | Private Label Collateralized Mortgage Obligations |
| 03ROQTOWD PT MTG TR 2017-3 | 2057-07-25      | 3.8558%  |  | $87329.06          | $81972.22          | Private Label Collateralized Mortgage Obligations |
| 06467OBX TRUST 2025-NQM10  | 2065-05-26      | 5.4530%  |  | $2929353.82        | $2966038.61        | Private Label Collateralized Mortgage Obligations |
| 05Z3CMORGAN ST RES MT LN 2 | 2069-10-25      | 5.9020%  |  | $2692216.79        | $2733064.00        | Private Label Collateralized Mortgage Obligations |
| 04UR5MELLO MTG CAP ACCPT 2 | 2051-10-25      | 0.0000%  |  | $30894482.01       | $3063011.83        | Private Label Collateralized Mortgage Obligations |
| 054SFFHLMC STACR REMIC TR  | 2042-09-25      | 7.5742%  |  | $3761862.06        | $3926623.99        | Private Label Collateralized Mortgage Obligations |
| 0517TCONNECTICUT AVE SEC 2 | 2042-04-25      | 8.3742%  |  | $8720000.00        | $9092309.84        | Private Label Collateralized Mortgage Obligations |
| 04Z4ICONNECTICUT AVE SEC 2 | 2042-03-25      | 10.1242% |  | $6540000.00        | $6944833.44        | Private Label Collateralized Mortgage Obligations |
| 03R7ZCSMC TRUST 2017-FHA1  | 2047-04-25      | 3.9195%  |  | $3418240.00        | $2736770.34        | Private Label Collateralized Mortgage Obligations |
| 063J7BRAVO RESIDENT FD TR  | 2065-02-25      | 5.6990%  |  | $2908246.67        | $2941645.46        | Private Label Collateralized Mortgage Obligations |
| 05I08BARCLAYS MTG LN TR 20 | 2053-04-01      | 6.0810%  |  | $2951994.09        | $2965317.92        | Private Label Collateralized Mortgage Obligations |
| 04ZLRANGEL OAK MORTGAGE TR | 2067-01-25      | 4.0949%  |  | $3893480.00        | $2901989.12        | Private Label Collateralized Mortgage Obligations |
| 050ERCONNECTICUT AVE SEC 2 | 2042-03-25      | 6.9742%  |  | $3107305.73        | $3184229.06        | Private Label Collateralized Mortgage Obligations |
| 05I08BARCLAYS MTG LN TR 20 | 2053-04-01      | 6.1930%  |  | $1531712.47        | $1546534.57        | Private Label Collateralized Mortgage Obligations |
| 051CRFHLMC STACR REMIC TR  | 2042-05-27      | 7.2242%  |  | $8645880.00        | $8906046.28        | Private Label Collateralized Mortgage Obligations |
| 066UJOBX TRUST 2025-NQM15  | 2065-07-27      | 5.5990%  |  | $2716286.69        | $2744842.56        | Private Label Collateralized Mortgage Obligations |
| 05S64VERUS SEC TRUST 2024- | 2069-06-25      | 6.6740%  |  | $2800350.05        | $2846426.08        | Private Label Collateralized Mortgage Obligations |
| 06467OBX TRUST 2025-NQM10  | 2065-05-26      | 5.4530%  |  | $2401759.78        | $2431837.42        | Private Label Collateralized Mortgage Obligations |
| 04UC5COLT MTG LN 2021-3 TR | 2066-09-27      | 0.9560%  |  | $3491291.20        | $3012895.86        | Private Label Collateralized Mortgage Obligations |
| 01BV1APPLE INC             | 2046-08-04      | 3.8500%  |  | $47088.00          | $39093.43          | Corporate Debt Securities                         |
| 01YQ8AMAZON COM INC        | 2033-03-20      | 4.3500%  |  | $20928.00          | $21031.26          | Corporate Debt Securities                         |
| 01BTYWALMART INC           | 2027-04-28      | 4.3349%  |  | $81968.00          | $82920.77          | Corporate Debt Securities                         |
| 01FB0ROYAL CARIBBEAN CRUIS | 2036-01-15      | 5.3750%  |  | $52320.00          | $53443.74          | Corporate Debt Securities                         |
| 01BPCPROCTER & GAMBLE CO   | 2027-02-01      | 1.9000%  |  | $55808.00          | $55244.16          | Corporate Debt Securities                         |
| 01BOEOLD REP INTL CORP     | 2034-03-28      | 5.7500%  |  | $9592.00           | $10132.36          | Corporate Debt Securities                         |
| 01BVGMICROSOFT CORP        | 2041-02-08      | 5.3000%  |  | $7848.00           | $8339.78           | Corporate Debt Securities                         |
| 01E2YLLOYDS BANKING GROUP  | 2500-12-31      | 8.0000%  |  | $8193312.00        | $8866365.27        | Corporate Debt Securities                         |
| 01BFHJPMORGAN CHASE & CO   | 2500-12-31      | 6.5000%  |  | $872.00            | $924.75            | Corporate Debt Securities                         |
| 02L8NHYATT HOTELS CORP     | 2035-12-15      | 5.4000%  |  | $1425720.00        | $1441288.86        | Corporate Debt Securities                         |
| 02G54GOLDMAN SACHS GROUP I | 2042-04-22      | 3.2100%  |  | $872.00            | $681.86            | Corporate Debt Securities                         |
| 01BPCCITIGROUP INC         | 2036-09-11      | 5.1740%  |  | $1547800.00        | $1593273.50        | Corporate Debt Securities                         |
| 01M7HMERCADOLIBRE  INC     | 2033-01-15      | 4.9000%  |  | $872.00            | $871.12            | Corporate Debt Securities                         |
| 01W3VSTATE STREET BANK & T | 2026-11-25      | 4.5940%  |  | $218000.00         | $220656.11         | Corporate Debt Securities                         |
| 01S1BBP CAP MKTS AMER INC  | 2029-10-17      | 4.9700%  |  | $68888.00          | $71690.09          | Corporate Debt Securities                         |
| 04TV5BSREP COMM MTG TR 202 | 2038-08-16      | 5.2155%  |  | $3473009.93        | $3212279.89        | Other Instrument                                  |
| 04B42CITIGROUP COML MTG TR | 2051-11-10      | 5.0662%  |  | $128436.88         | $100590.34         | Other Instrument                                  |
| 048PHCSAIL COML MTG TR 201 | 2051-08-17      | 4.4634%  |  | $3357200.00        | $3341533.63        | Other Instrument                                  |
| 03GH0COMM MTG TR 2015-CCRE | 2048-03-12      | 3.6993%  |  | $3488000.00        | $3271927.85        | Other Instrument                                  |
| 049T7BENCHMARK MTG TR 2018 | 2051-10-13      | 4.5863%  |  | $2785588.30        | $2643027.33        | Other Instrument                                  |
| 05TFSBMO MORTGAGE TRUST 20 | 2057-07-16      | 4.7500%  |  | $3374640.00        | $2692042.57        | Other Instrument                                  |
| 05UT4BANK5 2024-5YR8       | 2057-08-17      | 5.8840%  |  | $2978776.42        | $3137620.66        | Other Instrument                                  |
| 04V2WBX COML MTG TR 2021-V | 2044-03-11      | 2.8430%  |  | $2768600.00        | $2581697.81        | Other Instrument                                  |
| 03R3JCFCRE COML MTG TR 201 | 2050-06-17      | 3.0000%  |  | $3262152.00        | $2911464.14        | Other Instrument                                  |

### Security 79: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.850%, 1/2/2026
- **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: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 6.7400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 MB0786 M     | 2040-12-20      | 5.5000%  |  | $201.50            | $207.33            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0591 C     | 2055-12-20      | 5.0000%  |  | $102.00            | $101.61            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9678 C     | 2055-11-20      | 5.5000%  |  | $527901.67         | $533925.74         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9378 C     | 2065-11-20      | 6.5000%  |  | $4020313.60        | $4200993.20        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  |  | $99.91             | $104.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9252 C     | 2055-12-20      | 5.0000%  |  | $437779.20         | $436503.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8598 C     | 2055-12-20      | 5.0000%  |  | $124727.00         | $125477.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8591 C     | 2055-12-20      | 5.0000%  |  | $133040.60         | $133841.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8140 C     | 2052-10-20      | 6.0000%  |  | $186137.08         | $190626.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7650 C     | 2055-12-20      | 6.5000%  |  | $219286.40         | $230747.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8032 C     | 2055-10-20      | 6.5000%  |  | $100771.39         | $106038.08         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO1562 C     | 2065-10-20      | 6.5000%  |  | $121831.60         | $127306.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4438 C     | 2055-07-20      | 6.5000%  |  | $97.65             | $102.75            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3165 C     | 2055-09-20      | 6.5000%  |  | $205531.14         | $216273.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1631 C     | 2055-08-20      | 6.5000%  |  | $311159.28         | $327422.22         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DL0167       | 2065-10-15      | 5.4900%  |  | $100.00            | $102.86            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK8581       | 2060-09-15      | 6.0000%  |  | $199.60            | $211.06            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DK6880 C     | 2065-06-20      | 3.0000%  |  | $22589.58          | $20239.29          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DK6736       | 2060-06-15      | 5.8400%  |  | $99.58             | $105.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4290 C     | 2055-06-20      | 6.5000%  |  | $8862.82           | $9326.06           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1993 C     | 2055-07-20      | 6.5000%  |  | $406043.12         | $427265.23         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $32480.92          | $32394.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3903 C     | 2055-11-20      | 5.5000%  |  | $87263.17          | $89600.98          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4274 C     | 2055-06-20      | 6.0000%  |  | $5451.82           | $5903.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3549 C     | 2055-03-20      | 6.5000%  |  | $1117.58           | $1175.99           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH7663 C     | 2047-01-20      | 3.0000%  |  | $1078.31           | $970.83            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7768 M     | 2051-12-20      | 3.0000%  |  | $68.16             | $61.65             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $184285.83         | $181532.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  |  | $72.08             | $76.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB1343 | 2041-08-01      | 2.5000%  |  | $41809.20          | $37661.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ9291 | 2050-12-01      | 2.0000%  |  | $15020.33          | $12214.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAY5643 | 2030-06-01      | 2.5000%  |  | $9519.39           | $9303.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3851 M     | 2031-08-20      | 3.5000%  |  | $9829.51           | $9758.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0942 | 2053-10-01      | 6.0000%  |  | $288553.76         | $297862.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  |  | $9401103.99        | $9585387.56        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7303 M     | 2051-04-20      | 2.0000%  |  | $68.40             | $55.93             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $12852.39          | $12371.63          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  |  | $106705.35         | $107184.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5531 M     | 2048-10-20      | 5.5000%  |  | $79086.58          | $81577.83          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH7677 | 2054-01-01      | 7.0000%  |  | $1417243.18        | $1525246.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  |  | $2413006.03        | $1960873.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9638 M     | 2039-12-20      | 5.5000%  |  | $143.15            | $147.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3738 | 2034-08-01      | 3.0000%  |  | $97.54             | $94.99             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004801 M     | 2040-09-20      | 4.5000%  |  | $12.13             | $12.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT5926 | 2028-06-01      | 2.5000%  |  | $3231.31           | $3190.38           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  |  | $46.17             | $44.25             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8234 | 2054-11-01      | 5.0000%  |  | $52337.40          | $52696.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1037 | 2055-09-01      | 6.0000%  |  | $316584.66         | $332160.63         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5554       | 2059-12-15      | 5.4600%  |  | $77084.30          | $80044.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2517 C     | 2055-11-20      | 5.0000%  |  | $131150.35         | $131939.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4993 | 2055-11-01      | 6.5000%  |  | $118740.80         | $126827.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3448 C     | 2055-10-20      | 5.5000%  |  | $126101.95         | $127404.50         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BG9709 X     | 2048-07-15      | 4.0000%  |  | $5349.22           | $5261.55           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP3712       | 2058-05-15      | 5.1900%  |  | $194.70            | $199.67            | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN6294 C     | 2050-08-20      | 3.0000%  |  | $16573.51          | $14896.24          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  |  | $5779.13           | $5563.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9604 M     | 2054-04-20      | 5.0000%  |  | $10327722.92       | $10386711.44       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9485 M     | 2054-02-20      | 4.0000%  |  | $95380.93          | $91124.40          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M     | 2053-10-20      | 4.0000%  |  | $86.76             | $83.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $10482145.40       | $10787259.69       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9105 M     | 2053-08-20      | 5.0000%  |  | $7788899.73        | $7843520.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9776 M     | 2054-07-20      | 4.0000%  |  | $494.24            | $471.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5431 | 2055-05-01      | 6.0000%  |  | $347.01            | $358.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  |  | $410.41            | $413.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7767 M     | 2051-12-20      | 2.5000%  |  | $92086.21          | $79855.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $5775276.07        | $5008223.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M     | 2051-07-20      | 3.5000%  |  | $58.17             | $53.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7418 M     | 2051-06-20      | 2.5000%  |  | $14155.27          | $12275.35          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH7664 C     | 2050-10-20      | 3.0000%  |  | $4102.57           | $3687.34           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $75.96             | $74.98             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9111 | 2055-03-01      | 5.5000%  |  | $193975.44         | $199869.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX5448 | 2055-01-01      | 4.0000%  |  | $100053.62         | $95476.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1778 | 2054-12-01      | 5.0000%  |  | $575528.68         | $580483.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  |  | $82687.72          | $79957.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  |  | $1787637.51        | $1819751.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  |  | $1305465.19        | $1309899.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $498.78            | $464.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $291749.18         | $287498.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5978 C     | 2055-07-20      | 6.5000%  |  | $99.55             | $104.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCC0295 | 2055-04-01      | 7.0000%  |  | $1689391.42        | $1810860.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7864 C     | 2055-10-20      | 6.5000%  |  | $34195.96          | $35983.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9084 C     | 2050-10-20      | 5.5000%  |  | $144578.62         | $146290.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0783 M     | 2040-12-20      | 4.0000%  |  | $100.00            | $98.99             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2574 | 2056-01-01      | 5.5000%  |  | $1100721.60        | $1122301.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4483 C     | 2055-12-20      | 6.0000%  |  | $79650.40          | $82215.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1354 | 2055-04-01      | 7.0000%  |  | $58900.33          | $62772.28          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DG6440 C     | 2065-07-20      | 6.5000%  |  | $709.72            | $741.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0922 | 2052-03-01      | 3.0000%  |  | $260489.47         | $236785.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0687 M     | 2055-10-20      | 6.0000%  |  | $690616.30         | $708037.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3798 | 2055-11-01      | 7.0000%  |  | $223858.55         | $237118.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6459 C     | 2055-11-20      | 5.0000%  |  | $111436.97         | $112121.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3243 C     | 2055-11-20      | 5.5000%  |  | $110634.48         | $111944.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9985 C     | 2055-12-20      | 5.5000%  |  | $109837.60         | $111090.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8503 C     | 2055-12-20      | 6.5000%  |  | $106585.20         | $112156.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786835 C     | 2053-08-20      | 5.5000%  |  | $80.48             | $82.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0034 | 2054-06-01      | 6.5000%  |  | $380625.16         | $405785.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7315 C     | 2055-09-20      | 6.0000%  |  | $982972.40         | $1013487.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8573 | 2055-01-01      | 6.0000%  |  | $106259.22         | $110105.38         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ2717       | 2060-07-15      | 5.4400%  |  | $71082.58          | $73710.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4281 C     | 2055-08-20      | 5.0000%  |  | $99.54             | $104.31            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN9377 C     | 2065-10-20      | 7.0000%  |  | $172042.20         | $179852.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2339 | 2055-12-01      | 5.0000%  |  | $504982.40         | $514515.80         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DL3764 C     | 2065-10-20      | 6.0000%  |  | $178021.42         | $182623.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9170 C     | 2055-12-20      | 5.0000%  |  | $102366.20         | $103234.44         | Agency Mortgage-Backed Securities |
| GNMA GNII BD DM3093 C     | 2055-09-20      | 4.5000%  |  | $440644.91         | $425114.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2886 C     | 2055-10-20      | 6.5000%  |  | $275228.32         | $289612.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2831 C     | 2055-10-20      | 6.5000%  |  | $171068.89         | $180009.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2784 C     | 2055-10-20      | 6.5000%  |  | $203387.24         | $214017.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2714 C     | 2055-09-20      | 6.5000%  |  | $512424.20         | $539206.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9915 C     | 2055-12-20      | 5.5000%  |  | $163165.80         | $166934.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3622 C     | 2055-10-20      | 6.0000%  |  | $374476.28         | $383268.60         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4484 C     | 2043-05-20      | 3.0000%  |  | $3542.76           | $3219.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $200694.63         | $197790.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $333136.36         | $296901.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  |  | $33918.44          | $34551.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  |  | $362472.66         | $281923.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $273003.59         | $248302.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $578.55            | $519.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  |  | $1388514.82        | $1383752.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3401 | 2048-06-01      | 3.0000%  |  | $142223.15         | $128655.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKMA2842 | 2046-12-01      | 3.0000%  |  | $57056.35          | $50954.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3845 | 2052-06-01      | 3.5000%  |  | $11585.19          | $10827.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  |  | $1115.92           | $1043.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3154 | 2052-03-01      | 2.0000%  |  | $367116.46         | $298927.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3173 | 2052-03-01      | 3.5000%  |  | $329440.75         | $308472.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6020 | 2050-06-01      | 3.0000%  |  | $3126697.92        | $2789261.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB7273 | 2042-12-01      | 3.0000%  |  | $7920.21           | $7358.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $5354.77           | $5314.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBV8991 | 2037-04-01      | 1.5000%  |  | $80202.09          | $72732.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6330 | 2055-11-01      | 6.0000%  |  | $253253.47         | $267746.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV6253 | 2055-09-01      | 4.0000%  |  | $534375.39         | $510095.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV2448 | 2052-06-01      | 4.5000%  |  | $281128.46         | $277945.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ8091 | 2050-12-01      | 3.0000%  |  | $147095.16         | $131036.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD4890 | 2046-08-01      | 3.5000%  |  | $42247.00          | $40104.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9096 | 2046-12-01      | 3.5000%  |  | $5591.16           | $5320.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5901 | 2055-12-01      | 5.5000%  |  | $140655.18         | $144589.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5896 | 2055-12-01      | 5.0000%  |  | $130421.38         | $131923.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2249 | 2055-12-01      | 5.0000%  |  | $953579.20         | $956822.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  |  | $4399.81           | $4543.59           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL1764 C     | 2055-10-20      | 6.0000%  |  | $274111.43         | $278843.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0420 M     | 2055-06-20      | 3.5000%  |  | $197.61            | $180.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8568 C     | 2055-07-20      | 7.5000%  |  | $398.93            | $425.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3726 C     | 2055-12-20      | 5.0000%  |  | $16192.30          | $16130.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  |  | $300482.40         | $309725.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4935 | 2055-11-01      | 6.5000%  |  | $93696.45          | $99419.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0813 M     | 2055-12-20      | 5.0000%  |  | $68523.90          | $68772.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6422 | 2055-11-01      | 6.0000%  |  | $255080.00         | $267317.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $56905.73          | $55009.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $485748.52         | $496594.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5777 C     | 2055-08-20      | 6.5000%  |  | $99.65             | $104.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CNRD5283 | 2035-12-01      | 6.0000%  |  | $35792.71          | $37311.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5145 C     | 2055-12-20      | 5.5000%  |  | $437905.60         | $449636.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0137 C     | 2055-12-20      | 5.5000%  |  | $497394.40         | $510719.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5505 C     | 2055-12-20      | 5.5000%  |  | $102.40            | $105.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7657 C     | 2055-12-20      | 6.5000%  |  | $100.30            | $105.54            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6604 C     | 2055-10-20      | 5.5000%  |  | $623683.11         | $630225.13         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN5167 C     | 2065-10-20      | 6.0000%  |  | $32819.14          | $33721.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $838878.56         | $855580.91         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6687 C     | 2055-04-20      | 6.5000%  |  | $99.19             | $104.38            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9014 C     | 2055-09-20      | 6.5000%  |  | $99872.56          | $105092.36         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ4969       | 2060-04-15      | 5.7500%  |  | $199.95            | $211.05            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2757 C     | 2055-07-20      | 6.5000%  |  | $39668.94          | $41742.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH0383 C     | 2055-02-20      | 6.5000%  |  | $78.31             | $82.41             | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI1077 C     | 2044-12-20      | 3.0000%  |  | $4291.36           | $3900.46           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 778781 X     | 2042-01-15      | 4.0000%  |  | $14.88             | $14.49             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2871 | 2056-01-01      | 5.0000%  |  | $755696.80         | $759202.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0440 | 2055-12-01      | 6.0000%  |  | $550662.00         | $572711.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0104 | 2055-10-01      | 6.5000%  |  | $314156.92         | $332890.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0073 | 2055-12-01      | 5.5000%  |  | $366242.15         | $379793.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0019 | 2055-05-01      | 4.0000%  |  | $887658.70         | $847051.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5284 | 2055-11-01      | 6.5000%  |  | $773544.49         | $818970.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3409 | 2055-11-01      | 5.0000%  |  | $2514702.02        | $2553706.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3090 | 2049-07-01      | 4.0000%  |  | $597129.52         | $586661.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3520 M     | 2046-03-20      | 3.0000%  |  | $27271.54          | $25014.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9399 | 2055-08-01      | 6.0000%  |  | $135511.36         | $141038.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CZ946397 | 2047-09-01      | 6.5000%  |  | $113.42            | $117.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1039 | 2055-09-01      | 6.0000%  |  | $1373324.77        | $1450972.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0407 | 2055-05-01      | 6.0000%  |  | $1403863.17        | $1463448.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFS6691 | 2042-03-01      | 1.5000%  |  | $42761.17          | $36217.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  |  | $150395.47         | $142793.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $21697.84          | $22237.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  |  | $1094.76           | $1037.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM7284 | 2036-05-01      | 2.0000%  |  | $514834.74         | $479060.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6559 | 2051-03-01      | 2.0000%  |  | $985653.04         | $800967.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM5939 | 2051-02-01      | 2.0000%  |  | $385031.87         | $316013.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5810 | 2051-01-01      | 3.0000%  |  | $284980.33         | $253845.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7339 | 2055-04-01      | 6.0000%  |  | $1350594.62        | $1402888.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4381 | 2054-05-01      | 5.5000%  |  | $3530.95           | $3600.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2535 | 2054-07-01      | 6.0000%  |  | $10009.88          | $10342.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4976 | 2055-11-01      | 6.0000%  |  | $114770.02         | $121118.76         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 677194 X     | 2038-06-15      | 5.5000%  |  | $2653.46           | $2781.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 626985 C     | 2030-09-20      | 3.5000%  |  | $3161.78           | $3123.94           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788228 C     | 2055-06-20      | 5.5000%  |  | $2630641.21        | $2703368.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787259 C     | 2051-02-20      | 2.0000%  |  | $176.33            | $145.27            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785591 C     | 2051-08-20      | 3.0000%  |  | $6746.99           | $6096.09           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785240 C     | 2050-12-20      | 3.0000%  |  | $55.44             | $50.89             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6582 | 2050-09-01      | 3.0000%  |  | $263366.18         | $236222.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  |  | $10001.00          | $10070.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  |  | $688554.49         | $712042.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2346 | 2053-02-01      | 5.0000%  |  | $20059.62          | $20301.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $1248.24           | $1197.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1300 | 2052-07-01      | 5.0000%  |  | $2743.49           | $2795.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  |  | $229029.60         | $225975.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  |  | $370729.38         | $338337.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7465 | 2031-07-01      | 3.0000%  |  | $285045.95         | $280293.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIZA3918 | 2032-07-01      | 2.0000%  |  | $1119.31           | $1062.96           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC J37032 G | 2032-05-01      | 3.5000%  |  | $212570.15         | $211588.22         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G06791 G | 2041-10-01      | 4.0000%  |  | $6214.06           | $6118.69           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 737269 X     | 2040-05-15      | 4.5000%  |  | $4171.75           | $4169.74           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003499 M     | 2034-01-20      | 5.0000%  |  | $47.35             | $48.20             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO6320 C     | 2055-11-20      | 5.0000%  |  | $115368.92         | $116063.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5576 C     | 2055-12-20      | 6.0000%  |  | $100.10            | $104.28            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6182 C     | 2065-11-20      | 6.0000%  |  | $430491.20         | $441618.97         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO6179 C     | 2065-10-20      | 6.5000%  |  | $262314.80         | $274103.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4903 C     | 2055-12-20      | 6.0000%  |  | $100.00            | $104.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2872 | 2056-01-01      | 5.0000%  |  | $424000.00         | $429884.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6116 | 2055-12-01      | 5.5000%  |  | $204638.48         | $212461.88         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT7776 C     | 2055-12-20      | 6.0000%  |  | $100.00            | $104.97            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4463 C     | 2055-11-20      | 6.5000%  |  | $249234.04         | $262259.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA3310 | 2050-03-01      | 4.0000%  |  | $606048.30         | $585462.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL819558 | 2035-04-01      | 5.5000%  |  | $38257.71          | $40204.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745933 | 2036-09-01      | 6.0000%  |  | $137.64            | $146.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT1713 | 2043-03-01      | 3.0000%  |  | $4608.99           | $4278.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  |  | $1680.54           | $1679.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAS0070 | 2043-08-01      | 4.0000%  |  | $1441.16           | $1411.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $496.66            | $446.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMB0302 | 2055-02-01      | 5.5000%  |  | $106151.12         | $108232.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5096 | 2043-11-01      | 4.0000%  |  | $72.06             | $70.36             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4433 | 2041-06-01      | 4.5000%  |  | $11950.21          | $12082.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0290 | 2041-05-01      | 4.5000%  |  | $162.88            | $164.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAH2367 | 2041-01-01      | 4.0000%  |  | $30595.18          | $30125.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL557247 | 2030-08-01      | 8.5000%  |  | $44.80             | $46.04             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8783 | 2054-06-01      | 6.0000%  |  | $653357.97         | $679112.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA3711 | 2055-11-01      | 5.0000%  |  | $1958.30           | $1976.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5075 | 2031-12-01      | 1.5000%  |  | $477114.15         | $450977.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4868 | 2054-04-01      | 5.5000%  |  | $78985.55          | $81431.21          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2550 | 2037-04-01      | 2.5000%  |  | $611044.52         | $580275.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5358 | 2045-08-01      | 5.0000%  |  | $385853.56         | $390389.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $281.38            | $245.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $153817.72         | $132321.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  |  | $4061.98           | $4142.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG7338 | 2053-07-01      | 6.0000%  |  | $10468.05          | $10924.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8461 | 2052-08-01      | 4.0000%  |  | $356085.45         | $341748.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQD4795 | 2052-01-01      | 5.0000%  |  | $42505.85          | $42881.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC8073 | 2051-09-01      | 2.5000%  |  | $662634.69         | $571164.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC2565 | 2051-06-01      | 2.0000%  |  | $2609.70           | $2133.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4247 C     | 2055-11-20      | 6.0000%  |  | $296092.87         | $307007.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3819 C     | 2055-12-20      | 6.0000%  |  | $100.10            | $103.97            | Agency Mortgage-Backed Securities |
| GNMA GNII AP 784449 M     | 2044-09-20      | 4.5000%  |  | $33.42             | $33.19             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4457 C     | 2055-11-20      | 6.0000%  |  | $571857.45         | $596263.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN5171 C     | 2055-11-20      | 5.0000%  |  | $189466.99         | $190855.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4165 C     | 2055-10-20      | 5.5000%  |  | $392121.54         | $398827.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3411 C     | 2055-11-20      | 5.0000%  |  | $340491.58         | $342986.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3272 C     | 2055-11-20      | 5.5000%  |  | $117652.27         | $120803.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN3219 C     | 2055-11-20      | 5.5000%  |  | $411207.35         | $415900.18         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN3162       | 2060-12-15      | 5.2000%  |  | $1353189.90        | $1382867.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1242 C     | 2055-10-20      | 6.5000%  |  | $99.82             | $106.62            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0589 C     | 2055-09-20      | 6.5000%  |  | $100.38            | $105.27            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8151       | 2060-10-15      | 4.5700%  |  | $548541.61         | $534722.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7317 C     | 2055-09-20      | 6.0000%  |  | $292470.17         | $301549.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8090 C     | 2055-12-20      | 5.0000%  |  | $123996.40         | $124742.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4514 C     | 2055-03-20      | 6.5000%  |  | $62924.63          | $66213.49          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1766       | 2060-04-15      | 5.9900%  |  | $198.92            | $208.60            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DH1749       | 2060-02-15      | 5.8800%  |  | $99.30             | $105.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG4805 C     | 2055-03-20      | 5.5000%  |  | $353521.71         | $358164.28         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DD4714       | 2060-06-15      | 6.2500%  |  | $199.24            | $217.05            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4425       | 2059-09-15      | 5.3300%  |  | $99.40             | $102.57            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DC4422       | 2059-09-15      | 5.6900%  |  | $99.19             | $104.46            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DA8511       | 2060-06-15      | 5.8400%  |  | $199.16            | $211.62            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY4827       | 2059-07-15      | 5.8600%  |  | $98.86             | $105.24            | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7087 C     | 2064-03-20      | 6.5000%  |  | $64719.32          | $67469.93          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CR6950 C     | 2047-01-20      | 3.0000%  |  | $1872.44           | $1685.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  |  | $60980.22          | $49626.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB4785 | 2050-10-01      | 2.5000%  |  | $39481.99          | $33900.36          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $2075977.85        | $2142554.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $648769.82         | $670565.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $120103.27         | $124449.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $184182.32         | $160310.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA3303 | 2049-06-01      | 4.5000%  |  | $1204727.94        | $1203691.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  |  | $2940051.36        | $3108114.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  |  | $68858.26          | $70767.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9684 | 2054-12-01      | 6.5000%  |  | $1074475.59        | $1137596.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8827 | 2054-07-01      | 4.5000%  |  | $1441728.18        | $1415353.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6518 | 2053-06-01      | 5.0000%  |  | $4217385.95        | $4270300.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  |  | $293521.76         | $289282.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI9015 C     | 2055-09-20      | 6.5000%  |  | $189249.53         | $199141.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8999 C     | 2055-08-20      | 6.0000%  |  | $52656.66          | $54597.74          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7507       | 2060-11-15      | 5.3800%  |  | $49961.80          | $51559.50          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7014 C     | 2055-08-20      | 5.5000%  |  | $864597.00         | $876138.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5415 C     | 2055-12-20      | 6.5000%  |  | $400.20            | $422.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5372 C     | 2055-12-20      | 6.5000%  |  | $400.10            | $421.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M     | 2055-11-20      | 6.0000%  |  | $17936640.52       | $18411064.67       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0685 M     | 2055-10-20      | 5.0000%  |  | $508048.83         | $510010.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $8065.72           | $8095.84           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0369 M     | 2055-05-20      | 7.0000%  |  | $539602.67         | $559476.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $55531.65          | $56398.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0814 M     | 2055-12-20      | 5.5000%  |  | $39839129.60       | $40508440.24       | Agency Mortgage-Backed Securities |
| GNMA GNII RG CQ5116 C     | 2047-07-20      | 3.0000%  |  | $4384.38           | $3986.58           | Agency Mortgage-Backed Securities |
| GNMA GNII MH AD0856 C     | 2033-08-20      | 3.7500%  |  | $22.61             | $22.31             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9966 M     | 2054-10-20      | 6.0000%  |  | $1680968.63        | $1723362.66        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM0996 C     | 2050-07-20      | 3.0000%  |  | $9955.84           | $8957.75           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL8745 C     | 2047-12-20      | 3.0000%  |  | $3955.80           | $3555.69           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL7262 C     | 2049-12-20      | 3.0000%  |  | $1500.32           | $1348.48           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CK4382 C     | 2046-11-20      | 3.0000%  |  | $1117.06           | $1004.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8099 M     | 2052-06-20      | 3.5000%  |  | $262585.25         | $242771.80         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6884 M     | 2050-08-20      | 2.0000%  |  | $162.22            | $131.83            | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6700 M     | 2050-06-20      | 3.0000%  |  | $166483.18         | $146866.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6065 M     | 2034-08-20      | 3.5000%  |  | $12.04             | $11.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5596 M     | 2048-11-20      | 4.5000%  |  | $31422.74          | $31309.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5191 M     | 2048-05-20      | 3.5000%  |  | $316.69            | $295.45            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 353917 X     | 2027-10-15      | 7.0000%  |  | $27.85             | $28.10             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q20570 G | 2043-08-01      | 3.5000%  |  | $35845.24          | $34358.44          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $2713.99           | $2710.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6961 | 2054-06-01      | 6.0000%  |  | $415636.34         | $429591.34         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN0550       | 2066-03-15      | 6.3000%  |  | $10042.30          | $10156.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8461 | 2053-07-01      | 6.5000%  |  | $3521.24           | $3701.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY8607 | 2053-09-01      | 6.5000%  |  | $628957.55         | $659944.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $626.99            | $604.25            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  |  | $38799.96          | $32256.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2281 | 2054-09-01      | 6.0000%  |  | $3424123.24        | $3540673.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5553 | 2054-12-01      | 5.5000%  |  | $509246.27         | $519229.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8097 | 2050-08-01      | 2.0000%  |  | $69756.91          | $57072.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC3423 | 2051-06-01      | 2.0000%  |  | $4000.04           | $3250.54           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  |  | $2244750.56        | $2215748.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785021 M     | 2047-05-20      | 4.0000%  |  | $39.82             | $38.50             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $67328.57          | $63877.53          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ0629 C     | 2043-06-20      | 3.0000%  |  | $1508.08           | $1370.52           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZT0000 | 2047-01-01      | 3.0000%  |  | $2052.14           | $1851.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7171 | 2046-05-01      | 3.5000%  |  | $1753.77           | $1669.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7282 | 2053-08-01      | 6.0000%  |  | $92036.79          | $97005.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3422 | 2052-12-01      | 4.5000%  |  | $454096.97         | $449990.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA1842 | 2049-08-01      | 4.5000%  |  | $210696.31         | $208898.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $7645.54           | $6801.76           | Agency Mortgage-Backed Securities |
| GNMA GNII RG CJ2359 C     | 2050-11-20      | 3.0000%  |  | $4006.55           | $3601.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0992 | 2052-04-01      | 3.0000%  |  | $84829.23          | $75563.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBX1276 | 2042-11-01      | 4.0000%  |  | $82946.49          | $82030.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBR3534 | 2051-01-01      | 3.5000%  |  | $126600.97         | $118380.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  |  | $2273201.59        | $2354095.74        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL2889 C     | 2049-07-20      | 3.0000%  |  | $2005.99           | $1803.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5388 | 2054-06-01      | 5.5000%  |  | $2254392.39        | $2299735.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  |  | $13196.71          | $13289.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784105 M     | 2044-11-20      | 4.0000%  |  | $19.34             | $18.79             | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CP7208       | 2057-11-15      | 4.0000%  |  | $383.63            | $370.48            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9709       | 2058-04-15      | 5.0000%  |  | $97.15             | $98.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $308636.35         | $312153.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  |  | $1408.38           | $1423.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8332 | 2039-10-01      | 4.0000%  |  | $12836.76          | $12727.18          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $61.74             | $57.88             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7591 M     | 2051-09-20      | 3.5000%  |  | $12634.00          | $11669.36          | Agency Mortgage-Backed Securities |

### Security 80: Drake Cement LLC

- **C.1 - Title:** Yavapai County, AZ IDA - Recovery Zone Facility (Drake Cement LLC) , Taxble (Series 2015),  3.950%, 9/1/2035
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000000.00
- **C.18.a - Value (excl. sponsor support):** $13000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has 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 81: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.110%, 2/4/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01MKYZYNGA INC             | 2026-12-15      | 0.0000%  |  | $384.62            | $423.94            | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2030-06-15      | 0.0000%  |  | $3651538.46        | $3091027.31        | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2028-07-15      | 2.2500%  |  | $1496153.85        | $1442105.29        | Corporate Debt Securities |
| 01E11SUPER MICRO COMPUTER  | 2029-03-01      | 3.5000%  |  | $3669230.77        | $3299250.00        | Corporate Debt Securities |
| 02M6FSPIRIT AEROSYSTEMS IN | 2028-11-01      | 3.2500%  |  | $132692.31         | $210505.29         | Corporate Debt Securities |
| 01TDNSEAGATE HDD CAYMAN    | 2028-06-01      | 3.5000%  |  | $78076.92          | $267536.00         | Corporate Debt Securities |
| 01BOPPG&E CORP             | 2027-12-01      | 4.2500%  |  | $775384.62         | $798911.08         | Corporate Debt Securities |
| 01BOPPG&E CORP             | 2027-12-01      | 6.0000%  |  | $2505.77           | $102410.79         | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2027-05-01      | 0.0000%  |  | $1323076.92        | $1576366.77        | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2030-09-15      | 0.7500%  |  | $261538.46         | $253457.14         | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2027-02-15      | 2.5000%  |  | $384.62            | $394.18            | Corporate Debt Securities |
| 06668LIBERTY MEDIA CORP DE | 2053-09-30      | 2.3750%  |  | $126538.46         | $184493.08         | Corporate Debt Securities |
| 02GG3JETBLUE AIRWAYS CORP  | 2029-09-01      | 2.5000%  |  | $96538.46          | $94639.87          | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2029-10-01      | 0.0000%  |  | $628846.15         | $587782.50         | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2030-04-01      | 0.2500%  |  | $186538.46         | $192904.09         | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2030-04-15      | 0.8750%  |  | $2350769.23        | $2628331.41        | Corporate Debt Securities |
| 01BEKBOEING CO             | 2027-10-15      | 6.0000%  |  | $1368.46           | $96996.55          | Corporate Debt Securities |
| 01RUWAXON ENTERPRISE INC   | 2027-12-15      | 0.5000%  |  | $62307.69          | $157776.92         | Corporate Debt Securities |
| 01BTQLIVE NATION ENTERTAIN | 2031-10-15      | 2.8750%  |  | $4184615.38        | $4154355.38        | Corporate Debt Securities |
| 01BTQLIVE NATION ENTERTAIN | 2029-01-15      | 3.1250%  |  | $2007307.69        | $2969831.25        | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2027-02-15      | 1.1250%  |  | $31153.85          | $31222.97          | Corporate Debt Securities |
| 035CUDOORDASH INC          | 2030-05-15      | 0.0000%  |  | $1236923.08        | $1296295.38        | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2029-03-01      | 0.5000%  |  | $2275769.23        | $2157808.53        | Corporate Debt Securities |

### Security 82: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.,  4.040%, 2/4/2026
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.4 - ISIN: US99CBF29066, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 01MKYZYNGA INC             | 2026-12-15      | 0.0000%  |  | $3718285.71        | $4098443.25        | Corporate Debt Securities |
| 02LPWSYNAPTICS INC         | 2031-12-01      | 0.7500%  |  | $285.71            | $303.04            | Corporate Debt Securities |
| 01XN0BLOCK INC             | 2026-05-01      | 0.0000%  |  | $1266857.14        | $1243166.91        | Corporate Debt Securities |
| 02G8BON SEMICONDUCTOR CORP | 2027-05-01      | 0.0000%  |  | $105428.57         | $125611.82         | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2027-02-15      | 2.5000%  |  | $238285.71         | $244213.07         | Corporate Debt Securities |
| 028CSMARA HOLDINGS INC     | 2032-08-01      | 0.0000%  |  | $50000.00          | $34613.00          | Corporate Debt Securities |
| 02GG3JETBLUE AIRWAYS CORP  | 2029-09-01      | 2.5000%  |  | $38000.00          | $37252.67          | Corporate Debt Securities |
| 03AH9GUARDANT HEALTH INC   | 2033-05-15      | 0.0000%  |  | $860000.00         | $933100.00         | Corporate Debt Securities |
| 04QJJCOINBASE GLOBAL INC   | 2026-06-01      | 0.5000%  |  | $1564000.00        | $1562149.27        | Corporate Debt Securities |
| 028MZCLEANSPARK INC        | 2032-02-15      | 0.0000%  |  | $857.14            | $653.14            | Corporate Debt Securities |
| 02G4WCENTRUS ENERGY CORP   | 2032-08-15      | 0.0000%  |  | $1356857.14        | $1765949.57        | Corporate Debt Securities |
| 02DM8AIRBNB INC            | 2026-03-15      | 0.0000%  |  | $171714.29         | $169911.29         | Corporate Debt Securities |
| 02FTPNCL CORP LTD          | 2027-02-15      | 1.1250%  |  | $22000.00          | $22048.81          | Corporate Debt Securities |

## N-MFP: Signatures

**Registrant:** Federated Hermes Money Market Obligations Trust

**Date:** 2026-01-08

**By:** Stephen Van Meter

**Name of Signing Officer:** Stephen Van Meter

**Title of Signing Officer:** Chief Compliance Officer