# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-034994
**Filing Date:** 2026-4
**Character Count:** 1366042
**Document Hash:** 290ffff55acef4bc5a045ebe69ae8f54
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034994.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034994

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EDWARD JONES MONEY MARKET FUND
- **CENTRAL INDEX KEY:** 0000314650

**ORGANIZATION NAME:**
- **EIN:** 256215504
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 26844150

**BUSINESS ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131
- **BUSINESS PHONE:** 3145155987

**MAIL ADDRESS:**
- **STREET 1:** 12555 MANCHESTER ROAD
- **CITY:** ST. LOUIS
- **STATE:** MO
- **ZIP:** 63131

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JONES EDWARD D & CO DAILY PASSPORT CASH TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BROKERS TRUST FOR SHORT TERM UNITED STATES GOVERNMENT OBLIGA
- **DATE OF NAME CHANGE:** 19800319

## Series and Classes Contracts Data

### EDWARD JONES MONEY MARKET FUND (Series ID: S000009066)

| Class ID   | Class Name        | Ticker Symbol   |
|:---|:---|:---|
| C000024632 | Investment Shares | JNSXX           |
| C000024633 | Retirement Shares | JRSXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000314650

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 48 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $33896826998.00

- **Amortized Cost of Portfolio Securities:** $33898143893.88

- **Cash:** $435326.47

- **Total Other Assets:** $61608285.08

- **Total Liabilities:** $45236278.90

- **Net Assets of Series:** $33914951226.53

- **Number of Shares Outstanding (Series):** 33914553010.2450

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $23123667537.69           | $28962291496.69            | 66.0800%                  | 82.7600%                   |
| 2026-03-03 | $22339769060.48           | $28676424060.48            | 64.4400%                  | 82.7200%                   |
| 2026-03-04 | $22893951555.56           | $29185620930.06            | 65.0800%                  | 82.9700%                   |
| 2026-03-05 | $22342452317.85           | $28934134976.35            | 64.1100%                  | 83.0200%                   |
| 2026-03-06 | $22232287371.90           | $28823969348.90            | 63.9800%                  | 82.9500%                   |
| 2026-03-09 | $23417336715.59           | $29511077309.59            | 66.0900%                  | 83.2800%                   |
| 2026-03-10 | $23157073655.81           | $28676829903.81            | 65.9700%                  | 81.7000%                   |
| 2026-03-11 | $23007140044.57           | $28576910711.07            | 65.9700%                  | 81.9500%                   |
| 2026-03-12 | $21879338479.27           | $27973622228.77            | 64.5500%                  | 82.5400%                   |
| 2026-03-13 | $22053492834.76           | $27913289345.21            | 64.8200%                  | 82.0400%                   |
| 2026-03-16 | $22718588623.12           | $27879423693.02            | 66.9500%                  | 82.1600%                   |
| 2026-03-17 | $21672437256.05           | $28081791469.40            | 63.9200%                  | 82.8200%                   |
| 2026-03-18 | $22267725249.16           | $28402094022.26            | 65.0600%                  | 82.9800%                   |
| 2026-03-19 | $22204101773.85           | $28597981773.85            | 64.5000%                  | 83.0800%                   |
| 2026-03-20 | $22287674821.37           | $28481569821.37            | 64.9500%                  | 83.0000%                   |
| 2026-03-23 | $22375931869.10           | $28769871869.10            | 64.7200%                  | 83.2100%                   |
| 2026-03-24 | $21979919250.15           | $28373874250.15            | 64.3000%                  | 83.0100%                   |
| 2026-03-25 | $21838870830.76           | $28232840872.76            | 64.1600%                  | 82.9400%                   |
| 2026-03-26 | $22040583314.93           | $28284583314.93            | 64.1300%                  | 82.3000%                   |
| 2026-03-27 | $21996605452.28           | $28387605452.28            | 64.0800%                  | 82.6900%                   |
| 2026-03-30 | $21709513085.23           | $28140270752.03            | 63.7800%                  | 82.6700%                   |
| 2026-03-31 | $21632975427.60           | $28063738772.00            | 63.7000%                  | 82.6400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7500%             |
| 2026-03-05 | 3.7500%             |
| 2026-03-06 | 3.7400%             |
| 2026-03-09 | 3.7300%             |
| 2026-03-10 | 3.7300%             |
| 2026-03-11 | 3.7200%             |
| 2026-03-12 | 3.7200%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7200%             |
| 2026-03-17 | 3.7300%             |
| 2026-03-18 | 3.7300%             |
| 2026-03-19 | 3.7200%             |
| 2026-03-20 | 3.7200%             |
| 2026-03-23 | 3.7100%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7100%             |
| 2026-03-26 | 3.7100%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $24009484897.47

- **Number of Shares Outstanding:** 24009208091.3470

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $615787955.15             | $528752395.92           |
| 2026-03-03 | $544292125.94             | $520403547.36           |
| 2026-03-04 | $530895400.22             | $587614163.49           |
| 2026-03-05 | $529743606.08             | $514448621.42           |
| 2026-03-06 | $547107252.46             | $570092505.03           |
| 2026-03-09 | $515419931.87             | $469505593.43           |
| 2026-03-10 | $447149328.51             | $596140449.48           |
| 2026-03-11 | $457033257.65             | $530529974.80           |
| 2026-03-12 | $439958307.12             | $411905408.89           |
| 2026-03-13 | $375582717.70             | $432711224.03           |
| 2026-03-16 | $406999571.44             | $441454014.24           |
| 2026-03-17 | $509893602.30             | $431869786.76           |
| 2026-03-18 | $441229192.93             | $470056766.93           |
| 2026-03-19 | $492131774.29             | $398613499.74           |
| 2026-03-20 | $499781771.78             | $600622480.24           |
| 2026-03-23 | $636466285.42             | $391153594.71           |
| 2026-03-24 | $357822730.83             | $441005637.01           |
| 2026-03-25 | $489966241.82             | $586845914.31           |
| 2026-03-26 | $489562471.86             | $461718538.58           |
| 2026-03-27 | $573670580.46             | $473397406.13           |
| 2026-03-30 | $410624962.09             | $537462935.68           |
| 2026-03-31 | $468058739.57             | $538586399.03           |

**Total Gross Subscriptions (Month):** $10779177807.49

**Total Gross Redemptions (Month):** $10934890857.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0300%           |
| 2026-03-03 | 3.0400%           |
| 2026-03-04 | 3.0400%           |
| 2026-03-05 | 3.0400%           |
| 2026-03-06 | 3.0300%           |
| 2026-03-09 | 3.0300%           |
| 2026-03-10 | 3.0200%           |
| 2026-03-11 | 3.0200%           |
| 2026-03-12 | 3.0200%           |
| 2026-03-13 | 3.0200%           |
| 2026-03-16 | 3.0200%           |
| 2026-03-17 | 3.0200%           |
| 2026-03-18 | 3.0200%           |
| 2026-03-19 | 3.0200%           |
| 2026-03-20 | 3.0100%           |
| 2026-03-23 | 3.0000%           |
| 2026-03-24 | 3.0000%           |
| 2026-03-25 | 3.0000%           |
| 2026-03-26 | 3.0000%           |
| 2026-03-27 | 3.0000%           |
| 2026-03-30 | 3.0000%           |
| 2026-03-31 | 3.0100%           |

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9905466329.06

- **Number of Shares Outstanding:** 9905344918.8980

- **Expense Reimbursement/Waiver:** 3952775.44

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $673053336.78             | $705071251.75           |
| 2026-03-03 | $601082131.04             | $567239635.96           |
| 2026-03-04 | $742370773.02             | $679580246.64           |
| 2026-03-05 | $632024766.90             | $600152208.39           |
| 2026-03-06 | $624525424.23             | $590707553.64           |
| 2026-03-09 | $529131836.92             | $561999954.73           |
| 2026-03-10 | $540848177.35             | $687489467.57           |
| 2026-03-11 | $607294968.78             | $621862361.15           |
| 2026-03-12 | $589238647.32             | $551578320.30           |
| 2026-03-13 | $512259772.10             | $534223192.92           |
| 2026-03-16 | $526490214.15             | $536404233.52           |
| 2026-03-17 | $539108329.28             | $496879976.78           |
| 2026-03-18 | $565500448.28             | $548619355.79           |
| 2026-03-19 | $573361102.34             | $545397176.87           |
| 2026-03-20 | $487057482.30             | $485153747.27           |
| 2026-03-23 | $626048167.62             | $485121152.42           |
| 2026-03-24 | $463990030.75             | $448077155.17           |
| 2026-03-25 | $583071505.98             | $630620799.42           |
| 2026-03-26 | $558778418.50             | $536321436.56           |
| 2026-03-27 | $506894080.19             | $508785216.50           |
| 2026-03-30 | $513231467.87             | $553953364.74           |
| 2026-03-31 | $501760774.96             | $513596154.18           |

**Total Gross Subscriptions (Month):** $12497121856.66

**Total Gross Redemptions (Month):** $12388833962.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.0300%           |
| 2026-03-03 | 3.0300%           |
| 2026-03-04 | 3.0300%           |
| 2026-03-05 | 3.0300%           |
| 2026-03-06 | 3.0200%           |
| 2026-03-09 | 3.0200%           |
| 2026-03-10 | 3.0100%           |
| 2026-03-11 | 3.0100%           |
| 2026-03-12 | 3.0100%           |
| 2026-03-13 | 3.0100%           |
| 2026-03-16 | 3.0100%           |
| 2026-03-17 | 3.0100%           |
| 2026-03-18 | 3.0100%           |
| 2026-03-19 | 3.0100%           |
| 2026-03-20 | 3.0000%           |
| 2026-03-23 | 3.0000%           |
| 2026-03-24 | 2.9900%           |
| 2026-03-25 | 2.9900%           |
| 2026-03-26 | 3.0000%           |
| 2026-03-27 | 2.9900%           |
| 2026-03-30 | 3.0000%           |
| 2026-03-31 | 3.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Barclays Bank plc

- **C.1 - Title:** Barclays Repo Barclays Tri Party 3.680000%
- **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: 00799J004, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 00799J004_3.68_0407
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-208 QY      | 2055-12-20      | 4.5000%  | 0.0000% | $453116.69         | $382847.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  | 0.0000% | $840283.52         | $648553.79         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $4867253.55        | $5117701.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-68 JC       | 2046-05-20      | 2.0000%  | 0.0000% | $257979.28         | $228140.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5729%  | 0.0000% | $12812503.95       | $12858184.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0895%  | 0.0000% | $5322.68           | $5179.08           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 NA      | 2054-03-20      | 4.5000%  | 0.0000% | $6648651.83        | $6571886.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3229%  | 0.0000% | $9458083.56        | $9551968.79        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4119%  | 0.0000% | $206165.79         | $214039.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK      | 2056-02-20      | 4.5000%  | 0.0000% | $8659383.57        | $8417449.06        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9119%  | 0.0000% | $8882647.14        | $8931489.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  | 0.0000% | $2932412.89        | $2914470.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FV      | 2056-03-20      | 4.5722%  | 0.0000% | $6237394.95        | $6194575.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  | 0.0000% | $262.63            | $261.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 BC      | 2051-08-20      | 4.5000%  | 0.0000% | $26263157.89       | $25737448.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 QT      | 2066-02-20      | 6.5000%  | 0.0000% | $74239961.33       | $76734993.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 KV      | 2037-03-20      | 4.5000%  | 0.0000% | $2901568.35        | $2863563.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $4894745.11        | $4923470.74        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3529%  | 0.0000% | $3071034.66        | $3102047.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7229%  | 0.0000% | $15318278.10       | $15360466.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $258060.65         | $257397.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8729%  | 0.0000% | $2945326.91        | $2960521.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1729% | 0.0000% | $2966589.91        | $3136007.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  | 0.0000% | $3259726.23        | $3257110.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  | 0.0000% | $88685.35          | $85835.27          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  | 0.0000% | $293.05            | $299.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  | 0.0000% | $472.36            | $496.84            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3594 C      | 2055-07-20      | 6.5000%  | 0.0000% | $482565.00         | $509616.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4996 C      | 2055-07-20      | 6.5000%  | 0.0000% | $783.20            | $827.11            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  | 0.0000% | $9850.14           | $9683.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2817  | 2056-03-01      | 6.0000%  | 0.0000% | $2624556.68        | $2709902.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9338  | 2054-10-01      | 6.0000%  | 0.0000% | $756717.87         | $786389.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  | 0.0000% | $9949383.96        | $10082529.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  | 0.0000% | $187.48            | $193.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4547  | 2037-05-01      | 2.5000%  | 0.0000% | $10872.06          | $10266.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3791  | 2037-05-01      | 2.5000%  | 0.0000% | $496673.63         | $469061.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $6982819.63        | $5652639.04        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  | 0.0000% | $2925137.69        | $2390032.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2960  | 2049-01-01      | 4.5000%  | 0.0000% | $41510.94          | $40730.54          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  | 0.0000% | $25271.25          | $24867.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2641  | 2048-11-01      | 4.5000%  | 0.0000% | $243688.75         | $239334.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  | 0.0000% | $261.45            | $265.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA1191  | 2047-11-01      | 3.5000%  | 0.0000% | $419681.33         | $390319.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1795  | 2048-05-01      | 5.0000%  | 0.0000% | $127363.08         | $127576.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4462  | 2054-04-01      | 5.5000%  | 0.0000% | $2275269.73        | $2315733.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5078  | 2047-05-01      | 3.5000%  | 0.0000% | $110609.42         | $103523.08         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1619%  | 0.0000% | $891633.69         | $888385.75         | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 5.9965%  | 0.0000% | $34286974.70       | $22601159.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9396  | 2039-11-01      | 5.5000%  | 0.0000% | $17412.45          | $17842.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3681  | 2049-06-01      | 4.5000%  | 0.0000% | $2248209.19        | $2203885.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4566  | 2037-03-01      | 1.5000%  | 0.0000% | $413627.16         | $371263.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3875  | 2048-04-01      | 4.0000%  | 0.0000% | $232163.51         | $222605.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3882  | 2052-06-01      | 5.0000%  | 0.0000% | $540094.77         | $536191.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938  | 2045-03-01      | 3.5000%  | 0.0000% | $2455.24           | $2287.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  | 0.0000% | $10186.03          | $10519.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671529 X      | 2037-09-15      | 6.5000%  | 0.0000% | $6.22              | $6.58              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004052 M      | 2037-11-20      | 7.5000%  | 0.0000% | $4519.89           | $4620.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549  | 2046-03-01      | 3.5000%  | 0.0000% | $108980.76         | $102083.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY1213  | 2053-05-01      | 6.0000%  | 0.0000% | $192222.85         | $198006.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1674  | 2037-03-01      | 5.5000%  | 0.0000% | $4611.66           | $4701.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7417 M      | 2051-06-20      | 2.0000%  | 0.0000% | $10006976.52       | $8251899.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  | 0.0000% | $1850.15           | $1728.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4688  | 2046-11-01      | 3.0000%  | 0.0000% | $274436.78         | $247461.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0746  | 2055-04-01      | 6.5000%  | 0.0000% | $4744316.86        | $5007084.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  | 0.0000% | $30130.25          | $32498.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP0038  | 2049-12-01      | 3.0000%  | 0.0000% | $29331.89          | $26126.62          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  | 0.0000% | $77638.79          | $76329.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3697  | 2039-07-01      | 3.0000%  | 0.0000% | $6413.09           | $6003.93           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY0512 X      | 2047-06-15      | 4.5000%  | 0.0000% | $74.71             | $72.72             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609  | 2034-01-01      | 3.0000%  | 0.0000% | $408102.63         | $395678.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0273  | 2045-10-01      | 3.5000%  | 0.0000% | $114955.74         | $107887.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1288  | 2043-02-01      | 3.0000%  | 0.0000% | $23883.70          | $21892.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930063  | 2038-09-01      | 6.0000%  | 0.0000% | $78738.51          | $83006.84          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 673234 X      | 2038-11-15      | 6.0000%  | 0.0000% | $2.81              | $2.98              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  | 0.0000% | $3020.91           | $3090.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6566  | 2054-10-01      | 6.0000%  | 0.0000% | $1790508.56        | $1864868.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1703  | 2049-01-01      | 4.0000%  | 0.0000% | $374088.32         | $358216.25         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X      | 2047-04-15      | 4.5000%  | 0.0000% | $66.05             | $65.74             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  | 0.0000% | $242561.07         | $246818.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8464  | 2044-09-01      | 3.5000%  | 0.0000% | $51575.60          | $48405.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0098  | 2055-06-01      | 6.0000%  | 0.0000% | $2440105.90        | $2545991.86        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  | 0.0000% | $6930.05           | $7250.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  | 0.0000% | $176691.19         | $165566.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  | 0.0000% | $3054825.07        | $2355147.94        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  | 0.0000% | $220.48            | $189.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  | 0.0000% | $122303.89         | $113654.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4781  | 2048-07-01      | 4.5000%  | 0.0000% | $62293.70          | $61197.70          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724406 X      | 2039-11-15      | 4.5000%  | 0.0000% | $2048.50           | $2019.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8425 M      | 2052-11-20      | 3.5000%  | 0.0000% | $6421415.12        | $5933154.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9801  | 2040-03-01      | 5.0000%  | 0.0000% | $4164.26           | $4191.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7418 M      | 2051-06-20      | 2.5000%  | 0.0000% | $8077786.66        | $6944798.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1233  | 2048-03-01      | 3.5000%  | 0.0000% | $2075457.20        | $1947965.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4422  | 2042-12-01      | 3.0000%  | 0.0000% | $132492.25         | $121445.58         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  | 0.0000% | $16.61             | $16.85             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  | 0.0000% | $744.42            | $750.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  | 0.0000% | $47.86             | $48.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CTZA2090  | 2028-10-01      | 6.0000%  | 0.0000% | $1837.79           | $1879.75           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2826 M      | 2045-05-20      | 3.5000%  | 0.0000% | $41966.56          | $39499.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  | 0.0000% | $24829.45          | $24348.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  | 0.0000% | $2231.23           | $2301.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  | 0.0000% | $12.65             | $12.80             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753314 X      | 2040-12-15      | 4.0000%  | 0.0000% | $31012.25          | $29814.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9175  | 2053-06-01      | 6.0000%  | 0.0000% | $4160193.15        | $4308412.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7533 M      | 2051-08-20      | 2.0000%  | 0.0000% | $10026982.97       | $8268397.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $410904.34         | $406868.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1173  | 2041-04-01      | 5.5000%  | 0.0000% | $99047.48          | $101686.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3530  | 2048-10-01      | 3.0000%  | 0.0000% | $1661.63           | $1494.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM6020  | 2048-03-01      | 3.0000%  | 0.0000% | $5143.25           | $4590.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C      | 2056-02-20      | 5.0000%  | 0.0000% | $267.84            | $266.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  | 0.0000% | $268.47            | $275.36            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO7369        | 2061-03-15      | 3.8300%  | 0.0000% | $2586282.60        | $2369328.83        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DQ1928        | 2061-03-15      | 5.5300%  | 0.0000% | $210105.26         | $216602.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  | 0.0000% | $1148176.28        | $1182754.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4807 C      | 2055-07-20      | 6.5000%  | 0.0000% | $260.51            | $275.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  | 0.0000% | $304873.29         | $291841.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7424  | 2055-07-01      | 6.5000%  | 0.0000% | $3459575.49        | $3616621.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005082 M      | 2041-06-20      | 4.5000%  | 0.0000% | $8200.26           | $8086.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4613  | 2031-07-01      | 4.5000%  | 0.0000% | $18077.57          | $18079.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 430354 X      | 2041-08-15      | 4.0000%  | 0.0000% | $10323.63          | $9922.59           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783396 X      | 2037-04-15      | 6.0000%  | 0.0000% | $1807.31           | $1884.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9370  | 2043-12-01      | 4.5000%  | 0.0000% | $10338.97          | $10130.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4638  | 2045-11-01      | 3.5000%  | 0.0000% | $107825.05         | $101111.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1474  | 2044-01-01      | 3.5000%  | 0.0000% | $5406.74           | $5101.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6308  | 2055-10-01      | 6.5000%  | 0.0000% | $639813.03         | $668155.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $18523475.10       | $18435167.53       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005279 M      | 2042-01-20      | 3.5000%  | 0.0000% | $1576.55           | $1493.37           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 553461 X      | 2042-01-15      | 3.5000%  | 0.0000% | $5762.00           | $5423.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  | 0.0000% | $22967.72          | $21525.96          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647  | 2046-01-01      | 3.5000%  | 0.0000% | $5872.33           | $5503.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2375  | 2038-09-01      | 5.5000%  | 0.0000% | $13466.05          | $13870.34          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  | 0.0000% | $5692.46           | $5557.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK1531  | 2042-03-01      | 5.0000%  | 0.0000% | $31070.09          | $31318.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7821  | 2038-07-01      | 5.5000%  | 0.0000% | $20105.58          | $20663.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783976 M      | 2043-04-20      | 3.5000%  | 0.0000% | $19576.60          | $18457.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM1948  | 2041-07-01      | 6.0000%  | 0.0000% | $276497.12         | $292702.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  | 0.0000% | $1843.17           | $1650.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9906 M      | 2054-09-20      | 5.5000%  | 0.0000% | $12929218.53       | $13099410.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CI4580 C      | 2042-01-20      | 4.0000%  | 0.0000% | $1179.76           | $1111.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS7608 C      | 2050-05-20      | 3.5000%  | 0.0000% | $149.63            | $138.44            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BR6259 X      | 2050-01-15      | 3.5000%  | 0.0000% | $27100.76          | $25107.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC7179 X      | 2047-10-15      | 4.5000%  | 0.0000% | $62423.76          | $62085.68          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  | 0.0000% | $11924.81          | $11919.11          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  | 0.0000% | $23286.62          | $22653.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  | 0.0000% | $253.32            | $237.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M      | 2052-08-20      | 4.5000%  | 0.0000% | $198.69            | $193.59            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  | 0.0000% | $3882705.37        | $3774175.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M      | 2051-10-20      | 2.5000%  | 0.0000% | $12070761.28       | $10377611.69       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7648 M      | 2051-10-20      | 2.0000%  | 0.0000% | $13640362.83       | $11248043.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7588 M      | 2051-09-20      | 2.0000%  | 0.0000% | $8384586.60        | $6914053.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  | 0.0000% | $143689.99         | $133753.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $97586.65          | $98877.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 GLAB8675  | 2043-03-01      | 3.5000%  | 0.0000% | $42774.52          | $41106.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5372  | 2042-06-01      | 3.5000%  | 0.0000% | $11833.56          | $11172.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995251  | 2038-11-01      | 6.0000%  | 0.0000% | $61150.30          | $64368.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  | 0.0000% | $2790.64           | $2946.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL949358  | 2037-08-01      | 6.5000%  | 0.0000% | $5300.36           | $5556.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929605  | 2038-06-01      | 6.0000%  | 0.0000% | $55233.73          | $56567.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL928828  | 2037-10-01      | 6.0000%  | 0.0000% | $86575.35          | $90881.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889455  | 2038-05-01      | 6.0000%  | 0.0000% | $30216.04          | $31801.17          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9300  | 2054-10-01      | 6.0000%  | 0.0000% | $1812888.50        | $1877313.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7518  | 2053-03-01      | 6.0000%  | 0.0000% | $4038756.22        | $4185080.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5741  | 2053-07-01      | 6.5000%  | 0.0000% | $993144.74         | $1043164.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  | 0.0000% | $331333.18         | $348959.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9921  | 2051-12-01      | 3.0000%  | 0.0000% | $309213.56         | $272001.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  | 0.0000% | $47.49             | $44.68             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  | 0.0000% | $6861.06           | $6589.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2676 M      | 2045-03-20      | 2.5000%  | 0.0000% | $70298.20          | $61967.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0852 M      | 2043-03-20      | 3.5000%  | 0.0000% | $101300.70         | $95802.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7689  | 2056-03-01      | 5.5000%  | 0.0000% | $2255255.72        | $2274554.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6093  | 2056-03-01      | 6.0000%  | 0.0000% | $4358792.84        | $4518978.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3675  | 2055-12-01      | 6.5000%  | 0.0000% | $2574348.34        | $2700946.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3672  | 2056-01-01      | 6.0000%  | 0.0000% | $211290.49         | $218480.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3246  | 2055-11-01      | 6.0000%  | 0.0000% | $2131803.84        | $2209821.47        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1462  | 2055-05-01      | 6.5000%  | 0.0000% | $1839491.79        | $1945085.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  | 0.0000% | $1701574.19        | $1801318.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1348  | 2055-05-01      | 6.0000%  | 0.0000% | $236.81            | $247.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL0750  | 2055-04-01      | 6.5000%  | 0.0000% | $3592332.89        | $3793455.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5025  | 2040-08-01      | 5.5000%  | 0.0000% | $30782.19          | $31421.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1350  | 2055-05-01      | 6.0000%  | 0.0000% | $131755.12         | $137090.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9444  | 2043-12-01      | 3.5000%  | 0.0000% | $106764.24         | $100633.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642  | 2045-12-01      | 3.5000%  | 0.0000% | $362916.77         | $340319.27         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4630  | 2045-09-01      | 3.5000%  | 0.0000% | $31347.53          | $29419.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4614  | 2045-05-01      | 3.5000%  | 0.0000% | $10014.80          | $9399.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  | 0.0000% | $24139.16          | $22654.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4577  | 2044-08-01      | 3.5000%  | 0.0000% | $2250.56           | $2112.91           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4568  | 2044-05-01      | 5.0000%  | 0.0000% | $6759.59           | $6781.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4526  | 2043-08-01      | 3.5000%  | 0.0000% | $15071.45          | $14170.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3925  | 2043-08-01      | 3.5000%  | 0.0000% | $57461.76          | $54061.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS3604  | 2042-10-01      | 3.0000%  | 0.0000% | $602425.84         | $552302.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9438  | 2041-11-01      | 4.5000%  | 0.0000% | $4423.41           | $4376.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZS2746  | 2039-04-01      | 6.5000%  | 0.0000% | $1656.59           | $1730.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1556  | 2037-08-01      | 5.5000%  | 0.0000% | $18427.45          | $19059.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1201  | 2036-12-01      | 5.5000%  | 0.0000% | $11782.00          | $12185.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1748  | 2037-11-01      | 6.0000%  | 0.0000% | $29441.53          | $30986.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004696 M      | 2040-05-20      | 4.5000%  | 0.0000% | $9.15              | $9.07              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  | 0.0000% | $5735.03           | $5535.69           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q02328 G  | 2041-07-01      | 5.5000%  | 0.0000% | $20806.01          | $21280.71          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02323 G  | 2041-07-01      | 5.0000%  | 0.0000% | $62587.43          | $62982.46          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00294 G  | 2041-04-01      | 5.5000%  | 0.0000% | $130570.66         | $134361.57         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6147  | 2054-09-01      | 6.5000%  | 0.0000% | $1125433.98        | $1185625.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0316  | 2033-01-01      | 2.5000%  | 0.0000% | $48034.83          | $46183.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT2091  | 2034-06-01      | 3.0000%  | 0.0000% | $3432.39           | $3325.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2043  | 2047-10-01      | 3.0000%  | 0.0000% | $1376199.88        | $1241363.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT1475  | 2046-11-01      | 3.5000%  | 0.0000% | $15941.97          | $14932.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIRC2057  | 2036-05-01      | 3.0000%  | 0.0000% | $10638.21          | $10164.79          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698314 X      | 2039-05-15      | 4.5000%  | 0.0000% | $288.03            | $286.62            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 697584 X      | 2038-11-15      | 5.5000%  | 0.0000% | $3.64              | $3.78              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 694462 X      | 2038-10-15      | 6.0000%  | 0.0000% | $4164.80           | $4341.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  | 0.0000% | $209111.62         | $210834.28         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687708 X      | 2038-07-15      | 5.0000%  | 0.0000% | $15.22             | $15.57             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 685650 X      | 2038-04-15      | 6.0000%  | 0.0000% | $4457.33           | $4604.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682306 X      | 2038-03-15      | 6.0000%  | 0.0000% | $53.40             | $55.30             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  | 0.0000% | $1855.01           | $2006.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782474 X      | 2038-12-15      | 5.5000%  | 0.0000% | $4463.52           | $4652.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782353 X      | 2038-06-15      | 6.0000%  | 0.0000% | $1.98              | $2.10              | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788451 C      | 2056-02-20      | 5.0000%  | 0.0000% | $4534221.04        | $4515053.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  | 0.0000% | $3402.08           | $3570.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786681 C      | 2053-04-20      | 5.5000%  | 0.0000% | $62317.85          | $63428.87          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  | 0.0000% | $20997.02          | $22716.82          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780464 X      | 2026-11-15      | 7.0000%  | 0.0000% | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737902 X      | 2041-01-15      | 4.0000%  | 0.0000% | $42683.40          | $41034.56          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737794 X      | 2040-12-15      | 4.0000%  | 0.0000% | $603.16            | $579.87            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 726323 X      | 2039-09-15      | 5.0000%  | 0.0000% | $1260.31           | $1289.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723534 X      | 2039-12-15      | 4.5000%  | 0.0000% | $73454.62          | $73087.35          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723606 X      | 2040-01-15      | 4.5000%  | 0.0000% | $1416.09           | $1408.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005207 M      | 2041-10-20      | 6.0000%  | 0.0000% | $11881.28          | $12494.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  | 0.0000% | $10625.02          | $10993.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005140 M      | 2041-08-20      | 4.5000%  | 0.0000% | $11591.53          | $11492.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  | 0.0000% | $1797.20           | $1891.25           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680687 X      | 2038-01-15      | 6.0000%  | 0.0000% | $2.17              | $2.25              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 677235 X      | 2040-06-15      | 4.5000%  | 0.0000% | $102087.25         | $101325.27         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671536 X      | 2037-09-15      | 6.5000%  | 0.0000% | $14592.80          | $15495.40          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 671023 X      | 2037-08-15      | 6.0000%  | 0.0000% | $1044.19           | $1101.38           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  | 0.0000% | $1882.78           | $2002.68           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 652947 X      | 2036-02-15      | 6.0000%  | 0.0000% | $6325.61           | $6545.97           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 645916 X      | 2036-05-15      | 6.0000%  | 0.0000% | $1365.84           | $1415.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  | 0.0000% | $1366.87           | $1435.27           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  | 0.0000% | $230.13            | $233.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783284 C      | 2040-06-20      | 5.5000%  | 0.0000% | $5840.33           | $6022.51           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 681706 X      | 2038-12-15      | 6.0000%  | 0.0000% | $1374.82           | $1444.43           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  | 0.0000% | $3785.14           | $4005.60           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  | 0.0000% | $1199.51           | $1249.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  | 0.0000% | $1624.76           | $1611.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1320  | 2048-11-01      | 4.0000%  | 0.0000% | $2914.48           | $2790.57           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0724  | 2045-07-01      | 4.5000%  | 0.0000% | $641668.45         | $635371.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0495  | 2048-08-01      | 4.5000%  | 0.0000% | $414605.66         | $407709.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9589  | 2045-12-01      | 4.5000%  | 0.0000% | $9241.29           | $9121.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  | 0.0000% | $50519.95          | $44037.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  | 0.0000% | $36648.96          | $31923.30          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711074 X      | 2040-01-15      | 4.5000%  | 0.0000% | $2556.94           | $2541.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 709788 X      | 2039-09-15      | 5.5000%  | 0.0000% | $2253.57           | $2312.94           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 708520 X      | 2039-04-15      | 5.0000%  | 0.0000% | $1761.99           | $1794.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 705143 X      | 2040-06-15      | 5.0000%  | 0.0000% | $2762.19           | $2825.99           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700933 X      | 2038-11-15      | 6.0000%  | 0.0000% | $770.74            | $800.98            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698654 X      | 2038-11-15      | 6.0000%  | 0.0000% | $3817.37           | $3952.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  | 0.0000% | $24196.44          | $25465.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5906  | 2045-10-01      | 3.5000%  | 0.0000% | $19948.95          | $18722.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK9716  | 2042-04-01      | 5.0000%  | 0.0000% | $54874.78          | $55224.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAK5035  | 2042-02-01      | 4.5000%  | 0.0000% | $36082.32          | $35633.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI5791  | 2041-07-01      | 5.5000%  | 0.0000% | $28828.89          | $29387.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAI2335  | 2041-05-01      | 6.0000%  | 0.0000% | $44773.84          | $46387.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2650  | 2041-06-01      | 5.5000%  | 0.0000% | $42947.07          | $43899.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4883  | 2049-12-01      | 3.0000%  | 0.0000% | $58.17             | $52.30             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI9252  | 2039-09-01      | 6.0000%  | 0.0000% | $7231.94           | $7563.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8303  | 2038-11-01      | 5.5000%  | 0.0000% | $2340.83           | $2412.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI8245  | 2038-10-01      | 5.5000%  | 0.0000% | $3259.06           | $3349.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI7779  | 2037-10-01      | 6.0000%  | 0.0000% | $10995.01          | $11246.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6469  | 2037-09-01      | 6.5000%  | 0.0000% | $4844.35           | $5088.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6251  | 2037-06-01      | 6.0000%  | 0.0000% | $4383.55           | $4559.26           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4341  | 2056-03-01      | 5.5000%  | 0.0000% | $1455556.63        | $1477703.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6039  | 2056-03-01      | 6.0000%  | 0.0000% | $6320790.72        | $6579823.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M      | 2056-01-20      | 5.5000%  | 0.0000% | $3028840.31        | $3062137.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7656 C      | 2055-12-20      | 7.0000%  | 0.0000% | $261.89            | $272.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ6040  | 2056-03-01      | 6.0000%  | 0.0000% | $6056012.65        | $6290580.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG3040  | 2056-03-01      | 5.5000%  | 0.0000% | $2591743.65        | $2617247.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1382  | 2055-12-01      | 6.0000%  | 0.0000% | $4653414.88        | $4834553.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  | 0.0000% | $262.43            | $263.90            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  | 0.0000% | $262.36            | $274.06            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441        | 2060-12-15      | 5.4000%  | 0.0000% | $262.03            | $271.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004577 M      | 2039-11-20      | 4.5000%  | 0.0000% | $8.95              | $8.88              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005306 M      | 2042-02-20      | 4.5000%  | 0.0000% | $1925.56           | $1909.08           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005280 M      | 2042-01-20      | 4.0000%  | 0.0000% | $2632.56           | $2518.25           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004059 M      | 2037-12-20      | 5.5000%  | 0.0000% | $1381.01           | $1428.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004076 M      | 2038-01-20      | 7.5000%  | 0.0000% | $3541.21           | $3630.71           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  | 0.0000% | $9783.32           | $10320.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003807 M      | 2036-01-20      | 5.5000%  | 0.0000% | $5898.14           | $6102.21           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  | 0.0000% | $3038.92           | $3086.46           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  | 0.0000% | $2058.63           | $2109.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  | 0.0000% | $124108.79         | $118780.59         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3056 X      | 2047-08-15      | 4.5000%  | 0.0000% | $44034.98          | $43679.49          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY3841 X      | 2047-03-15      | 5.0000%  | 0.0000% | $11662.71          | $11779.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5404 C      | 2066-01-20      | 6.0000%  | 0.0000% | $3056202.18        | $3137057.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  | 0.0000% | $39531.99          | $41488.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5285 C      | 2055-12-20      | 6.0000%  | 0.0000% | $49183.13          | $51677.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  | 0.0000% | $6331.11           | $6521.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  | 0.0000% | $204127.74         | $208163.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0998 M      | 2056-03-20      | 6.0000%  | 0.0000% | $1477.83           | $1515.56           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M      | 2056-02-20      | 6.5000%  | 0.0000% | $1746803.47        | $1834714.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  | 0.0000% | $39804.62          | $38508.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  | 0.0000% | $13204430.74       | $13333600.88       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0488 M      | 2055-07-20      | 7.0000%  | 0.0000% | $6120454.10        | $6374044.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0259 M      | 2055-03-20      | 5.5000%  | 0.0000% | $9963949.55        | $10067009.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M      | 2055-01-20      | 7.0000%  | 0.0000% | $1639.33           | $1711.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  | 0.0000% | $8563279.93        | $8666924.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  | 0.0000% | $269.69            | $260.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $4629752.12        | $4480350.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $267.84            | $266.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  | 0.0000% | $141979.70         | $146255.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8718 C      | 2055-07-20      | 6.5000%  | 0.0000% | $383738.65         | $405251.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA5162  | 2043-01-01      | 3.5000%  | 0.0000% | $401794.03         | $378517.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4907  | 2047-05-01      | 4.0000%  | 0.0000% | $937389.51         | $902183.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  | 0.0000% | $68010.69          | $64346.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN4826  | 2049-04-01      | 4.0000%  | 0.0000% | $83059.84          | $79685.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3158  | 2049-02-01      | 4.0000%  | 0.0000% | $18479.77          | $17753.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3049  | 2049-02-01      | 4.0000%  | 0.0000% | $215934.43         | $206779.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2167  | 2046-11-01      | 3.0000%  | 0.0000% | $29030.88          | $26184.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0412  | 2045-11-01      | 3.5000%  | 0.0000% | $23752.46          | $22279.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9935  | 2045-08-01      | 3.0000%  | 0.0000% | $1940590.12        | $1767491.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL8347  | 2044-05-01      | 4.5000%  | 0.0000% | $56649.41          | $55881.86          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6037  | 2043-05-01      | 3.5000%  | 0.0000% | $115526.08         | $107940.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL6288  | 2043-06-01      | 3.5000%  | 0.0000% | $44180.88          | $41699.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4585  | 2043-01-01      | 3.0000%  | 0.0000% | $115867.07         | $106225.19         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3430  | 2042-08-01      | 3.0000%  | 0.0000% | $5203.74           | $4770.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3152  | 2042-05-01      | 3.0000%  | 0.0000% | $3769.86           | $3456.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  | 0.0000% | $260.07            | $272.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  | 0.0000% | $9482.80           | $9171.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  | 0.0000% | $264.74            | $269.97            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8780 C      | 2056-01-20      | 6.0000%  | 0.0000% | $787.67            | $803.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8653 C      | 2056-02-20      | 5.5000%  | 0.0000% | $265.13            | $274.21            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C      | 2055-11-20      | 6.0000%  | 0.0000% | $1047.79           | $1069.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6489 C      | 2056-02-20      | 5.5000%  | 0.0000% | $269.66            | $278.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5310 C      | 2055-11-20      | 6.0000%  | 0.0000% | $263.48            | $267.50            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442        | 2060-12-15      | 5.4000%  | 0.0000% | $262.03            | $271.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581  | 2037-04-01      | 1.5000%  | 0.0000% | $740067.88         | $664703.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  | 0.0000% | $61205.90          | $54498.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3776  | 2049-09-01      | 4.0000%  | 0.0000% | $1025588.26        | $980896.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331  | 2048-04-01      | 3.0000%  | 0.0000% | $2616.56           | $2335.61           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  | 0.0000% | $2988906.38        | $2159362.31        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  | 0.0000% | $1510163.30        | $1088755.25        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2834% | 0.0000% | $118520.56         | $111010.26         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  | 0.0000% | $258229.36         | $254994.52         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3834% | 0.0000% | $6295181.26        | $5950221.46        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  | 0.0000% | $1130659.11        | $1080994.63        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB3 | 2037-04-25      | 11.9368% | 0.0000% | $48543.86          | $49366.07          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-110 HA      | 2054-04-16      | 4.0000%  | 0.0000% | $1167414.84        | $1123415.36        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-085 A       | 2065-10-16      | 3.5000%  | 0.0000% | $3882116.21        | $3507517.88        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-164 B       | 2063-11-16      | 2.2000%  | 0.0000% | $3414210.53        | $2502743.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3182  | 2047-11-01      | 3.5000%  | 0.0000% | $272435.68         | $253020.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210  | 2047-12-01      | 3.5000%  | 0.0000% | $129884.27         | $120435.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1377  | 2041-05-01      | 4.5000%  | 0.0000% | $11717.55          | $11602.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  | 0.0000% | $19008.39          | $18842.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZI9756  | 2040-02-01      | 4.5000%  | 0.0000% | $71410.97          | $70710.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9650  | 2040-01-01      | 5.5000%  | 0.0000% | $92851.66          | $95471.50          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3068  | 2042-05-01      | 3.5000%  | 0.0000% | $1857.76           | $1758.63           | Agency Mortgage-Backed Securities         |

### Security 2: J.P. Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 01399W007, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 01399W007_3.63_0407
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $119149210.00      | $120831567.22      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 45    | 2045-11-15      | 4.6250%  | 0.0000% | $261296000.00      | $256367354.01      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $40934080.00       | $39057829.13       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $94224800.00       | $93743253.92       | U.S. Treasuries (including strips) |

### Security 3: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **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: 06399G001, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.68_0407
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLFA4088 | 2051-01-01      | 2.0000%  | 0.0000% | $1505686.63        | $1224359.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7657 | 2056-03-01      | 5.0000%  | 0.0000% | $991630.10         | $982674.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3385 | 2056-01-01      | 5.5000%  | 0.0000% | $948953.19         | $973607.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5764 | 2056-03-01      | 5.5000%  | 0.0000% | $1118644.86        | $1133448.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6170 | 2055-09-01      | 6.5000%  | 0.0000% | $1165838.11        | $1211206.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2956 | 2055-07-01      | 6.0000%  | 0.0000% | $1348375.66        | $1392379.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8515 | 2055-05-01      | 6.5000%  | 0.0000% | $1119587.43        | $1178334.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8894 | 2055-09-01      | 6.0000%  | 0.0000% | $1265923.50        | $1309710.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7156 | 2055-10-01      | 6.0000%  | 0.0000% | $1148697.16        | $1175631.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7781 | 2054-12-01      | 6.5000%  | 0.0000% | $1163689.17        | $1208970.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3868 | 2054-05-01      | 6.0000%  | 0.0000% | $1445830.36        | $1481770.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5913 | 2055-08-01      | 7.0000%  | 0.0000% | $1071037.49        | $1134939.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8421 | 2053-01-01      | 6.0000%  | 0.0000% | $997135.69         | $1033769.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3089 | 2050-07-01      | 2.5000%  | 0.0000% | $1486674.10        | $1273088.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3828 | 2053-05-01      | 6.5000%  | 0.0000% | $1096666.36        | $1139544.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $1380552.66        | $1215873.43        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18629 G | 2032-01-01      | 2.0000%  | 0.0000% | $1167348.07        | $1112864.05        | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16087 G | 2032-02-01      | 2.5000%  | 0.0000% | $1281774.47        | $1236429.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $295888.79         | $239969.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTB0246 | 2056-04-01      | 6.0000%  | 0.0000% | $1005739.29        | $1054432.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9909 | 2056-04-01      | 6.0000%  | 0.0000% | $1411523.71        | $1448889.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA6001 | 2041-03-01      | 3.5000%  | 0.0000% | $1244688.30        | $1199352.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $1484799.32        | $1477750.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5817 | 2055-07-01      | 6.5000%  | 0.0000% | $1111585.57        | $1135898.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  | 0.0000% | $1410974.01        | $1436756.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  | 0.0000% | $1157040.75        | $1146530.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | 0.0000% | $1122346.64        | $988614.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4622 | 2052-06-01      | 2.0000%  | 0.0000% | $1433529.08        | $1157469.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $1667068.07        | $1349069.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA9197 | 2054-07-01      | 6.0000%  | 0.0000% | $1156530.05        | $1197096.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6235 | 2053-11-01      | 7.0000%  | 0.0000% | $1030982.97        | $1094699.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5012 | 2053-03-01      | 4.0000%  | 0.0000% | $1300229.76        | $1231920.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM9038 | 2035-02-01      | 2.5000%  | 0.0000% | $1127904.88        | $1089343.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $1496719.68        | $1261494.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5100 | 2054-11-01      | 3.5000%  | 0.0000% | $1435356.29        | $1317215.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA2883 | 2053-08-01      | 3.5000%  | 0.0000% | $1459102.31        | $1345754.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0879 | 2051-11-01      | 2.5000%  | 0.0000% | $1517268.75        | $1286982.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6924 | 2056-04-01      | 5.5000%  | 0.0000% | $1371218.43        | $1408267.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3042 | 2056-02-01      | 6.0000%  | 0.0000% | $1021973.84        | $1049073.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2725 | 2056-02-01      | 5.5000%  | 0.0000% | $1031684.62        | $1052256.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2261 | 2056-03-01      | 5.0000%  | 0.0000% | $975060.00         | $971127.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2080 | 2056-02-01      | 5.5000%  | 0.0000% | $1173401.92        | $1205107.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1693 | 2056-02-01      | 5.5000%  | 0.0000% | $1276919.39        | $1310095.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $932404.87         | $960609.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA4511 | 2034-11-01      | 2.5000%  | 0.0000% | $1551563.60        | $1469335.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM3504 | 2031-03-01      | 2.5000%  | 0.0000% | $1225654.71        | $1200447.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2099 | 2055-11-01      | 6.5000%  | 0.0000% | $1048359.21        | $1106201.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1708 | 2055-10-01      | 6.5000%  | 0.0000% | $1393566.84        | $1452717.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1691 | 2055-10-01      | 6.0000%  | 0.0000% | $932149.49         | $958232.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9859 | 2056-04-01      | 5.0000%  | 0.0000% | $1210342.71        | $1199673.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8932 | 2056-03-01      | 5.5000%  | 0.0000% | $1441862.86        | $1479322.93        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7886 | 2056-03-01      | 5.0000%  | 0.0000% | $1236589.86        | $1231645.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7658 | 2056-03-01      | 5.0000%  | 0.0000% | $1230672.61        | $1219539.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7055 | 2056-02-01      | 5.5000%  | 0.0000% | $1255143.97        | $1290362.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5621 | 2056-02-01      | 5.5000%  | 0.0000% | $1363050.63        | $1395713.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  | 0.0000% | $1059160.51        | $1036148.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5509 | 2055-12-01      | 5.0000%  | 0.0000% | $1017054.65        | $1008752.09        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4684 | 2055-02-01      | 5.0000%  | 0.0000% | $1343775.57        | $1341548.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1663 | 2055-06-01      | 6.0000%  | 0.0000% | $1421308.96        | $1469235.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0456 | 2055-02-01      | 5.5000%  | 0.0000% | $1263603.46        | $1283606.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2723 | 2055-09-01      | 6.5000%  | 0.0000% | $976688.38         | $1023134.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6335 | 2055-06-01      | 6.0000%  | 0.0000% | $1146452.15        | $1183746.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $1243870.90        | $1141156.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | 0.0000% | $1260246.50        | $1249971.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $1445504.46        | $1168642.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9489 | 2054-11-01      | 5.5000%  | 0.0000% | $1095740.38        | $1110065.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8948 | 2055-09-01      | 6.0000%  | 0.0000% | $1190070.39        | $1232975.99        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18628 G | 2031-12-01      | 2.0000%  | 0.0000% | $1019995.40        | $973796.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $1213208.74        | $978934.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $1235151.56        | $1079567.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1278 | 2052-08-01      | 3.0000%  | 0.0000% | $1171746.55        | $1050273.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2835 | 2055-06-01      | 6.5000%  | 0.0000% | $1167188.14        | $1221433.98        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $1427010.89        | $1209268.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4646 | 2055-07-01      | 6.0000%  | 0.0000% | $1149609.11        | $1176336.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5885 | 2040-11-01      | 4.5000%  | 0.0000% | $977291.33         | $972218.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3550 | 2056-02-01      | 5.5000%  | 0.0000% | $1043295.73        | $1072569.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9004 | 2056-03-01      | 5.5000%  | 0.0000% | $1071796.43        | $1089813.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2663 | 2055-11-01      | 5.5000%  | 0.0000% | $1412974.68        | $1428182.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1695 | 2037-06-01      | 2.0000%  | 0.0000% | $1054862.59        | $971347.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTFA2708 | 2042-03-01      | 1.5000%  | 0.0000% | $1551222.83        | $1312131.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL4681 | 2052-07-01      | 4.0000%  | 0.0000% | $1429479.86        | $1362034.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKBM7872 | 2055-10-01      | 6.5000%  | 0.0000% | $1195730.18        | $1223318.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA9858 | 2056-04-01      | 5.0000%  | 0.0000% | $1355617.14        | $1343374.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6546 | 2055-12-01      | 6.0000%  | 0.0000% | $1084404.00        | $1114746.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  | 0.0000% | $1318353.14        | $1349265.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4140 | 2056-03-01      | 5.0000%  | 0.0000% | $1153124.00        | $1141230.30        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40003779.60
- **C.18.a - Value (excl. sponsor support):** $40003779.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $37005486.36
- **C.18.a - Value (excl. sponsor support):** $37005486.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60017853.60
- **C.18.a - Value (excl. sponsor support):** $60017853.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30008144.70
- **C.18.a - Value (excl. sponsor support):** $30008144.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70027895.70
- **C.18.a - Value (excl. sponsor support):** $70027895.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99991719.00
- **C.18.a - Value (excl. sponsor support):** $99991719.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60026711.40
- **C.18.a - Value (excl. sponsor support):** $60026711.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14000114.52
- **C.18.a - Value (excl. sponsor support):** $14000114.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99814264.00
- **C.18.a - Value (excl. sponsor support):** $99814264.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99897968.00
- **C.18.a - Value (excl. sponsor support):** $99897968.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59994466.80
- **C.18.a - Value (excl. sponsor support):** $59994466.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124944607.50
- **C.18.a - Value (excl. sponsor support):** $124944607.50
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134844103.35
- **C.18.a - Value (excl. sponsor support):** $134844103.35
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119783420.40
- **C.18.a - Value (excl. sponsor support):** $119783420.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119880121.20
- **C.18.a - Value (excl. sponsor support):** $119880121.20
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129756513.90
- **C.18.a - Value (excl. sponsor support):** $129756513.90
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100036030.00
- **C.18.a - Value (excl. sponsor support):** $100036030.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-14
- **C.13 - Final Legal Maturity Date:** 2028-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65787508.35
- **C.18.a - Value (excl. sponsor support):** $65787508.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-08
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125792629.20
- **C.18.a - Value (excl. sponsor support):** $125792629.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BT6, C.4 - ISIN: US3130B9BT69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199995080.00
- **C.18.a - Value (excl. sponsor support):** $199995080.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-03
- **C.13 - Final Legal Maturity Date:** 2028-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999164.50
- **C.18.a - Value (excl. sponsor support):** $29999164.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $186910789.78
- **C.18.a - Value (excl. sponsor support):** $186910789.78
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9T34, C.4 - ISIN: US3130B9T345, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124813076.25
- **C.18.a - Value (excl. sponsor support):** $124813076.25
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BA5L7, C.4 - ISIN: US3130BA5L71, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $124964583.75
- **C.18.a - Value (excl. sponsor support):** $124964583.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $167513911.02
- **C.18.a - Value (excl. sponsor support):** $167513911.02
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $205071272.64
- **C.18.a - Value (excl. sponsor support):** $205071272.64
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150617994.61
- **C.18.a - Value (excl. sponsor support):** $150617994.61
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $123127603.75
- **C.18.a - Value (excl. sponsor support):** $123127603.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39763344.40
- **C.18.a - Value (excl. sponsor support):** $39763344.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34997319.00
- **C.18.a - Value (excl. sponsor support):** $34997319.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30010083.60
- **C.18.a - Value (excl. sponsor support):** $30010083.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25004976.00
- **C.18.a - Value (excl. sponsor support):** $25004976.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $11002623.39
- **C.18.a - Value (excl. sponsor support):** $11002623.39
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30004181.70
- **C.18.a - Value (excl. sponsor support):** $30004181.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30005806.20
- **C.18.a - Value (excl. sponsor support):** $30005806.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35010222.10
- **C.18.a - Value (excl. sponsor support):** $35010222.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20003768.80
- **C.18.a - Value (excl. sponsor support):** $20003768.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35012543.65
- **C.18.a - Value (excl. sponsor support):** $35012543.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60023844.60
- **C.18.a - Value (excl. sponsor support):** $60023844.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40017707.20
- **C.18.a - Value (excl. sponsor support):** $40017707.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15005010.75
- **C.18.a - Value (excl. sponsor support):** $15005010.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40002460.40
- **C.18.a - Value (excl. sponsor support):** $40002460.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $32000773.12
- **C.18.a - Value (excl. sponsor support):** $32000773.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35011467.05
- **C.18.a - Value (excl. sponsor support):** $35011467.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100037078.00
- **C.18.a - Value (excl. sponsor support):** $100037078.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15004606.80
- **C.18.a - Value (excl. sponsor support):** $15004606.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20007796.60
- **C.18.a - Value (excl. sponsor support):** $20007796.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90004272.30
- **C.18.a - Value (excl. sponsor support):** $90004272.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49995562.00
- **C.18.a - Value (excl. sponsor support):** $49995562.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-02
- **C.13 - Final Legal Maturity Date:** 2027-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999745.30
- **C.18.a - Value (excl. sponsor support):** $9999745.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15002109.30
- **C.18.a - Value (excl. sponsor support):** $15002109.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69997170.60
- **C.18.a - Value (excl. sponsor support):** $69997170.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-06
- **C.13 - Final Legal Maturity Date:** 2028-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50015160.50
- **C.18.a - Value (excl. sponsor support):** $50015160.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999677.30
- **C.18.a - Value (excl. sponsor support):** $34999677.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998217.50
- **C.18.a - Value (excl. sponsor support):** $24998217.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39996388.00
- **C.18.a - Value (excl. sponsor support):** $39996388.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $86005002.62
- **C.18.a - Value (excl. sponsor support):** $86005002.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24000248.16
- **C.18.a - Value (excl. sponsor support):** $24000248.16
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70002120.30
- **C.18.a - Value (excl. sponsor support):** $70002120.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30006092.10
- **C.18.a - Value (excl. sponsor support):** $30006092.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99990551.00
- **C.18.a - Value (excl. sponsor support):** $99990551.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99968126.00
- **C.18.a - Value (excl. sponsor support):** $99968126.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $79991250.40
- **C.18.a - Value (excl. sponsor support):** $79991250.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998935.75
- **C.18.a - Value (excl. sponsor support):** $24998935.75
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $62994335.67
- **C.18.a - Value (excl. sponsor support):** $62994335.67
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999878.80
- **C.18.a - Value (excl. sponsor support):** $29999878.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39997079.60
- **C.18.a - Value (excl. sponsor support):** $39997079.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-26
- **C.13 - Final Legal Maturity Date:** 2027-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44914204.56
- **C.18.a - Value (excl. sponsor support):** $44914204.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $84998919.65
- **C.18.a - Value (excl. sponsor support):** $84998919.65
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-26
- **C.13 - Final Legal Maturity Date:** 2028-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999299.00
- **C.18.a - Value (excl. sponsor support):** $49999299.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-28
- **C.13 - Final Legal Maturity Date:** 2028-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30004447.20
- **C.18.a - Value (excl. sponsor support):** $30004447.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49957505.99
- **C.18.a - Value (excl. sponsor support):** $49957505.99
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $54998835.10
- **C.18.a - Value (excl. sponsor support):** $54998835.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15002910.60
- **C.18.a - Value (excl. sponsor support):** $15002910.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44999155.80
- **C.18.a - Value (excl. sponsor support):** $44999155.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGE4, C.4 - ISIN: US3133EWGE40, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44990752.50
- **C.18.a - Value (excl. sponsor support):** $44990752.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-03-09
- **C.13 - Final Legal Maturity Date:** 2028-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60021425.40
- **C.18.a - Value (excl. sponsor support):** $60021425.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40003472.40
- **C.18.a - Value (excl. sponsor support):** $40003472.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98487683.56
- **C.18.a - Value (excl. sponsor support):** $98487683.56
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119989364.40
- **C.18.a - Value (excl. sponsor support):** $119989364.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75085283.25
- **C.18.a - Value (excl. sponsor support):** $75085283.25
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65012860.90
- **C.18.a - Value (excl. sponsor support):** $65012860.90
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19004039.02
- **C.18.a - Value (excl. sponsor support):** $19004039.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60021640.80
- **C.18.a - Value (excl. sponsor support):** $60021640.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.890000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60170058.00
- **C.18.a - Value (excl. sponsor support):** $60170058.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50030302.00
- **C.18.a - Value (excl. sponsor support):** $50030302.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40018523.60
- **C.18.a - Value (excl. sponsor support):** $40018523.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130047364.20
- **C.18.a - Value (excl. sponsor support):** $130047364.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50014498.50
- **C.18.a - Value (excl. sponsor support):** $50014498.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: J.P. Morgan Securities LLC

- **C.1 - Title:** J P Morgan Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 466999000_3.63_0407
- **C.18 - Value (incl. sponsor support):** $498500000.00
- **C.18.a - Value (excl. sponsor support):** $498500000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $131663660.48      | $134849141.27      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $215181313.60      | $220087296.57      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $154244843.09      | $153533568.98      | U.S. Treasuries (including strips) |

### Security 94: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.66_0407
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0729%  | 0.0000% | $30798.80          | $30831.11          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2119%  | 0.0000% | $8205559.49        | $8079325.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  | 0.0000% | $724271.51         | $728056.78         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  | 0.0000% | $1103131.63        | $1106622.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4729%  | 0.0000% | $8785819.13        | $8745568.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6229%  | 0.0000% | $10502538.87       | $10504792.35       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  | 0.0000% | $279681.81         | $280584.16         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  | 0.0000% | $591209.45         | $579381.90         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  | 0.0000% | $388847.43         | $382317.33         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8619%  | 0.0000% | $598984.96         | $602340.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  | 0.0000% | $670895.91         | $677019.61         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  | 0.0000% | $867672.71         | $870419.46         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6619%  | 0.0000% | $1509858.21        | $1513675.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP     | 2055-11-20      | 4.7229%  | 0.0000% | $53979977.47       | $54242974.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7729%  | 0.0000% | $7068399.93        | $7093912.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0229%  | 0.0000% | $16760237.52       | $16912450.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1729%  | 0.0000% | $4237275.96        | $4285604.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8229%  | 0.0000% | $5501388.94        | $5533036.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8229%  | 0.0000% | $7324504.50        | $7363666.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8729%  | 0.0000% | $13225042.05       | $13296721.17       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6729%  | 0.0000% | $2385176.37        | $2534620.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9229%  | 0.0000% | $5622376.78        | $5748875.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8729%  | 0.0000% | $6619803.98        | $6656212.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9229%  | 0.0000% | $4146706.28        | $4172250.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8729%  | 0.0000% | $11322.46          | $11382.28          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9229%  | 0.0000% | $2995894.16        | $3013684.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9729%  | 0.0000% | $2089204.95        | $2112043.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9729%  | 0.0000% | $637139.13         | $643228.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8729%  | 0.0000% | $4393410.98        | $4424335.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9729%  | 0.0000% | $6727906.41        | $6785547.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6729%  | 0.0000% | $13620016.30       | $13632980.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  | 0.0000% | $7264627.88        | $5724396.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9729%  | 0.0000% | $4270374.17        | $4307344.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0429%  | 0.0000% | $7993409.44        | $8065429.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8919%  | 0.0000% | $6979270.73        | $7014301.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8229%  | 0.0000% | $844426.40         | $849539.97         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7929%  | 0.0000% | $3075387.63        | $3091224.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8229%  | 0.0000% | $11068371.90       | $11114567.71       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8729%  | 0.0000% | $5881276.97        | $5933178.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4729%  | 0.0000% | $13211940.03       | $13245666.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9229%  | 0.0000% | $14213890.05       | $14307676.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4729%  | 0.0000% | $25353137.88       | $25421229.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4229%  | 0.0000% | $4057335.44        | $4450327.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  | 0.0000% | $2166338.97        | $2175480.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4729%  | 0.0000% | $4974304.51        | $4983018.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5229%  | 0.0000% | $972084.71         | $976775.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5729%  | 0.0000% | $5961176.38        | $5987222.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  | 0.0000% | $1255639.74        | $1257610.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  | 0.0000% | $555234.83         | $558048.38         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  | 0.0000% | $584613.38         | $590971.24         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9229%  | 0.0000% | $3599842.10        | $3629779.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9929%  | 0.0000% | $13734598.80       | $13849648.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0619%  | 0.0000% | $5784583.95        | $5836515.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8229%  | 0.0000% | $3093972.83        | $3110642.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-210 MT     | 2055-12-20      | 8.0000%  | 0.0000% | $3121924.34        | $3415733.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5229%  | 0.0000% | $1357139.28        | $1363563.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5229%  | 0.0000% | $1362184.52        | $1368633.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8729%  | 0.0000% | $7425755.51        | $7466812.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5729%  | 0.0000% | $4563616.81        | $4578874.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7429%  | 0.0000% | $8475625.79        | $8509648.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6729%  | 0.0000% | $7073109.21        | $7089517.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1729%  | 0.0000% | $13973581.23       | $14174264.49       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  | 0.0000% | $1249701.81        | $1170289.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  | 0.0000% | $1371695.13        | $1237215.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS6633 | 2046-02-01      | 3.0000%  | 0.0000% | $1263016.98        | $1143509.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6100 | 2045-11-01      | 3.5000%  | 0.0000% | $1152925.58        | $1085000.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5518 | 2045-07-01      | 3.5000%  | 0.0000% | $1113231.31        | $1044208.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6262 | 2045-11-01      | 3.5000%  | 0.0000% | $1316137.45        | $1232821.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2128 | 2042-08-01      | 3.5000%  | 0.0000% | $4767534.15        | $4512140.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL9948 | 2047-03-01      | 3.5000%  | 0.0000% | $1315571.94        | $1229239.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3314 | 2042-12-01      | 3.5000%  | 0.0000% | $1037861.13        | $978610.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  | 0.0000% | $1105231.46        | $1042818.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  | 0.0000% | $468698.07         | $429252.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX4669 | 2055-01-01      | 7.0000%  | 0.0000% | $152294.92         | $163659.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  | 0.0000% | $150.00            | $144.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $97.93             | $100.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $101508.89         | $104013.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $99.86             | $84.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  | 0.0000% | $8875904.31        | $8808994.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  | 0.0000% | $139424.56         | $139262.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLTA7649 | 2056-03-01      | 4.5000%  | 0.0000% | $194153.77         | $187652.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  | 0.0000% | $13122873.18       | $13299524.55       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  | 0.0000% | $15782.77          | $13922.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  | 0.0000% | $9651.07           | $9071.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  | 0.0000% | $21793.44          | $20536.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  | 0.0000% | $5734.57           | $5503.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  | 0.0000% | $129226.79         | $114303.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  | 0.0000% | $52783.14          | $49738.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  | 0.0000% | $44414.54          | $41852.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  | 0.0000% | $17684.78          | $16125.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  | 0.0000% | $91489.84          | $83420.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  | 0.0000% | $30177.39          | $26692.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  | 0.0000% | $24912.22          | $22035.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  | 0.0000% | $108452.04         | $98886.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  | 0.0000% | $1002833.00        | $958798.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $548926.17         | $521690.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  | 0.0000% | $114180.58         | $107635.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  | 0.0000% | $69298.97          | $63186.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  | 0.0000% | $119428.97         | $98077.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  | 0.0000% | $164265.52         | $149776.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  | 0.0000% | $51841.34          | $47269.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  | 0.0000% | $22379.07          | $17382.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  | 0.0000% | $862761.79         | $934195.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1345076.64        | $1415664.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  | 0.0000% | $187890.26         | $197755.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5277 | 2056-03-01      | 5.5000%  | 0.0000% | $150.00            | $153.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  | 0.0000% | $146164.29         | $133272.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2328 | 2056-03-01      | 5.0000%  | 0.0000% | $85903.20          | $85001.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2246 | 2056-03-01      | 5.0000%  | 0.0000% | $150.00            | $148.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | 0.0000% | $911503.95         | $925420.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW2613 | 2056-03-01      | 6.5000%  | 0.0000% | $150.00            | $155.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  | 0.0000% | $2908864.45        | $3020485.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5663 | 2054-11-01      | 5.5000%  | 0.0000% | $968664.36         | $989651.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1068 | 2045-07-01      | 3.5000%  | 0.0000% | $1108163.60        | $1040031.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8379 | 2043-06-01      | 3.5000%  | 0.0000% | $1285616.05        | $1209288.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  | 0.0000% | $106445.38         | $100245.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  | 0.0000% | $152303.08         | $143524.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  | 0.0000% | $142847.65         | $134790.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  | 0.0000% | $111980.61         | $105733.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  | 0.0000% | $75226.10          | $70788.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  | 0.0000% | $72408.96          | $68137.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20321.01          | $19110.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  | 0.0000% | $30375.57          | $28530.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  | 0.0000% | $45149.47          | $42487.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  | 0.0000% | $65439.17          | $66028.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  | 0.0000% | $167589.78         | $159243.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  | 0.0000% | $56332.43          | $59669.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  | 0.0000% | $98563.36          | $103182.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  | 0.0000% | $101224.87         | $98823.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $9820701.72        | $9421814.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $537917.28         | $568956.90         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  | 0.0000% | $14967.94          | $15451.52          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  | 0.0000% | $24189.95          | $25027.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  | 0.0000% | $16955.09          | $17307.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  | 0.0000% | $1789689.40        | $1878261.73        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  | 0.0000% | $158141.72         | $168437.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  | 0.0000% | $183490.10         | $197715.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $306615.55         | $313431.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY5669 | 2055-06-01      | 5.0000%  | 0.0000% | $969558.21         | $963145.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5310 | 2055-06-01      | 6.0000%  | 0.0000% | $163362.58         | $171016.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $3658630.12        | $3691628.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4413 | 2055-05-01      | 6.0000%  | 0.0000% | $190155.30         | $195094.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9235 | 2055-03-01      | 6.5000%  | 0.0000% | $35169.77          | $37321.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8777 | 2055-03-01      | 6.5000%  | 0.0000% | $800517.98         | $831235.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  | 0.0000% | $1224488.54        | $1099737.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7908 | 2046-09-01      | 3.0000%  | 0.0000% | $1218802.63        | $1099945.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA3327 | 2055-07-01      | 4.5000%  | 0.0000% | $1887671.46        | $1830595.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  | 0.0000% | $181939.67         | $191473.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5759 | 2051-09-01      | 2.5000%  | 0.0000% | $136923.56         | $115228.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $31747357.88       | $31478669.41       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  | 0.0000% | $154563.14         | $167360.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $396852.39         | $429710.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  | 0.0000% | $209428.99         | $226768.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $331574.89         | $345527.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  | 0.0000% | $128645.35         | $135445.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $245763.34         | $258919.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $386766.58         | $407390.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $379603.04         | $399846.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $329365.77         | $350670.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $469807.69         | $499986.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $340438.62         | $368625.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  | 0.0000% | $15122.28          | $11746.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  | 0.0000% | $144081.51         | $152418.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  | 0.0000% | $66658.42          | $63033.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  | 0.0000% | $90990.69          | $85805.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  | 0.0000% | $103783.97         | $89131.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $814716.00         | $726814.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  | 0.0000% | $194648.25         | $180457.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  | 0.0000% | $69028.56          | $69140.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  | 0.0000% | $192702.53         | $173688.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  | 0.0000% | $165565.58         | $178581.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSL3225 | 2052-03-01      | 2.0000%  | 0.0000% | $1317437.23        | $1076210.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  | 0.0000% | $1181743.65        | $1237301.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8608 | 2055-07-01      | 6.0000%  | 0.0000% | $144393.54         | $150921.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY8232 | 2055-06-01      | 7.0000%  | 0.0000% | $98718.63          | $104481.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8133 | 2055-07-01      | 6.0000%  | 0.0000% | $134452.69         | $138225.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7388 | 2055-07-01      | 6.5000%  | 0.0000% | $154569.18         | $162170.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQY6690 | 2055-07-01      | 4.5000%  | 0.0000% | $145939.17         | $142397.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $50654.93          | $51248.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  | 0.0000% | $99186.28          | $94555.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  | 0.0000% | $68569.05          | $64606.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  | 0.0000% | $780062.65         | $744247.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $18454.51          | $18671.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  | 0.0000% | $164340.27         | $171063.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  | 0.0000% | $10572.72          | $11040.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5799 | 2040-08-01      | 4.5000%  | 0.0000% | $138.83            | $138.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7570 | 2055-07-01      | 6.5000%  | 0.0000% | $152747.33         | $160423.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $316945.24         | $333854.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  | 0.0000% | $192625.67         | $205085.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $235144.09         | $250565.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  | 0.0000% | $106378.08         | $111609.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $305307.88         | $328819.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8320 | 2054-06-01      | 5.5000%  | 0.0000% | $1374215.37        | $1408567.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  | 0.0000% | $57752.37          | $47165.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  | 0.0000% | $923387.21         | $961177.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4013 | 2035-05-01      | 2.5000%  | 0.0000% | $88604.59          | $83757.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  | 0.0000% | $40774.45          | $42985.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3370773.13        | $3551722.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  | 0.0000% | $81185.69          | $76445.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  | 0.0000% | $42516.11          | $33023.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  | 0.0000% | $130234.60         | $127145.44         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $528048.24         | $568904.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  | 0.0000% | $36277.44          | $32168.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  | 0.0000% | $105347.20         | $109979.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  | 0.0000% | $137621.94         | $138641.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  | 0.0000% | $167271.99         | $182322.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  | 0.0000% | $87941.13          | $90518.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  | 0.0000% | $58571.20          | $59037.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  | 0.0000% | $86022.08          | $71499.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  | 0.0000% | $9969.78           | $9971.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  | 0.0000% | $158843.08         | $166128.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  | 0.0000% | $996955.75         | $1035727.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  | 0.0000% | $20291.60          | $14417.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  | 0.0000% | $756292.34         | $793686.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5693 | 2049-03-01      | 4.0000%  | 0.0000% | $1184685.65        | $1138816.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  | 0.0000% | $16844.09          | $13986.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  | 0.0000% | $50783.91          | $52034.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  | 0.0000% | $138329.21         | $143346.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  | 0.0000% | $78034.19          | $73571.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  | 0.0000% | $123308.25         | $116196.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1017719.01        | $1075325.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  | 0.0000% | $45285.96          | $47273.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  | 0.0000% | $138522.04         | $130721.91         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  | 0.0000% | $57562.35          | $56260.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  | 0.0000% | $153133.42         | $156126.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $347136.75         | $354132.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4923 | 2045-05-01      | 3.5000%  | 0.0000% | $1208207.93        | $1133926.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  | 0.0000% | $197730.23         | $208107.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $37177.31          | $38452.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  | 0.0000% | $783998.35         | $848909.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  | 0.0000% | $231005.34         | $246602.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | 0.0000% | $8819621.10        | $8959247.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  | 0.0000% | $144809.15         | $129178.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  | 0.0000% | $118.22            | $122.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  | 0.0000% | $211710.83         | $221997.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  | 0.0000% | $108581.06         | $101987.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  | 0.0000% | $168906.87         | $174616.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  | 0.0000% | $101889.05         | $96015.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  | 0.0000% | $91495.88          | $75138.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSL3842 | 2053-02-01      | 4.0000%  | 0.0000% | $670764.17         | $639380.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4174 | 2056-03-01      | 5.0000%  | 0.0000% | $150.00            | $149.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  | 0.0000% | $2494616.25        | $2217988.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5878 | 2056-03-01      | 5.5000%  | 0.0000% | $310515.30         | $313427.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  | 0.0000% | $133098.38         | $125421.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY6943 | 2055-07-01      | 6.5000%  | 0.0000% | $149041.59         | $156692.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  | 0.0000% | $2797492.85        | $2723283.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3849 | 2052-04-01      | 2.5000%  | 0.0000% | $3296055.62        | $2817706.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  | 0.0000% | $136478.07         | $142289.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $284818.20         | $303497.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $380262.09         | $404858.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  | 0.0000% | $113660.47         | $119129.62         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  | 0.0000% | $182416.46         | $172894.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  | 0.0000% | $51925.34          | $45614.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  | 0.0000% | $9314.91           | $9316.74           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  | 0.0000% | $10904.91          | $10986.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  | 0.0000% | $13352.40          | $12088.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  | 0.0000% | $8462.92           | $7839.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  | 0.0000% | $12677.62          | $12820.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  | 0.0000% | $16141.98          | $14300.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  | 0.0000% | $17726.55          | $15701.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  | 0.0000% | $41593.09          | $34543.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  | 0.0000% | $8172.56           | $8248.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  | 0.0000% | $20677.90          | $18316.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  | 0.0000% | $11603.03          | $10507.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  | 0.0000% | $29569.35          | $24554.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  | 0.0000% | $16077.84          | $17429.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  | 0.0000% | $18985.30          | $20015.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  | 0.0000% | $36211.26          | $36813.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  | 0.0000% | $133339.43         | $137724.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  | 0.0000% | $15626.59          | $14153.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  | 0.0000% | $41272.77          | $37490.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  | 0.0000% | $72716.70          | $77958.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  | 0.0000% | $218469.48         | $232502.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  | 0.0000% | $121459.23         | $131513.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  | 0.0000% | $118940.02         | $128787.06         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  | 0.0000% | $68076.06          | $65168.93          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  | 0.0000% | $1185000.00        | $957369.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  | 0.0000% | $212064.64         | $229621.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1205555.28        | $1300334.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  | 0.0000% | $77468.85          | $74344.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  | 0.0000% | $26246.68          | $26490.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  | 0.0000% | $15718.58          | $16138.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  | 0.0000% | $127410.49         | $120126.85         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  | 0.0000% | $214089.69         | $226862.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  | 0.0000% | $28769.20          | $23905.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $15451.31          | $15610.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $161444.70         | $162743.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  | 0.0000% | $28854.89          | $26146.91          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  | 0.0000% | $40113.46          | $40396.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5843 | 2056-01-01      | 5.5000%  | 0.0000% | $30441522.05       | $30918794.37       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $5811419.63        | $5970530.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | 0.0000% | $2423158.59        | $2441887.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  | 0.0000% | $4316214.82        | $4512907.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4176 | 2056-03-01      | 5.0000%  | 0.0000% | $3263184.92        | $3234555.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | 0.0000% | $1919831.42        | $1811404.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  | 0.0000% | $6230497.56        | $6296754.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  | 0.0000% | $2883798.07        | $2996730.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  | 0.0000% | $2634904.73        | $2342314.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | 0.0000% | $23744012.47       | $24826019.21       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX6633 | 2055-02-01      | 5.5000%  | 0.0000% | $1238223.86        | $1257477.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $4518674.75        | $4149746.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  | 0.0000% | $1316634.29        | $1329828.72        | Agency Mortgage-Backed Securities         |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $901575.00         | $902692.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  | 0.0000% | $279855.00         | $283766.34         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $79200.00          | $77662.23          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $26966355.00       | $25982071.12       | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $65115.00          | $45859.26          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 38        | 2038-02-15      | 4.3750%  | 0.0000% | $12990.00          | $13001.00          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $1850745.00        | $1283787.79        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $6146175.00        | $6284429.56        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $7650.00           | $7500.55           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $55965.00          | $56428.01          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $13349895.00       | $13528131.87       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $13814190.00       | $13971327.56       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $39707640.00       | $40310094.84       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $128355.00         | $129935.79         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $5289450.00        | $5342129.42        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $3735.00           | $3759.23           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $785565.00         | $693058.29         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $680040.00         | $500347.62         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $3615480.00        | $1907783.85        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $1890630.00        | $1386169.10        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $14520.00          | $10693.74          | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $1733250.00        | $1132257.36        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $11821860.00       | $9170970.07        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $758490.00         | $589729.85         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $7489215.00        | $6116257.23        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $2258235.00        | $2185072.37        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $7151325.00        | $6572353.33        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $1839750.00        | $1844221.60        | U.S. Treasuries (including strips)        |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  | 0.0000% | $39075.00          | $38827.26          | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  | 0.0000% | $1260.00           | $1244.73           | U.S. Treasuries (including strips)        |

### Security 95: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **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: 78099D000, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 78099D000_3.66_0407
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-027 GF     | 2055-08-20      | 4.3229%  | 0.0000% | $4930506.65        | $4865280.48        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | 0.0000% | $2752573.69        | $2740299.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  | 0.0000% | $3709589.69        | $3746768.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4291 | 2056-02-01      | 5.0000%  | 0.0000% | $3627916.84        | $3600568.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $2853403.06        | $2962898.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $3152401.21        | $3224402.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $625122.46         | $631194.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  | 0.0000% | $497751.24         | $527637.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9540 | 2054-11-01      | 5.0000%  | 0.0000% | $6263873.18        | $6197618.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  | 0.0000% | $4116520.96        | $4171601.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $11154641.81       | $11033085.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $4351700.71        | $4383634.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1412 | 2054-05-01      | 5.5000%  | 0.0000% | $1854480.24        | $1894303.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4175 | 2055-05-01      | 6.5000%  | 0.0000% | $3340173.86        | $3522349.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0839 | 2055-08-01      | 6.0000%  | 0.0000% | $7274874.94        | $7507445.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1924 | 2049-07-01      | 4.5000%  | 0.0000% | $8229932.32        | $8098631.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1093 | 2052-04-01      | 3.5000%  | 0.0000% | $6677372.71        | $6154151.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  | 0.0000% | $1262473.20        | $1122477.55        | Agency Mortgage-Backed Securities         |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  | 0.0000% | $24174230.00       | $24298969.03       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $10330.00          | $10338.66          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $360810.00         | $260157.76         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $970330.00         | $711425.01         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $1250040.00        | $1253078.28        | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Fixed Income Clearing Corp. 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.66_0401
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 11.7900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $1385000.00        | $1384231.57        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51336153.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51336153.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $51336153.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 07/31/2028 | 2028-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50642793.31       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $50000000.00       | $50424855.75       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 07/15/2028 | 2028-07-15      | 3.8750%  | 0.0000% | $45087100.00       | $45470210.27       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $50000000.00       | $46921336.71       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  | 0.0000% | $43467500.00       | $40791064.07       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 07/15/2028 | 2028-07-15      | 0.7500%  | 0.0000% | $64771500.00       | $64672267.95       | U.S. Treasuries (including strips) |
| UST - 0.7500 - 07/15/2028 | 2028-07-15      | 0.7500%  | 0.0000% | $5900683.65        | $5891643.61        | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/15/2028 | 2028-08-15      | 3.6250%  | 0.0000% | $50000000.00       | $49972258.87       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $308782775.82
- **C.18.a - Value (excl. sponsor support):** $308782775.82
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $791493295.06
- **C.18.a - Value (excl. sponsor support):** $791493295.06
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $833146854.01
- **C.18.a - Value (excl. sponsor support):** $833146854.01
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $316134098.99
- **C.18.a - Value (excl. sponsor support):** $316134098.99
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $304588195.01
- **C.18.a - Value (excl. sponsor support):** $304588195.01
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149879650.50
- **C.18.a - Value (excl. sponsor support):** $149879650.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $454926811.04
- **C.18.a - Value (excl. sponsor support):** $454926811.04
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $502649840.39
- **C.18.a - Value (excl. sponsor support):** $502649840.39
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119370527.60
- **C.18.a - Value (excl. sponsor support):** $119370527.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $246713265.78
- **C.18.a - Value (excl. sponsor support):** $246713265.78
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $505742324.19
- **C.18.a - Value (excl. sponsor support):** $505742324.19
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $38449949.85
- **C.18.a - Value (excl. sponsor support):** $38449949.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $645055710.00
- **C.18.a - Value (excl. sponsor support):** $645055710.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $498754348.88
- **C.18.a - Value (excl. sponsor support):** $498754348.88
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $346853062.50
- **C.18.a - Value (excl. sponsor support):** $346853062.50
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98492846.28
- **C.18.a - Value (excl. sponsor support):** $98492846.28
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $500979818.96
- **C.18.a - Value (excl. sponsor support):** $500979818.96
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $330539825.00
- **C.18.a - Value (excl. sponsor support):** $330539825.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $91208022.52
- **C.18.a - Value (excl. sponsor support):** $91208022.52
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29929093.20
- **C.18.a - Value (excl. sponsor support):** $29929093.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60692021.37
- **C.18.a - Value (excl. sponsor support):** $60692021.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65121951.40
- **C.18.a - Value (excl. sponsor support):** $65121951.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76615981.25
- **C.18.a - Value (excl. sponsor support):** $76615981.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49964314.97
- **C.18.a - Value (excl. sponsor support):** $49964314.97
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $137180799.16
- **C.18.a - Value (excl. sponsor support):** $137180799.16
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52061376.30
- **C.18.a - Value (excl. sponsor support):** $52061376.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.803400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $139001503.98
- **C.18.a - Value (excl. sponsor support):** $139001503.98
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $63436490.63
- **C.18.a - Value (excl. sponsor support):** $63436490.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $78787564.57
- **C.18.a - Value (excl. sponsor support):** $78787564.57
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58270224.46
- **C.18.a - Value (excl. sponsor support):** $58270224.46
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30052734.30
- **C.18.a - Value (excl. sponsor support):** $30052734.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.858400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130123520.80
- **C.18.a - Value (excl. sponsor support):** $130123520.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $142121705.83
- **C.18.a - Value (excl. sponsor support):** $142121705.83
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $247411147.11
- **C.18.a - Value (excl. sponsor support):** $247411147.11
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.751400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $335126291.65
- **C.18.a - Value (excl. sponsor support):** $335126291.65
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $104437708.33
- **C.18.a - Value (excl. sponsor support):** $104437708.33
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-03-31
- **C.13 - Final Legal Maturity Date:** 2027-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.813400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $397444449.44
- **C.18.a - Value (excl. sponsor support):** $397444449.44
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.66_0407
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $211299.41         | $206184.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $616112.45         | $621776.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6833%  | 0.0000% | $607126.54         | $611013.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6833%  | 0.0000% | $2483598.40        | $2498192.00        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC113AE R25F113 | 2052-11-25      | 4.2500%  | 0.0000% | $248019.43         | $243164.12         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC106PY R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $380219.24         | $353212.14         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL091PL R25F091 | 2055-08-25      | 5.0000%  | 0.0000% | $27685.19          | $25443.98          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL106PL R25F106 | 2055-12-25      | 5.0000%  | 0.0000% | $638923.64         | $572783.96         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9119%  | 0.0000% | $10965148.51       | $10997667.31       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FC R24F065 | 2054-09-25      | 4.8619%  | 0.0000% | $7794553.76        | $7809607.50        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  | 0.0000% | $6102679.92        | $6037027.29        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC043QJ R22F043 | 2047-03-25      | 4.0000%  | 0.0000% | $979479.88         | $949847.03         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL043CW R22F043 | 2052-07-25      | 2.0000%  | 0.0000% | $1587375.69        | $1158509.11        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC022B R22F022  | 2054-07-25      | 2.0000%  | 0.0000% | $1378378.38        | $822544.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC029AY R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $1079729.73        | $651706.15         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  | 0.0000% | $106268.18         | $101806.26         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FD 05/25/55 | 2055-05-25      | 4.9119%  | 0.0000% | $97868.56          | $98159.10          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  | 0.0000% | $1585466.98        | $1465592.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1333%  | 0.0000% | $64667.52          | $64586.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $2586704.37        | $2307928.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  | 0.0000% | $6913697.93        | $6139816.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FD 04/25/56 | 2056-04-25      | 4.6722%  | 0.0000% | $10652746.76       | $10593972.41       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CL 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $538399.42         | $456692.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  | 0.0000% | $175594.57         | $176733.04         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7333%  | 0.0000% | $1666880.55        | $1677395.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4619%  | 0.0000% | $12340099.22       | $12325595.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  | 0.0000% | $1608108.11        | $1668143.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DT R26F027 | 2056-03-25      | 4.5000%  | 0.0000% | $22973.20          | $22248.72          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027P R26F027  | 2056-04-25      | 5.0000%  | 0.0000% | $1699709.16        | $1683165.33        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  | 0.0000% | $10732338.71       | $10634198.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 F      | 2065-09-20      | 4.7729%  | 0.0000% | $10625103.72       | $10662954.57       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $2404976.62        | $2392916.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $4782831.91        | $4756531.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8729%  | 0.0000% | $5620594.33        | $5650394.46        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DY 02/25/56 | 2056-02-25      | 4.5000%  | 0.0000% | $525391.89         | $440520.61         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 QY     | 2056-02-20      | 4.5000%  | 0.0000% | $1148878.38        | $968109.26         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9729%  | 0.0000% | $4534180.73        | $4564933.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7833%  | 0.0000% | $624404.23         | $629204.37         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AY R25F074 | 2055-09-25      | 5.0000%  | 0.0000% | $317432.73         | $300879.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $2467820.64        | $2482620.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  | 0.0000% | $67136.11          | $58818.82          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1630191.16        | $1643488.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $2451139.39        | $2349877.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081BT R25F081 | 2055-10-25      | 4.5000%  | 0.0000% | $813184.37         | $795849.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.7033%  | 0.0000% | $866799.93         | $872114.37         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  | 0.0000% | $4557.23           | $4469.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9229%  | 0.0000% | $4868438.56        | $4899383.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $2564217.31        | $2475910.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.6933%  | 0.0000% | $695942.32         | $700156.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7833%  | 0.0000% | $2630581.27        | $2652505.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8729%  | 0.0000% | $5143918.01        | $5172049.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $1386673.14        | $1402430.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7333%  | 0.0000% | $1725845.59        | $1740615.85        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $8791491.74        | $8682905.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PM 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $218856.39         | $186701.79         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PM 04/25/56 | 2056-04-25      | 4.5000%  | 0.0000% | $12623741.23       | $12426722.50       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC091AB R25F091 | 2055-05-25      | 4.7500%  | 0.0000% | $146360.72         | $144856.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 LF     | 2054-10-20      | 4.3229%  | 0.0000% | $6333027.42        | $6317422.19        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GL 12/15/32 | 2032-12-15      | 4.0000%  | 0.0000% | $3037559.73        | $2888331.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029AL R22F029 | 2054-07-25      | 2.0000%  | 0.0000% | $2297297.30        | $1642330.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  | 0.0000% | $7804988.69        | $7747536.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-043 ET     | 2055-03-20      | 4.5000%  | 0.0000% | $8915972.17        | $8697958.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-24O FC     | 2072-11-20      | 4.6729%  | 0.0000% | $18263416.97       | $18432021.97       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-115 K      | 2055-07-20      | 4.5000%  | 0.0000% | $1994507.50        | $1920529.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $782691.03         | $756356.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6833%  | 0.0000% | $794231.50         | $799409.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4433%  | 0.0000% | $1354420.17        | $1358121.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5333%  | 0.0000% | $471553.18         | $473455.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3833%  | 0.0000% | $1358250.95        | $1360859.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4233%  | 0.0000% | $947538.31         | $949794.92         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4233%  | 0.0000% | $937270.43         | $939349.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  | 0.0000% | $366276.30         | $368255.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 KF     | 2056-02-20      | 4.5229%  | 0.0000% | $5736921.89        | $5695438.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT     | 2056-02-20      | 5.0000%  | 0.0000% | $18346264.92       | $18174757.92       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS     | 2056-02-20      | 4.4729%  | 0.0000% | $4240359.98        | $4224504.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 DF     | 2066-02-20      | 4.3729%  | 0.0000% | $75909.80          | $75773.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-003 EY     | 2056-01-20      | 4.7500%  | 0.0000% | $623402.18         | $565665.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-211 HT     | 2055-09-20      | 5.0000%  | 0.0000% | $3092487.96        | $3102976.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 4.7229%  | 0.0000% | $6769701.27        | $6788650.47        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8729%  | 0.0000% | $4072579.50        | $4098892.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 MF     | 2066-02-20      | 4.4729%  | 0.0000% | $15941122.55       | $15902748.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 4.7729%  | 0.0000% | $8066903.47        | $8094793.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 4.8729%  | 0.0000% | $8829832.97        | $8878078.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7229%  | 0.0000% | $4602057.96        | $4617843.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9229%  | 0.0000% | $5011044.74        | $5042124.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7729%  | 0.0000% | $5011044.74        | $5025298.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8729%  | 0.0000% | $5498321.26        | $5528369.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8729%  | 0.0000% | $4972071.55        | $4997473.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0729%  | 0.0000% | $3127323.56        | $3160995.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9229%  | 0.0000% | $3072002.23        | $3095076.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  | 0.0000% | $17827737.24       | $17784077.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6729%  | 0.0000% | $4058736.22        | $4066146.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  | 0.0000% | $2756756.70        | $1883395.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $1630441.45        | $1606338.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 HY     | 2052-01-20      | 2.5000%  | 0.0000% | $4675689.19        | $3727535.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $5250041.98        | $5151038.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-078 VL     | 2052-04-20      | 1.5000%  | 0.0000% | $1465216.22        | $974780.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 HA     | 2052-05-20      | 5.2500%  | 0.0000% | $854181.10         | $865381.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 4.8729%  | 0.0000% | $6112586.05        | $6207514.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  | 0.0000% | $9456228.32        | $8415253.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  | 0.0000% | $9476676.68        | $8481857.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $401234.01         | $353158.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  | 0.0000% | $6822359.94        | $5841281.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2833%  | 0.0000% | $1063644.79        | $1064920.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1895%  | 0.0000% | $5025140.99        | $4930719.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.2395%  | 0.0000% | $6956646.54        | $6826796.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2395%  | 0.0000% | $3487627.66        | $3432144.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0529%  | 0.0000% | $4857188.77        | $4849424.06        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0333%  | 0.0000% | $1069558.02        | $1085621.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $1743737.54        | $1761667.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  | 0.0000% | $1214198.08        | $1222550.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3333%  | 0.0000% | $1924413.70        | $1926305.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $243803.13         | $245487.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1590415.85        | $1601417.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $1547288.68        | $1562896.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $415465.71         | $402342.95         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $444386.43         | $434923.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $776468.18         | $750172.57         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PL 04/25/56 | 2056-04-25      | 4.7500%  | 0.0000% | $31926.00          | $28795.83          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650PK 04/25/56 | 2056-04-25      | 4.5000%  | 0.0000% | $13257.93          | $11478.29          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650HA 05/25/54 | 2055-06-25      | 5.0000%  | 0.0000% | $5307905.41        | $5310451.43        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FH 04/25/56 | 2056-04-25      | 5.4686%  | 0.0000% | $11486486.49       | $12060287.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650FE 04/25/56 | 2056-04-25      | 5.1686%  | 0.0000% | $17229729.73       | $17911121.29       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650DL 04/25/56 | 2056-04-25      | 5.0000%  | 0.0000% | $1302577.45        | $1243145.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5650AT 04/25/56 | 2056-04-25      | 4.5000%  | 0.0000% | $7029653.00        | $6775973.91        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  | 0.0000% | $29172222.00       | $28731682.53       | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $14408188.17       | $14279907.26       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $11045315.88       | $10952767.18       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623AH 08/25/48 | 2048-08-25      | 4.2500%  | 0.0000% | $43344.42          | $42939.87          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PT 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $6725624.68        | $6526949.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5650CF 04/25/56 | 2056-04-25      | 4.9106%  | 0.0000% | $11486486.49       | $11773998.16       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5616PL 01/25/56 | 2056-01-25      | 4.5000%  | 0.0000% | $236803.80         | $197579.14         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $40280877.13       | $39190070.97       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5607CB 12/25/55 | 2055-12-25      | 4.5000%  | 0.0000% | $537837.73         | $485282.38         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $5776681.64        | $5717416.74        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  | 0.0000% | $7293068.16        | $7151718.78        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $23236243.58       | $23118451.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5397FA 04/25/54 | 2054-04-25      | 4.6119%  | 0.0000% | $9928321.16        | $9987907.47        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5250AY 01/25/55 | 2055-01-25      | 2.0000%  | 0.0000% | $1045233.02        | $635374.85         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KP 11/25/49 | 2049-11-25      | 3.0000%  | 0.0000% | $145789.32         | $135264.94         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5200KD 03/25/52 | 2052-03-25      | 3.0000%  | 0.0000% | $458972.80         | $417916.30         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  | 0.0000% | $470379.80         | $443484.27         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  | 0.0000% | $8062.62           | $7840.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC027PF R26F027 | 2056-04-25      | 4.9722%  | 0.0000% | $21906435.47       | $21890240.15       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027ED R26F027 | 2056-04-25      | 4.5000%  | 0.0000% | $6891891.89        | $6646189.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC027DY R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $331167.35         | $310851.78         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027DL R26F027 | 2056-04-25      | 5.0000%  | 0.0000% | $6108.28           | $5690.98           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL027GA R26F027 | 2031-04-25      | 4.0000%  | 0.0000% | $23087083.86       | $23404654.40       | Agency Collateralized Mortgage Obligation |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7073%  | 0.0000% | $964282.52         | $900188.11         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.5170%  | 0.0000% | $1898152.34        | $1823481.24        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $1047915.75        | $951838.29         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A1 R26M005 | 2035-08-25      | 4.0000%  | 0.0000% | $6854776.44        | $6740420.48        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  | 0.0000% | $59729.73          | $59576.05          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  | 0.0000% | $48348.88          | $44880.67          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8507 | 2027-04-01      | 2.9600%  | 0.0000% | $49557.50          | $49133.13          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.4800%  | 0.0000% | $702.58            | $691.98            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4050%  | 0.0000% | $23.76             | $23.67             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.5990%  | 0.0000% | $9306.54           | $9265.17           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.0830%  | 0.0000% | $11672.63          | $11466.38          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.2400%  | 0.0000% | $43.04             | $42.84             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.3330%  | 0.0000% | $7908.81           | $8230.67           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WNWN5090 | 2029-09-01      | 4.0000%  | 0.0000% | $2884831.08        | $2866622.99        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.810 WNWN5031 | 2029-07-01      | 3.8100%  | 0.0000% | $45945.95          | $45462.09          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN4122 | 2035-07-01      | 4.3500%  | 0.0000% | $1149797.30        | $1124067.13        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.430 WNWN4109 | 2035-04-01      | 4.4300%  | 0.0000% | $3082513.51        | $3032788.46        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.050 WNWN1667 | 2032-07-01      | 4.0500%  | 0.0000% | $2145675.68        | $2099929.87        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4488 | 2030-07-01      | 4.0000%  | 0.0000% | $1494110.43        | $1484955.02        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3197 | 2037-07-01      | 3.9000%  | 0.0000% | $45402.28          | $42723.09          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.700 WAWA2225 | 2037-05-01      | 3.7000%  | 0.0000% | $36737.46          | $34139.87          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.2520%  | 0.0000% | $8839.05           | $9194.72           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841485 G        | 2052-09-01      | 4.1690%  | 0.0000% | $238401.19         | $236854.96         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.2090%  | 0.0000% | $7986.74           | $8311.12           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841337 G        | 2051-08-01      | 1.8520%  | 0.0000% | $387543.74         | $372585.46         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.2480%  | 0.0000% | $10087.23          | $10500.37          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.2480%  | 0.0000% | $8083.65           | $8414.79           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.2480%  | 0.0000% | $9700.37           | $10097.75          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $45118.82          | $42434.25          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG5248 | 2056-03-01      | 4.9820%  | 0.0000% | $2087497.31        | $2109173.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2315 | 2056-02-01      | 4.2900%  | 0.0000% | $705602.69         | $696122.92         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2313 | 2056-02-01      | 4.7560%  | 0.0000% | $1937445.10        | $1951702.11        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG1479 | 2056-02-01      | 4.5310%  | 0.0000% | $1631400.05        | $1623017.64        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8846 | 2056-01-01      | 4.2810%  | 0.0000% | $305920.98         | $304402.24         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8901 | 2056-01-01      | 4.7940%  | 0.0000% | $1765274.09        | $1780254.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ6653 | 2033-03-01      | 4.4800%  | 0.0000% | $1836689.19        | $1837081.02        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6453 | 2036-02-01      | 4.6000%  | 0.0000% | $617513.51         | $616516.44         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4759 | 2030-08-01      | 4.2700%  | 0.0000% | $18378.38          | $18445.76          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG2750 | 2056-02-01      | 4.4910%  | 0.0000% | $258679.58         | $258947.92         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2413 | 2034-06-01      | 4.5750%  | 0.0000% | $114864.86         | $115663.46         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  | 0.0000% | $197154.65         | $193051.80         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0575 G        | 2056-02-01      | 4.5500%  | 0.0000% | $1723442.07        | $1723332.92        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0574 G        | 2056-03-01      | 4.6350%  | 0.0000% | $1517653.62        | $1520122.08        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0573 G        | 2056-02-01      | 4.9650%  | 0.0000% | $780280.92         | $789835.07         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4879 | 2040-12-01      | 4.5000%  | 0.0000% | $1054189.76        | $1008134.31        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.000 WAWA4839 | 2054-01-01      | 4.0000%  | 0.0000% | $899540.98         | $756964.93         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.100 WAWA4814 | 2039-06-01      | 3.1000%  | 0.0000% | $143303.25         | $121726.56         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  | 0.0000% | $45609.76          | $45666.17          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  | 0.0000% | $1029454.99        | $1026837.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4959 | 2029-03-01      | 2.3000%  | 0.0000% | $11486.49          | $10935.08          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS4290 | 2029-10-01      | 1.9500%  | 0.0000% | $91891.89          | $84960.95          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS3121 | 2031-09-01      | 1.7100%  | 0.0000% | $1171162.16        | $1024167.26        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  | 0.0000% | $12433.95          | $11144.32          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197 | 2038-07-01      | 4.2400%  | 0.0000% | $89346.04          | $85724.07          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3897 | 2055-11-01      | 4.6910%  | 0.0000% | $1707690.78        | $1707301.71        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3606 | 2055-12-01      | 4.9380%  | 0.0000% | $502780.50         | $508811.35         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3125 | 2056-01-01      | 4.8720%  | 0.0000% | $1975749.18        | $1991886.77        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  | 0.0000% | $10337.84          | $9624.32           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  | 0.0000% | $61839.09          | $60180.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5517 | 2027-05-01      | 2.8600%  | 0.0000% | $42500.00          | $42041.10          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN2495 | 2028-09-01      | 2.5500%  | 0.0000% | $43182.48          | $41843.96          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  | 0.0000% | $14969.10          | $14518.33          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  | 0.0000% | $2938447.01        | $2909397.53        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  | 0.0000% | $2413310.81        | $2461887.54        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  | 0.0000% | $2843135.14        | $2889070.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  | 0.0000% | $3087567.57        | $3140501.86        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  | 0.0000% | $2244106.66        | $2299558.54        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  | 0.0000% | $2196445.95        | $2245022.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  | 0.0000% | $2774216.22        | $2797720.30        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  | 0.0000% | $1183108.11        | $1203577.06        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  | 0.0000% | $5617.80           | $4544.91           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  | 0.0000% | $2352432.43        | $2397932.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  | 0.0000% | $2453513.51        | $2503134.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0082 | 2029-01-01      | 5.2800%  | 0.0000% | $149324.32         | $153884.24         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  | 0.0000% | $1684378.38        | $1712787.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  | 0.0000% | $114864.86         | $115477.90         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9818 | 2028-10-01      | 5.3100%  | 0.0000% | $229729.73         | $235634.24         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8451 | 2028-05-01      | 4.4500%  | 0.0000% | $16642.63          | $16671.73          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  | 0.0000% | $463364.86         | $486597.21         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $43546.37          | $43373.68          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HLBS5685 | 2052-05-01      | 4.2000%  | 0.0000% | $1514336.85        | $1380778.39        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.1460%  | 0.0000% | $9402.66           | $9811.10           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.2150%  | 0.0000% | $10661.56          | $11095.55          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.1950%  | 0.0000% | $325213.55         | $336592.45         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  | 0.0000% | $2184270.27        | $2093931.76        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2631 | 2029-06-01      | 3.1400%  | 0.0000% | $21467.98          | $20915.10          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0722 | 2039-01-01      | 4.6900%  | 0.0000% | $335034.66         | $332971.96         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0840 | 2039-02-01      | 4.7000%  | 0.0000% | $320679.31         | $317542.96         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF6742 | 2056-01-01      | 4.9920%  | 0.0000% | $1777831.49        | $1801432.20        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF5354 | 2055-12-01      | 4.0670%  | 0.0000% | $233672.38         | $229471.46         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.7140%  | 0.0000% | $456.48            | $463.96            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 5.6920%  | 0.0000% | $17846.66          | $17864.91          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  | 0.0000% | $2285810.81        | $2317395.38        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.450 WAWA2224 | 2037-05-01      | 3.4500%  | 0.0000% | $109511.42         | $99253.81          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6168 | 2032-07-01      | 3.1300%  | 0.0000% | $338895.61         | $316404.58         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1519 | 2051-03-01      | 2.3900%  | 0.0000% | $574324.32         | $375146.74         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  | 0.0000% | $3105945.95        | $3053113.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9125 | 2030-07-01      | 4.7750%  | 0.0000% | $1488189.19        | $1514493.18        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  | 0.0000% | $2271510.04        | $2288759.89        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.250 WNWN1577 | 2032-06-01      | 4.2500%  | 0.0000% | $2674972.97        | $2648885.74        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  | 0.0000% | $45945.95          | $46501.54          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8349 | 2027-04-01      | 2.9800%  | 0.0000% | $101204.47         | $100405.29         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS5591 | 2037-09-01      | 3.8500%  | 0.0000% | $164256.76         | $152531.84         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  | 0.0000% | $2637161.46        | $2695687.11        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.400 WAWA2535 | 2054-05-01      | 4.4000%  | 0.0000% | $787446.55         | $713568.84         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841475 G        | 2052-08-01      | 3.4050%  | 0.0000% | $447875.60         | $436845.54         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  | 0.0000% | $45945.95          | $45429.05          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.2880%  | 0.0000% | $9604.24           | $9990.81           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7091 | 2052-10-01      | 3.9350%  | 0.0000% | $253173.90         | $250663.89         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9570%  | 0.0000% | $9371.44           | $9753.08           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  | 0.0000% | $5189.91           | $5138.93           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.150 WNWN2732 | 2032-07-01      | 4.1500%  | 0.0000% | $2592270.27        | $2548920.60        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  | 0.0000% | $227796.78         | $228018.19         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.5330%  | 0.0000% | $343521.75         | $359293.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  | 0.0000% | $2500378.38        | $2536682.20        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYAL9089 | 2028-09-01      | 2.7910%  | 0.0000% | $173605.23         | $169698.57         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6512 | 2032-09-01      | 3.7500%  | 0.0000% | $91891.89          | $88108.24          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3116 | 2056-03-01      | 4.5340%  | 0.0000% | $1884970.94        | $1886415.46        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1267 G        | 2055-12-01      | 4.9700%  | 0.0000% | $2394590.74        | $2411026.41        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3251 | 2055-11-01      | 4.9360%  | 0.0000% | $846986.72         | $854535.35         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3948 | 2055-12-01      | 4.7190%  | 0.0000% | $2004584.43        | $2005262.98        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF3949 | 2055-12-01      | 4.9090%  | 0.0000% | $1744894.70        | $1764589.04        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8101 | 2055-12-01      | 3.0200%  | 0.0000% | $233090.25         | $216733.77         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9006 | 2056-01-01      | 4.6670%  | 0.0000% | $1221490.19        | $1225417.48        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0541 G        | 2055-12-01      | 4.8050%  | 0.0000% | $2061572.16        | $2074469.70        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9007 | 2055-12-01      | 4.3210%  | 0.0000% | $1477053.99        | $1471479.34        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF8951 | 2056-02-01      | 4.4540%  | 0.0000% | $2346582.53        | $2346237.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  | 0.0000% | $2240885.32        | $2266875.86        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  | 0.0000% | $1548378.38        | $1557816.78        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ6452 | 2036-02-01      | 4.8200%  | 0.0000% | $1717229.73        | $1750172.49        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODF9894 | 2056-01-01      | 4.7490%  | 0.0000% | $1802241.88        | $1801029.27        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8C1222 G        | 2055-11-01      | 4.9200%  | 0.0000% | $2315487.68        | $2327880.17        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $19456138.64       | $17683269.35       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  | 0.0000% | $11470627.09       | $11324705.42       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0052A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $13783783.78       | $13631932.44       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0051A2 R26M00 | 2036-01-25      | 4.3000%  | 0.0000% | $24826249.57       | $24156197.38       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.0835%  | 0.0000% | $3041886.51        | $2907531.96        | Agency Mortgage-Backed Securities         |

### Security 135: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_3.66_0407
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $2194180.00        | $2222590.64        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $16239818.09       | $15450773.69       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $38085642.00       | $38027442.09       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | 0.0000% | $37254926.71       | $37037165.90       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $4268040.00        | $4322427.92        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | 0.0000% | $5819310.00        | $5862534.04        | U.S. Treasuries (including strips) |

### Security 136: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUN008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_3.65_0407
- **C.18 - Value (incl. sponsor support):** $798500000.00
- **C.18.a - Value (excl. sponsor support):** $798500000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5119%  | 0.0000% | $2892239.02        | $2888244.79        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5119%  | 0.0000% | $2251903.79        | $2252836.04        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0867%  | 0.0000% | $3553164.04        | $3482080.56        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1367%  | 0.0000% | $2086146.92        | $2051113.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $2645471.48        | $2455389.06        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $4133122.11        | $2999836.56        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.1457%  | 0.0000% | $82578.71          | $81813.63          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  | 0.0000% | $702468.03         | $702962.33         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7119%  | 0.0000% | $430979.86         | $432370.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6619%  | 0.0000% | $1833326.63        | $1825696.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  | 0.0000% | $110633.30         | $110330.24         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $2394323.00        | $2312511.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1701754.09        | $1634438.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  | 0.0000% | $43259.06          | $43147.64          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $3325408.16        | $3145925.91        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  | 0.0000% | $484541.60         | $477618.63         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8619%  | 0.0000% | $5208576.19        | $5240975.18        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5422%  | 0.0000% | $173401.54         | $178508.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6619%  | 0.0000% | $1230701.19        | $1238487.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL083FA R24F083 | 2054-10-25      | 4.8119%  | 0.0000% | $3900920.11        | $3906151.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6619%  | 0.0000% | $280092.87         | $281903.39         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5119%  | 0.0000% | $3737309.59        | $3735627.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6119%  | 0.0000% | $697726.65         | $695832.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7119%  | 0.0000% | $3447601.33        | $3452870.35        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.2621%  | 0.0000% | $89667.28          | $90723.25          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2719%  | 0.0000% | $9545587.41        | $9449463.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $2363902.68        | $1803143.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $2106264.88        | $2138611.49        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7619%  | 0.0000% | $596830.81         | $598988.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8619%  | 0.0000% | $865199.63         | $870748.43         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2119%  | 0.0000% | $2098892.50        | $2122678.51        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5119%  | 0.0000% | $4252172.94        | $4257479.58        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7119%  | 0.0000% | $4789880.97        | $4797397.81        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6019%  | 0.0000% | $737342.25         | $740453.82         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0619%  | 0.0000% | $783407.52         | $789227.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6619%  | 0.0000% | $538934.33         | $542359.78         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.4813%  | 0.0000% | $940435.53         | $931362.96         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $288333.31         | $283076.71         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1119%  | 0.0000% | $2607970.65        | $2629629.80        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4904%  | 0.0000% | $68605.73          | $68585.25          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4274%  | 0.0000% | $48214.62          | $48164.47          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3254%  | 0.0000% | $170726.15         | $172407.01         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.8858%  | 0.0000% | $76900.63          | $78316.74          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5064%  | 0.0000% | $122334.62         | $123620.48         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0119%  | 0.0000% | $1069436.29        | $1076671.36        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0819%  | 0.0000% | $395953.56         | $399695.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1119%  | 0.0000% | $2127021.01        | $2148454.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8619%  | 0.0000% | $1486543.27        | $1494076.05        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8119%  | 0.0000% | $6476249.85        | $6508099.94        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8119%  | 0.0000% | $5037572.72        | $5054005.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7619%  | 0.0000% | $2185842.19        | $2192761.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6619%  | 0.0000% | $571793.94         | $574861.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9619%  | 0.0000% | $2056749.19        | $2075107.69        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2119%  | 0.0000% | $1703795.02        | $1734220.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0619%  | 0.0000% | $4077169.30        | $4125086.84        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $415989.57         | $406496.69         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8119%  | 0.0000% | $4062920.80        | $4081943.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5119%  | 0.0000% | $2723083.80        | $2721542.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  | 0.0000% | $2850994.43        | $2891596.39        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2367%  | 0.0000% | $333099.58         | $329129.69         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $95488.34          | $93377.85          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1764%  | 0.0000% | $936857.09         | $932722.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  | 0.0000% | $96065.19          | $97066.70          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062BA R25F062 | 2051-11-25      | 5.5000%  | 0.0000% | $2499514.56        | $2519121.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8619%  | 0.0000% | $192103.62         | $193276.47         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4619%  | 0.0000% | $14466173.29       | $14431463.88       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7619%  | 0.0000% | $285119.50         | $286147.25         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  | 0.0000% | $1450523.17        | $1459938.04        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8619%  | 0.0000% | $393426.08         | $395826.50         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8619%  | 0.0000% | $210821.25         | $211946.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1119%  | 0.0000% | $635128.67         | $642127.78         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1119%  | 0.0000% | $1330528.16        | $1343935.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0119%  | 0.0000% | $122.37            | $123.35            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9619%  | 0.0000% | $3684708.85        | $3710262.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9119%  | 0.0000% | $3303246.10        | $3333396.97        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1619%  | 0.0000% | $546212.84         | $552127.95         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8619%  | 0.0000% | $436687.29         | $440766.09         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1619%  | 0.0000% | $1980422.13        | $2001959.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0119%  | 0.0000% | $456739.82         | $459341.55         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0119%  | 0.0000% | $740656.79         | $745341.68         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8619%  | 0.0000% | $3234368.56        | $3251272.39        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8619%  | 0.0000% | $1018420.52        | $1023920.32        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6119%  | 0.0000% | $2987115.40        | $2982771.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7619%  | 0.0000% | $2831771.58        | $2840733.14        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8619%  | 0.0000% | $939880.81         | $945856.87         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8119%  | 0.0000% | $2478521.06        | $2490261.77        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.000 CLRQ0112 | 2056-04-01      | 6.0000%  | 0.0000% | $6043528.38        | $6201627.08        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3539 | 2055-11-01      | 5.0000%  | 0.0000% | $155.91            | $154.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA6782 | 2056-02-01      | 7.0000%  | 0.0000% | $319.18            | $338.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL3427 | 2050-08-01      | 3.0000%  | 0.0000% | $157.99            | $140.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU6016 | 2043-09-01      | 3.5000%  | 0.0000% | $28244.08          | $26508.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU0100 | 2043-06-01      | 3.5000%  | 0.0000% | $265898.69         | $249892.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $34.62             | $31.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $71.02             | $67.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  | 0.0000% | $64.80             | $61.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT5901 | 2043-06-01      | 3.5000%  | 0.0000% | $1606988.52        | $1517616.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $182622.05         | $171972.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB0133 | 2039-01-01      | 5.0000%  | 0.0000% | $4.51              | $4.56              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1675 | 2055-12-01      | 5.0000%  | 0.0000% | $3194186.35        | $3185838.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2347 | 2055-11-01      | 5.5000%  | 0.0000% | $329.41            | $332.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7549 | 2056-02-01      | 5.5000%  | 0.0000% | $1412009.36        | $1434792.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | 0.0000% | $258895.19         | $264311.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $290382.68         | $292513.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3974 | 2055-04-01      | 6.5000%  | 0.0000% | $145.28            | $154.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  | 0.0000% | $496551.24         | $507295.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0136 | 2055-09-01      | 5.5000%  | 0.0000% | $155.02            | $158.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF2365 | 2055-10-01      | 6.5000%  | 0.0000% | $159.10            | $167.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6448 | 2056-01-01      | 5.5000%  | 0.0000% | $191827.67         | $196037.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CNRD5042 | 2030-12-01      | 1.5000%  | 0.0000% | $47.06             | $44.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  | 0.0000% | $152.36            | $157.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $152.45            | $153.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0724 | 2055-07-01      | 6.0000%  | 0.0000% | $289.16            | $295.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5973 | 2055-10-01      | 5.5000%  | 0.0000% | $158.86            | $160.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2194 | 2054-12-01      | 6.0000%  | 0.0000% | $157.57            | $164.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $149.34            | $152.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $133.32            | $134.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9339 | 2043-05-01      | 3.0000%  | 0.0000% | $35.53             | $32.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $156.00            | $158.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  | 0.0000% | $112.62            | $116.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  | 0.0000% | $140.44            | $139.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6524 | 2053-12-01      | 6.5000%  | 0.0000% | $117.66            | $125.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  | 0.0000% | $121.23            | $102.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $20.30             | $19.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM4706 | 2033-09-01      | 4.0000%  | 0.0000% | $5043.89           | $4997.51           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3940 | 2047-08-01      | 3.5000%  | 0.0000% | $42823.05          | $39933.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX0433 | 2052-11-01      | 6.0000%  | 0.0000% | $183.60            | $190.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ9374 | 2051-01-01      | 2.5000%  | 0.0000% | $115.87            | $98.38             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $678.50            | $667.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $129.16            | $118.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $314354.55         | $319578.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  | 0.0000% | $145.87            | $149.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5930 | 2055-08-01      | 6.0000%  | 0.0000% | $134.77            | $138.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $159.33            | $157.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  | 0.0000% | $158.94            | $168.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $2242237.04        | $2294068.59        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3186 | 2055-07-01      | 5.5000%  | 0.0000% | $158.27            | $161.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE2710 | 2055-07-01      | 5.5000%  | 0.0000% | $157.36            | $160.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0273 | 2055-06-01      | 5.5000%  | 0.0000% | $153.89            | $157.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $7900804.41        | $7841672.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $112.16            | $109.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $125.92            | $122.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1369 | 2054-03-01      | 6.0000%  | 0.0000% | $517187.84         | $531000.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  | 0.0000% | $101.43            | $105.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  | 0.0000% | $156.89            | $163.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | 0.0000% | $150.03            | $149.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  | 0.0000% | $239979.74         | $239189.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  | 0.0000% | $11140.15          | $11225.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  | 0.0000% | $83.37             | $89.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA6030 | 2056-04-01      | 5.5000%  | 0.0000% | $159.70            | $160.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  | 0.0000% | $218055.04         | $216545.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  | 0.0000% | $159.00            | $158.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA0004 | 2055-12-01      | 6.0000%  | 0.0000% | $1688046.89        | $1732118.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8564 | 2056-03-01      | 5.0000%  | 0.0000% | $479.10            | $478.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF6758 | 2056-01-01      | 4.5000%  | 0.0000% | $159.18            | $153.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3731 | 2055-10-01      | 6.0000%  | 0.0000% | $150.90            | $154.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7743 | 2055-11-01      | 6.0000%  | 0.0000% | $188970.57         | $196257.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | 0.0000% | $1352698.86        | $1380813.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA4545 | 2052-01-01      | 2.5000%  | 0.0000% | $158.56            | $135.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  | 0.0000% | $286.00            | $292.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  | 0.0000% | $6361.39           | $6542.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB6391 | 2054-07-01      | 7.0000%  | 0.0000% | $126.33            | $133.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8085 | 2050-08-01      | 3.5000%  | 0.0000% | $18717.77          | $17323.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC2489 | 2054-09-01      | 5.5000%  | 0.0000% | $155.74            | $159.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8017 | 2049-10-01      | 3.5000%  | 0.0000% | $22002.42          | $20377.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  | 0.0000% | $8329.81           | $8453.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | 0.0000% | $145.03            | $152.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6031 | 2054-08-01      | 6.0000%  | 0.0000% | $127.56            | $131.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $1402605.85        | $1413982.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  | 0.0000% | $7364.05           | $6931.42           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  | 0.0000% | $41.40             | $37.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT0998 | 2043-04-01      | 3.5000%  | 0.0000% | $25.36             | $23.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $76.48             | $69.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNAS8537 | 2026-12-01      | 2.0000%  | 0.0000% | $2.15              | $2.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $46683.57          | $42095.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $40.57             | $36.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7730 | 2046-08-01      | 3.0000%  | 0.0000% | $39.46             | $35.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $23.18             | $21.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $1791.24           | $1653.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | 0.0000% | $163.36            | $132.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  | 0.0000% | $106805.50         | $109785.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $2790.18           | $2813.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $89.89             | $77.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH2611 | 2053-10-01      | 6.0000%  | 0.0000% | $140.64            | $145.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5788 | 2050-05-01      | 2.5000%  | 0.0000% | $89.77             | $76.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $140467.66         | $123467.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  | 0.0000% | $96.52             | $79.65             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $106.93            | $112.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  | 0.0000% | $17985.80          | $18745.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0145 | 2055-09-01      | 6.5000%  | 0.0000% | $158.64            | $167.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $150.31            | $148.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  | 0.0000% | $1209.10           | $1245.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4398 | 2056-01-01      | 6.0000%  | 0.0000% | $1568681.82        | $1612576.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5952 | 2041-01-01      | 5.5000%  | 0.0000% | $152.53            | $156.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA1417 | 2055-12-01      | 6.0000%  | 0.0000% | $318.77            | $331.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $317.80            | $314.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBV5448 | 2041-01-01      | 5.0000%  | 0.0000% | $258660.15         | $263281.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8795 | 2056-01-01      | 5.0000%  | 0.0000% | $183944.68         | $182524.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  | 0.0000% | $158.76            | $157.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1186635.45        | $1244468.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $158.99            | $164.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $475.67            | $476.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF2377 | 2055-11-01      | 4.5000%  | 0.0000% | $204517.26         | $198522.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2184 | 2055-11-01      | 5.5000%  | 0.0000% | $563776.87         | $568034.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2581 | 2055-10-01      | 5.0000%  | 0.0000% | $203.88            | $201.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF1557 | 2055-10-01      | 6.0000%  | 0.0000% | $159.00            | $164.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $129.39            | $132.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $125.08            | $130.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $146.79            | $149.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $148.45            | $147.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6387 | 2054-11-01      | 5.0000%  | 0.0000% | $156.78            | $155.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $156.55            | $155.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC4067 | 2054-10-01      | 6.0000%  | 0.0000% | $151.54            | $155.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $125.27            | $134.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC4445 | 2054-11-01      | 4.5000%  | 0.0000% | $142.92            | $138.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3317 | 2054-09-01      | 5.0000%  | 0.0000% | $135.08            | $133.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $159.51            | $163.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3458 | 2050-08-01      | 3.5000%  | 0.0000% | $1728125.76        | $1611074.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  | 0.0000% | $7313.61           | $6891.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $8718.06           | $7759.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1851 | 2052-05-01      | 4.0000%  | 0.0000% | $104.20            | $99.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $109.36            | $93.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0599 | 2051-04-01      | 2.0000%  | 0.0000% | $10320.98          | $8492.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6269 | 2051-02-01      | 2.0000%  | 0.0000% | $106.23            | $87.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  | 0.0000% | $376380.09         | $373524.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  | 0.0000% | $34630.50          | $30801.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1171145.84        | $1051876.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2745 | 2050-03-01      | 4.5000%  | 0.0000% | $29.77             | $29.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB4897 | 2054-12-01      | 4.5000%  | 0.0000% | $157.08            | $152.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  | 0.0000% | $92276.65          | $93835.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3724 | 2054-05-01      | 5.5000%  | 0.0000% | $218395.65         | $221136.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | 0.0000% | $143.58            | $145.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $3601805.57        | $3762449.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8847 | 2054-07-01      | 6.0000%  | 0.0000% | $129.89            | $135.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $149.08            | $150.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8756 | 2054-06-01      | 6.0000%  | 0.0000% | $130.93            | $134.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $117.46            | $124.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $144.73            | $139.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $136.04            | $137.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $57454.76          | $58004.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1576966.55        | $1541178.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $70.89             | $73.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $147.82            | $147.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | 0.0000% | $248.11            | $251.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA8721 | 2053-04-01      | 4.5000%  | 0.0000% | $142.81            | $138.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8417 | 2053-01-01      | 6.0000%  | 0.0000% | $42688.21          | $44514.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $8157337.57        | $8248784.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $129770.20         | $126488.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $14292857.40       | $14303043.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $11378938.05       | $11311263.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4662 | 2051-02-01      | 2.5000%  | 0.0000% | $42537.31          | $36456.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $93.37             | $76.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA3592 | 2050-09-01      | 3.5000%  | 0.0000% | $68.67             | $63.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  | 0.0000% | $507190.39         | $473343.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD1697 | 2055-03-01      | 6.5000%  | 0.0000% | $192680.23         | $201213.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $107.01            | $109.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $258.66            | $260.55            | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $235084.25         | $228131.75         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $4068.34           | $4058.13           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6685%  | 0.0000% | $747323.96         | $699618.41         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $287928.39         | $276229.29         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4947%  | 0.0000% | $3313826.53        | $3193917.16        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6838%  | 0.0000% | $463928.50         | $396920.68         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4681%  | 0.0000% | $4100297.50        | $3631442.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4606%  | 0.0000% | $798500.00         | $692586.56         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $600695.27         | $572811.19         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2554%  | 0.0000% | $1072277.50        | $1017699.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3244%  | 0.0000% | $1000954.82        | $889661.99         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  | 0.0000% | $42231.08          | $41923.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  | 0.0000% | $50.55             | $45.38             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18552 G | 2030-05-01      | 3.0000%  | 0.0000% | $10090.18          | $9923.87           | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08622 G | 2045-01-01      | 3.0000%  | 0.0000% | $10701.31          | $9731.65           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $87481.75          | $84337.95          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  | 0.0000% | $10476.36          | $9862.20           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G16234 G | 2031-09-01      | 3.5000%  | 0.0000% | $16442.29          | $16284.71          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G16136 G | 2032-02-01      | 3.0000%  | 0.0000% | $9927.58           | $9696.17           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $188.46            | $182.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA7383 | 2037-02-01      | 4.5000%  | 0.0000% | $4.32              | $4.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 NP995783 | 2037-11-01      | 8.0000%  | 0.0000% | $4344.24           | $4513.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL995228 | 2038-11-01      | 6.5000%  | 0.0000% | $2.37              | $2.52              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA2570 | 2053-09-01      | 6.5000%  | 0.0000% | $94.02             | $99.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB1855 | 2054-04-01      | 6.5000%  | 0.0000% | $124.91            | $131.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1637 | 2053-10-01      | 6.0000%  | 0.0000% | $1415534.59        | $1459927.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $57654.09          | $59904.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA0007 | 2053-09-01      | 5.5000%  | 0.0000% | $536790.01         | $542358.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $5.02              | $5.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.490 CA824295 | 2035-06-01      | 4.4900%  | 0.0000% | $7442.92           | $7381.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  | 0.0000% | $23298.81          | $23628.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | 0.0000% | $115.18            | $98.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $144.88            | $143.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  | 0.0000% | $114.80            | $115.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8359 | 2040-11-01      | 4.0000%  | 0.0000% | $467092.36         | $451649.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  | 0.0000% | $90.05             | $93.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | 0.0000% | $117.69            | $118.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $1508592.41        | $1569940.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3145608.52        | $3121408.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $2955039.02        | $2932621.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $121.79            | $118.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ8919 | 2054-11-01      | 7.0000%  | 0.0000% | $188545.99         | $201653.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  | 0.0000% | $915376.47         | $951204.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $131.36            | $134.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $268957.99         | $231347.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $58.55             | $52.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3321 | 2042-07-01      | 3.5000%  | 0.0000% | $20.39             | $19.26             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | 0.0000% | $17.39             | $16.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $219552.61         | $217616.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $25.91             | $25.40             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J37648 G | 2032-09-01      | 3.0000%  | 0.0000% | $88265.91          | $85967.90          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J31435 G | 2030-04-01      | 3.0000%  | 0.0000% | $72569.34          | $71426.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | 0.0000% | $363426.07         | $387243.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $61.99             | $63.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM3305 | 2049-06-01      | 5.5000%  | 0.0000% | $42877.33          | $43813.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $86.94             | $90.28             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $3613.01           | $3692.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $179.15            | $184.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0918 | 2054-02-01      | 5.0000%  | 0.0000% | $121.72            | $121.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  | 0.0000% | $107149.16         | $98753.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $136.83            | $136.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX4277 | 2045-01-01      | 3.0000%  | 0.0000% | $323141.78         | $294866.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  | 0.0000% | $111.81            | $114.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $3579.52           | $3481.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $4654.58           | $4501.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  | 0.0000% | $553.53            | $584.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $139.45            | $148.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4403 | 2055-06-01      | 6.5000%  | 0.0000% | $114.65            | $119.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  | 0.0000% | $9.05              | $9.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $1101859.60        | $1046707.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  | 0.0000% | $120.50            | $119.95            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  | 0.0000% | $134.57            | $139.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  | 0.0000% | $148.06            | $150.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1727 | 2055-06-01      | 5.5000%  | 0.0000% | $152.33            | $155.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  | 0.0000% | $104.72            | $88.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5758 | 2055-03-01      | 6.0000%  | 0.0000% | $137.85            | $143.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  | 0.0000% | $208253.68         | $217541.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  | 0.0000% | $142.38            | $145.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | 0.0000% | $131.65            | $131.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1884072.45        | $1907753.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CKBU4849 | 2054-07-01      | 6.5000%  | 0.0000% | $111.47            | $114.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $3858074.44        | $3827442.61        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $840564.66         | $833890.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $115.11            | $98.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5496 | 2055-12-01      | 5.5000%  | 0.0000% | $159.15            | $161.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF4952 | 2055-11-01      | 5.5000%  | 0.0000% | $159.05            | $162.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF5352 | 2055-12-01      | 6.0000%  | 0.0000% | $165527.14         | $171910.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $72.72             | $62.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7240 | 2050-10-01      | 2.5000%  | 0.0000% | $360324.78         | $309581.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $5590730.94        | $4767223.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA6432 | 2050-07-01      | 3.5000%  | 0.0000% | $1221037.92        | $1139169.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $81.69             | $69.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $95.52             | $77.56             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | 0.0000% | $75.22             | $63.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY8627 | 2055-07-01      | 6.0000%  | 0.0000% | $370.51            | $379.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7959 | 2055-07-01      | 6.5000%  | 0.0000% | $158.60            | $168.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7124 | 2055-07-01      | 7.0000%  | 0.0000% | $137.45            | $147.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY6150 | 2055-06-01      | 5.5000%  | 0.0000% | $104582.43         | $106768.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  | 0.0000% | $1573713.37        | $1591246.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $2945.01           | $2917.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  | 0.0000% | $840729.15         | $780021.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0147 | 2055-09-01      | 5.5000%  | 0.0000% | $269609.74         | $274286.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1629 | 2055-09-01      | 5.5000%  | 0.0000% | $476453.86         | $487113.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY7353 | 2055-07-01      | 7.0000%  | 0.0000% | $127.75            | $136.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4441 | 2055-03-01      | 6.5000%  | 0.0000% | $126.61            | $133.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  | 0.0000% | $153.44            | $157.58            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $310.24            | $322.19            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $25.76             | $26.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $8211904.10        | $8155699.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $57.70             | $53.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5179 | 2053-06-01      | 5.0000%  | 0.0000% | $108.28            | $107.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4467 | 2054-09-01      | 7.0000%  | 0.0000% | $137.84            | $147.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | 0.0000% | $21.18             | $20.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  | 0.0000% | $24239.40          | $24608.35          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 U4BF0241 | 2052-05-01      | 3.5000%  | 0.0000% | $11885.35          | $11014.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $111.42            | $91.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  | 0.0000% | $231.77            | $190.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI1993 | 2054-03-01      | 5.5000%  | 0.0000% | $140.90            | $142.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9571 | 2056-04-01      | 5.0000%  | 0.0000% | $926493.80         | $919081.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9116 | 2056-03-01      | 5.0000%  | 0.0000% | $479.10            | $473.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8618 | 2056-03-01      | 5.5000%  | 0.0000% | $1954137.75        | $1986627.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1771 | 2054-06-01      | 5.5000%  | 0.0000% | $412367.62         | $416500.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  | 0.0000% | $135.36            | $131.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ0096 | 2053-10-01      | 6.0000%  | 0.0000% | $2711137.95        | $2798729.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  | 0.0000% | $124.66            | $133.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4298 | 2048-11-01      | 3.5000%  | 0.0000% | $158.38            | $149.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  | 0.0000% | $3176880.18        | $3152931.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ0917 | 2054-02-01      | 5.0000%  | 0.0000% | $31394.00          | $31061.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $16.28             | $15.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | 0.0000% | $75.08             | $71.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  | 0.0000% | $12438.87          | $12461.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | 0.0000% | $29.05             | $28.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  | 0.0000% | $17435.83          | $16717.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  | 0.0000% | $31.35             | $27.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  | 0.0000% | $15.04             | $15.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  | 0.0000% | $37.06             | $36.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $31.45             | $29.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $25.03             | $25.05             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $500820.18         | $512374.10         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  | 0.0000% | $146.14            | $148.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | 0.0000% | $2090885.67        | $2134339.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1217 | 2042-10-01      | 4.0000%  | 0.0000% | $17.16             | $16.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0353 | 2030-03-01      | 4.5000%  | 0.0000% | $10665.25          | $10737.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0318 | 2030-02-01      | 4.5000%  | 0.0000% | $9267.49           | $9330.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | 0.0000% | $1.79              | $1.79              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $40275.09          | $34518.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $236.95            | $210.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | 0.0000% | $637.59            | $655.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9820 | 2055-01-01      | 6.0000%  | 0.0000% | $133.21            | $137.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQJ9078 | 2054-11-01      | 4.5000%  | 0.0000% | $140.63            | $137.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $158.18            | $162.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $635.48            | $668.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  | 0.0000% | $160.18            | $162.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0984 | 2055-12-01      | 6.5000%  | 0.0000% | $159.28            | $166.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9069 | 2056-01-01      | 5.5000%  | 0.0000% | $159.49            | $161.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL4383 | 2052-04-01      | 2.5000%  | 0.0000% | $159.70            | $137.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  | 0.0000% | $156.15            | $160.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9115 | 2056-04-01      | 5.0000%  | 0.0000% | $479.10            | $478.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA6002 | 2041-03-01      | 4.0000%  | 0.0000% | $1443552.59        | $1412189.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7447 | 2056-03-01      | 5.5000%  | 0.0000% | $319.31            | $323.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7003 | 2056-03-01      | 6.0000%  | 0.0000% | $319.36            | $334.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  | 0.0000% | $28.16             | $26.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB5267 | 2042-05-01      | 4.0000%  | 0.0000% | $7.54              | $7.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $2024824.81        | $1908623.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $244.84            | $237.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5448 | 2053-01-01      | 5.0000%  | 0.0000% | $129.70            | $129.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4389925.76        | $4544538.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  | 0.0000% | $113.97            | $111.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4066 | 2056-02-01      | 5.5000%  | 0.0000% | $6341985.15        | $6420735.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4632 | 2055-10-01      | 5.5000%  | 0.0000% | $1585765.57        | $1605213.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $635.84            | $661.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2945 | 2055-09-01      | 5.5000%  | 0.0000% | $158.80            | $161.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4184 | 2050-11-01      | 3.0000%  | 0.0000% | $59.76             | $52.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $72.44             | $65.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  | 0.0000% | $28.16             | $28.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $26870.55          | $20713.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4136 | 2050-09-01      | 2.0000%  | 0.0000% | $31564.43          | $24759.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4049 | 2050-06-01      | 3.5000%  | 0.0000% | $36.44             | $33.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4076 | 2035-07-01      | 3.0000%  | 0.0000% | $36.66             | $35.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3974 | 2050-03-01      | 3.5000%  | 0.0000% | $36428.00          | $33038.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $4218.94           | $3906.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  | 0.0000% | $24.83             | $23.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6033 | 2055-04-01      | 6.5000%  | 0.0000% | $301358.91         | $318636.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6909 | 2054-12-01      | 5.0000%  | 0.0000% | $155.64            | $154.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | 0.0000% | $127759.93         | $130755.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFA3110 | 2040-10-01      | 4.5000%  | 0.0000% | $151.23            | $150.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | 0.0000% | $186.11            | $184.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT9636 | 2043-07-01      | 3.5000%  | 0.0000% | $1603077.31        | $1508568.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  | 0.0000% | $29373.91          | $27611.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  | 0.0000% | $16.20             | $15.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6310 | 2053-05-01      | 5.0000%  | 0.0000% | $128.41            | $127.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  | 0.0000% | $10859.72          | $10519.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $3581562.37        | $3630949.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $7464577.26        | $7556565.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $106.88            | $111.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5796 | 2053-02-01      | 5.5000%  | 0.0000% | $121.45            | $122.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $128.09            | $124.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $37.12             | $33.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  | 0.0000% | $18.23             | $17.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  | 0.0000% | $5465931.96        | $5494828.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $5261086.54        | $5012833.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  | 0.0000% | $12502750.88       | $12194745.61       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $4619367.02        | $4585981.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2698886.45        | $2584454.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4409 | 2052-08-01      | 5.0000%  | 0.0000% | $128.08            | $128.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $5728786.49        | $5686500.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $114.17            | $104.76            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $1.02              | $1.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS3220 | 2029-09-01      | 3.0000%  | 0.0000% | $5411.62           | $5337.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $20.05             | $19.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  | 0.0000% | $13011.48          | $12441.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $6383419.51        | $6334992.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | 0.0000% | $133.24            | $133.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $138.61            | $134.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  | 0.0000% | $121.99            | $121.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9919 | 2028-04-01      | 3.0000%  | 0.0000% | $3.86              | $3.82              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  | 0.0000% | $87.46             | $77.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  | 0.0000% | $127.09            | $127.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $92.15             | $89.02             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  | 0.0000% | $12718507.53       | $13293396.79       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $21.33             | $19.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  | 0.0000% | $137.12            | $138.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  | 0.0000% | $121.02            | $118.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ2235 | 2054-08-01      | 7.0000%  | 0.0000% | $265.00            | $283.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  | 0.0000% | $151.43            | $154.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $47.32             | $44.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX5166 | 2053-03-01      | 5.5000%  | 0.0000% | $218845.49         | $222561.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5737 | 2050-05-01      | 3.5000%  | 0.0000% | $78.89             | $73.81             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $126.61            | $103.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  | 0.0000% | $57.59             | $54.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $273.23            | $289.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9010 | 2055-10-01      | 5.5000%  | 0.0000% | $158.76            | $160.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0947 | 2054-02-01      | 6.5000%  | 0.0000% | $222.81            | $234.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CNFS7971 | 2031-07-01      | 1.5000%  | 0.0000% | $50611.59          | $47820.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12201470.14       | $12686637.20       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $150.15            | $152.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  | 0.0000% | $146.56            | $133.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | 0.0000% | $139.97            | $144.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1675 | 2055-05-01      | 5.5000%  | 0.0000% | $149.87            | $153.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $5245.99           | $5438.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  | 0.0000% | $157.83            | $163.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  | 0.0000% | $1251.30           | $1273.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB4914 | 2055-02-01      | 7.0000%  | 0.0000% | $272846.03         | $300008.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2728 | 2056-01-01      | 6.5000%  | 0.0000% | $288.80            | $304.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $159.38            | $157.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $85.01             | $72.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $314.79            | $310.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $131.24            | $134.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  | 0.0000% | $102.82            | $108.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  | 0.0000% | $481.63            | $466.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  | 0.0000% | $196596.12         | $203820.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | 0.0000% | $6703776.46        | $7021385.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4421 | 2055-04-01      | 6.5000%  | 0.0000% | $113.51            | $117.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $170285.14         | $169537.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545189 | 2031-08-01      | 7.5000%  | 0.0000% | $0.39              | $0.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL539079 | 2030-02-01      | 7.5000%  | 0.0000% | $7518.02           | $7668.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0671 | 2055-03-01      | 5.5000%  | 0.0000% | $135.76            | $138.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $151.09            | $152.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | 0.0000% | $130.08            | $133.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL0199 | 2054-12-01      | 5.5000%  | 0.0000% | $294.30            | $298.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ9648 | 2055-12-01      | 5.0000%  | 0.0000% | $939422.87         | $931701.44         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5181 | 2055-10-01      | 5.5000%  | 0.0000% | $298.18            | $301.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $476.94            | $493.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $458.37            | $484.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ4636 | 2055-10-01      | 5.0000%  | 0.0000% | $159.01            | $157.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  | 0.0000% | $4476965.44        | $4569738.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA3548 | 2055-02-01      | 4.0000%  | 0.0000% | $157.50            | $149.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $150.86            | $153.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $31020996.34       | $31870320.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA1352 | 2052-02-01      | 2.0000%  | 0.0000% | $147.47            | $120.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA1163 | 2055-04-01      | 6.5000%  | 0.0000% | $123.25            | $127.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  | 0.0000% | $2595856.36        | $2268595.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $11796002.28       | $12040431.17       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $914946.02         | $799688.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $4249841.11        | $4327529.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6946 | 2053-06-01      | 5.5000%  | 0.0000% | $129.47            | $130.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $136.81            | $138.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $144.26            | $146.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $272.23            | $270.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $255.13            | $210.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  | 0.0000% | $458401.92         | $454974.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $158.91            | $162.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  | 0.0000% | $1111.13           | $1139.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | 0.0000% | $142.19            | $149.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $132.62            | $136.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDE6938 | 2056-01-01      | 4.5000%  | 0.0000% | $394668.48         | $385429.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | 0.0000% | $19063.84          | $19904.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | 0.0000% | $240.96            | $227.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAL3797 | 2028-06-01      | 2.5000%  | 0.0000% | $4.73              | $4.67              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  | 0.0000% | $120.97            | $121.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1881 | 2056-01-01      | 6.0000%  | 0.0000% | $156.50            | $160.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1214 | 2055-10-01      | 5.5000%  | 0.0000% | $560005.70         | $574349.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  | 0.0000% | $44244.64          | $43940.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0731 | 2055-07-01      | 6.0000%  | 0.0000% | $90985.65          | $93505.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0307 | 2055-04-01      | 7.0000%  | 0.0000% | $23069.30          | $24454.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZLFP0129 | 2054-12-01      | 6.5000%  | 0.0000% | $118.88            | $123.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS9944 | 2054-08-01      | 5.0000%  | 0.0000% | $140.43            | $140.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9724 | 2054-03-01      | 5.5000%  | 0.0000% | $117.98            | $119.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $143.66            | $139.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  | 0.0000% | $122.16            | $126.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  | 0.0000% | $1377072.79        | $1195817.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9783 | 2054-11-01      | 5.5000%  | 0.0000% | $28437.57          | $29082.34          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $134.25            | $135.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  | 0.0000% | $149.01            | $136.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7280 | 2053-03-01      | 5.0000%  | 0.0000% | $131.17            | $130.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  | 0.0000% | $5.69              | $5.44              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE2611 | 2040-09-01      | 3.5000%  | 0.0000% | $8.59              | $8.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAE0755 | 2040-01-01      | 7.0000%  | 0.0000% | $8.22              | $8.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  | 0.0000% | $1096308.56        | $1056377.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $163.33            | $161.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $81481.84          | $82521.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CNMA5901 | 2035-11-01      | 5.5000%  | 0.0000% | $10396.06          | $10639.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | 0.0000% | $151.69            | $155.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5820 | 2045-09-01      | 3.5000%  | 0.0000% | $27.65             | $25.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZN6161 | 2049-05-01      | 3.5000%  | 0.0000% | $238767.61         | $221135.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  | 0.0000% | $134.20            | $133.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $104.87            | $111.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  | 0.0000% | $157.18            | $165.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB7565 | 2054-08-01      | 6.5000%  | 0.0000% | $260.80            | $275.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | 0.0000% | $281.34            | $291.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0312 | 2046-01-01      | 4.5000%  | 0.0000% | $19103.06          | $18856.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  | 0.0000% | $70769.72          | $64124.80          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6899 | 2049-04-01      | 4.5000%  | 0.0000% | $7046.00           | $6926.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $140.94            | $138.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2427 | 2055-05-01      | 6.0000%  | 0.0000% | $274.46            | $281.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1656 | 2055-03-01      | 6.5000%  | 0.0000% | $229.24            | $241.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  | 0.0000% | $155.39            | $153.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $4365393.25        | $4319184.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  | 0.0000% | $105.37            | $109.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX9580 | 2055-04-01      | 6.5000%  | 0.0000% | $315.85            | $329.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7599 | 2055-03-01      | 6.5000%  | 0.0000% | $132.12            | $140.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6393 | 2055-02-01      | 7.0000%  | 0.0000% | $313.09            | $337.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3424 | 2055-01-01      | 6.0000%  | 0.0000% | $136.49            | $140.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2653 | 2054-12-01      | 6.0000%  | 0.0000% | $102.95            | $107.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY3462 | 2055-05-01      | 5.0000%  | 0.0000% | $159.63            | $158.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  | 0.0000% | $133.95            | $136.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7751 | 2056-03-01      | 5.5000%  | 0.0000% | $2649797.58        | $2688021.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA7602 | 2056-03-01      | 5.5000%  | 0.0000% | $159.94            | $162.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7596 | 2056-02-01      | 6.0000%  | 0.0000% | $1493138.03        | $1543946.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4336 | 2045-01-01      | 3.5000%  | 0.0000% | $27.83             | $26.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  | 0.0000% | $3752.39           | $3521.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2676 | 2029-06-01      | 3.0000%  | 0.0000% | $7383.98           | $7288.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $9.34              | $9.30              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  | 0.0000% | $22.26             | $20.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CVAR1938 | 2027-12-01      | 2.5000%  | 0.0000% | $6566.61           | $6486.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $24.71             | $23.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAR2574 | 2043-02-01      | 3.5000%  | 0.0000% | $49978.65          | $47086.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  | 0.0000% | $7272.38           | $6861.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAQ0527 | 2042-11-01      | 3.5000%  | 0.0000% | $2244165.85        | $2107710.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP4793 | 2042-09-01      | 3.5000%  | 0.0000% | $48.16             | $45.52             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  | 0.0000% | $26.09             | $24.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $21908.26          | $20085.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $30.54             | $28.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $95.59             | $78.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $7678342.75        | $6647236.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $93.16             | $75.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | 0.0000% | $112.31            | $91.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $2168600.92        | $1777761.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $12489412.30       | $10146656.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $22624851.27       | $19229343.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6081 | 2056-04-01      | 5.0000%  | 0.0000% | $159.70            | $158.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1.73              | $1.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1.38              | $1.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $32.23             | $30.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | 0.0000% | $44.89             | $42.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $48.08             | $43.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4708 | 2031-05-01      | 4.0000%  | 0.0000% | $45248.28          | $44966.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAX9600 | 2045-03-01      | 3.0000%  | 0.0000% | $508862.07         | $464971.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $32.97             | $31.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAW7421 | 2042-01-01      | 4.0000%  | 0.0000% | $64.94             | $62.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $4905.15           | $4843.83           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV9185 | 2034-03-01      | 3.5000%  | 0.0000% | $8838.08           | $8571.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  | 0.0000% | $3653125.07        | $3648626.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  | 0.0000% | $122.33            | $118.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $115.57            | $112.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  | 0.0000% | $110.95            | $113.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $122.65            | $112.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  | 0.0000% | $25187.36          | $25547.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $151.95            | $150.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $616093.93         | $623271.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | 0.0000% | $121.12            | $111.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $172057.15         | $171271.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  | 0.0000% | $57288.96          | $57125.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $263.73            | $281.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9017 | 2054-08-01      | 6.0000%  | 0.0000% | $1582108.31        | $1626415.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $1005.33           | $1050.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0021 | 2056-03-01      | 5.0000%  | 0.0000% | $299744.60         | $299145.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9630 | 2056-04-01      | 5.5000%  | 0.0000% | $1761986.71        | $1784496.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  | 0.0000% | $49.92             | $46.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $4552.98           | $4284.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7013 | 2045-07-01      | 3.5000%  | 0.0000% | $1621287.85        | $1525769.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $4566141.37        | $4532437.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $27.11             | $25.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $13228.02          | $13017.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $23.12             | $23.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $24.72             | $23.97             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $1644.02           | $1639.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CRAL4741 | 2044-01-01      | 4.5000%  | 0.0000% | $3976.81           | $3930.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  | 0.0000% | $270754.85         | $262631.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3402 | 2055-11-01      | 5.5000%  | 0.0000% | $320.82            | $326.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3531 | 2054-08-01      | 6.5000%  | 0.0000% | $153.23            | $160.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2519 | 2055-09-01      | 6.0000%  | 0.0000% | $147.47            | $151.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  | 0.0000% | $2909675.87        | $2931426.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  | 0.0000% | $158.90            | $157.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  | 0.0000% | $139.79            | $143.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2053 | 2055-08-01      | 6.0000%  | 0.0000% | $134.29            | $137.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1984 | 2055-07-01      | 6.0000%  | 0.0000% | $989638.80         | $1014611.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1880 | 2053-11-01      | 6.5000%  | 0.0000% | $118.28            | $123.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  | 0.0000% | $145.30            | $147.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4385 | 2052-07-01      | 3.0000%  | 0.0000% | $319.72            | $284.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  | 0.0000% | $406.83            | $410.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1115 | 2055-05-01      | 6.0000%  | 0.0000% | $1162425.76        | $1189650.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0711 | 2053-07-01      | 5.0000%  | 0.0000% | $145.45            | $145.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  | 0.0000% | $12720.21          | $12587.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6631 | 2050-08-01      | 2.0000%  | 0.0000% | $244.71            | $200.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  | 0.0000% | $877717.83         | $732124.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $1005475.44        | $1014678.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD5043 | 2054-02-01      | 7.0000%  | 0.0000% | $110.06            | $118.91            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  | 0.0000% | $368750.20         | $354752.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $23445.58          | $22004.06          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.1780%  | 0.0000% | $36.65             | $37.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9865 | 2047-02-01      | 3.0000%  | 0.0000% | $1981515.61        | $1781913.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4428 | 2052-12-01      | 6.0000%  | 0.0000% | $96.02             | $100.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5847 | 2049-12-01      | 3.5000%  | 0.0000% | $132.30            | $123.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $943.20            | $926.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA3229 | 2049-03-01      | 5.0000%  | 0.0000% | $38.99             | $39.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $136.61            | $135.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | 0.0000% | $110.98            | $102.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $21.29             | $19.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CJMA2874 | 2032-01-01      | 2.5000%  | 0.0000% | $19.65             | $18.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA1373 | 2043-03-01      | 3.5000%  | 0.0000% | $26.52             | $25.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $14482.72          | $14678.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $1518677.56        | $1603375.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  | 0.0000% | $150.46            | $152.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1515 | 2054-05-01      | 5.5000%  | 0.0000% | $252.76            | $255.14            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  | 0.0000% | $289.03            | $295.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  | 0.0000% | $185.22            | $192.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  | 0.0000% | $141.12            | $139.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | 0.0000% | $524383.25         | $537838.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1227 | 2054-04-01      | 6.0000%  | 0.0000% | $102.32            | $105.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  | 0.0000% | $146.38            | $150.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ1055 | 2054-03-01      | 5.0000%  | 0.0000% | $121.65            | $120.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4260 | 2036-02-01      | 1.5000%  | 0.0000% | $80.68             | $72.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $1609168.84        | $1657598.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | 0.0000% | $807.79            | $821.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3048 | 2054-12-01      | 6.0000%  | 0.0000% | $139.02            | $144.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $142.37            | $145.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | 0.0000% | $140.01            | $145.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2700 | 2054-07-01      | 6.5000%  | 0.0000% | $200.48            | $208.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5737 | 2056-04-01      | 5.5000%  | 0.0000% | $159.70            | $164.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG5519 | 2056-03-01      | 6.0000%  | 0.0000% | $788972.94         | $813721.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5122 | 2056-03-01      | 5.5000%  | 0.0000% | $966905.25         | $975626.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1673 | 2056-02-01      | 5.0000%  | 0.0000% | $1719382.13        | $1711819.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9992 | 2056-01-01      | 5.0000%  | 0.0000% | $323688.09         | $321447.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9747 | 2056-01-01      | 6.0000%  | 0.0000% | $1479909.88        | $1552690.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $157.91            | $160.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | 0.0000% | $159.13            | $163.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $2232959.31        | $2211314.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $15058.48          | $14968.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  | 0.0000% | $1204.74           | $1219.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  | 0.0000% | $14.28             | $13.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7385 | 2045-09-01      | 3.5000%  | 0.0000% | $56.57             | $53.24             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50241 G | 2047-08-01      | 3.5000%  | 0.0000% | $158472.89         | $147962.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9365 | 2054-10-01      | 5.5000%  | 0.0000% | $146.35            | $147.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM2287 | 2046-12-01      | 3.5000%  | 0.0000% | $55229.41          | $51120.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6977 | 2050-09-01      | 2.0000%  | 0.0000% | $195.72            | $159.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKBM6148 | 2049-10-01      | 3.5000%  | 0.0000% | $30579.99          | $27735.40          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT4192 | 2043-05-01      | 3.5000%  | 0.0000% | $59.35             | $55.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  | 0.0000% | $129.02            | $132.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  | 0.0000% | $34367.41          | $34359.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  | 0.0000% | $131.73            | $131.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | 0.0000% | $6682.56           | $6643.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL887398 | 2036-07-01      | 6.0000%  | 0.0000% | $5534.40           | $5721.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX0008 | 2054-11-01      | 5.5000%  | 0.0000% | $410.37            | $419.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $182511.45         | $186806.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 ZLSI2120 | 2054-07-01      | 6.5000%  | 0.0000% | $112.05            | $116.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  | 0.0000% | $20.60             | $18.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $828878.50         | $718731.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $159.74            | $159.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3761 | 2055-09-01      | 5.5000%  | 0.0000% | $158.82            | $162.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $144.31            | $149.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ3473 | 2055-09-01      | 5.5000%  | 0.0000% | $320.11            | $325.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  | 0.0000% | $433.30            | $436.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  | 0.0000% | $158.71            | $157.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5423 | 2055-05-01      | 6.5000%  | 0.0000% | $87.90             | $92.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  | 0.0000% | $226846.42         | $235414.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $141.91            | $145.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX9517 | 2045-02-01      | 3.5000%  | 0.0000% | $1598458.42        | $1500357.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $245.68            | $248.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA1427 | 2033-03-01      | 3.0000%  | 0.0000% | $59.03             | $57.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8064 | 2046-10-01      | 3.0000%  | 0.0000% | $34.99             | $31.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $132.78            | $132.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  | 0.0000% | $63.59             | $58.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $2149.49           | $2059.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  | 0.0000% | $3975749.83        | $3902731.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  | 0.0000% | $107.63            | $113.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $100.36            | $107.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $35.29             | $34.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIDC6767 | 2039-12-01      | 4.5000%  | 0.0000% | $149.34            | $148.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  | 0.0000% | $40081.13          | $41553.91          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $126498.25         | $131568.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL2948 | 2055-10-01      | 5.0000%  | 0.0000% | $161.93            | $160.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  | 0.0000% | $138.93            | $146.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $158.21            | $160.48            | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T30454 G | 2038-02-01      | 6.0500%  | 0.0000% | $14931.21          | $15499.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  | 0.0000% | $126.97            | $126.76            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6538%  | 0.0000% | $718480.82         | $704625.64         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0746%  | 0.0000% | $2108561.49        | $2037232.02        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0730%  | 0.0000% | $983554.05         | $974494.37         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0835%  | 0.0000% | $2508088.50        | $2218652.16        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $370174.32         | $338444.64         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4995%  | 0.0000% | $4117.62           | $4123.46           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  | 0.0000% | $442205.14         | $446720.50         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5865%  | 0.0000% | $2430120.65        | $2330135.77        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7073%  | 0.0000% | $4902790.00        | $4262615.55        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  | 0.0000% | $560619.73         | $536678.93         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4574%  | 0.0000% | $1093442.17        | $1044146.73        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $556981.89         | $548069.34         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $443998.54         | $373013.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $1044.83           | $1039.96           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $68843.42          | $67687.54          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  | 0.0000% | $2408383.11        | $2344994.47        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  | 0.0000% | $3060962.58        | $2825666.39        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $654461.85         | $601860.46         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  | 0.0000% | $143085.81         | $142612.39         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $3242229.40        | $3064927.01        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  | 0.0000% | $282487.08         | $263688.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $149.59            | $153.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $8883182.18        | $9178929.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9439 | 2054-11-01      | 5.5000%  | 0.0000% | $144.17            | $147.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $1299409.84        | $1325569.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $60731.89          | $60087.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $120.69            | $121.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  | 0.0000% | $157.47            | $172.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  | 0.0000% | $16.87             | $16.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  | 0.0000% | $6117.73           | $5955.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  | 0.0000% | $3666.08           | $3740.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $1.35              | $1.40              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $4898.67           | $4899.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIQO4559 | 2040-11-01      | 4.5000%  | 0.0000% | $222908.96         | $222545.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $1453979.59        | $1498177.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI7266 | 2054-06-01      | 5.5000%  | 0.0000% | $2152903.40        | $2169248.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI4750 | 2054-05-01      | 6.5000%  | 0.0000% | $123.71            | $130.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $568.15            | $580.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1402.57           | $1427.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  | 0.0000% | $238591.93         | $239489.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  | 0.0000% | $44760.42          | $39951.81          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  | 0.0000% | $229.86            | $197.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  | 0.0000% | $7.32              | $7.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $34.73             | $32.43             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $16.13             | $14.83             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0113 | 2053-10-01      | 6.5000%  | 0.0000% | $1652758.83        | $1720964.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $106.19            | $90.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  | 0.0000% | $114.36            | $118.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  | 0.0000% | $39504.75          | $38601.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  | 0.0000% | $113.56            | $97.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $210576.91         | $223396.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  | 0.0000% | $15.28             | $14.54             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  | 0.0000% | $7.92              | $7.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $15.15             | $14.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | 0.0000% | $39375.13          | $31884.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $13971.38          | $12964.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  | 0.0000% | $124.91            | $127.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3912 | 2056-01-01      | 5.0000%  | 0.0000% | $160.59            | $160.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  | 0.0000% | $335984.63         | $342947.02         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4401 | 2052-08-01      | 3.0000%  | 0.0000% | $327.07            | $292.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $116.85            | $115.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8729 | 2053-03-01      | 6.0000%  | 0.0000% | $119.33            | $124.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8278 | 2053-03-01      | 5.5000%  | 0.0000% | $132.81            | $134.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  | 0.0000% | $116.42            | $121.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7863 | 2053-03-01      | 6.5000%  | 0.0000% | $154.80            | $162.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  | 0.0000% | $105.46            | $108.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  | 0.0000% | $424774.04         | $434846.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX6752 | 2053-03-01      | 5.0000%  | 0.0000% | $33294.91          | $33003.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  | 0.0000% | $101.59            | $107.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7853 | 2052-09-01      | 4.5000%  | 0.0000% | $130.10            | $127.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $125.68            | $122.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  | 0.0000% | $147.02            | $142.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1001 | 2052-07-01      | 4.5000%  | 0.0000% | $300.49            | $291.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV8464 | 2052-04-01      | 3.0000%  | 0.0000% | $255.03            | $224.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBV7887 | 2037-07-01      | 2.0000%  | 0.0000% | $121.65            | $111.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6432 | 2055-12-01      | 4.5000%  | 0.0000% | $424016.41         | $411194.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV6408 | 2055-11-01      | 5.0000%  | 0.0000% | $597480.13         | $592424.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV6086 | 2055-09-01      | 6.0000%  | 0.0000% | $160.03            | $165.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $118.30            | $110.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $4180670.06        | $3635447.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | 0.0000% | $45.06             | $44.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  | 0.0000% | $5020.97           | $5000.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  | 0.0000% | $20438.06          | $18514.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG2351 | 2053-05-01      | 5.0000%  | 0.0000% | $122.75            | $121.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF7882 | 2053-02-01      | 5.5000%  | 0.0000% | $117.20            | $120.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1686306.18        | $1711282.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $2028881.49        | $2088705.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  | 0.0000% | $84.89             | $87.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  | 0.0000% | $123.98            | $126.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $2897270.41        | $2892445.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $43304.66          | $42134.57          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | 0.0000% | $119.61            | $116.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG5611 | 2053-06-01      | 5.5000%  | 0.0000% | $84.36             | $85.80             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $3117103.22        | $3315231.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $121.54            | $124.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3047 | 2053-01-01      | 6.0000%  | 0.0000% | $125.64            | $131.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $119.09            | $118.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  | 0.0000% | $1388549.05        | $1427814.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $10549474.73       | $10784098.56       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $124.13            | $109.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  | 0.0000% | $74495.34          | $72304.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1628 | 2052-09-01      | 5.0000%  | 0.0000% | $116.04            | $115.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | 0.0000% | $120.73            | $114.45            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $7370.07           | $7426.51           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $27.15             | $28.07             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $2557.09           | $2574.63           | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $6.60              | $6.78              | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $490.78            | $494.08            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $287.72            | $290.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 U3BF0199 | 2041-02-01      | 4.5000%  | 0.0000% | $12965.18          | $12846.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $101.88            | $92.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $7828.30           | $7165.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  | 0.0000% | $33006.10          | $32058.93          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0092 | 2056-06-01      | 3.5000%  | 0.0000% | $1379.39           | $1266.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBE7197 | 2047-03-01      | 4.5000%  | 0.0000% | $14277.43          | $14078.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD9654 | 2046-11-01      | 3.0000%  | 0.0000% | $39.04             | $35.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  | 0.0000% | $30.42             | $27.31             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2856 | 2046-09-01      | 3.0000%  | 0.0000% | $45.99             | $41.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  | 0.0000% | $162.17            | $161.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $156.47            | $158.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6916 | 2055-12-01      | 5.5000%  | 0.0000% | $160.31            | $163.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $825535.37         | $767109.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  | 0.0000% | $334143.42         | $329423.64         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G16792 G | 2034-03-01      | 4.0000%  | 0.0000% | $20781.01          | $20721.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  | 0.0000% | $1014132.20        | $1013652.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $84.12             | $90.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $43.69             | $43.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | 0.0000% | $129.51            | $136.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  | 0.0000% | $4475070.02        | $4402059.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8623 | 2047-01-01      | 3.0000%  | 0.0000% | $47.98             | $43.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $124.20            | $125.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $79.66             | $82.77             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $118.10            | $119.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $103.67            | $106.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1808.88           | $1827.96           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $319085.45         | $328418.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $29532.93          | $29895.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $127.33            | $132.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $1460.12           | $1339.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $133.05            | $112.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1029653.17        | $970877.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  | 0.0000% | $6764.35           | $6558.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  | 0.0000% | $13779.46          | $13573.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0660 | 2043-03-01      | 3.5000%  | 0.0000% | $27.41             | $26.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  | 0.0000% | $232658.44         | $230690.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $4829.53           | $3920.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $11155985.79       | $11143219.63       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $41.11             | $39.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  | 0.0000% | $77164.75          | $76491.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $2356.85           | $2329.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | 0.0000% | $26.96             | $25.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $2989.61           | $2674.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3168 | 2055-03-01      | 5.0000%  | 0.0000% | $151.16            | $150.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $149.62            | $148.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC7771 | 2054-12-01      | 5.0000%  | 0.0000% | $22814.66          | $22691.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9661 | 2055-06-01      | 5.5000%  | 0.0000% | $143.57            | $145.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0976 | 2055-01-01      | 6.5000%  | 0.0000% | $404462.64         | $425513.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  | 0.0000% | $266.98            | $280.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  | 0.0000% | $379924.00         | $357998.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0909 | 2053-03-01      | 6.0000%  | 0.0000% | $217.00            | $223.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $7740.00           | $7309.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  | 0.0000% | $27.93             | $27.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $3242173.58        | $2632666.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  | 0.0000% | $2469338.76        | $2340354.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $16173893.07       | $15823243.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $122.46            | $123.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $86.10             | $92.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $102.88            | $111.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | 0.0000% | $18552.01          | $17720.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  | 0.0000% | $1741.83           | $1596.88           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  | 0.0000% | $112.02            | $90.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ2998 | 2050-10-01      | 2.0000%  | 0.0000% | $1990675.16        | $1616240.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1163 | 2050-08-01      | 2.0000%  | 0.0000% | $48670.59          | $39546.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | 0.0000% | $106.62            | $87.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $99.13             | $80.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  | 0.0000% | $97.62             | $79.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $87.80             | $74.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | 0.0000% | $79.22             | $70.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB4847 | 2050-10-01      | 2.5000%  | 0.0000% | $89.42             | $75.37             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQB1382 | 2050-07-01      | 3.0000%  | 0.0000% | $15131.74          | $13430.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7234 | 2050-02-01      | 3.0000%  | 0.0000% | $72827.62          | $64800.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQA6444 | 2050-01-01      | 4.5000%  | 0.0000% | $183.79            | $181.03            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC V80167 G | 2043-07-01      | 3.0000%  | 0.0000% | $31.92             | $29.27             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90879 G | 2043-02-01      | 3.5000%  | 0.0000% | $38.03             | $35.76             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  | 0.0000% | $30.51             | $28.69             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  | 0.0000% | $15.72             | $15.63             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Z40266 G | 2043-12-01      | 3.5000%  | 0.0000% | $1476073.90        | $1396239.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $4027725.41        | $4190312.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $218752.66         | $227329.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $3630616.78        | $3789242.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7234 | 2046-05-01      | 3.0000%  | 0.0000% | $279077.04         | $251481.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $110.23            | $99.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $107.62            | $87.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $97.67             | $80.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2239 | 2038-08-01      | 4.5000%  | 0.0000% | $33.94             | $34.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2184 | 2048-08-01      | 4.0000%  | 0.0000% | $34.38             | $32.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  | 0.0000% | $1797764.60        | $1721987.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  | 0.0000% | $5735687.55        | $5672354.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $289.20            | $277.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  | 0.0000% | $56.11             | $53.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $44.05             | $42.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1056 | 2048-01-01      | 4.0000%  | 0.0000% | $16.75             | $16.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  | 0.0000% | $1371.00           | $1316.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $8024.16           | $8118.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | 0.0000% | $127.41            | $128.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  | 0.0000% | $101.09            | $104.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  | 0.0000% | $147.04            | $151.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $246.80            | $239.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $14056.86          | $11922.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $687905.87         | $583585.17         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  | 0.0000% | $1814987.14        | $1474738.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAV5665 | 2028-12-01      | 2.5000%  | 0.0000% | $5369.34           | $5264.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1360 | 2028-11-01      | 3.5000%  | 0.0000% | $3428.91           | $3404.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  | 0.0000% | $5.32              | $5.28              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  | 0.0000% | $103145.43         | $102183.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  | 0.0000% | $10.58             | $10.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZA3611 | 2043-11-01      | 3.5000%  | 0.0000% | $51.96             | $48.67             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC T65103 G | 2042-11-01      | 3.0000%  | 0.0000% | $65886.05          | $59824.53          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN6074 | 2049-05-01      | 4.5000%  | 0.0000% | $30.17             | $29.32             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  | 0.0000% | $96.93             | $91.04             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  | 0.0000% | $21.46             | $20.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0451 | 2042-09-01      | 3.5000%  | 0.0000% | $24.02             | $22.66             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $20.50             | $18.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  | 0.0000% | $30.81             | $30.49             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3SZM9438 | 2046-12-01      | 3.0000%  | 0.0000% | $53.65             | $48.19             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5966 | 2048-03-01      | 3.5000%  | 0.0000% | $46238.70          | $43118.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $166.50            | $158.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | 0.0000% | $44.82             | $44.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2525 | 2046-12-01      | 3.0000%  | 0.0000% | $27794.23          | $25008.14          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3957 | 2053-10-01      | 6.0000%  | 0.0000% | $118.81            | $123.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $8118970.14        | $8178834.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $98.14             | $101.91            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0094 | 2049-09-01      | 3.5000%  | 0.0000% | $13591.82          | $12596.59          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0837 | 2052-01-01      | 3.0000%  | 0.0000% | $104.27            | $93.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0188 | 2041-09-01      | 2.0000%  | 0.0000% | $101.80            | $88.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8354 | 2039-11-01      | 3.5000%  | 0.0000% | $21168.34          | $20397.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $88.94             | $85.73             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $29.49             | $29.74             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $25716.21          | $25272.58          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0536 | 2048-03-01      | 3.5000%  | 0.0000% | $147793.73         | $137945.45         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  | 0.0000% | $895033.58         | $837774.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | 0.0000% | $42.35             | $41.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0538 | 2048-03-01      | 3.5000%  | 0.0000% | $235310.70         | $219334.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0387 | 2047-11-01      | 3.0000%  | 0.0000% | $231744.49         | $209909.75         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $934.51            | $955.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA5219 | 2050-02-01      | 3.0000%  | 0.0000% | $37.31             | $33.17             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $11904.79          | $11644.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $18506.62          | $17334.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  | 0.0000% | $2309477.55        | $2173427.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  | 0.0000% | $11108.85          | $10649.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $1017.99           | $1050.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $124.63            | $126.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL5779 | 2043-09-01      | 3.0000%  | 0.0000% | $1627119.27        | $1491492.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  | 0.0000% | $28.96             | $27.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5132 | 2053-12-01      | 6.5000%  | 0.0000% | $125.87            | $132.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC1067 | 2054-06-01      | 6.0000%  | 0.0000% | $36931.56          | $38221.70          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $16451.21          | $16614.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8140 | 2054-03-01      | 5.5000%  | 0.0000% | $129.82            | $132.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ8983 | 2054-11-01      | 5.0000%  | 0.0000% | $18244.35          | $18023.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQY3101 | 2055-05-01      | 7.0000%  | 0.0000% | $137.12            | $146.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $37048.98          | $36820.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $153.80            | $151.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0830 | 2055-03-01      | 6.0000%  | 0.0000% | $432.94            | $442.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $438535.18         | $412695.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  | 0.0000% | $9600.61           | $9431.60           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  | 0.0000% | $364641.89         | $312144.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $10192.37          | $8215.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  | 0.0000% | $819836.34         | $722337.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $14.32             | $12.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $26.06             | $23.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $3.47              | $3.70              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $135659.35         | $127665.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  | 0.0000% | $1586893.95        | $1501224.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  | 0.0000% | $23.21             | $22.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY4264 | 2045-06-01      | 3.5000%  | 0.0000% | $53.75             | $50.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  | 0.0000% | $92.53             | $95.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $3115043.72        | $2807121.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | 0.0000% | $29393.25          | $26390.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $3784785.25        | $3586702.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $41.75             | $39.10             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $621085.28         | $626834.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $373027.51         | $374164.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD5614 | 2051-02-01      | 1.5000%  | 0.0000% | $143.02            | $110.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $2820.68           | $2772.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $130.91            | $126.75            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5146 | 2048-08-01      | 3.0000%  | 0.0000% | $41753.86          | $38261.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $903.86            | $798.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  | 0.0000% | $179001.76         | $189329.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $293.59            | $300.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1424989.51        | $1457059.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY7558 | 2055-07-01      | 6.0000%  | 0.0000% | $268.48            | $277.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAA8438 | 2039-06-01      | 4.5000%  | 0.0000% | $15742.33          | $15587.90          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 GLAB0459 | 2039-02-01      | 5.0000%  | 0.0000% | $4.74              | $4.78              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB8463 | 2043-02-01      | 2.5000%  | 0.0000% | $25929.09          | $23014.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE5829 | 2052-07-01      | 5.0000%  | 0.0000% | $119.04            | $120.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZN6265 | 2049-05-01      | 3.0000%  | 0.0000% | $645257.14         | $568568.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $6515.45           | $6711.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $3732058.00        | $3687932.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $126.79            | $131.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6623 | 2050-10-01      | 2.5000%  | 0.0000% | $12986.48          | $10816.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $924818.43         | $912878.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | 0.0000% | $29410.66          | $28348.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  | 0.0000% | $85095.91          | $84224.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM1100 | 2045-02-01      | 3.5000%  | 0.0000% | $33.33             | $31.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1778 | 2047-02-01      | 4.0000%  | 0.0000% | $3374.24           | $3249.14           | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $246.45            | $222.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  | 0.0000% | $28701.78          | $27041.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK7616 | 2048-09-01      | 5.0000%  | 0.0000% | $4440.44           | $4463.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  | 0.0000% | $127.31            | $112.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  | 0.0000% | $7750.70           | $6312.74           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $4818082.33        | $4137857.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | 0.0000% | $601880.61         | $540156.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1630 | 2051-09-01      | 2.5000%  | 0.0000% | $109.72            | $93.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1113 | 2051-07-01      | 2.0000%  | 0.0000% | $120.59            | $97.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $2264.19           | $1834.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  | 0.0000% | $29481.18          | $25001.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  | 0.0000% | $3565.67           | $3291.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAJ7715 | 2026-12-01      | 3.0000%  | 0.0000% | $6092.88           | $6074.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $9.76              | $9.87              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  | 0.0000% | $11.37             | $11.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $12.28             | $12.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  | 0.0000% | $4.56              | $4.43              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  | 0.0000% | $4582.74           | $4809.52           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS6076 | 2052-04-01      | 3.5000%  | 0.0000% | $128.02            | $118.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $309029.51         | $312031.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $7576817.88        | $7487446.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  | 0.0000% | $40.05             | $38.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2469 | 2054-09-01      | 6.5000%  | 0.0000% | $110.47            | $115.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIAL6425 | 2029-10-01      | 2.5000%  | 0.0000% | $2007.79           | $1961.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  | 0.0000% | $2706383.78        | $2487690.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  | 0.0000% | $158.53            | $164.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0427 | 2055-10-01      | 5.5000%  | 0.0000% | $158.71            | $160.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0405 | 2055-10-01      | 4.5000%  | 0.0000% | $158.78            | $154.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF0402 | 2055-10-01      | 4.5000%  | 0.0000% | $419231.49         | $405777.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF0011 | 2055-10-01      | 5.0000%  | 0.0000% | $288343.83         | $286170.20         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  | 0.0000% | $124.27            | $132.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $4226.01           | $4219.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1814 | 2054-08-01      | 7.0000%  | 0.0000% | $157.51            | $167.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1341 | 2055-10-01      | 5.5000%  | 0.0000% | $158.86            | $161.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1383 | 2054-08-01      | 7.0000%  | 0.0000% | $159607.60         | $171054.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  | 0.0000% | $210358.59         | $216395.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQH9541 | 2054-02-01      | 5.5000%  | 0.0000% | $138.41            | $139.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  | 0.0000% | $218751.67         | $233274.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | 0.0000% | $204.39            | $210.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $130.39            | $138.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0799 | 2053-08-01      | 6.0000%  | 0.0000% | $79.59             | $81.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1122 | 2054-08-01      | 7.0000%  | 0.0000% | $114.82            | $121.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC0728 | 2055-01-01      | 5.5000%  | 0.0000% | $157.15            | $160.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  | 0.0000% | $313.98            | $324.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8365 | 2054-07-01      | 7.0000%  | 0.0000% | $190652.77         | $204947.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 RIBJ9151 | 2033-01-01      | 2.5000%  | 0.0000% | $10092.36          | $9648.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $27.53             | $26.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ3775 | 2048-01-01      | 3.5000%  | 0.0000% | $24.75             | $23.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  | 0.0000% | $854183.97         | $879634.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  | 0.0000% | $210184.17         | $219237.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $1057.70           | $1083.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  | 0.0000% | $792.77            | $821.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7587 | 2055-04-01      | 6.0000%  | 0.0000% | $158.20            | $162.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | 0.0000% | $123.92            | $124.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7136 | 2055-10-01      | 6.0000%  | 0.0000% | $158.95            | $164.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  | 0.0000% | $339.51            | $357.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  | 0.0000% | $125.80            | $132.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD5795 | 2055-04-01      | 7.0000%  | 0.0000% | $208861.44         | $223602.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $2319315.33        | $2361720.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6221 | 2055-04-01      | 5.5000%  | 0.0000% | $139.64            | $140.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  | 0.0000% | $138397.63         | $146265.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  | 0.0000% | $158.35            | $170.45            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $34.88             | $34.95             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $232.40            | $239.17            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $10.56             | $10.90             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ3472 | 2055-09-01      | 5.0000%  | 0.0000% | $157.29            | $155.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  | 0.0000% | $217267.71         | $225649.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  | 0.0000% | $1926421.69        | $1903598.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $154.05            | $155.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CJMA3367 | 2033-03-01      | 3.5000%  | 0.0000% | $55.67             | $54.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | 0.0000% | $12782.53          | $12684.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  | 0.0000% | $207750.59         | $212309.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD2711 | 2055-06-01      | 5.5000%  | 0.0000% | $130.50            | $133.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $28581.12          | $23449.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1701 | 2052-05-01      | 2.5000%  | 0.0000% | $42168.27          | $36211.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5884 | 2045-09-01      | 3.5000%  | 0.0000% | $1624573.92        | $1524686.46        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5712 | 2045-08-01      | 3.5000%  | 0.0000% | $50415.96          | $47316.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | 0.0000% | $14.58             | $13.68             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  | 0.0000% | $7370577.72        | $7425490.98        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7104 | 2056-03-01      | 6.0000%  | 0.0000% | $319.33            | $329.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  | 0.0000% | $1146544.33        | $1165744.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  | 0.0000% | $159.26            | $169.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4518 | 2056-03-01      | 5.5000%  | 0.0000% | $319.40            | $326.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0885 | 2055-10-01      | 6.0000%  | 0.0000% | $159.27            | $163.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0595 | 2055-09-01      | 5.5000%  | 0.0000% | $152.82            | $154.14            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC J22426 G | 2028-02-01      | 3.0000%  | 0.0000% | $8322.94           | $8253.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0836 | 2055-12-01      | 6.5000%  | 0.0000% | $159.43            | $168.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0104 | 2056-03-01      | 6.0000%  | 0.0000% | $240040.69         | $245669.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8530 | 2055-09-01      | 6.5000%  | 0.0000% | $106.99            | $112.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1664 | 2055-05-01      | 5.5000%  | 0.0000% | $149.00            | $152.64            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  | 0.0000% | $43.50             | $44.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB9703 | 2043-06-01      | 3.5000%  | 0.0000% | $603914.38         | $567186.52         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4105 | 2053-12-01      | 6.5000%  | 0.0000% | $276.64            | $292.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | 0.0000% | $96.94             | $100.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $98.60             | $101.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $1304661.42        | $1337269.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995076 | 2038-11-01      | 6.0000%  | 0.0000% | $3.02              | $3.13              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  | 0.0000% | $2.19              | $2.32              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAB7668 | 2043-01-01      | 3.0000%  | 0.0000% | $20.84             | $19.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.600 CA908287 | 2036-12-01      | 5.6000%  | 0.0000% | $19.56             | $19.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | 0.0000% | $4366.26           | $4365.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6568 | 2056-02-01      | 5.0000%  | 0.0000% | $159.42            | $158.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA5089 | 2056-02-01      | 6.0000%  | 0.0000% | $318.94            | $330.85            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  | 0.0000% | $1716842.66        | $1763846.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  | 0.0000% | $1743452.66        | $1732886.76        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2947 | 2055-12-01      | 6.5000%  | 0.0000% | $159.34            | $168.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA2511 | 2056-01-01      | 6.5000%  | 0.0000% | $159.50            | $168.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2161 | 2055-12-01      | 5.5000%  | 0.0000% | $261.88            | $266.18            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2137 | 2056-01-01      | 5.0000%  | 0.0000% | $477.69            | $473.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA1916 | 2056-01-01      | 5.0000%  | 0.0000% | $316.42            | $313.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA0998 | 2055-12-01      | 6.5000%  | 0.0000% | $318.07            | $335.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0638 | 2055-12-01      | 5.5000%  | 0.0000% | $159.38            | $162.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | 0.0000% | $95.98             | $99.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  | 0.0000% | $10768.02          | $9581.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  | 0.0000% | $159.95            | $148.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFA4118 | 2050-04-01      | 4.0000%  | 0.0000% | $159.00            | $152.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $11357027.90       | $9599792.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $461310.84         | $468895.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  | 0.0000% | $159.21            | $154.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2366 | 2055-09-01      | 5.5000%  | 0.0000% | $152.78            | $155.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $10132329.21       | $10691718.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6618 | 2055-09-01      | 6.0000%  | 0.0000% | $151.21            | $156.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0889 | 2055-04-01      | 6.0000%  | 0.0000% | $145.88            | $152.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $894808.59         | $937194.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9995 | 2056-01-01      | 5.0000%  | 0.0000% | $159.24            | $157.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $697030.80         | $707835.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3670 | 2055-08-01      | 6.0000%  | 0.0000% | $141.13            | $144.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8081 | 2056-03-01      | 5.5000%  | 0.0000% | $159.70            | $163.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4462 | 2053-10-01      | 5.5000%  | 0.0000% | $321.96            | $329.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $1780284.37        | $1817176.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7925 | 2055-11-01      | 6.5000%  | 0.0000% | $159.06            | $166.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $9087144.17        | $9264337.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3806 | 2056-01-01      | 5.0000%  | 0.0000% | $321.94            | $318.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCC0833 | 2055-08-01      | 5.0000%  | 0.0000% | $151.57            | $150.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMB0292 | 2054-12-01      | 5.5000%  | 0.0000% | $132.06            | $133.05            | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  | 0.0000% | $4733843.37        | $4682255.21        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $1550255.81        | $1549718.91        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $5029863.29        | $5097017.91        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $17862013.81       | $18133021.02       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $44476.45          | $39669.17          | U.S. Treasuries (including strips)        |
| USTR BILL 07/02/26        | 2026-07-02      | 0.0000%  | 0.0000% | $159.70            | $158.21            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1261.63           | $1249.47           | U.S. Treasuries (including strips)        |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E5G24, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E5G24_3.65_0407
- **C.18 - Value (incl. sponsor support):** $249500000.00
- **C.18.a - Value (excl. sponsor support):** $249500000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AK 29 | 2029-02-15      | 3.5000%  | 0.0000% | $2329032.60        | $2316372.31        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $11100230.05       | $11033700.05       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BL 27 | 2027-11-30      | 3.3750%  | 0.0000% | $24.95             | $25.03             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $11535894.48       | $11545559.90       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $12474912.68       | $12517147.84       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $18376810.23       | $18503260.65       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $17240562.28       | $17557388.56       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  | 0.0000% | $16561810.00       | $16678112.61       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $524261.88         | $523312.67         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | 0.0000% | $2588387.85        | $2624623.31        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | 0.0000% | $112349.85         | $112229.52         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $15969746.50       | $15616662.96       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $12474950.10       | $12036297.36       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $11730616.75       | $11601346.65       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $9219200.56        | $8771267.06        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  | 0.0000% | $13426542.75       | $12846247.28       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $668286.42         | $650082.93         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $371054.40         | $192819.61         | U.S. Treasuries (including strips) |
| USTR BILL 03/18/27    | 2027-03-18      | 0.0000%  | 0.0000% | $42021538.50       | $40555827.24       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $6237500.00        | $6086262.35        | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $6287.40           | $6339.92           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $18536802.10       | $18464895.59       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | 0.0000% | $14320064.98       | $14132185.72       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | 0.0000% | $12203831.44       | $12765894.65       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  | 0.0000% | $13608528.86       | $9674370.72        | U.S. Treasuries (including strips) |

### Security 138: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA 3.670000%
- **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: ARP1FPL31, C.4 - ISIN: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1FPL31_3.67_0407
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-202 FB     | 2054-12-20      | 4.7329%  | 0.0000% | $239375.81         | $240251.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-113 FG     | 2054-07-20      | 4.9729%  | 0.0000% | $678.75            | $683.89            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL069FA R25F069 | 2055-08-25      | 4.8619%  | 0.0000% | $710056.24         | $710853.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-001 AF     | 2056-01-20      | 4.7729%  | 0.0000% | $7307411.21        | $7285659.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-167 F      | 2054-10-20      | 4.7729%  | 0.0000% | $210.04            | $209.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-221 FA     | 2051-12-20      | 3.5000%  | 0.0000% | $178.43            | $158.19            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-160 DF     | 2051-09-20      | 3.5000%  | 0.0000% | $154.42            | $137.46            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5639FH 07/25/55 | 2055-07-25      | 5.1619%  | 0.0000% | $402629.04         | $404799.33         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7119%  | 0.0000% | $142.79            | $144.80            | Agency Collateralized Mortgage Obligation |
| FNMA 3.80 FNNT J 26-28    | 2028-09-18      | 3.8000%  | 0.0000% | $126200.00         | $125751.01         | Agency Debentures and Agency Strips       |
| FMAC FEPC 06.500 CLRJ4181 | 2055-05-01      | 6.5000%  | 0.0000% | $1764995.97        | $1858141.28        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737796 X     | 2040-12-15      | 3.5000%  | 0.0000% | $9.29              | $8.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB1817 | 2054-04-01      | 5.0000%  | 0.0000% | $196.59            | $195.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $335444.75         | $338877.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5616 C     | 2055-09-20      | 7.0000%  | 0.0000% | $199.17            | $209.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA6148 | 2056-02-01      | 7.0000%  | 0.0000% | $171323.24         | $183350.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG2060 | 2056-02-01      | 6.5000%  | 0.0000% | $73766.99          | $77403.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5260 | 2055-11-01      | 6.5000%  | 0.0000% | $679172.53         | $716035.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8967 | 2055-11-01      | 6.5000%  | 0.0000% | $100832.48         | $105585.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF5766 | 2055-12-01      | 6.5000%  | 0.0000% | $40017.83          | $42146.64          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783279 X     | 2039-07-15      | 5.5000%  | 0.0000% | $34.30             | $36.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788428 C     | 2055-09-20      | 6.5000%  | 0.0000% | $571395.00         | $595231.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0625 M     | 2055-09-20      | 6.5000%  | 0.0000% | $4047933.98        | $4233340.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0481 M     | 2055-07-20      | 3.5000%  | 0.0000% | $1541263.59        | $1413318.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $36012.51          | $35781.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5619 C     | 2055-09-20      | 7.0000%  | 0.0000% | $199.13            | $211.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX5897 C     | 2053-10-20      | 6.5000%  | 0.0000% | $114.10            | $121.80            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV9349 C     | 2053-07-20      | 6.5000%  | 0.0000% | $156.26            | $166.34            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV3563 C     | 2053-06-20      | 6.5000%  | 0.0000% | $153873.13         | $164446.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV0191 C     | 2053-07-20      | 7.0000%  | 0.0000% | $178.05            | $189.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $6622313.42        | $6597722.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M     | 2052-11-20      | 5.5000%  | 0.0000% | $133.50            | $135.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $139.61            | $141.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $131.53            | $117.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $145.84            | $134.98            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $6990838.39        | $6237351.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $58.52             | $54.50             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $44.72             | $40.40             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3377 M     | 2046-01-20      | 4.0000%  | 0.0000% | $17.34             | $16.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  | 0.0000% | $47314.66          | $49475.37          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CIRR0049 | 2040-12-01      | 5.5000%  | 0.0000% | $187.38            | $191.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ9259 | 2055-11-01      | 6.5000%  | 0.0000% | $68958.76          | $72182.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ9055 | 2055-11-01      | 6.0000%  | 0.0000% | $789527.59         | $808041.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8050 | 2055-10-01      | 6.5000%  | 0.0000% | $73528.30          | $76393.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA4935 | 2043-02-01      | 6.0000%  | 0.0000% | $92260.58          | $94507.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $1810962.53        | $1616515.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5827 | 2053-09-01      | 5.5000%  | 0.0000% | $17725597.27       | $18168619.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1706 | 2043-09-01      | 3.0000%  | 0.0000% | $879105.64         | $805873.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3860 | 2055-12-01      | 5.5000%  | 0.0000% | $2378867.01        | $2434792.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  | 0.0000% | $206.80            | $205.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF9231 | 2056-01-01      | 6.5000%  | 0.0000% | $47977.62          | $50286.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  | 0.0000% | $17719760.38       | $18159777.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  | 0.0000% | $184.50            | $184.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  | 0.0000% | $2503624.59        | $2427163.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4915 | 2055-11-01      | 6.5000%  | 0.0000% | $114218.24         | $120253.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF3639 | 2055-11-01      | 7.0000%  | 0.0000% | $62035.74          | $65770.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4521 | 2055-08-01      | 7.5000%  | 0.0000% | $197.30            | $216.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0205 | 2043-08-01      | 3.0000%  | 0.0000% | $65360.81          | $59839.65          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7946 | 2052-09-01      | 5.5000%  | 0.0000% | $630007.24         | $637663.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD7947 | 2052-03-01      | 3.0000%  | 0.0000% | $251803.31         | $222166.06         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.650 WNWN4078 | 2035-02-01      | 4.6500%  | 0.0000% | $10306.80          | $10319.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD6338 | 2054-08-01      | 6.5000%  | 0.0000% | $345.07            | $362.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5143 | 2054-04-01      | 6.0000%  | 0.0000% | $58929.66          | $61043.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  | 0.0000% | $483366.13         | $462901.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTZA2433 | 2036-10-01      | 2.5000%  | 0.0000% | $34601.70          | $32132.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN1233 | 2048-11-01      | 4.0000%  | 0.0000% | $114.80            | $110.10            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849012 G        | 2043-03-01      | 5.9530%  | 0.0000% | $4.97              | $5.18              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0097 G        | 2035-01-01      | 6.0000%  | 0.0000% | $12.22             | $12.53             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2223 | 2032-02-01      | 4.0000%  | 0.0000% | $33438.79          | $33234.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $39286.66          | $40453.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $10693841.40       | $11222794.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX8450 C     | 2053-11-20      | 6.5000%  | 0.0000% | $189.72            | $201.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 ZLFP0072 | 2050-07-01      | 4.5000%  | 0.0000% | $383536.22         | $379773.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1965 | 2054-09-01      | 6.5000%  | 0.0000% | $912152.33         | $947154.04         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB836132 | 2035-10-01      | 6.0890%  | 0.0000% | $1.97              | $2.01              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $127805.33         | $108104.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW9297 C     | 2053-10-20      | 6.5000%  | 0.0000% | $134.03            | $142.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0784 | 2055-10-01      | 5.5000%  | 0.0000% | $2882752.75        | $2908908.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $20.23             | $19.34             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $112.40            | $96.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2971 | 2055-05-01      | 6.0000%  | 0.0000% | $571284.29         | $590145.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX5449 C     | 2050-08-20      | 3.0000%  | 0.0000% | $76.13             | $66.94             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q50377 G | 2047-09-01      | 3.5000%  | 0.0000% | $684934.35         | $643938.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5811 | 2053-08-01      | 5.5000%  | 0.0000% | $172.92            | $177.24            | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AD 30     | 2030-09-30      | 3.6250%  | 0.0000% | $364400.00         | $359389.50         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $40.00             | $40.76             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  | 0.0000% | $80.00             | $77.39             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $514080.00         | $525233.63         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $1520.00           | $1323.60           | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  | 0.0000% | $203017.03         | $197487.04         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  | 0.0000% | $7088868.42        | $6599798.46        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $20.00             | $17.84             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $20.00             | $15.26             | U.S. Treasuries (including strips)        |

### Security 139: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **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: ARP1FVAU0, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1FVAU0_3.68_0407
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.000 CLDG1756 | 2056-02-01      | 6.0000%  | 0.0000% | $549925.49         | $574161.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB8906 | 2054-07-01      | 7.5000%  | 0.0000% | $1014436.16        | $1089739.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6781 | 2053-07-01      | 5.5000%  | 0.0000% | $586741.27         | $593636.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7752 | 2050-11-01      | 3.0000%  | 0.0000% | $1285326.30        | $1158657.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8354 | 2053-08-01      | 6.0000%  | 0.0000% | $511630.07         | $525449.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2577 | 2041-02-01      | 4.0000%  | 0.0000% | $540055.30         | $528374.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  | 0.0000% | $920502.82         | $810944.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV6290 | 2055-09-01      | 5.0000%  | 0.0000% | $740667.63         | $736680.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $607323.79         | $585203.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTBR1092 | 2041-06-01      | 2.0000%  | 0.0000% | $1329784.52        | $1161961.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1010 | 2032-03-01      | 2.5000%  | 0.0000% | $1204576.68        | $1160102.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6568 | 2055-12-01      | 6.5000%  | 0.0000% | $715154.87         | $747103.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6566 | 2055-12-01      | 6.5000%  | 0.0000% | $878893.49         | $917829.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6556 | 2055-12-01      | 6.0000%  | 0.0000% | $1071870.32        | $1101943.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6547 | 2055-12-01      | 6.0000%  | 0.0000% | $893672.28         | $918544.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF6361 | 2055-12-01      | 6.0000%  | 0.0000% | $596886.28         | $614888.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7168 | 2055-12-01      | 5.5000%  | 0.0000% | $683642.58         | $708798.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5908 | 2055-12-01      | 6.5000%  | 0.0000% | $557895.47         | $589114.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1878 | 2055-10-01      | 6.5000%  | 0.0000% | $806510.30         | $844429.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1712 | 2055-10-01      | 6.5000%  | 0.0000% | $725869.27         | $757385.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1707 | 2055-10-01      | 6.5000%  | 0.0000% | $478640.70         | $499316.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1703 | 2055-10-01      | 6.0000%  | 0.0000% | $1092446.26        | $1120872.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1690 | 2055-10-01      | 6.0000%  | 0.0000% | $515625.71         | $529199.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0254 | 2055-10-01      | 6.5000%  | 0.0000% | $639897.55         | $673936.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0166 | 2055-09-01      | 6.0000%  | 0.0000% | $1057551.54        | $1096285.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9760 | 2055-09-01      | 6.5000%  | 0.0000% | $599380.15         | $633277.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE9413 | 2055-09-01      | 5.0000%  | 0.0000% | $829870.55         | $820358.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8791 | 2055-09-01      | 6.5000%  | 0.0000% | $502370.88         | $529456.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9737 | 2055-06-01      | 6.0000%  | 0.0000% | $862187.20         | $883534.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8353 | 2055-05-01      | 5.5000%  | 0.0000% | $1150782.16        | $1159384.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD1912 | 2055-01-01      | 7.0000%  | 0.0000% | $459345.53         | $492724.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $976127.03         | $1005498.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9601 | 2056-04-01      | 6.0000%  | 0.0000% | $626861.12         | $647662.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9053 | 2056-03-01      | 5.5000%  | 0.0000% | $510838.24         | $519152.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8866 | 2056-03-01      | 6.0000%  | 0.0000% | $1001109.00        | $1029123.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8987 | 2056-03-01      | 5.5000%  | 0.0000% | $812536.76         | $825897.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7655 | 2056-03-01      | 5.0000%  | 0.0000% | $541648.95         | $537924.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7598 | 2056-03-01      | 5.0000%  | 0.0000% | $532819.52         | $528851.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7227 | 2056-02-01      | 6.0000%  | 0.0000% | $550495.74         | $568462.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7225 | 2056-03-01      | 6.0000%  | 0.0000% | $705473.55         | $729267.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6892 | 2056-03-01      | 5.5000%  | 0.0000% | $1103437.17        | $1133252.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA5476 | 2056-02-01      | 6.0000%  | 0.0000% | $845340.84         | $886270.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA1115 | 2055-12-01      | 5.0000%  | 0.0000% | $1085666.79        | $1079388.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0053 | 2041-01-01      | 4.5000%  | 0.0000% | $745316.51         | $741447.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $1022567.53        | $1032951.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0108 | 2056-04-01      | 4.0000%  | 0.0000% | $1231107.35        | $1162053.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3541 | 2055-01-01      | 6.0000%  | 0.0000% | $1022702.32        | $1055336.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6048 | 2056-02-01      | 6.0000%  | 0.0000% | $852999.35         | $863718.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6023 | 2056-02-01      | 6.0000%  | 0.0000% | $681709.96         | $690276.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6022 | 2056-02-01      | 5.5000%  | 0.0000% | $498027.86         | $502258.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA6012 | 2056-02-01      | 6.0000%  | 0.0000% | $948681.54         | $963755.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5987 | 2056-01-01      | 7.0000%  | 0.0000% | $528226.68         | $547262.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5948 | 2041-01-01      | 3.5000%  | 0.0000% | $543265.78         | $523478.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5708 | 2040-05-01      | 3.5000%  | 0.0000% | $509233.47         | $490782.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0782 | 2055-04-01      | 6.0000%  | 0.0000% | $1038985.69        | $1063370.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | 0.0000% | $563495.12         | $496280.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $849955.93         | $687382.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $1085824.52        | $880618.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0705 | 2045-02-01      | 4.5000%  | 0.0000% | $657741.12         | $656428.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0482 | 2042-04-01      | 2.0000%  | 0.0000% | $1339307.27        | $1159901.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8303 | 2039-05-01      | 5.0000%  | 0.0000% | $1093802.19        | $1104996.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  | 0.0000% | $794085.08         | $641161.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $963141.07         | $835646.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $1261510.19        | $1021863.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $804668.25         | $739379.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1174 | 2055-10-01      | 6.5000%  | 0.0000% | $577447.19         | $623168.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIFS7787 | 2039-04-01      | 6.0000%  | 0.0000% | $770549.07         | $804709.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $590220.69         | $519191.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS6122 | 2053-09-01      | 3.0000%  | 0.0000% | $808690.13         | $711914.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $1145661.37        | $1102565.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $928480.71         | $875499.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1051605.85        | $944510.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3337 | 2052-04-01      | 2.5000%  | 0.0000% | $688546.93         | $585063.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5333 | 2055-02-01      | 7.0000%  | 0.0000% | $587486.96         | $625024.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5208 | 2055-07-01      | 6.5000%  | 0.0000% | $524705.83         | $552291.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $842219.96         | $837848.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB7851 | 2054-07-01      | 7.5000%  | 0.0000% | $533195.90         | $572184.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0995 | 2055-10-01      | 6.0000%  | 0.0000% | $744865.93         | $764621.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7107 | 2055-07-01      | 6.5000%  | 0.0000% | $602055.44         | $633395.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6149 | 2055-08-01      | 6.5000%  | 0.0000% | $656810.16         | $691473.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0988 | 2055-10-01      | 6.0000%  | 0.0000% | $967428.23         | $994352.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS9762 | 2050-07-01      | 3.0000%  | 0.0000% | $1270862.32        | $1137187.93        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9454 | 2054-11-01      | 4.5000%  | 0.0000% | $510392.77         | $495744.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5937 | 2055-12-01      | 6.0000%  | 0.0000% | $551369.77         | $569824.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7489 | 2056-03-01      | 5.0000%  | 0.0000% | $1108756.36        | $1101421.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA6035 | 2041-04-01      | 3.5000%  | 0.0000% | $866639.12         | $835073.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7619 | 2055-12-01      | 5.0000%  | 0.0000% | $1065334.17        | $1059172.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6236 | 2056-04-01      | 6.0000%  | 0.0000% | $712437.35         | $738530.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $705811.98         | $732896.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4813 | 2041-01-01      | 3.5000%  | 0.0000% | $705882.97         | $680285.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8269 | 2056-01-01      | 6.0000%  | 0.0000% | $487582.64         | $502700.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA6019 | 2036-02-01      | 5.0000%  | 0.0000% | $581740.63         | $589766.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2741 | 2056-02-01      | 6.5000%  | 0.0000% | $542285.37         | $572856.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7181 | 2055-08-01      | 5.5000%  | 0.0000% | $661677.18         | $666968.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8494 | 2056-03-01      | 6.5000%  | 0.0000% | $549181.24         | $574870.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6544 | 2056-04-01      | 5.5000%  | 0.0000% | $789213.53         | $810537.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2426 | 2041-01-01      | 4.0000%  | 0.0000% | $726491.45         | $710779.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4871 | 2041-01-01      | 5.5000%  | 0.0000% | $646078.14         | $661675.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2895 | 2056-02-01      | 6.0000%  | 0.0000% | $1114210.65        | $1156504.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5096 | 2048-05-01      | 3.0000%  | 0.0000% | $579490.59         | $529957.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3882 | 2056-03-01      | 6.0000%  | 0.0000% | $506042.82         | $523415.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5611 | 2056-04-01      | 6.0000%  | 0.0000% | $1095796.06        | $1148850.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7653 | 2056-03-01      | 5.0000%  | 0.0000% | $816434.97         | $810248.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3788 | 2051-09-01      | 2.0000%  | 0.0000% | $788056.46         | $643247.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6224 | 2056-04-01      | 6.0000%  | 0.0000% | $828026.47         | $855952.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0582 | 2046-11-01      | 3.5000%  | 0.0000% | $1020377.66        | $962035.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8239 | 2054-12-01      | 6.0000%  | 0.0000% | $582790.32         | $589408.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKMA6014 | 2056-01-01      | 5.5000%  | 0.0000% | $737012.66         | $748003.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3062 | 2056-02-01      | 6.0000%  | 0.0000% | $1052941.60        | $1091955.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG1820 | 2056-01-01      | 6.0000%  | 0.0000% | $577738.06         | $584997.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2608 | 2056-01-01      | 5.0000%  | 0.0000% | $743649.41         | $738535.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6024 | 2056-02-01      | 6.5000%  | 0.0000% | $719141.67         | $735734.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF5697 | 2040-12-01      | 5.0000%  | 0.0000% | $1103037.12        | $1114238.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9539 | 2055-12-01      | 5.0000%  | 0.0000% | $560806.86         | $557406.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5295 | 2056-02-01      | 5.5000%  | 0.0000% | $656039.34         | $664219.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1752 | 2055-12-01      | 5.5000%  | 0.0000% | $1006864.95        | $1034070.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6363 | 2055-12-01      | 5.5000%  | 0.0000% | $979803.06         | $993516.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $1008616.19        | $996666.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8959 | 2055-09-01      | 6.5000%  | 0.0000% | $1096185.37        | $1169794.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6061 | 2056-04-01      | 5.5000%  | 0.0000% | $1026256.24        | $1041986.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5763 | 2056-04-01      | 5.5000%  | 0.0000% | $891237.71         | $906042.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5749 | 2056-04-01      | 5.5000%  | 0.0000% | $1030580.65        | $1047526.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5748 | 2056-04-01      | 5.5000%  | 0.0000% | $1144315.94        | $1163482.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5607 | 2056-04-01      | 6.0000%  | 0.0000% | $508215.71         | $525354.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7667 | 2055-11-01      | 6.5000%  | 0.0000% | $944659.51         | $986408.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  | 0.0000% | $1071368.82        | $1124105.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3402 | 2055-09-01      | 5.0000%  | 0.0000% | $1087583.52        | $1075074.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3401 | 2055-09-01      | 5.0000%  | 0.0000% | $767228.68         | $758374.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3184 | 2055-09-01      | 6.0000%  | 0.0000% | $680750.31         | $696616.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3474 | 2055-08-01      | 6.0000%  | 0.0000% | $565223.89         | $578462.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2667 | 2055-09-01      | 6.0000%  | 0.0000% | $900376.70         | $921487.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $1083502.16        | $1091453.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $616009.11         | $611177.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $912372.84         | $836886.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $637617.85         | $561562.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5526 | 2056-03-01      | 6.5000%  | 0.0000% | $942591.18         | $983569.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5524 | 2056-03-01      | 6.5000%  | 0.0000% | $1093427.82        | $1141455.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5522 | 2056-03-01      | 6.5000%  | 0.0000% | $567526.06         | $592751.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5485 | 2056-03-01      | 5.5000%  | 0.0000% | $1065997.06        | $1094799.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6223 | 2056-04-01      | 6.0000%  | 0.0000% | $829385.12         | $858358.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3812 | 2056-03-01      | 5.5000%  | 0.0000% | $688666.65         | $697779.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3820 | 2056-03-01      | 5.0000%  | 0.0000% | $807824.08         | $800192.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3763 | 2056-03-01      | 5.5000%  | 0.0000% | $1071766.61        | $1086376.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3230 | 2056-03-01      | 5.5000%  | 0.0000% | $1138536.65        | $1156840.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1853 | 2056-02-01      | 5.5000%  | 0.0000% | $508032.38         | $521759.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5528 | 2056-03-01      | 6.5000%  | 0.0000% | $682675.59         | $712253.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1584 | 2056-02-01      | 6.0000%  | 0.0000% | $539423.74         | $554436.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7300 | 2055-08-01      | 6.5000%  | 0.0000% | $653369.28         | $689419.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $534720.00         | $540282.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4354 | 2051-06-01      | 1.5000%  | 0.0000% | $1461347.03        | $1128671.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4217 | 2053-09-01      | 6.5000%  | 0.0000% | $808847.46         | $841984.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $934961.06         | $722750.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $1219742.16        | $985803.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5683 | 2055-10-01      | 6.5000%  | 0.0000% | $1090862.49        | $1144558.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8895 | 2055-09-01      | 6.5000%  | 0.0000% | $821951.81         | $875481.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1711 | 2055-10-01      | 6.5000%  | 0.0000% | $631870.09         | $659637.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4648 | 2055-07-01      | 6.0000%  | 0.0000% | $804959.34         | $825751.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $745867.64         | $631819.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8323 | 2055-08-01      | 7.0000%  | 0.0000% | $527947.19         | $545072.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  | 0.0000% | $362446.98         | $379650.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ5997 | 2055-10-01      | 6.0000%  | 0.0000% | $727140.50         | $748762.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  | 0.0000% | $1034144.07        | $955245.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA0961 | 2049-07-01      | 3.0000%  | 0.0000% | $871791.45         | $786348.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6914 | 2056-04-01      | 5.5000%  | 0.0000% | $888324.88         | $904832.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6671 | 2056-04-01      | 5.5000%  | 0.0000% | $1081966.76        | $1098268.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDF2773 | 2056-03-01      | 6.0000%  | 0.0000% | $626843.47         | $634719.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5018 | 2055-11-01      | 5.5000%  | 0.0000% | $971443.77         | $997691.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7040 | 2055-07-01      | 6.5000%  | 0.0000% | $493797.58         | $515492.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE6609 | 2055-08-01      | 5.5000%  | 0.0000% | $959326.96         | $973452.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE5113 | 2055-07-01      | 5.0000%  | 0.0000% | $522263.65         | $515956.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4093 | 2055-08-01      | 6.0000%  | 0.0000% | $474432.13         | $490432.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4370 | 2055-09-01      | 6.0000%  | 0.0000% | $736102.35         | $753317.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7201 | 2055-08-01      | 6.5000%  | 0.0000% | $474732.57         | $500797.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4982 | 2041-02-01      | 4.0000%  | 0.0000% | $557008.02         | $544960.12         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIQO4869 | 2041-01-01      | 4.5000%  | 0.0000% | $892164.75         | $889615.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3PRE6090 | 2051-03-01      | 1.5000%  | 0.0000% | $670381.36         | $502925.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8348 | 2055-10-01      | 6.0000%  | 0.0000% | $727095.49         | $736232.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1826 | 2046-01-01      | 5.5000%  | 0.0000% | $526402.17         | $533065.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6375 | 2052-07-01      | 4.5000%  | 0.0000% | $856264.37         | $839152.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3890 | 2052-08-01      | 3.0000%  | 0.0000% | $673391.25         | $593330.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $996032.76         | $1034252.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | 0.0000% | $609227.50         | $614727.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL2860 | 2042-12-01      | 3.0000%  | 0.0000% | $622851.53         | $571020.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $557016.43         | $526832.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | 0.0000% | $803852.41         | $679065.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3110 | 2055-11-01      | 5.0000%  | 0.0000% | $647253.72         | $641720.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL2621 | 2052-07-01      | 2.5000%  | 0.0000% | $597791.02         | $506683.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1232 | 2055-04-01      | 5.0000%  | 0.0000% | $604489.84         | $597871.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0795 | 2055-03-01      | 6.5000%  | 0.0000% | $529359.18         | $549672.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9545 | 2055-11-01      | 5.5000%  | 0.0000% | $496866.46         | $505537.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4707 | 2055-08-01      | 6.5000%  | 0.0000% | $833103.96         | $877069.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS2766 | 2051-09-01      | 1.5000%  | 0.0000% | $903529.96         | $697891.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4115 | 2055-03-01      | 6.0000%  | 0.0000% | $770247.54         | $792230.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8212 | 2055-06-01      | 5.5000%  | 0.0000% | $1097618.55        | $1106245.10        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0832 | 2055-02-01      | 7.0000%  | 0.0000% | $589817.82         | $629768.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8202 | 2054-09-01      | 7.0000%  | 0.0000% | $523768.17         | $544525.80         | Agency Mortgage-Backed Securities |

### Security 140: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.670000%
- **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: ARP1FVAV8, C.4 - ISIN: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1FVAV8_3.67_0407
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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 04.500 CLCC2183 | 2056-03-01      | 4.5000%  | 0.0000% | $294734.55         | $288280.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | 0.0000% | $455563.53         | $481769.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $15960.83          | $16492.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3836 | 2053-01-01      | 4.5000%  | 0.0000% | $8895.41           | $8634.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2837 | 2052-09-01      | 4.0000%  | 0.0000% | $50000.26          | $47382.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3897 | 2048-04-01      | 4.5000%  | 0.0000% | $24185.99          | $23828.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ2239 | 2047-11-01      | 3.0000%  | 0.0000% | $19728.18          | $17747.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8464 | 2046-11-01      | 3.0000%  | 0.0000% | $70154.46          | $63530.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7178 | 2055-12-01      | 4.5000%  | 0.0000% | $139903.78         | $136062.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF7177 | 2055-12-01      | 4.5000%  | 0.0000% | $131206.34         | $127806.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5111 | 2055-11-01      | 6.0000%  | 0.0000% | $208080.95         | $214037.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4143 | 2055-11-01      | 5.5000%  | 0.0000% | $133667.86         | $136286.72         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $733312.36         | $604700.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4787 | 2052-10-01      | 5.0000%  | 0.0000% | $40059.12          | $39818.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9389 M     | 2039-01-20      | 5.5000%  | 0.0000% | $5477.47           | $5592.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA2405 | 2045-09-01      | 4.0000%  | 0.0000% | $27406.97          | $26369.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0425 | 2054-02-01      | 6.0000%  | 0.0000% | $80090.70          | $82934.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  | 0.0000% | $206552.07         | $208067.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6089 M     | 2049-08-20      | 3.0000%  | 0.0000% | $217.96            | $195.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $53950.25          | $52244.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $7784.78           | $7863.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  | 0.0000% | $7972.76           | $8206.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $145586.93         | $149385.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3512 | 2052-01-01      | 3.5000%  | 0.0000% | $34602.34          | $31863.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5057 | 2055-09-01      | 6.0000%  | 0.0000% | $92.12             | $94.38             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2953 | 2055-12-01      | 4.5000%  | 0.0000% | $196847.79         | $191138.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2266 | 2055-10-01      | 6.0000%  | 0.0000% | $128848.39         | $133645.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CL667085 | 2032-07-01      | 8.0000%  | 0.0000% | $51.40             | $53.04             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV9273 | 2029-02-01      | 3.5000%  | 0.0000% | $1795.89           | $1779.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR7097 | 2043-05-01      | 3.0000%  | 0.0000% | $16619.22          | $15199.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAO5158 | 2027-06-01      | 3.0000%  | 0.0000% | $2167.34           | $2156.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL255706 | 2035-05-01      | 5.5000%  | 0.0000% | $118.07            | $122.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0854 | 2052-01-01      | 2.5000%  | 0.0000% | $15188.69          | $12781.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  | 0.0000% | $116378.84         | $107161.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZT0806 | 2048-08-01      | 5.0000%  | 0.0000% | $6893.41           | $6937.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  | 0.0000% | $3978.15           | $3893.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4657 | 2046-03-01      | 4.5000%  | 0.0000% | $32.13             | $31.71             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS2789 | 2039-09-01      | 5.0000%  | 0.0000% | $11188.11          | $11320.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2186 | 2030-11-01      | 3.5000%  | 0.0000% | $2088.37           | $2058.64           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6312 M     | 2034-12-20      | 4.0000%  | 0.0000% | $18322.16          | $18272.60          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $178086.39         | $166262.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5987 M     | 2049-06-20      | 4.5000%  | 0.0000% | $38.69             | $38.24             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $4260.54           | $4191.20           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M     | 2048-11-20      | 5.5000%  | 0.0000% | $126790.10         | $130368.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6219 M     | 2049-10-20      | 3.5000%  | 0.0000% | $377114.72         | $350085.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $218754.99         | $197447.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5021 M     | 2048-02-20      | 4.5000%  | 0.0000% | $10846.76          | $10703.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $2703.78           | $2662.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4550 | 2052-07-01      | 3.5000%  | 0.0000% | $1218854.00        | $1118656.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL2641 | 2055-08-01      | 6.5000%  | 0.0000% | $4218.93           | $4480.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | 0.0000% | $25666.55          | $25084.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS0532 | 2052-01-01      | 3.5000%  | 0.0000% | $254818.31         | $234946.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  | 0.0000% | $8812.94           | $7575.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA4900 | 2052-06-01      | 3.5000%  | 0.0000% | $1261074.00        | $1164553.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4717 | 2051-09-01      | 4.5000%  | 0.0000% | $6380681.17        | $6276567.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0861 | 2055-03-01      | 5.5000%  | 0.0000% | $1718504.84        | $1756204.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8914 | 2056-01-01      | 5.0000%  | 0.0000% | $240115.33         | $239621.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $146233.98         | $145892.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3127 | 2052-03-01      | 3.5000%  | 0.0000% | $3815134.63        | $3529024.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3445 | 2049-04-01      | 3.5000%  | 0.0000% | $86979.63          | $80771.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  | 0.0000% | $288.25            | $300.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6330 | 2055-11-01      | 6.0000%  | 0.0000% | $308760.40         | $323279.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  | 0.0000% | $176963.30         | $159334.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN9854 | 2049-04-01      | 4.0000%  | 0.0000% | $40515.07          | $38746.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6262 | 2051-11-01      | 2.5000%  | 0.0000% | $233755.21         | $197804.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3611 | 2050-09-01      | 2.5000%  | 0.0000% | $128172.11         | $107863.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1195 | 2052-04-01      | 3.5000%  | 0.0000% | $10384.86          | $9525.12           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G67719 G | 2049-01-01      | 4.5000%  | 0.0000% | $67.17             | $66.30             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q26813 G | 2044-06-01      | 4.0000%  | 0.0000% | $501090.26         | $483707.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $83212.51          | $80388.03          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8398 | 2054-01-01      | 7.0000%  | 0.0000% | $24999.98          | $26380.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8063 | 2050-05-01      | 3.5000%  | 0.0000% | $980.87            | $906.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $31.59             | $26.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD7058 | 2053-03-01      | 3.5000%  | 0.0000% | $352863.03         | $324343.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  | 0.0000% | $769448.63         | $684721.57         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4068 M     | 2046-11-20      | 3.0000%  | 0.0000% | $12139.34          | $10989.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $20.03             | $18.12             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7790 | 2056-03-01      | 5.0000%  | 0.0000% | $327625.00         | $323676.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  | 0.0000% | $168899.63         | $180339.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA4693 | 2056-02-01      | 4.5000%  | 0.0000% | $602636.63         | $582289.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2918 | 2056-01-01      | 6.0000%  | 0.0000% | $1783899.37        | $1854363.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6152 | 2056-03-01      | 6.5000%  | 0.0000% | $54394.88          | $57020.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5999 | 2056-03-01      | 5.0000%  | 0.0000% | $1705120.00        | $1694881.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5776 | 2056-01-01      | 6.0000%  | 0.0000% | $124.33            | $129.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4442 | 2055-08-01      | 6.0000%  | 0.0000% | $1064705.66        | $1103830.40        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ2288 | 2054-09-01      | 5.0000%  | 0.0000% | $34500.26          | $34096.84          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4071 M     | 2046-11-20      | 4.5000%  | 0.0000% | $3640.07           | $3599.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3685 | 2055-09-01      | 6.5000%  | 0.0000% | $348011.97         | $365125.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ3292 | 2055-09-01      | 4.5000%  | 0.0000% | $124721.31         | $120525.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2071 | 2055-09-01      | 6.5000%  | 0.0000% | $373129.17         | $392284.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  | 0.0000% | $260.35            | $257.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  | 0.0000% | $1477782.00        | $1445674.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $3453.06           | $3411.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5221 | 2043-11-01      | 5.5000%  | 0.0000% | $39937.77          | $40992.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $12192.67          | $10738.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $535968.06         | $464623.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $790.36            | $669.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $212.26            | $208.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB5164 | 2027-05-01      | 2.5000%  | 0.0000% | $36507.16          | $36221.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $37319.13          | $37810.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $38202.04          | $37973.27          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CG6139       | 2065-12-15      | 5.8500%  | 0.0000% | $127.63            | $132.39            | Agency Mortgage-Backed Securities |
| GNMA GNII SF BA9807 C     | 2047-07-20      | 3.5000%  | 0.0000% | $1163.50           | $1081.55           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9351 M     | 2053-12-20      | 6.5000%  | 0.0000% | $22.00             | $22.77             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9300 M     | 2053-11-20      | 3.0000%  | 0.0000% | $87129.27          | $78022.08          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9006 M     | 2053-07-20      | 6.0000%  | 0.0000% | $86873.50          | $87694.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8651 M     | 2053-02-20      | 7.0000%  | 0.0000% | $3237.79           | $3392.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $3266981.92        | $3315997.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $149690.74         | $141461.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8199 M     | 2052-08-20      | 3.5000%  | 0.0000% | $49784.20          | $45969.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  | 0.0000% | $86057.43          | $78239.11          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785141 C     | 2050-08-20      | 3.0000%  | 0.0000% | $424.62            | $380.89            | Agency Mortgage-Backed Securities |
| GNMA GNII JM 005278 M     | 2042-01-20      | 3.5000%  | 0.0000% | $19.84             | $18.05             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 599888 X     | 2033-03-15      | 6.0000%  | 0.0000% | $1123.35           | $1147.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR4444 C     | 2056-03-20      | 5.0000%  | 0.0000% | $315525.50         | $314184.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3265 C     | 2056-03-20      | 5.0000%  | 0.0000% | $347244.00         | $346108.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3263 C     | 2056-03-20      | 5.5000%  | 0.0000% | $425377.50         | $434314.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1022 C     | 2056-03-20      | 5.5000%  | 0.0000% | $323603.00         | $329138.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7740 C     | 2056-02-20      | 6.0000%  | 0.0000% | $566009.32         | $585442.12         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4136 C     | 2065-12-20      | 6.0000%  | 0.0000% | $132310.50         | $135811.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1089 C     | 2056-02-20      | 6.0000%  | 0.0000% | $325980.79         | $336382.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0619 C     | 2056-01-20      | 5.5000%  | 0.0000% | $206550.51         | $210114.19         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI7494 C     | 2065-04-20      | 6.5000%  | 0.0000% | $498435.49         | $523080.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0997 M     | 2056-03-20      | 5.5000%  | 0.0000% | $34318464.00       | $34716500.97       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $1721262.65        | $1739215.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0868 M     | 2056-01-20      | 3.5000%  | 0.0000% | $33453.37          | $30676.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ6961 C     | 2056-03-20      | 6.5000%  | 0.0000% | $157371.50         | $166241.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4654 C     | 2056-03-20      | 5.5000%  | 0.0000% | $125.00            | $128.68            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2471 C     | 2056-03-20      | 5.5000%  | 0.0000% | $138556.50         | $142642.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2403 C     | 2056-03-20      | 5.5000%  | 0.0000% | $479473.75         | $492443.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2457 C     | 2056-03-20      | 5.5000%  | 0.0000% | $209139.00         | $215740.96         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7084 C     | 2064-01-20      | 7.5000%  | 0.0000% | $34246.29          | $35749.60          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AN1603 X     | 2045-06-15      | 3.0000%  | 0.0000% | $4873.35           | $4371.83           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  | 0.0000% | $46.23             | $42.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5915 | 2040-12-01      | 4.5000%  | 0.0000% | $254124.54         | $252805.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0642 | 2052-05-01      | 3.5000%  | 0.0000% | $201337.77         | $184769.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $3815.24           | $3436.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4873 M     | 2032-12-20      | 4.0000%  | 0.0000% | $4439.41           | $4405.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8386 | 2040-05-01      | 6.0000%  | 0.0000% | $249975.03         | $258959.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | 0.0000% | $30105.67          | $26860.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $76614.69          | $69293.14          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BB8870 C     | 2047-07-20      | 3.5000%  | 0.0000% | $128055.15         | $119033.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7346 | 2052-08-01      | 3.0000%  | 0.0000% | $12941.72          | $11386.25          | Agency Mortgage-Backed Securities |
| GNMA GNII ET DI9483 C     | 2065-03-20      | 7.0000%  | 0.0000% | $353106.94         | $370582.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5668 | 2043-04-01      | 3.0000%  | 0.0000% | $2678.43           | $2454.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1141 C     | 2056-03-20      | 6.0000%  | 0.0000% | $208779.25         | $215117.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6422 | 2055-12-01      | 6.5000%  | 0.0000% | $25449.62          | $26946.94          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6576 C     | 2056-02-20      | 6.0000%  | 0.0000% | $141209.13         | $146296.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9244 | 2056-01-01      | 6.5000%  | 0.0000% | $220867.91         | $229409.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7507 | 2056-02-01      | 6.5000%  | 0.0000% | $329512.80         | $348880.79         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0992 C     | 2056-03-20      | 5.0000%  | 0.0000% | $125.00            | $124.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3973 C     | 2056-02-20      | 6.5000%  | 0.0000% | $555464.54         | $586605.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA5002 | 2050-10-01      | 3.5000%  | 0.0000% | $4822312.00        | $4467243.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2468 C     | 2056-03-20      | 5.0000%  | 0.0000% | $487871.00         | $485796.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7232 C     | 2056-02-20      | 6.0000%  | 0.0000% | $360994.90         | $372513.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4486 | 2056-01-01      | 6.5000%  | 0.0000% | $59149.55          | $61872.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA4886 | 2052-09-01      | 2.5000%  | 0.0000% | $1408924.00        | $1193266.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5263 | 2055-11-01      | 6.5000%  | 0.0000% | $233028.78         | $248123.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4855 C     | 2056-01-20      | 4.5000%  | 0.0000% | $734791.90         | $706530.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7530 C     | 2055-12-20      | 6.0000%  | 0.0000% | $610.80            | $622.88            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8995 C     | 2056-01-20      | 6.0000%  | 0.0000% | $211997.91         | $219469.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788404 C     | 2056-01-20      | 6.0000%  | 0.0000% | $21286005.16       | $21965177.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA6045 | 2056-02-01      | 4.5000%  | 0.0000% | $148778.40         | $145360.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN9060 C     | 2056-03-20      | 5.5000%  | 0.0000% | $143528.50         | $147699.77         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0983 C     | 2056-03-20      | 5.0000%  | 0.0000% | $168736.25         | $166361.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | 0.0000% | $123.75            | $125.01            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM8004 C     | 2055-12-20      | 6.0000%  | 0.0000% | $106019.54         | $109852.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3794 | 2055-11-01      | 6.5000%  | 0.0000% | $25578.53          | $27005.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8015 C     | 2056-03-20      | 6.5000%  | 0.0000% | $375209.00         | $396243.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8322 | 2055-11-01      | 6.5000%  | 0.0000% | $166906.66         | $177782.58         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3889 C     | 2065-12-20      | 7.0000%  | 0.0000% | $124.82            | $131.00            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO5398 C     | 2065-12-20      | 6.5000%  | 0.0000% | $652971.29         | $685256.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO5770 C     | 2055-11-20      | 6.5000%  | 0.0000% | $146872.82         | $155107.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4094 C     | 2056-03-20      | 6.5000%  | 0.0000% | $343218.50         | $362460.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0802 C     | 2056-02-20      | 6.0000%  | 0.0000% | $123893.20         | $127726.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8131 C     | 2056-03-20      | 5.0000%  | 0.0000% | $169206.00         | $170148.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8998 C     | 2056-01-20      | 6.0000%  | 0.0000% | $301022.78         | $310626.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6495 C     | 2056-01-20      | 6.0000%  | 0.0000% | $261987.57         | $271967.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7118 C     | 2056-02-20      | 5.5000%  | 0.0000% | $124.86            | $129.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6102 C     | 2056-03-20      | 5.0000%  | 0.0000% | $104878.50         | $104432.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6023 C     | 2055-07-20      | 4.5000%  | 0.0000% | $634873.85         | $615583.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8889 C     | 2056-02-20      | 5.5000%  | 0.0000% | $142095.26         | $147322.00         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8128       | 2061-03-15      | 5.7100%  | 0.0000% | $125.00            | $130.09            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DM8127       | 2061-03-15      | 5.4300%  | 0.0000% | $3935.63           | $4027.88           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DL7507       | 2060-11-15      | 5.3800%  | 0.0000% | $3113.51           | $3205.26           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5371 C     | 2055-12-20      | 6.5000%  | 0.0000% | $249.23            | $263.20            | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0410       | 2061-04-15      | 4.9400%  | 0.0000% | $1345000.00        | $1351867.12        | Agency Mortgage-Backed Securities |
| GNMA GNII ET DB2522 C     | 2065-11-20      | 5.5000%  | 0.0000% | $70536.70          | $71183.76          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CZ2403       | 2059-08-15      | 5.6000%  | 0.0000% | $3866.53           | $4037.10           | Agency Mortgage-Backed Securities |
| GNMA GNII ET CX7087 C     | 2064-03-20      | 6.5000%  | 0.0000% | $82193.99          | $86257.79          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 657623 X     | 2036-07-15      | 6.0000%  | 0.0000% | $21.41             | $22.10             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 783348 C     | 2034-02-20      | 4.9500%  | 0.0000% | $15.96             | $16.09             | Agency Mortgage-Backed Securities |
| GNMA GNMI JP 783308 X     | 2026-05-15      | 3.5000%  | 0.0000% | $61.42             | $61.50             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 756028 X     | 2041-01-15      | 4.5000%  | 0.0000% | $14830.51          | $14690.87          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788523 C     | 2056-03-20      | 5.0000%  | 0.0000% | $12500000.00       | $12558358.33       | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 788461 X     | 2052-07-15      | 5.0000%  | 0.0000% | $384.91            | $393.78            | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 788076 X     | 2048-06-15      | 3.5000%  | 0.0000% | $116.42            | $109.56            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 787117 C     | 2053-06-20      | 5.0000%  | 0.0000% | $98.87             | $98.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786126 M     | 2049-12-20      | 4.5000%  | 0.0000% | $77.99             | $77.47             | Agency Mortgage-Backed Securities |
| GNMA GNII AP 785510 M     | 2051-01-20      | 2.5000%  | 0.0000% | $21525.08          | $18213.52          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $488305.81         | $402664.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7417 M     | 2051-06-20      | 2.0000%  | 0.0000% | $1475972.22        | $1217108.34        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $66640.09          | $59570.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  | 0.0000% | $23.74             | $23.32             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6416 M     | 2039-01-20      | 6.5000%  | 0.0000% | $39.87             | $42.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7707 M     | 2051-11-20      | 3.5000%  | 0.0000% | $164772.83         | $152562.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785194 C     | 2050-11-20      | 4.0000%  | 0.0000% | $235.93            | $224.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $56594.97          | $52439.01          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $371433.89         | $380879.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4586 | 2044-10-01      | 4.0000%  | 0.0000% | $31428.45          | $30267.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6136 | 2051-10-01      | 2.5000%  | 0.0000% | $5326.92           | $4482.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $4318.34           | $4250.74           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8802 M     | 2053-04-20      | 6.0000%  | 0.0000% | $7686.65           | $7897.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBV7971 | 2037-08-01      | 3.5000%  | 0.0000% | $142417.25         | $137268.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BO3324 C     | 2049-06-20      | 3.5000%  | 0.0000% | $28.53             | $26.45             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $16058.27          | $16006.33          | Agency Mortgage-Backed Securities |

### Security 141: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.680000%
- **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: ARP1FVL46, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FVL46_3.68_0407
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7729%  | 0.0000% | $21594672.22       | $21687149.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2395%  | 0.0000% | $6313.24           | $6175.07           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-131 QC      | 2051-07-20      | 4.0000%  | 0.0000% | $80011.00          | $78701.57          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 FJ      | 2056-03-20      | 4.6222%  | 0.0000% | $16986145.83       | $16886528.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-20 LA       | 2049-02-20      | 3.0000%  | 0.0000% | $29915.71          | $26401.33          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1895%  | 0.0000% | $61783.00          | $61855.36          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB      | 2056-03-20      | 4.6095%  | 0.0000% | $21816360.83       | $21682876.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $4264134.52        | $4290063.30        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.000 CLQA5902  | 2050-01-01      | 3.0000%  | 0.0000% | $58637.26          | $52283.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7257 M      | 2051-03-20      | 3.5000%  | 0.0000% | $1624049.73        | $1514762.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  | 0.0000% | $2376184.96        | $2127137.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  | 0.0000% | $8629.45           | $8826.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1362  | 2055-05-01      | 6.5000%  | 0.0000% | $6587351.26        | $6970535.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M      | 2055-12-20      | 6.0000%  | 0.0000% | $32979614.53       | $33730824.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6208 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1382467.52        | $1390167.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7451 C      | 2055-07-20      | 6.5000%  | 0.0000% | $474347.59         | $502942.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C      | 2055-11-20      | 6.0000%  | 0.0000% | $1578659.66        | $1602923.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7530 C      | 2055-12-20      | 6.0000%  | 0.0000% | $275.81            | $281.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7153 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1572501.55        | $1570461.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6314 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1492230.95        | $1487352.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2979 C      | 2056-01-20      | 6.0000%  | 0.0000% | $1363446.02        | $1391393.94        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682587 X      | 2038-04-15      | 5.5000%  | 0.0000% | $1286.15           | $1328.40           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  | 0.0000% | $8245.90           | $8352.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  | 0.0000% | $813367.13         | $846201.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $11055176.33       | $8949238.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  | 0.0000% | $46331.41          | $44334.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4197  | 2047-03-01      | 3.0000%  | 0.0000% | $2077258.30        | $1887781.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  | 0.0000% | $5840.45           | $5610.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAQ1224  | 2042-11-01      | 3.0000%  | 0.0000% | $349325.17         | $320034.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1175  | 2038-02-01      | 3.0000%  | 0.0000% | $41418.92          | $39575.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $244.27            | $247.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  | 0.0000% | $22103.38          | $19728.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  | 0.0000% | $37312.78          | $37541.01          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  | 0.0000% | $4027.35           | $3779.74           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782916 X      | 2040-02-15      | 5.5000%  | 0.0000% | $2785.00           | $2902.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII EP 788330 C      | 2065-03-20      | 7.0000%  | 0.0000% | $9092779.95        | $9542775.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  | 0.0000% | $5255480.65        | $5458350.96        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  | 0.0000% | $53.73             | $58.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004978 M      | 2041-03-20      | 4.5000%  | 0.0000% | $10564.86          | $10478.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004977 M      | 2041-03-20      | 4.0000%  | 0.0000% | $32407.68          | $31187.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  | 0.0000% | $151386.20         | $154973.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  | 0.0000% | $24800.78          | $25312.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  | 0.0000% | $5259.38           | $5441.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605630 X      | 2034-08-15      | 6.0000%  | 0.0000% | $1341.29           | $1375.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4747 C      | 2065-12-20      | 7.0000%  | 0.0000% | $1890302.74        | $1983854.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  | 0.0000% | $643.47            | $662.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8711 C      | 2055-07-20      | 6.5000%  | 0.0000% | $1089335.53        | $1145138.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $20478580.86       | $20347449.68       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  | 0.0000% | $1010.37           | $977.76            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $5482197.12        | $5447092.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  | 0.0000% | $26677966.90       | $27996489.86       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0853 C      | 2056-02-20      | 6.5000%  | 0.0000% | $279.71            | $292.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  | 0.0000% | $279.26            | $280.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  | 0.0000% | $279.72            | $289.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  | 0.0000% | $279.22            | $278.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6394 C      | 2056-02-20      | 5.0000%  | 0.0000% | $2297433.90        | $2310229.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5789 C      | 2055-11-20      | 6.5000%  | 0.0000% | $1820899.45        | $1909520.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9678 C      | 2055-11-20      | 5.5000%  | 0.0000% | $1781562.47        | $1812307.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0088 M      | 2054-12-20      | 3.5000%  | 0.0000% | $454.75            | $417.00            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  | 0.0000% | $553.71            | $565.66            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3071 C      | 2055-07-20      | 6.5000%  | 0.0000% | $591261.19         | $621547.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3042 C      | 2055-07-20      | 6.5000%  | 0.0000% | $1106683.81        | $1163375.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  | 0.0000% | $372273.75         | $398532.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB7489 C      | 2054-06-20      | 7.0000%  | 0.0000% | $2082720.00        | $2208189.99        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4716 X      | 2047-10-15      | 4.5000%  | 0.0000% | $2556.23           | $2498.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4513 X      | 2047-05-15      | 5.0000%  | 0.0000% | $39513.64          | $40010.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  | 0.0000% | $198.67            | $202.16            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  | 0.0000% | $267.93            | $251.59            | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-031 CV      | 2040-09-16      | 4.0000%  | 0.0000% | $8416072.17        | $7869181.78        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0425%  | 0.0000% | $1854556.15        | $1773094.32        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  | 0.0000% | $29414.09          | $27160.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  | 0.0000% | $1879392.00        | $1615757.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  | 0.0000% | $14725.54          | $13138.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $39.33             | $37.38             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5399 M      | 2048-08-20      | 4.5000%  | 0.0000% | $1294318.17        | $1274474.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0225 M      | 2042-07-20      | 6.0000%  | 0.0000% | $6051.35           | $6366.44           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2216  | 2055-05-01      | 6.0000%  | 0.0000% | $3800937.66        | $3951063.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD9720  | 2040-08-01      | 5.5000%  | 0.0000% | $59193.69          | $60535.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3183  | 2047-11-01      | 4.0000%  | 0.0000% | $979216.22         | $937690.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL968381  | 2038-10-01      | 6.5000%  | 0.0000% | $2848.32           | $3001.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5469  | 2042-06-01      | 3.5000%  | 0.0000% | $15694.23          | $14793.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8056  | 2050-04-01      | 3.0000%  | 0.0000% | $10738.20          | $9551.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3040 C      | 2055-07-20      | 6.5000%  | 0.0000% | $1294193.13        | $1360489.03        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  | 0.0000% | $30476.29          | $29840.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $11085279.37       | $9923065.43        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  | 0.0000% | $2357.50           | $2493.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M      | 2054-12-20      | 5.5000%  | 0.0000% | $227.53            | $230.28            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  | 0.0000% | $18318792.75       | $15749221.79       | Agency Mortgage-Backed Securities         |

### Security 142: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.680000%
- **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: ARP1FWHZ0, C.4 - ISIN: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1FWHZ0_3.68_0407
- **C.18 - Value (incl. sponsor support):** $149500000.00
- **C.18.a - Value (excl. sponsor support):** $149500000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  | 0.0000% | $78572.43          | $84181.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $454631.87         | $435730.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.400 MYAM1508 | 2030-12-01      | 3.4000%  | 0.0000% | $66643.67          | $64161.75          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8375 | 2054-06-01      | 6.0000%  | 0.0000% | $182457.93         | $189288.43         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $5476787.51        | $4629163.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQJ8448 | 2054-11-01      | 4.5000%  | 0.0000% | $199053.47         | $194186.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1587 | 2054-08-01      | 6.0000%  | 0.0000% | $190984.88         | $199964.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1586 | 2054-08-01      | 6.0000%  | 0.0000% | $160865.64         | $167585.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1725 | 2054-08-01      | 5.5000%  | 0.0000% | $163026.06         | $167454.39         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5889 | 2053-11-01      | 7.0000%  | 0.0000% | $206467.56         | $220847.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $124210.03         | $120745.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  | 0.0000% | $71.13             | $73.86             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6605 | 2053-09-01      | 5.5000%  | 0.0000% | $491569.28         | $497745.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $3089949.04        | $3013441.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $3956604.92        | $3430140.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $1283763.16        | $1197718.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6584 | 2056-02-01      | 5.0000%  | 0.0000% | $220052.50         | $219437.60         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ4178 | 2055-05-01      | 6.5000%  | 0.0000% | $4654280.53        | $4890185.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL4156 | 2055-10-01      | 5.5000%  | 0.0000% | $223.85            | $228.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  | 0.0000% | $8691079.15        | $9047222.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX8570 | 2055-02-01      | 6.0000%  | 0.0000% | $206288.18         | $216861.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0131 | 2054-12-01      | 6.0000%  | 0.0000% | $245301.96         | $255353.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $6524984.34        | $6711533.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  | 0.0000% | $3473728.18        | $3250029.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $2995781.34        | $3212868.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  | 0.0000% | $5399409.10        | $5671348.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  | 0.0000% | $1949459.27        | $1946212.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA4805 | 2056-03-01      | 5.5000%  | 0.0000% | $3571406.85        | $3625739.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3881 | 2055-10-01      | 6.0000%  | 0.0000% | $486367.42         | $497477.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  | 0.0000% | $6970575.09        | $5734048.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9900 | 2056-01-01      | 5.5000%  | 0.0000% | $387386.82         | $395862.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $240415.92         | $234093.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $3309617.52        | $3380414.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  | 0.0000% | $4093864.08        | $4400807.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  | 0.0000% | $4470074.67        | $4829340.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $2255921.67        | $2356686.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  | 0.0000% | $62193.03          | $50137.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  | 0.0000% | $1202640.90        | $1140245.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  | 0.0000% | $213919.81         | $220608.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  | 0.0000% | $106393.91         | $107966.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  | 0.0000% | $140184.55         | $149448.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  | 0.0000% | $173951.59         | $176566.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  | 0.0000% | $216284.37         | $222001.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  | 0.0000% | $119025.85         | $122552.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  | 0.0000% | $116585.17         | $112969.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | 0.0000% | $2693898.79        | $2168975.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLBU4773 | 2054-06-01      | 7.0000%  | 0.0000% | $285272.34         | $306636.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  | 0.0000% | $3126999.35        | $2638966.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  | 0.0000% | $263683.73         | $282541.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  | 0.0000% | $154918.83         | $165809.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  | 0.0000% | $131.24            | $134.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  | 0.0000% | $28695.77          | $28661.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2192034.35        | $1955772.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $2670519.34        | $2818574.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3615 | 2054-10-01      | 5.5000%  | 0.0000% | $154189.32         | $158600.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3906 | 2054-10-01      | 5.5000%  | 0.0000% | $178767.92         | $183853.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $185291.59         | $158836.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  | 0.0000% | $153629.50         | $160666.19         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  | 0.0000% | $3004849.23        | $3032612.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $151.34            | $151.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB9797 | 2054-08-01      | 7.0000%  | 0.0000% | $96.69             | $103.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8374 | 2053-11-01      | 6.5000%  | 0.0000% | $69.01             | $71.74             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  | 0.0000% | $77739.42          | $82563.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  | 0.0000% | $160402.23         | $164816.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $1502851.97        | $1221117.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $7801208.38        | $8254994.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $12030.95          | $10848.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2495 | 2054-10-01      | 5.5000%  | 0.0000% | $167571.44         | $171790.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $8927234.95        | $9313129.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBM5915 | 2046-11-01      | 3.0000%  | 0.0000% | $476653.08         | $432542.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  | 0.0000% | $225322.94         | $218334.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $20342679.42       | $15731807.70       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  | 0.0000% | $2115973.04        | $1744862.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7117 | 2054-10-01      | 6.5000%  | 0.0000% | $6299.45           | $6674.03           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  | 0.0000% | $189671.00         | $197761.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $1554194.93        | $1267686.35        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD4682 | 2055-03-01      | 6.5000%  | 0.0000% | $276839.20         | $291797.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4940 | 2056-04-01      | 5.0000%  | 0.0000% | $550731.84         | $545039.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5399 | 2056-02-01      | 5.0000%  | 0.0000% | $326765.78         | $323955.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3650 | 2055-12-01      | 6.0000%  | 0.0000% | $5503157.69        | $5728677.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA6603 | 2056-01-01      | 5.5000%  | 0.0000% | $301244.19         | $309117.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF5722 | 2055-11-01      | 6.0000%  | 0.0000% | $99901.82          | $104077.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC3001 | 2054-09-01      | 6.0000%  | 0.0000% | $149197.23         | $156041.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8859 | 2054-07-01      | 6.5000%  | 0.0000% | $177151.61         | $185024.52         | Agency Mortgage-Backed Securities  |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $14.95             | $11.62             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  | 0.0000% | $1190139.60        | $1164895.51        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $62909.60          | $60393.31          | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30     | 2030-10-15      | 1.1250%  | 0.0000% | $339608.87         | $338058.69         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $42682.25          | $43283.14          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $6814464.15        | $6908937.66        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  | 0.0000% | $3855156.50        | $3983833.32        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $14.95             | $14.42             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $14.95             | $14.81             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $14.95             | $13.07             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $3135598.05        | $2175038.96        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $14.95             | $10.61             | U.S. Treasuries (including strips) |

### Security 143: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.680000%
- **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: ARP1FYYH7, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1FYYH7_3.68_0407
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-047 FV      | 2056-03-20      | 4.5722%  | 0.0000% | $7595184.00        | $7543043.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  | 0.0000% | $1111110.40        | $946406.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3229%  | 0.0000% | $7345400.10        | $7414531.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3529%  | 0.0000% | $15368647.93       | $15523850.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4729%  | 0.0000% | $5575762.78        | $5582781.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 FE      | 2049-11-20      | 4.2395%  | 0.0000% | $1437368.07        | $1420639.13        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 MQ      | 2056-01-20      | 4.5000%  | 0.0000% | $9778643.36        | $9529023.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  | 0.0000% | $975600.00         | $847575.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 4.4870%  | 0.0000% | $45090.00          | $45257.67          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 AB      | 2053-12-20      | 4.5000%  | 0.0000% | $1392377.95        | $1377642.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GL      | 2056-01-20      | 4.5000%  | 0.0000% | $490062.40         | $410066.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 MF      | 2056-03-20      | 4.6222%  | 0.0000% | $9999999.80        | $9940053.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GE      | 2049-10-20      | 5.0000%  | 0.0000% | $195165.00         | $195682.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2336576.73        | $2382768.52        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7953        | 2060-07-15      | 5.9900%  | 0.0000% | $109404.96         | $116564.05         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1576        | 2061-01-15      | 5.4400%  | 0.0000% | $139597.58         | $144644.22         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  | 0.0000% | $117647.00         | $108309.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  | 0.0000% | $233361.60         | $179351.77         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  | 0.0000% | $360000.00         | $232406.04         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-142 HA      | 2065-09-16      | 3.5000%  | 0.0000% | $5877572.88        | $5279104.69        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.1334%  | 0.0000% | $449477.18         | $423808.09         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  | 0.0000% | $4878134.00        | $4147592.78        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-038 A       | 2065-10-16      | 3.7500%  | 0.0000% | $2955034.11        | $2721583.46        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 KB      | 2065-05-16      | 4.0000%  | 0.0000% | $174465.00         | $134817.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6441 C      | 2055-03-20      | 6.5000%  | 0.0000% | $316550.48         | $338879.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1374  | 2055-05-01      | 6.5000%  | 0.0000% | $1858320.14        | $1956871.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8713 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1589095.72        | $1588923.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0180  | 2044-08-01      | 3.5000%  | 0.0000% | $11905.94          | $11213.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1111  | 2041-10-01      | 3.5000%  | 0.0000% | $4496.96           | $4256.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3937  | 2050-02-01      | 3.0000%  | 0.0000% | $41687.27          | $37092.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8804 C      | 2056-02-20      | 5.0000%  | 0.0000% | $2355874.83        | $2345859.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7929 C      | 2056-02-20      | 5.5000%  | 0.0000% | $222.12            | $229.75            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  | 0.0000% | $12009.23          | $12108.16          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688099 X      | 2038-11-15      | 6.0000%  | 0.0000% | $2087.75           | $2202.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  | 0.0000% | $1956274.62        | $2028179.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786682 C      | 2053-05-20      | 6.0000%  | 0.0000% | $1067874.66        | $1101939.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005338 M      | 2042-03-20      | 6.0000%  | 0.0000% | $32.39             | $34.17             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  | 0.0000% | $175871.56         | $178547.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M      | 2056-02-20      | 6.5000%  | 0.0000% | $204.39            | $214.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2958  | 2038-07-01      | 5.5000%  | 0.0000% | $16037.03          | $16569.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2133  | 2038-06-01      | 5.5000%  | 0.0000% | $2779.77           | $2863.22           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A83727 G  | 2033-09-01      | 5.5000%  | 0.0000% | $31023.24          | $31285.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $45229.37          | $44939.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  | 0.0000% | $51637.41          | $52176.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  | 0.0000% | $1751710.22        | $1695182.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $15055280.40       | $14569446.50       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3904 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1103275.99        | $1098721.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0858 C      | 2056-02-20      | 6.0000%  | 0.0000% | $2129528.67        | $2171627.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9487 C      | 2056-02-20      | 5.0000%  | 0.0000% | $1894029.99        | $1886210.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  | 0.0000% | $196.26            | $195.62            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7529 C      | 2056-02-20      | 5.5000%  | 0.0000% | $2978888.29        | $3080371.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4402 C      | 2056-02-20      | 6.0000%  | 0.0000% | $3990142.52        | $4076289.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3155 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1399353.47        | $1407147.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  | 0.0000% | $18646102.16       | $19124934.06       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9999 C      | 2055-11-20      | 6.0000%  | 0.0000% | $1511826.58        | $1542814.49        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1575        | 2061-01-15      | 5.4400%  | 0.0000% | $139788.50         | $144842.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1555        | 2060-12-15      | 5.6300%  | 0.0000% | $139695.47         | $146449.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7089 C      | 2055-10-20      | 5.0000%  | 0.0000% | $987077.36         | $992726.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9197 C      | 2055-12-20      | 6.0000%  | 0.0000% | $204.06            | $208.47            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6744        | 2060-10-15      | 5.3400%  | 0.0000% | $141567.05         | $145233.49         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7954        | 2060-07-15      | 5.9900%  | 0.0000% | $109404.96         | $116564.05         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7952        | 2060-07-15      | 5.9900%  | 0.0000% | $109404.96         | $116564.05         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6860        | 2060-12-15      | 5.6300%  | 0.0000% | $139695.47         | $146449.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  | 0.0000% | $229267.09         | $245439.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3002        | 2060-01-15      | 5.6400%  | 0.0000% | $69271.56          | $72281.20          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5550        | 2059-11-15      | 5.1700%  | 0.0000% | $50915.65          | $51799.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AK1020 C      | 2044-10-20      | 3.5000%  | 0.0000% | $16426.70          | $15158.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M      | 2054-10-20      | 5.0000%  | 0.0000% | $4023606.99        | $3999089.82        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  | 0.0000% | $14531063.56       | $14786132.16       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6739        | 2060-09-15      | 5.5800%  | 0.0000% | $109512.40         | $113548.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M      | 2054-08-20      | 4.0000%  | 0.0000% | $217.03            | $203.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  | 0.0000% | $148.56            | $137.18            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7881 M      | 2052-02-20      | 2.5000%  | 0.0000% | $146.20            | $125.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M      | 2051-12-20      | 2.5000%  | 0.0000% | $142.56            | $122.56            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M      | 2051-07-20      | 2.5000%  | 0.0000% | $4295171.49        | $3692946.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5984 M      | 2049-06-20      | 3.0000%  | 0.0000% | $2658436.65        | $2402136.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2675  | 2053-09-01      | 5.5000%  | 0.0000% | $1710751.79        | $1738936.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAE0443  | 2039-10-01      | 6.5000%  | 0.0000% | $3293.18           | $3505.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $3799478.10        | $3346751.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3934  | 2040-02-01      | 3.0000%  | 0.0000% | $12803.46          | $11944.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802  | 2049-10-01      | 3.0000%  | 0.0000% | $270487.61         | $241096.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3358  | 2048-05-01      | 4.5000%  | 0.0000% | $27037.19          | $26595.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7939  | 2035-11-01      | 2.5000%  | 0.0000% | $24259.27          | $22953.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW9795  | 2053-06-01      | 6.5000%  | 0.0000% | $226339.57         | $241009.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI1204  | 2041-04-01      | 5.5000%  | 0.0000% | $45538.38          | $46570.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5962  | 2041-02-01      | 5.0000%  | 0.0000% | $43498.52          | $43909.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL630993  | 2031-09-01      | 7.5000%  | 0.0000% | $7253.84           | $7392.22           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684  | 2052-03-01      | 3.0000%  | 0.0000% | $325335.73         | $288633.63         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q02257 G  | 2041-07-01      | 5.0000%  | 0.0000% | $125725.24         | $127587.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $2571091.33        | $2602361.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  | 0.0000% | $22659003.92       | $22634683.26       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT1773  | 2049-02-01      | 5.5000%  | 0.0000% | $17738.24          | $18132.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4682  | 2046-10-01      | 3.0000%  | 0.0000% | $319357.01         | $288047.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9300  | 2054-10-01      | 6.0000%  | 0.0000% | $1209064.08        | $1252030.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9014 M      | 2053-07-20      | 4.0000%  | 0.0000% | $2234549.03        | $2111890.91        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4433        | 2059-10-15      | 4.2000%  | 0.0000% | $103566.38         | $99399.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAP1703  | 2042-08-01      | 4.5000%  | 0.0000% | $5616.29           | $5553.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1148  | 2054-04-01      | 6.5000%  | 0.0000% | $1847882.78        | $1928826.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6748  | 2055-10-01      | 6.0000%  | 0.0000% | $3735510.03        | $3869622.31        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE3318 X      | 2046-07-15      | 2.5000%  | 0.0000% | $14929.34          | $12974.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4481  | 2042-04-01      | 3.5000%  | 0.0000% | $51470.48          | $48627.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596  | 2044-12-01      | 3.5000%  | 0.0000% | $3281.38           | $3079.65           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4706        | 2060-08-15      | 5.0500%  | 0.0000% | $99416.11          | $99825.14          | Agency Mortgage-Backed Securities         |

### Security 144: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **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: ARP1FZQ26, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1FZQ26_3.68_0407
- **C.18 - Value (incl. sponsor support):** $199500000.00
- **C.18.a - Value (excl. sponsor support):** $199500000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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 CNMA4637 | 2032-06-01      | 3.0000%  | 0.0000% | $514429.83         | $497471.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $58977.18          | $57127.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1192 | 2055-08-01      | 6.0000%  | 0.0000% | $273142.80         | $282676.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA5224 | 2039-03-01      | 4.5000%  | 0.0000% | $498.74            | $493.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAA4666 | 2039-05-01      | 4.5000%  | 0.0000% | $19958.39          | $19762.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL971031 | 2039-01-01      | 4.0000%  | 0.0000% | $96060.91          | $93183.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL943986 | 2037-08-01      | 6.5000%  | 0.0000% | $5771.65           | $6123.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4657 | 2040-12-01      | 3.5000%  | 0.0000% | $244643.14         | $235732.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9247 | 2055-08-01      | 6.5000%  | 0.0000% | $250695.80         | $264317.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $197593.62         | $199050.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $58290.63          | $59621.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD3692 | 2055-03-01      | 6.5000%  | 0.0000% | $166764.03         | $175556.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9790 | 2055-07-01      | 6.5000%  | 0.0000% | $173677.40         | $183212.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA2575 | 2055-02-01      | 4.5000%  | 0.0000% | $108799.48         | $105375.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $438747.09         | $441966.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1146 | 2055-08-01      | 6.5000%  | 0.0000% | $224271.16         | $235945.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $82186.85          | $82789.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE5296 | 2052-05-01      | 3.0000%  | 0.0000% | $19595.59          | $17250.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC9779 | 2051-09-01      | 2.0000%  | 0.0000% | $27265.54          | $21930.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC7455 | 2051-09-01      | 1.5000%  | 0.0000% | $87102.12          | $67245.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQG1227 | 2053-04-01      | 3.0000%  | 0.0000% | $223354.91         | $196626.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA2931 | 2032-03-01      | 3.0000%  | 0.0000% | $20124.06          | $19590.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $820.59            | $804.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0634 | 2031-01-01      | 4.5000%  | 0.0000% | $3133.23           | $3147.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0232 | 2029-11-01      | 4.5000%  | 0.0000% | $4400.18           | $4417.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDE0633 | 2040-05-01      | 6.5000%  | 0.0000% | $41143.97          | $43153.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6150 | 2055-04-01      | 6.5000%  | 0.0000% | $160078.69         | $167379.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB1582 | 2037-06-01      | 1.5000%  | 0.0000% | $241787.07         | $217169.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8933 | 2055-09-01      | 6.5000%  | 0.0000% | $193551.68         | $203899.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5174 | 2036-08-01      | 6.5000%  | 0.0000% | $40503.78          | $43122.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3737 | 2034-08-01      | 2.5000%  | 0.0000% | $195170.02         | $185084.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLBU1429 | 2052-01-01      | 1.5000%  | 0.0000% | $34502.53          | $26596.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4311 | 2041-04-01      | 2.0000%  | 0.0000% | $8506.78           | $7474.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | 0.0000% | $159295.05         | $154135.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  | 0.0000% | $143640.55         | $122053.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  | 0.0000% | $3019.75           | $2729.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  | 0.0000% | $53.20             | $52.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDF2784 | 2041-03-01      | 3.5000%  | 0.0000% | $39746.39          | $38303.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL932511 | 2040-02-01      | 5.5000%  | 0.0000% | $1031.22           | $1056.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL932474 | 2040-02-01      | 4.5000%  | 0.0000% | $40.17             | $39.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL892551 | 2036-07-01      | 6.5000%  | 0.0000% | $33.88             | $35.17             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9668 | 2054-02-01      | 7.5000%  | 0.0000% | $189061.25         | $203094.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2765 | 2055-05-01      | 6.0000%  | 0.0000% | $189132.19         | $193510.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD1033 | 2055-02-01      | 5.0000%  | 0.0000% | $244966.90         | $242554.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0600 | 2055-07-01      | 7.0000%  | 0.0000% | $296383.08         | $317219.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  | 0.0000% | $437.55            | $452.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $303437.92         | $280530.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNFS4291 | 2031-02-01      | 2.5000%  | 0.0000% | $3240.97           | $3223.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $19005.72          | $18760.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $50915.79          | $44803.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0040 | 2055-11-01      | 6.0000%  | 0.0000% | $413098.02         | $426580.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0077 | 2041-04-01      | 5.5000%  | 0.0000% | $232583.75         | $238036.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0064 | 2041-03-01      | 3.5000%  | 0.0000% | $488531.09         | $470737.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0041 | 2040-10-01      | 6.5000%  | 0.0000% | $375557.86         | $392481.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0035 | 2040-11-01      | 3.5000%  | 0.0000% | $316680.12         | $305145.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0020 | 2040-07-01      | 6.5000%  | 0.0000% | $71253.10          | $74406.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0016 | 2040-08-01      | 4.5000%  | 0.0000% | $255.32            | $254.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CIRR0031 | 2040-10-01      | 4.5000%  | 0.0000% | $59276.35          | $58968.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0028 | 2040-09-01      | 6.5000%  | 0.0000% | $177087.82         | $184924.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0114 | 2055-10-01      | 6.5000%  | 0.0000% | $183848.33         | $191013.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0113 | 2056-04-01      | 6.5000%  | 0.0000% | $22166.67          | $23017.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRQ0107 | 2056-04-01      | 3.5000%  | 0.0000% | $333111.14         | $305533.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0076 | 2055-12-01      | 5.5000%  | 0.0000% | $1492.92           | $1504.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0094 | 2056-02-01      | 5.0000%  | 0.0000% | $130902.60         | $129318.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $84019.40          | $73953.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS0803 | 2038-11-01      | 4.5000%  | 0.0000% | $9622.32           | $9669.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFM8630 | 2051-07-01      | 1.5000%  | 0.0000% | $167658.62         | $129499.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0051 | 2055-09-01      | 6.5000%  | 0.0000% | $239639.35         | $248835.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0048 | 2055-09-01      | 5.0000%  | 0.0000% | $5446.38           | $5381.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0044 | 2055-08-01      | 7.5000%  | 0.0000% | $1596.83           | $1702.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 3PQU8366 | 2056-02-01      | 6.5000%  | 0.0000% | $471705.27         | $482589.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7476 | 2056-02-01      | 6.0000%  | 0.0000% | $233674.63         | $241301.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4207 | 2056-03-01      | 5.5000%  | 0.0000% | $259332.49         | $263145.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5530 | 2056-03-01      | 6.5000%  | 0.0000% | $371875.76         | $387887.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1004 | 2055-10-01      | 6.5000%  | 0.0000% | $222797.79         | $232420.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0640 | 2055-09-01      | 6.0000%  | 0.0000% | $229493.55         | $237503.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0582 | 2055-09-01      | 6.5000%  | 0.0000% | $180557.07         | $190024.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0471 | 2055-10-01      | 6.5000%  | 0.0000% | $304769.08         | $321582.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0470 | 2055-09-01      | 6.5000%  | 0.0000% | $239670.23         | $251714.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $7513.65           | $6892.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $718983.20         | $608376.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4586 | 2042-04-01      | 2.0000%  | 0.0000% | $49202.01          | $42667.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $60801.65          | $54609.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $1274.03           | $1168.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1297 | 2056-02-01      | 6.0000%  | 0.0000% | $226163.38         | $233791.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CNRD5290 | 2036-04-01      | 4.0000%  | 0.0000% | $77420.19          | $76618.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  | 0.0000% | $55873.96          | $51566.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5157 | 2042-05-01      | 2.5000%  | 0.0000% | $244957.02         | $220045.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  | 0.0000% | $127233.35         | $110405.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  | 0.0000% | $10344.75          | $9122.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5090 | 2040-12-01      | 2.0000%  | 0.0000% | $17155.12          | $15141.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5106 | 2041-03-01      | 2.5000%  | 0.0000% | $37091.98          | $33537.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $65350.74          | $61071.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9304 | 2053-06-01      | 5.5000%  | 0.0000% | $298480.93         | $303674.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9036 | 2053-04-01      | 5.5000%  | 0.0000% | $339209.98         | $345211.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8754 | 2053-03-01      | 5.5000%  | 0.0000% | $121915.49         | $123621.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8327 | 2052-12-01      | 4.5000%  | 0.0000% | $46689.34          | $45286.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8285 | 2047-10-01      | 4.5000%  | 0.0000% | $118440.53         | $115642.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7506 | 2052-07-01      | 4.5000%  | 0.0000% | $70145.71          | $68018.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  | 0.0000% | $158.39            | $139.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6503 | 2051-12-01      | 2.0000%  | 0.0000% | $163287.76         | $132596.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6436 | 2051-12-01      | 2.5000%  | 0.0000% | $77023.58          | $66052.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6188 | 2051-11-01      | 2.0000%  | 0.0000% | $122745.97         | $99933.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5287 | 2051-05-01      | 2.0000%  | 0.0000% | $462034.87         | $376445.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $620.81            | $599.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $8563.27           | $8646.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $28250.76          | $28538.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5041 | 2038-06-01      | 4.0000%  | 0.0000% | $43337.24          | $42401.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $365807.72         | $362938.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $39235.50          | $39652.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $13076.48          | $13216.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $125022.77         | $114698.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $16596.38          | $14390.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNQS0342 | 2036-01-01      | 4.5000%  | 0.0000% | $238964.02         | $239832.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP2109 | 2032-08-01      | 4.0000%  | 0.0000% | $1945.06           | $1919.47           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2954 | 2053-04-01      | 4.5000%  | 0.0000% | $478574.53         | $466471.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  | 0.0000% | $30458.79          | $29251.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  | 0.0000% | $62524.04          | $60619.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $1129.45           | $1175.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9834 | 2055-11-01      | 5.5000%  | 0.0000% | $282619.45         | $286074.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  | 0.0000% | $213.86            | $195.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL5861 | 2031-01-01      | 4.5000%  | 0.0000% | $2264.29           | $2267.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $66.47             | $65.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL4707 | 2032-05-01      | 4.5000%  | 0.0000% | $4812.31           | $4825.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL4010 | 2043-07-01      | 3.5000%  | 0.0000% | $3933.27           | $3703.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2482 | 2042-09-01      | 4.5000%  | 0.0000% | $1913.65           | $1894.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  | 0.0000% | $2551.32           | $2526.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL0300 | 2026-06-01      | 4.5000%  | 0.0000% | $169.43            | $169.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0174 | 2057-02-01      | 3.0000%  | 0.0000% | $326.58            | $279.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ7679 | 2041-12-01      | 3.5000%  | 0.0000% | $361.98            | $342.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ3120 | 2041-10-01      | 4.5000%  | 0.0000% | $578.56            | $572.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI2614 | 2041-05-01      | 4.5000%  | 0.0000% | $47540.45          | $47073.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI1191 | 2041-04-01      | 4.5000%  | 0.0000% | $2280.45           | $2258.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI0127 | 2041-04-01      | 4.5000%  | 0.0000% | $19640.78          | $19519.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH5943 | 2041-02-01      | 4.5000%  | 0.0000% | $13407.14          | $13275.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAH5195 | 2026-04-01      | 4.5000%  | 0.0000% | $39.38             | $39.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  | 0.0000% | $19.23             | $19.67             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  | 0.0000% | $116468.42         | $117344.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDF2746 | 2041-02-01      | 4.5000%  | 0.0000% | $110366.06         | $109999.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2322 | 2055-10-01      | 6.5000%  | 0.0000% | $226649.99         | $240910.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2129 | 2055-10-01      | 6.5000%  | 0.0000% | $260483.54         | $275169.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2098 | 2055-11-01      | 6.5000%  | 0.0000% | $435747.36         | $465802.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2097 | 2055-11-01      | 6.5000%  | 0.0000% | $440223.49         | $471248.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $102187.72         | $82192.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA2977 | 2050-07-01      | 2.5000%  | 0.0000% | $257347.92         | $220894.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8367 | 2056-01-01      | 6.0000%  | 0.0000% | $235083.15         | $237574.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PQU8200 | 2054-08-01      | 7.0000%  | 0.0000% | $420737.62         | $438860.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7915 | 2051-06-01      | 4.0000%  | 0.0000% | $166772.30         | $155364.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7425 | 2050-02-01      | 3.5000%  | 0.0000% | $236696.71         | $211889.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7407 | 2050-03-01      | 4.5000%  | 0.0000% | $352436.24         | $339396.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PQU7372 | 2050-02-01      | 3.5000%  | 0.0000% | $358307.59         | $321868.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4665 | 2046-05-01      | 4.5000%  | 0.0000% | $47.70             | $47.08             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  | 0.0000% | $54.93             | $56.64             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB0328 | 2034-06-01      | 3.0000%  | 0.0000% | $42879.38          | $41766.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PZA3243 | 2047-08-01      | 4.5000%  | 0.0000% | $276200.30         | $265976.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2415 | 2036-06-01      | 3.0000%  | 0.0000% | $24890.46          | $23683.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN2876 | 2049-01-01      | 4.5000%  | 0.0000% | $5204.21           | $5108.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CNMA5718 | 2035-05-01      | 6.0000%  | 0.0000% | $19966.64          | $20684.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6390 | 2055-02-01      | 6.5000%  | 0.0000% | $288629.92         | $301103.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6636 | 2055-08-01      | 6.5000%  | 0.0000% | $353593.04         | $373823.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5097 | 2054-10-01      | 6.5000%  | 0.0000% | $372482.88         | $389592.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8510 | 2036-02-01      | 2.0000%  | 0.0000% | $100311.95         | $92366.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $154718.38         | $125448.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI3269 | 2054-04-01      | 6.0000%  | 0.0000% | $255256.58         | $266965.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $129003.30         | $130321.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM3196 | 2044-05-01      | 5.5000%  | 0.0000% | $87.24             | $90.23             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $2947.48           | $3018.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $64065.02          | $59430.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $51924.92          | $53174.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2103 | 2036-07-01      | 2.0000%  | 0.0000% | $121916.70         | $112027.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZI9507 | 2039-12-01      | 4.5000%  | 0.0000% | $502.48            | $497.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3764 | 2034-09-01      | 2.5000%  | 0.0000% | $190570.61         | $180724.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5547 | 2054-11-01      | 7.0000%  | 0.0000% | $200420.39         | $211534.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $28.83             | $27.07             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0253 | 2055-08-01      | 6.5000%  | 0.0000% | $135695.49         | $143027.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5878 | 2055-11-01      | 5.0000%  | 0.0000% | $1305.39           | $1289.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7091 | 2055-02-01      | 6.0000%  | 0.0000% | $372513.81         | $387529.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $176573.32         | $174430.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4699 | 2055-11-01      | 6.5000%  | 0.0000% | $545586.95         | $572417.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6172 | 2056-03-01      | 6.0000%  | 0.0000% | $208134.58         | $210750.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4171 | 2056-03-01      | 6.0000%  | 0.0000% | $305860.10         | $316176.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG1155 | 2056-03-01      | 6.5000%  | 0.0000% | $224976.46         | $237619.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0063 | 2041-02-01      | 5.5000%  | 0.0000% | $596364.96         | $610345.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4868 | 2041-01-01      | 4.0000%  | 0.0000% | $235884.93         | $230783.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2894 | 2056-01-01      | 6.0000%  | 0.0000% | $300730.74         | $312146.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0410 | 2056-03-01      | 5.5000%  | 0.0000% | $238498.48         | $242267.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2813 | 2056-03-01      | 5.5000%  | 0.0000% | $286327.72         | $291683.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3854 | 2055-10-01      | 6.5000%  | 0.0000% | $226427.02         | $237806.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA3343 | 2052-09-01      | 3.5000%  | 0.0000% | $14359.81          | $13301.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7652 | 2056-03-01      | 5.0000%  | 0.0000% | $475177.60         | $472458.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2121 | 2055-12-01      | 6.5000%  | 0.0000% | $125196.39         | $132427.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7464 | 2056-02-01      | 5.5000%  | 0.0000% | $595668.16         | $611143.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5899 | 2055-10-01      | 6.5000%  | 0.0000% | $210505.12         | $216056.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0274 | 2055-09-01      | 5.0000%  | 0.0000% | $357859.27         | $354001.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1597 | 2055-08-01      | 6.5000%  | 0.0000% | $182328.58         | $192082.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0517 | 2055-08-01      | 6.5000%  | 0.0000% | $274234.50         | $288674.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  | 0.0000% | $481.16            | $482.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAC2861 | 2039-08-01      | 4.5000%  | 0.0000% | $16224.65          | $16065.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB8550 | 2028-03-01      | 2.5000%  | 0.0000% | $39114.13          | $38642.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  | 0.0000% | $304.46            | $301.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB1226 | 2040-07-01      | 4.5000%  | 0.0000% | $377.82            | $374.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAB0532 | 2038-12-01      | 5.5000%  | 0.0000% | $507.24            | $524.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA9356 | 2039-08-01      | 4.0000%  | 0.0000% | $4964.27           | $4812.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2504 | 2055-09-01      | 6.5000%  | 0.0000% | $212359.46         | $224032.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE7304 | 2055-07-01      | 7.0000%  | 0.0000% | $117523.60         | $126223.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CKDG5402 | 2056-03-01      | 5.5000%  | 0.0000% | $276861.67         | $275151.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5104 | 2056-03-01      | 6.0000%  | 0.0000% | $375755.81         | $387679.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  | 0.0000% | $3348.79           | $3162.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $11971.74          | $10546.86          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9420 | 2055-07-01      | 6.5000%  | 0.0000% | $131078.12         | $138200.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0661 | 2055-03-01      | 5.5000%  | 0.0000% | $93949.04          | $95465.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1481 | 2055-04-01      | 5.5000%  | 0.0000% | $107137.44         | $108115.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8884 | 2055-07-01      | 6.5000%  | 0.0000% | $557841.61         | $586043.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAA7706 | 2039-07-01      | 4.0000%  | 0.0000% | $5880.46           | $5697.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $2782.64           | $2866.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  | 0.0000% | $104524.78         | $80530.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBK5150 | 2033-05-01      | 3.5000%  | 0.0000% | $13911.24          | $13694.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $1.05              | $1.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIDA9988 | 2039-03-01      | 6.5000%  | 0.0000% | $58330.39          | $61150.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4268 | 2041-02-01      | 2.0000%  | 0.0000% | $13280.78          | $11653.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8346 | 2039-12-01      | 4.0000%  | 0.0000% | $203581.22         | $199180.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS0886 | 2035-07-01      | 5.0000%  | 0.0000% | $114165.84         | $115235.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3387 | 2035-03-01      | 3.5000%  | 0.0000% | $61223.14          | $60205.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3798 | 2034-10-01      | 3.0000%  | 0.0000% | $88612.37          | $85453.79          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC1683 | 2051-05-01      | 1.5000%  | 0.0000% | $110300.68         | $85201.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS2966 | 2040-08-01      | 4.5000%  | 0.0000% | $2667.68           | $2641.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | 0.0000% | $74174.01          | $59889.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8119 | 2036-09-01      | 2.0000%  | 0.0000% | $39293.41          | $36105.76          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI9174 | 2039-09-01      | 6.0000%  | 0.0000% | $2770.17           | $2887.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5578 | 2055-07-01      | 6.5000%  | 0.0000% | $262424.59         | $276177.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0043 | 2040-11-01      | 6.5000%  | 0.0000% | $69778.26          | $72866.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5691 | 2040-04-01      | 6.5000%  | 0.0000% | $49068.81          | $51284.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3959 | 2055-09-01      | 6.5000%  | 0.0000% | $116623.36         | $123026.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRQ0075 | 2055-12-01      | 5.0000%  | 0.0000% | $40202.23          | $39713.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9705 | 2055-07-01      | 6.5000%  | 0.0000% | $126045.69         | $132464.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9704 | 2055-07-01      | 6.5000%  | 0.0000% | $126513.30         | $133387.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9679 | 2055-07-01      | 6.5000%  | 0.0000% | $76185.00          | $80214.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFA3294 | 2037-05-01      | 3.5000%  | 0.0000% | $165574.75         | $161603.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7217 | 2056-02-01      | 6.0000%  | 0.0000% | $453321.32         | $470583.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9203 | 2056-02-01      | 6.0000%  | 0.0000% | $346327.90         | $360102.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1324 | 2056-03-01      | 5.5000%  | 0.0000% | $328897.09         | $333460.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9912 | 2056-04-01      | 6.0000%  | 0.0000% | $242777.98         | $249534.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4395 | 2056-03-01      | 5.0000%  | 0.0000% | $112163.33         | $111179.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1084 | 2056-02-01      | 6.0000%  | 0.0000% | $252990.71         | $261700.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  | 0.0000% | $27023.67          | $28033.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1212 | 2056-02-01      | 6.0000%  | 0.0000% | $252305.51         | $260540.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8742 | 2056-03-01      | 6.0000%  | 0.0000% | $338543.96         | $350146.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5931 | 2055-11-01      | 6.0000%  | 0.0000% | $172248.29         | $174412.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4436 | 2056-01-01      | 6.5000%  | 0.0000% | $321408.11         | $337831.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6030 | 2056-01-01      | 6.5000%  | 0.0000% | $163726.49         | $172567.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5033 | 2041-01-01      | 4.0000%  | 0.0000% | $294696.41         | $288322.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIRR0057 | 2040-11-01      | 6.5000%  | 0.0000% | $212623.25         | $222033.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF9016 | 2041-01-01      | 5.0000%  | 0.0000% | $32703.73          | $33035.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8103 | 2055-12-01      | 5.5000%  | 0.0000% | $590428.02         | $605767.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2731 | 2056-01-01      | 6.0000%  | 0.0000% | $137727.05         | $143495.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3354 | 2042-01-01      | 6.0000%  | 0.0000% | $117222.49         | $122935.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9091 | 2056-03-01      | 6.0000%  | 0.0000% | $426348.13         | $446991.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6010 | 2055-02-01      | 7.0000%  | 0.0000% | $193794.40         | $206567.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7027 | 2055-04-01      | 6.0000%  | 0.0000% | $198590.62         | $207701.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  | 0.0000% | $168452.75         | $166792.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4369 | 2054-09-01      | 6.0000%  | 0.0000% | $189219.41         | $196012.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3492 | 2054-10-01      | 6.0000%  | 0.0000% | $202828.94         | $208595.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2002 | 2054-09-01      | 6.5000%  | 0.0000% | $120134.10         | $124759.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDC0813 | 2040-01-01      | 3.5000%  | 0.0000% | $104929.02         | $101123.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB9370 | 2054-09-01      | 6.0000%  | 0.0000% | $330769.86         | $341523.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9872 | 2054-10-01      | 6.5000%  | 0.0000% | $48372.72          | $50290.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB9768 | 2054-08-01      | 7.5000%  | 0.0000% | $131685.94         | $140817.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB8290 | 2054-12-01      | 5.0000%  | 0.0000% | $18560.90          | $18342.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8899 | 2054-07-01      | 7.5000%  | 0.0000% | $61372.27          | $65921.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5112 | 2054-07-01      | 7.0000%  | 0.0000% | $181877.42         | $194316.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB1945 | 2054-08-01      | 7.5000%  | 0.0000% | $194448.49         | $209669.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0354 | 2054-03-01      | 7.5000%  | 0.0000% | $397613.60         | $425184.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB0003 | 2054-03-01      | 7.5000%  | 0.0000% | $297573.30         | $318629.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8028 | 2054-02-01      | 7.5000%  | 0.0000% | $37681.64          | $40244.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQC0306 | 2051-04-01      | 2.0000%  | 0.0000% | $126612.28         | $102298.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB5443 | 2050-11-01      | 2.5000%  | 0.0000% | $47986.49          | $40834.02          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G61671 G | 2047-03-01      | 3.0000%  | 0.0000% | $134151.13         | $123286.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9703 | 2055-08-01      | 6.5000%  | 0.0000% | $122708.91         | $129795.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9649 | 2055-07-01      | 6.5000%  | 0.0000% | $254580.76         | $268109.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9584 | 2055-07-01      | 5.5000%  | 0.0000% | $243512.21         | $247218.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9600 | 2055-07-01      | 5.5000%  | 0.0000% | $248772.64         | $251057.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9413 | 2055-07-01      | 6.5000%  | 0.0000% | $184331.49         | $193926.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9412 | 2055-07-01      | 6.5000%  | 0.0000% | $114986.47         | $121299.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9350 | 2055-07-01      | 6.5000%  | 0.0000% | $312934.24         | $329825.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8862 | 2055-07-01      | 6.5000%  | 0.0000% | $149194.32         | $158397.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8488 | 2055-07-01      | 7.0000%  | 0.0000% | $317875.33         | $340220.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8983 | 2055-07-01      | 6.5000%  | 0.0000% | $109701.56         | $114831.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8886 | 2055-07-01      | 6.5000%  | 0.0000% | $416430.32         | $437308.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8099 | 2055-06-01      | 6.5000%  | 0.0000% | $37172.88          | $38919.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8087 | 2055-06-01      | 6.5000%  | 0.0000% | $218103.15         | $229704.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8076 | 2055-06-01      | 6.5000%  | 0.0000% | $89386.92          | $94147.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8070 | 2055-06-01      | 6.5000%  | 0.0000% | $129318.95         | $136493.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8017 | 2055-07-01      | 6.0000%  | 0.0000% | $203663.58         | $213992.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4462 | 2055-01-01      | 7.0000%  | 0.0000% | $319387.06         | $338025.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0826 | 2041-01-01      | 4.5000%  | 0.0000% | $29.09             | $28.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD7992 | 2040-07-01      | 4.5000%  | 0.0000% | $1387.60           | $1373.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTSC0111 | 2038-06-01      | 3.0000%  | 0.0000% | $120380.66         | $113263.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $45534.59          | $42041.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $37406.16          | $35561.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  | 0.0000% | $221666.82         | $213592.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8347 | 2040-01-01      | 4.0000%  | 0.0000% | $9383.47           | $9180.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTZT2115 | 2029-01-01      | 6.0000%  | 0.0000% | $53841.75          | $55071.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  | 0.0000% | $10797.38          | $10625.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  | 0.0000% | $105.63            | $109.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0076 | 2047-07-01      | 4.5000%  | 0.0000% | $4238.17           | $4176.41           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $168944.53         | $166273.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9370 | 2043-12-01      | 4.5000%  | 0.0000% | $3027.07           | $2965.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZS9032 | 2033-12-01      | 4.5000%  | 0.0000% | $3870.62           | $3893.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  | 0.0000% | $270331.74         | $264468.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7401 | 2050-02-01      | 4.0000%  | 0.0000% | $105042.27         | $97594.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  | 0.0000% | $4028.71           | $3695.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3695 | 2034-07-01      | 3.0000%  | 0.0000% | $84132.32          | $81215.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $114.53            | $112.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $3114.61           | $2639.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $20.09             | $19.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  | 0.0000% | $9863.97           | $9833.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  | 0.0000% | $188.11            | $186.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7997 | 2055-05-01      | 7.0000%  | 0.0000% | $159607.21         | $169955.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7144 | 2055-10-01      | 6.0000%  | 0.0000% | $254963.12         | $261577.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNQS0347 | 2036-02-01      | 5.5000%  | 0.0000% | $271872.84         | $278968.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN6384 | 2036-05-01      | 1.5000%  | 0.0000% | $136113.35         | $122219.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM3522 | 2035-02-01      | 3.0000%  | 0.0000% | $292202.13         | $285383.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD9124 | 2052-02-01      | 2.0000%  | 0.0000% | $5253.61           | $4225.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU7331 | 2049-12-01      | 4.5000%  | 0.0000% | $184198.72         | $177382.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $220197.94         | $213348.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  | 0.0000% | $12075.11          | $12902.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA3278 | 2038-03-01      | 2.0000%  | 0.0000% | $56482.96          | $51871.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFA2861 | 2052-04-01      | 1.5000%  | 0.0000% | $110320.55         | $85223.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA2482 | 2036-09-01      | 2.5000%  | 0.0000% | $181634.27         | $171514.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ0828 | 2054-02-01      | 5.0000%  | 0.0000% | $159294.71         | $157718.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFA2392 | 2035-03-01      | 4.0000%  | 0.0000% | $158549.92         | $157256.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1591 | 2051-10-01      | 2.0000%  | 0.0000% | $25718.55          | $20686.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $20122.07          | $19006.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1354 | 2052-06-01      | 3.0000%  | 0.0000% | $203892.79         | $180940.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  | 0.0000% | $208759.08         | $201673.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0369 | 2055-01-01      | 5.5000%  | 0.0000% | $22082.28          | $22465.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5333 | 2055-10-01      | 6.5000%  | 0.0000% | $98090.39          | $103337.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5331 | 2055-10-01      | 6.5000%  | 0.0000% | $120722.36         | $127245.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4354 | 2055-08-01      | 6.0000%  | 0.0000% | $565324.58         | $584082.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ4296 | 2055-09-01      | 6.0000%  | 0.0000% | $282240.74         | $292902.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4234 | 2055-10-01      | 5.5000%  | 0.0000% | $110297.81         | $111373.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3708 | 2055-09-01      | 6.5000%  | 0.0000% | $285499.21         | $299552.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3678 | 2055-09-01      | 6.5000%  | 0.0000% | $135531.79         | $142741.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3633 | 2055-08-01      | 5.5000%  | 0.0000% | $294134.91         | $296293.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6413 | 2056-04-01      | 5.5000%  | 0.0000% | $475804.18         | $483096.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5760 | 2056-04-01      | 6.0000%  | 0.0000% | $335238.91         | $351470.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5734 | 2056-03-01      | 6.0000%  | 0.0000% | $502690.79         | $519645.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5334 | 2055-09-01      | 6.5000%  | 0.0000% | $119342.63         | $125598.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5535 | 2056-03-01      | 6.5000%  | 0.0000% | $351965.66         | $368672.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5527 | 2056-03-01      | 6.5000%  | 0.0000% | $240649.76         | $251076.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG5525 | 2056-03-01      | 6.5000%  | 0.0000% | $235099.00         | $245320.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG5415 | 2041-03-01      | 4.0000%  | 0.0000% | $619843.62         | $606435.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM4864 | 2033-05-01      | 3.5000%  | 0.0000% | $102058.03         | $100878.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWBM3809 | 2032-03-01      | 3.0000%  | 0.0000% | $31988.65          | $31286.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3053 | 2046-07-01      | 4.5000%  | 0.0000% | $5652.35           | $5596.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3052 | 2047-10-01      | 4.5000%  | 0.0000% | $2672.26           | $2620.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1920 | 2046-07-01      | 4.5000%  | 0.0000% | $4930.05           | $4873.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1879 | 2044-01-01      | 3.5000%  | 0.0000% | $5539.90           | $5215.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1099 | 2032-03-01      | 3.0000%  | 0.0000% | $466868.61         | $455009.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK9890 | 2048-08-01      | 5.0000%  | 0.0000% | $909.04            | $930.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7067 | 2047-12-01      | 4.5000%  | 0.0000% | $3032.63           | $2985.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4142 | 2035-11-01      | 1.5000%  | 0.0000% | $3607.22           | $3260.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3917 | 2035-10-01      | 2.0000%  | 0.0000% | $147134.42         | $135205.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN3131 | 2035-08-01      | 1.5000%  | 0.0000% | $269358.99         | $243460.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ8290 | 2054-10-01      | 7.5000%  | 0.0000% | $231069.75         | $247022.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ4194 | 2054-09-01      | 7.5000%  | 0.0000% | $416705.50         | $450072.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ3300 | 2054-08-01      | 5.0000%  | 0.0000% | $272273.96         | $270667.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8893 | 2055-09-01      | 6.5000%  | 0.0000% | $443770.88         | $475479.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2966 | 2054-07-01      | 7.0000%  | 0.0000% | $553590.41         | $592445.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQH9563 | 2054-01-01      | 7.5000%  | 0.0000% | $158452.33         | $170665.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH0619 | 2053-09-01      | 6.5000%  | 0.0000% | $219202.61         | $233300.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0481 | 2053-09-01      | 5.5000%  | 0.0000% | $4700.39           | $4785.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9472 | 2053-08-01      | 6.5000%  | 0.0000% | $14386.41          | $15045.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7977 | 2053-07-01      | 5.5000%  | 0.0000% | $319864.47         | $324895.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  | 0.0000% | $75569.82          | $73715.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7533 | 2052-08-01      | 4.5000%  | 0.0000% | $35071.62          | $34082.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9443 | 2054-01-01      | 7.5000%  | 0.0000% | $109450.22         | $117837.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9241 | 2054-01-01      | 7.5000%  | 0.0000% | $169373.35         | $182346.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA9221 | 2054-01-01      | 7.5000%  | 0.0000% | $223956.91         | $241174.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8156 | 2054-02-01      | 7.5000%  | 0.0000% | $113860.69         | $122102.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICC1893 | 2040-11-01      | 4.5000%  | 0.0000% | $58742.74          | $58437.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $356181.18         | $362799.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0500 | 2055-03-01      | 6.5000%  | 0.0000% | $580417.97         | $602689.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9456 | 2054-11-01      | 5.5000%  | 0.0000% | $80468.31          | $81217.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS8236 | 2031-03-01      | 2.5000%  | 0.0000% | $237674.95         | $233618.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8962 | 2054-09-01      | 5.5000%  | 0.0000% | $52322.73          | $52729.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $23490.59          | $20667.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS7645 | 2054-01-01      | 4.5000%  | 0.0000% | $144568.33         | $140018.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  | 0.0000% | $14105.43          | $14404.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4603 | 2056-01-01      | 6.5000%  | 0.0000% | $114631.76         | $120256.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4343 | 2055-11-01      | 6.5000%  | 0.0000% | $296416.60         | $315873.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA4493 | 2056-01-01      | 6.5000%  | 0.0000% | $209400.55         | $219805.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4484 | 2056-01-01      | 6.0000%  | 0.0000% | $222541.43         | $228777.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3427 | 2056-01-01      | 5.5000%  | 0.0000% | $325572.14         | $333421.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2964 | 2056-01-01      | 6.5000%  | 0.0000% | $138042.60         | $145328.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $31.31             | $30.58             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7548 | 2048-08-01      | 4.5000%  | 0.0000% | $17328.47          | $17061.72          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2712 | 2047-02-01      | 3.5000%  | 0.0000% | $20485.34          | $19126.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $778.74            | $710.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $1657.80           | $1507.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8134 | 2044-05-01      | 3.5000%  | 0.0000% | $24740.14          | $23282.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL2026 | 2041-09-01      | 4.5000%  | 0.0000% | $6851.13           | $6783.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1354 | 2041-05-01      | 4.5000%  | 0.0000% | $1138.28           | $1127.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZJ9328 | 2030-12-01      | 4.5000%  | 0.0000% | $3710.38           | $3725.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZA0883 | 2033-03-01      | 6.0000%  | 0.0000% | $3588.42           | $3710.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLZI5160 | 2036-08-01      | 6.5000%  | 0.0000% | $28800.26          | $30234.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI3982 | 2035-12-01      | 5.5000%  | 0.0000% | $1301.41           | $1346.01           | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J38722 G | 2033-03-01      | 3.0000%  | 0.0000% | $178869.49         | $173987.61         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC J36318 G | 2032-02-01      | 3.0000%  | 0.0000% | $256239.71         | $249793.23         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J32364 G | 2028-11-01      | 2.5000%  | 0.0000% | $89597.65          | $88467.05          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC J21208 G | 2027-11-01      | 2.5000%  | 0.0000% | $16534.97          | $16380.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6918 | 2056-04-01      | 6.0000%  | 0.0000% | $256208.54         | $264570.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6801 | 2056-04-01      | 5.5000%  | 0.0000% | $463546.01         | $469495.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6717 | 2056-04-01      | 5.5000%  | 0.0000% | $491407.29         | $498593.80         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A97016 G | 2041-02-01      | 4.5000%  | 0.0000% | $42213.59          | $41850.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7317 | 2049-09-01      | 4.0000%  | 0.0000% | $120425.24         | $116736.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3PQU7216 | 2049-06-01      | 4.0000%  | 0.0000% | $99959.84          | $94666.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2282 | 2052-01-01      | 3.5000%  | 0.0000% | $144999.77         | $134180.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2198 | 2053-01-01      | 6.0000%  | 0.0000% | $1197.62           | $1248.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $1114.45           | $937.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1015 | 2048-05-01      | 4.5000%  | 0.0000% | $19806.04          | $19591.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0577 | 2055-11-01      | 5.5000%  | 0.0000% | $305247.55         | $313495.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0148 | 2055-12-01      | 6.5000%  | 0.0000% | $331452.43         | $349950.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8282 | 2056-01-01      | 5.5000%  | 0.0000% | $566357.00         | $574284.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $318.98            | $272.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $1931.90           | $1880.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $34763.90          | $29416.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1884 | 2055-12-01      | 6.5000%  | 0.0000% | $194560.23         | $205295.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2577 | 2056-01-01      | 6.0000%  | 0.0000% | $251922.75         | $263011.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1217 | 2055-11-01      | 6.5000%  | 0.0000% | $121232.15         | $127848.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS4815 | 2052-05-01      | 3.0000%  | 0.0000% | $6074.59           | $5343.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  | 0.0000% | $13660.80          | $13859.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS4760 | 2036-04-01      | 2.5000%  | 0.0000% | $31828.34          | $30405.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $84.53             | $82.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $204552.27         | $197609.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5554 | 2054-12-01      | 6.0000%  | 0.0000% | $2434.59           | $2490.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $411849.84         | $406991.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5499 | 2054-10-01      | 6.5000%  | 0.0000% | $469876.03         | $488187.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $120884.68         | $121806.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | 0.0000% | $200.26            | $197.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $193.08            | $186.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBC0853 | 2031-04-01      | 3.0000%  | 0.0000% | $19287.93          | $18849.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDF7443 | 2040-12-01      | 5.0000%  | 0.0000% | $200993.00         | $203034.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7207 | 2055-12-01      | 5.5000%  | 0.0000% | $221043.86         | $228742.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6824 | 2055-12-01      | 6.5000%  | 0.0000% | $229395.56         | $241529.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6569 | 2055-12-01      | 6.5000%  | 0.0000% | $274265.65         | $286037.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5907 | 2055-12-01      | 6.5000%  | 0.0000% | $375936.28         | $397367.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5600 | 2055-12-01      | 6.5000%  | 0.0000% | $280419.37         | $295118.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6171 | 2056-03-01      | 5.5000%  | 0.0000% | $297274.06         | $300453.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4316 | 2056-03-01      | 6.5000%  | 0.0000% | $224278.79         | $237461.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4881 | 2055-01-01      | 6.5000%  | 0.0000% | $228055.31         | $238376.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7497 | 2055-09-01      | 6.0000%  | 0.0000% | $393996.27         | $414192.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD2766 | 2055-05-01      | 6.5000%  | 0.0000% | $270593.71         | $281032.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 3PQU8079 | 2052-06-01      | 4.5000%  | 0.0000% | $341125.20         | $328497.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  | 0.0000% | $135895.54         | $119541.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $55222.21          | $53760.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  | 0.0000% | $3160.37           | $2845.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $53537.94          | $52152.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $30243.98          | $27792.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4359 | 2036-06-01      | 1.5000%  | 0.0000% | $60975.93          | $54788.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7676 | 2053-06-01      | 5.5000%  | 0.0000% | $600791.98         | $611085.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | 0.0000% | $31723.28          | $30771.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  | 0.0000% | $35057.59          | $34085.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8204 | 2052-04-01      | 2.0000%  | 0.0000% | $191614.31         | $154662.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8155 | 2054-02-01      | 7.5000%  | 0.0000% | $134191.00         | $145262.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7999 | 2046-09-01      | 3.0000%  | 0.0000% | $2447.02           | $2225.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $15840.83          | $13732.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1484 | 2055-10-01      | 6.5000%  | 0.0000% | $328082.11         | $345397.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5909 | 2055-12-01      | 5.0000%  | 0.0000% | $871.87            | $861.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0367 | 2055-07-01      | 6.5000%  | 0.0000% | $143900.33         | $150976.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5165 | 2055-09-01      | 6.5000%  | 0.0000% | $203535.80         | $216339.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAB3000 | 2031-05-01      | 4.5000%  | 0.0000% | $860.61            | $865.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAL3912 | 2027-01-01      | 4.5000%  | 0.0000% | $12.62             | $12.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKCB2597 | 2051-11-01      | 4.0000%  | 0.0000% | $347087.23         | $319690.71         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  | 0.0000% | $86468.74          | $84747.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  | 0.0000% | $14271.25          | $14230.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | 0.0000% | $42460.07          | $41097.95          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7859 | 2054-01-01      | 5.5000%  | 0.0000% | $231641.84         | $234211.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM4368 | 2035-11-01      | 1.5000%  | 0.0000% | $2535.32           | $2291.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  | 0.0000% | $44296.55          | $40143.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ7748 | 2054-11-01      | 6.0000%  | 0.0000% | $515221.82         | $531663.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8253 | 2052-12-01      | 5.5000%  | 0.0000% | $319685.68         | $324744.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890738 | 2043-09-01      | 3.5000%  | 0.0000% | $3222.92           | $3040.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2261 | 2032-05-01      | 3.0000%  | 0.0000% | $2614.09           | $2531.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0382 | 2055-01-01      | 5.0000%  | 0.0000% | $5139.66           | $5111.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDG4912 | 2056-01-01      | 6.0000%  | 0.0000% | $251883.16         | $255048.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6260 | 2055-06-01      | 6.0000%  | 0.0000% | $469480.53         | $480413.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY2167 | 2055-04-01      | 7.0000%  | 0.0000% | $3229.28           | $3449.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY1948 | 2055-04-01      | 7.0000%  | 0.0000% | $81790.70          | $86834.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9296 | 2055-03-01      | 6.5000%  | 0.0000% | $27945.73          | $29019.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQX9795 | 2055-03-01      | 7.5000%  | 0.0000% | $6000.26           | $6527.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6977 | 2055-02-01      | 7.0000%  | 0.0000% | $122396.44         | $130124.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6654 | 2055-02-01      | 7.0000%  | 0.0000% | $226865.38         | $242621.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6050 | 2055-02-01      | 6.0000%  | 0.0000% | $332071.11         | $345186.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8725 | 2054-06-01      | 6.5000%  | 0.0000% | $326188.43         | $341051.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $77706.96          | $76858.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7725 | 2053-10-01      | 6.0000%  | 0.0000% | $90387.04          | $92926.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB7513 | 2053-11-01      | 7.0000%  | 0.0000% | $49170.29          | $52234.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7108 | 2053-09-01      | 5.5000%  | 0.0000% | $214244.36         | $216669.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $3331.87           | $3246.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $201291.26         | $203347.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6872 | 2053-08-01      | 6.0000%  | 0.0000% | $42767.99          | $43986.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5542 | 2053-01-01      | 5.5000%  | 0.0000% | $52816.16          | $53489.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $179759.44         | $189890.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | 0.0000% | $170.80            | $166.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4971 | 2052-10-01      | 4.5000%  | 0.0000% | $158873.76         | $153989.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTCA5593 | 2040-04-01      | 3.0000%  | 0.0000% | $10046.83          | $9479.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $28843.87          | $29056.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $13870.30          | $13707.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  | 0.0000% | $4361.66           | $4242.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA3079 | 2027-07-01      | 2.5000%  | 0.0000% | $9783.25           | $9700.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5759 | 2055-07-01      | 5.5000%  | 0.0000% | $411424.19         | $416670.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1962 | 2055-10-01      | 6.5000%  | 0.0000% | $269309.96         | $283426.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1990 | 2055-10-01      | 6.5000%  | 0.0000% | $239613.38         | $252364.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1987 | 2055-10-01      | 6.5000%  | 0.0000% | $377167.75         | $402433.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5239 | 2041-03-01      | 5.0000%  | 0.0000% | $455618.99         | $460838.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5134 | 2041-03-01      | 4.0000%  | 0.0000% | $110877.67         | $108475.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO5094 | 2041-03-01      | 4.0000%  | 0.0000% | $394077.01         | $385540.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5017 | 2041-03-01      | 5.0000%  | 0.0000% | $256297.01         | $258905.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4764 | 2041-01-01      | 4.0000%  | 0.0000% | $206066.13         | $201589.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO4733 | 2041-01-01      | 5.5000%  | 0.0000% | $23822.65          | $24383.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4511 | 2040-11-01      | 4.0000%  | 0.0000% | $7463.34           | $7301.19           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4340 | 2040-10-01      | 3.5000%  | 0.0000% | $20132.33          | $19402.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0183 | 2055-08-01      | 6.0000%  | 0.0000% | $525404.78         | $539217.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0182 | 2055-08-01      | 6.0000%  | 0.0000% | $281437.72         | $291261.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0175 | 2055-09-01      | 6.5000%  | 0.0000% | $404346.35         | $427032.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0173 | 2055-08-01      | 6.5000%  | 0.0000% | $233896.76         | $247272.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0170 | 2055-09-01      | 6.5000%  | 0.0000% | $327569.33         | $347515.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0186 | 2055-08-01      | 6.0000%  | 0.0000% | $416556.87         | $426286.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF0139 | 2055-09-01      | 7.0000%  | 0.0000% | $280513.85         | $300204.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9070 | 2055-08-01      | 6.0000%  | 0.0000% | $579236.14         | $598718.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9069 | 2055-09-01      | 6.0000%  | 0.0000% | $579278.75         | $592686.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9802 | 2055-08-01      | 6.5000%  | 0.0000% | $116877.00         | $124131.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8849 | 2055-09-01      | 6.5000%  | 0.0000% | $277497.11         | $292474.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8652 | 2055-09-01      | 6.0000%  | 0.0000% | $255259.44         | $265565.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI2253 | 2054-03-01      | 7.5000%  | 0.0000% | $256241.94         | $274126.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI1742 | 2054-03-01      | 7.5000%  | 0.0000% | $472172.86         | $505042.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $5998.89           | $5940.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4764 | 2043-01-01      | 3.0000%  | 0.0000% | $4395.42           | $4029.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $134.06            | $137.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ0285 | 2054-07-01      | 7.5000%  | 0.0000% | $340631.47         | $365866.81         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C91335 G | 2030-09-01      | 4.0000%  | 0.0000% | $2764.75           | $2755.02           | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC G18618 G | 2031-11-01      | 2.0000%  | 0.0000% | $207551.47         | $198285.68         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $72703.13          | $71686.74          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16589 G | 2032-09-01      | 3.5000%  | 0.0000% | $13453.84          | $13350.56          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16153 G | 2031-10-01      | 3.5000%  | 0.0000% | $325247.81         | $321916.18         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G07445 G | 2043-07-01      | 2.5000%  | 0.0000% | $22931.03          | $20358.93          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC T40118 G | 2027-11-01      | 2.5000%  | 0.0000% | $983.56            | $973.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  | 0.0000% | $2323.48           | $2372.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5383 | 2056-03-01      | 6.0000%  | 0.0000% | $281433.54         | $291946.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5375 | 2056-03-01      | 6.0000%  | 0.0000% | $320982.87         | $334136.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4208 | 2056-03-01      | 6.0000%  | 0.0000% | $240730.00         | $248587.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4160 | 2056-03-01      | 5.5000%  | 0.0000% | $234108.37         | $237607.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4168 | 2056-03-01      | 5.5000%  | 0.0000% | $228649.17         | $232067.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3999 | 2056-03-01      | 6.5000%  | 0.0000% | $497595.12         | $526049.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3925 | 2056-03-01      | 5.0000%  | 0.0000% | $320383.12         | $317819.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4852 | 2056-03-01      | 6.5000%  | 0.0000% | $310858.68         | $328944.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2835 | 2056-02-01      | 5.0000%  | 0.0000% | $295354.65         | $294301.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2819 | 2056-03-01      | 6.0000%  | 0.0000% | $284365.97         | $293931.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2800 | 2056-03-01      | 5.5000%  | 0.0000% | $242730.99         | $248630.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2229 | 2056-02-01      | 6.5000%  | 0.0000% | $223684.02         | $236026.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDG1928 | 2041-03-01      | 4.0000%  | 0.0000% | $573804.12         | $561374.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1621 | 2056-01-01      | 6.0000%  | 0.0000% | $344511.09         | $355942.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1382 | 2056-03-01      | 6.0000%  | 0.0000% | $401699.46         | $413826.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1359 | 2056-03-01      | 6.0000%  | 0.0000% | $234001.97         | $242403.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1339 | 2056-03-01      | 5.5000%  | 0.0000% | $335390.81         | $340905.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1331 | 2056-03-01      | 5.0000%  | 0.0000% | $323259.85         | $320522.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0955 | 2052-07-01      | 4.5000%  | 0.0000% | $424254.26         | $412863.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD2105 | 2051-05-01      | 1.5000%  | 0.0000% | $93566.57          | $72275.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9186 | 2055-07-01      | 6.5000%  | 0.0000% | $209453.48         | $220431.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $29751.89          | $27520.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4812 | 2054-02-01      | 5.5000%  | 0.0000% | $267537.63         | $270640.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3394 | 2053-07-01      | 5.5000%  | 0.0000% | $1389.92           | $1412.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $466822.88         | $410643.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $89102.94          | $86137.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIFS2930 | 2037-09-01      | 4.0000%  | 0.0000% | $12573.67          | $12313.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $441509.15         | $391812.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2232 | 2052-04-01      | 3.5000%  | 0.0000% | $3279.96           | $3033.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  | 0.0000% | $2412.21           | $2232.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2058 | 2052-06-01      | 4.0000%  | 0.0000% | $110955.01         | $105125.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2045 | 2043-12-01      | 4.5000%  | 0.0000% | $2933.44           | $2901.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1372 | 2052-03-01      | 3.0000%  | 0.0000% | $11818.44          | $10396.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1169 | 2052-03-01      | 3.0000%  | 0.0000% | $2340.39           | $2058.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $86958.56          | $74624.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1069 | 2051-12-01      | 2.0000%  | 0.0000% | $62619.23          | $50366.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | 0.0000% | $552917.68         | $495475.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8097 | 2036-04-01      | 1.5000%  | 0.0000% | $28626.22          | $25783.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8088 | 2036-02-01      | 1.5000%  | 0.0000% | $2999.05           | $2701.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8074 | 2035-11-01      | 2.0000%  | 0.0000% | $91723.77          | $84458.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1345 | 2056-03-01      | 5.5000%  | 0.0000% | $294273.58         | $299292.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  | 0.0000% | $485294.13         | $413805.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  | 0.0000% | $84972.67          | $88810.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5883 | 2040-11-01      | 3.5000%  | 0.0000% | $58360.22          | $56234.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | 0.0000% | $48633.73          | $49772.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CKMA5905 | 2055-10-01      | 7.0000%  | 0.0000% | $425370.94         | $438660.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  | 0.0000% | $217594.93         | $209708.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5873 | 2055-09-01      | 6.5000%  | 0.0000% | $331250.96         | $340086.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | 0.0000% | $151159.42         | $145653.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $5235.86           | $4802.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CTMA5841 | 2045-07-01      | 7.0000%  | 0.0000% | $187160.58         | $197551.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $68989.86          | $72042.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $320130.69         | $316337.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5784 | 2040-07-01      | 6.5000%  | 0.0000% | $194826.24         | $203447.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $2655.59           | $2717.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5761 | 2055-07-01      | 6.0000%  | 0.0000% | $485303.65         | $496387.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8986 | 2056-03-01      | 6.0000%  | 0.0000% | $290740.88         | $300898.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8879 | 2056-03-01      | 6.0000%  | 0.0000% | $370739.72         | $380217.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA7654 | 2056-03-01      | 5.0000%  | 0.0000% | $225933.56         | $224525.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8355 | 2039-12-01      | 3.5000%  | 0.0000% | $21724.54          | $20933.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8350 | 2039-12-01      | 5.0000%  | 0.0000% | $71785.69          | $72520.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8349 | 2040-01-01      | 4.5000%  | 0.0000% | $26758.66          | $26682.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8264 | 2038-11-01      | 4.5000%  | 0.0000% | $227201.04         | $226553.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  | 0.0000% | $1237.89           | $1234.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $35816.62          | $34521.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  | 0.0000% | $1850.52           | $1812.28           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  | 0.0000% | $12357.27          | $11348.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  | 0.0000% | $3283.41           | $2953.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7203 | 2056-02-01      | 6.0000%  | 0.0000% | $273730.91         | $283558.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7034 | 2056-02-01      | 6.5000%  | 0.0000% | $224286.44         | $236600.82         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8337 | 2039-11-01      | 4.0000%  | 0.0000% | $8137.39           | $7961.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6838 | 2056-02-01      | 6.5000%  | 0.0000% | $248107.83         | $260443.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA6587 | 2056-02-01      | 6.5000%  | 0.0000% | $427376.57         | $450471.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5646 | 2056-02-01      | 5.5000%  | 0.0000% | $272968.19         | $276305.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5586 | 2056-02-01      | 5.5000%  | 0.0000% | $282991.52         | $290562.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | 0.0000% | $268.47            | $261.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS4096 | 2044-12-01      | 4.5000%  | 0.0000% | $31938.00          | $31564.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8325 | 2053-05-01      | 6.0000%  | 0.0000% | $45699.84          | $47056.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $97267.06          | $99517.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $1889.81           | $1903.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3151 | 2055-08-01      | 6.5000%  | 0.0000% | $121601.83         | $128209.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO3709 | 2040-06-01      | 3.5000%  | 0.0000% | $73937.60          | $71257.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5797 | 2040-08-01      | 3.5000%  | 0.0000% | $70507.42          | $67951.99          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1659 | 2055-08-01      | 6.5000%  | 0.0000% | $101040.16         | $106917.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7011 | 2055-06-01      | 6.5000%  | 0.0000% | $428689.77         | $450028.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4568 | 2055-01-01      | 7.0000%  | 0.0000% | $176247.75         | $189292.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $57365.52          | $58675.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI4333 | 2041-06-01      | 4.5000%  | 0.0000% | $16071.85          | $15909.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $3138.33           | $2898.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $794.94            | $804.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $132783.94         | $113223.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8189 | 2037-11-01      | 4.0000%  | 0.0000% | $8427.01           | $8252.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | 0.0000% | $168.72            | $167.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6585 | 2054-02-01      | 7.5000%  | 0.0000% | $253620.59         | $271630.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA6451 | 2054-02-01      | 7.5000%  | 0.0000% | $41331.36          | $44490.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL843901 | 2035-09-01      | 4.5000%  | 0.0000% | $1982.61           | $1961.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL838936 | 2035-09-01      | 4.5000%  | 0.0000% | $2347.98           | $2310.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL835804 | 2035-10-01      | 4.5000%  | 0.0000% | $389.08            | $386.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL797662 | 2035-09-01      | 4.5000%  | 0.0000% | $260.00            | $255.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL689662 | 2033-04-01      | 5.5000%  | 0.0000% | $263.39            | $272.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL688612 | 2033-03-01      | 5.5000%  | 0.0000% | $4839.75           | $4926.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2667 | 2045-10-01      | 3.5000%  | 0.0000% | $1714.75           | $1610.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAX0884 | 2044-10-01      | 4.5000%  | 0.0000% | $73208.45          | $72262.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAT7856 | 2028-06-01      | 2.5000%  | 0.0000% | $7007.31           | $6911.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8792 | 2047-02-01      | 3.0000%  | 0.0000% | $7838.41           | $7127.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8348 | 2036-11-01      | 3.0000%  | 0.0000% | $9199.18           | $8711.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  | 0.0000% | $185.60            | $168.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0910 | 2043-11-01      | 4.5000%  | 0.0000% | $4175.02           | $4123.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  | 0.0000% | $186584.48         | $143742.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  | 0.0000% | $4839.63           | $4438.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS7180 | 2042-05-01      | 2.0000%  | 0.0000% | $55129.43          | $47794.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS7152 | 2054-02-01      | 5.5000%  | 0.0000% | $54982.08          | $56075.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1467 | 2055-09-01      | 6.5000%  | 0.0000% | $339335.67         | $357987.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAJ7696 | 2041-12-01      | 4.5000%  | 0.0000% | $26.57             | $26.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBU7166 | 2051-12-01      | 3.5000%  | 0.0000% | $426108.08         | $380052.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2306 | 2046-12-01      | 3.5000%  | 0.0000% | $41243.39          | $38738.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $2581.91           | $2273.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $26418.29          | $25582.92          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7638 | 2054-06-01      | 7.5000%  | 0.0000% | $203214.62         | $217732.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $28270.48          | $27469.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1963 | 2045-02-01      | 3.5000%  | 0.0000% | $55064.82          | $51903.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA0838 | 2053-10-01      | 6.0000%  | 0.0000% | $95620.56          | $98598.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8990 | 2055-07-01      | 6.5000%  | 0.0000% | $155392.43         | $164012.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8165 | 2051-09-01      | 1.5000%  | 0.0000% | $51149.30          | $39419.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7232 | 2055-08-01      | 6.5000%  | 0.0000% | $515847.01         | $542699.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $39972.74          | $40266.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY8130 | 2055-07-01      | 5.0000%  | 0.0000% | $83128.21          | $82271.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5760 | 2055-07-01      | 5.5000%  | 0.0000% | $239489.97         | $243671.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  | 0.0000% | $223177.52         | $215601.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF6056 | 2055-12-01      | 4.5000%  | 0.0000% | $317916.08         | $307814.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO4756 | 2041-01-01      | 4.0000%  | 0.0000% | $352492.67         | $344860.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7202 | 2056-02-01      | 6.0000%  | 0.0000% | $222230.75         | $230813.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7154 | 2055-10-01      | 6.5000%  | 0.0000% | $434310.60         | $468300.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0086 | 2041-04-01      | 6.0000%  | 0.0000% | $88666.67          | $91934.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5757 | 2056-03-01      | 6.0000%  | 0.0000% | $447694.63         | $464959.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTSC0860 | 2039-11-01      | 3.5000%  | 0.0000% | $509719.62         | $503650.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG3685 | 2056-03-01      | 6.5000%  | 0.0000% | $236234.19         | $246405.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1104 | 2056-02-01      | 6.0000%  | 0.0000% | $243920.35         | $251881.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7847 | 2056-02-01      | 6.0000%  | 0.0000% | $248010.43         | $255862.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5983 | 2056-02-01      | 6.5000%  | 0.0000% | $116740.89         | $123602.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2883 | 2056-01-01      | 6.5000%  | 0.0000% | $199578.42         | $211752.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0146 | 2055-12-01      | 6.5000%  | 0.0000% | $437359.92         | $459957.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7607 | 2056-03-01      | 6.0000%  | 0.0000% | $378931.33         | $394116.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTQK1825 | 2046-01-01      | 5.0000%  | 0.0000% | $307783.48         | $307643.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5340 | 2055-10-01      | 6.5000%  | 0.0000% | $226498.45         | $239807.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4206 | 2055-08-01      | 6.5000%  | 0.0000% | $197770.06         | $208135.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4133 | 2055-08-01      | 6.5000%  | 0.0000% | $277832.74         | $292828.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4103 | 2055-08-01      | 6.5000%  | 0.0000% | $242930.91         | $256334.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  | 0.0000% | $464007.18         | $468728.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3519 | 2055-07-01      | 6.5000%  | 0.0000% | $268807.00         | $282896.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2364 | 2055-06-01      | 6.5000%  | 0.0000% | $290596.11         | $309823.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1790 | 2055-06-01      | 6.5000%  | 0.0000% | $135923.51         | $142952.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $165213.95         | $163926.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1783 | 2055-07-01      | 6.5000%  | 0.0000% | $327179.35         | $345142.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9681 | 2055-07-01      | 5.5000%  | 0.0000% | $378281.42         | $381349.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9528 | 2055-08-01      | 6.0000%  | 0.0000% | $232051.42         | $241280.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8951 | 2055-09-01      | 5.5000%  | 0.0000% | $260868.92         | $263314.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8932 | 2055-09-01      | 6.5000%  | 0.0000% | $220870.60         | $232816.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $23227.14          | $20920.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $63362.59          | $48971.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4232 | 2041-01-01      | 2.0000%  | 0.0000% | $65037.81          | $57120.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4205 | 2035-12-01      | 1.5000%  | 0.0000% | $108082.43         | $97689.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4095 | 2035-08-01      | 2.0000%  | 0.0000% | $142972.29         | $131652.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3518 | 2055-07-01      | 6.5000%  | 0.0000% | $299512.49         | $315534.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0185 | 2055-08-01      | 6.0000%  | 0.0000% | $287920.30         | $294630.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2994 | 2055-02-01      | 7.0000%  | 0.0000% | $269595.60         | $286741.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0251 | 2055-10-01      | 6.5000%  | 0.0000% | $321989.29         | $341136.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3443 | 2055-09-01      | 6.5000%  | 0.0000% | $211653.90         | $224347.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0052 | 2041-01-01      | 4.0000%  | 0.0000% | $335571.20         | $328280.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL845853 | 2035-10-01      | 4.5000%  | 0.0000% | $2148.98           | $2091.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0307 | 2054-07-01      | 6.5000%  | 0.0000% | $119308.35         | $125393.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA2251 | 2048-08-01      | 5.0000%  | 0.0000% | $590085.48         | $593936.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $14430.89          | $14836.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8157 | 2054-02-01      | 7.5000%  | 0.0000% | $137123.62         | $146919.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS5191 | 2042-08-01      | 2.0000%  | 0.0000% | $159229.92         | $137768.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | 0.0000% | $11153.08          | $9810.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $116520.97         | $102637.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8139 | 2051-04-01      | 1.5000%  | 0.0000% | $96842.51          | $74810.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $651213.01         | $503609.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5778 | 2054-07-01      | 6.0000%  | 0.0000% | $271109.54         | $278109.59         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5691 | 2054-06-01      | 6.0000%  | 0.0000% | $157738.42         | $161612.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2792 | 2055-08-01      | 6.5000%  | 0.0000% | $59349.02          | $63032.61          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3575 | 2055-09-01      | 6.5000%  | 0.0000% | $74480.50          | $78236.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2068 | 2055-08-01      | 6.5000%  | 0.0000% | $114760.58         | $120961.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1897 | 2055-08-01      | 6.5000%  | 0.0000% | $303336.28         | $323248.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1871 | 2055-08-01      | 6.5000%  | 0.0000% | $35870.34          | $37555.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2639 | 2055-08-01      | 6.5000%  | 0.0000% | $222434.71         | $234013.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1593 | 2055-08-01      | 5.5000%  | 0.0000% | $252847.86         | $256564.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1238 | 2055-08-01      | 6.5000%  | 0.0000% | $138528.25         | $145897.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1147 | 2055-08-01      | 6.5000%  | 0.0000% | $148163.65         | $155876.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3044 | 2055-09-01      | 6.5000%  | 0.0000% | $308447.74         | $324504.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1145 | 2055-08-01      | 6.5000%  | 0.0000% | $83433.49          | $87876.46          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1123 | 2055-08-01      | 6.5000%  | 0.0000% | $158004.11         | $166588.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1674 | 2055-08-01      | 6.5000%  | 0.0000% | $238958.18         | $251856.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0650 | 2055-07-01      | 6.5000%  | 0.0000% | $124741.07         | $131518.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG4484 | 2056-03-01      | 6.5000%  | 0.0000% | $222121.08         | $231744.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4469 | 2056-03-01      | 6.0000%  | 0.0000% | $316951.08         | $325771.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG2903 | 2056-03-01      | 6.5000%  | 0.0000% | $254789.43         | $271813.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0493 | 2055-08-01      | 6.5000%  | 0.0000% | $356487.58         | $377437.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0376 | 2055-08-01      | 6.5000%  | 0.0000% | $148264.63         | $155982.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0249 | 2055-08-01      | 6.5000%  | 0.0000% | $157819.83         | $166262.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0004 | 2055-08-01      | 5.5000%  | 0.0000% | $425181.51         | $428613.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9708 | 2055-07-01      | 6.5000%  | 0.0000% | $144741.26         | $152808.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9707 | 2055-07-01      | 6.5000%  | 0.0000% | $74699.74          | $78485.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3986 | 2055-11-01      | 6.5000%  | 0.0000% | $234056.94         | $245004.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4869 | 2053-01-01      | 5.5000%  | 0.0000% | $26501.09          | $26796.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | 0.0000% | $430.91            | $444.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $5354.17           | $5427.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | 0.0000% | $87174.92          | $84521.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA4789 | 2037-09-01      | 4.5000%  | 0.0000% | $229.74            | $229.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  | 0.0000% | $350645.30         | $296594.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $26533.51          | $26831.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | 0.0000% | $89974.87          | $89324.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $163466.21         | $158474.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1310 | 2056-02-01      | 6.0000%  | 0.0000% | $226023.42         | $235149.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTMA4054 | 2040-06-01      | 2.5000%  | 0.0000% | $11096.74          | $10091.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3970 | 2035-03-01      | 2.0000%  | 0.0000% | $528642.61         | $486804.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  | 0.0000% | $40854.51          | $37620.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | 0.0000% | $195911.04         | $188932.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $208818.29         | $197838.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  | 0.0000% | $45998.07          | $44372.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI0880 | 2054-01-01      | 7.5000%  | 0.0000% | $152605.41         | $165602.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  | 0.0000% | $398.60            | $413.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6153 | 2054-10-01      | 7.0000%  | 0.0000% | $196821.46         | $204857.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8341 | 2055-08-01      | 6.5000%  | 0.0000% | $308134.22         | $326060.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8227 | 2055-08-01      | 6.5000%  | 0.0000% | $173902.38         | $183026.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7525 | 2055-08-01      | 6.5000%  | 0.0000% | $291887.94         | $308868.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7515 | 2055-08-01      | 6.5000%  | 0.0000% | $250234.04         | $264941.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7414 | 2055-08-01      | 6.5000%  | 0.0000% | $513501.78         | $542449.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7317 | 2055-07-01      | 6.5000%  | 0.0000% | $129944.34         | $137449.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7202 | 2055-08-01      | 6.5000%  | 0.0000% | $400670.14         | $421983.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8015 | 2055-09-01      | 6.5000%  | 0.0000% | $374655.07         | $394382.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8006 | 2055-09-01      | 6.5000%  | 0.0000% | $467292.58         | $492487.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8005 | 2055-09-01      | 6.5000%  | 0.0000% | $372345.42         | $393202.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6751 | 2055-06-01      | 6.5000%  | 0.0000% | $558856.60         | $589221.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6565 | 2055-08-01      | 6.5000%  | 0.0000% | $185661.04         | $195164.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6443 | 2055-08-01      | 6.5000%  | 0.0000% | $259863.17         | $274512.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6301 | 2055-11-01      | 6.5000%  | 0.0000% | $242266.38         | $253889.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7176 | 2055-08-01      | 6.5000%  | 0.0000% | $262296.33         | $276453.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6146 | 2055-08-01      | 6.5000%  | 0.0000% | $407000.64         | $429701.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5926 | 2055-07-01      | 5.5000%  | 0.0000% | $539306.08         | $544269.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5925 | 2055-07-01      | 5.5000%  | 0.0000% | $271212.29         | $275717.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7608 | 2056-03-01      | 6.0000%  | 0.0000% | $288387.76         | $299611.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7512 | 2056-02-01      | 6.0000%  | 0.0000% | $588263.69         | $609170.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7220 | 2056-02-01      | 6.0000%  | 0.0000% | $235683.46         | $244914.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA7211 | 2056-02-01      | 6.0000%  | 0.0000% | $426909.50         | $447579.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1242 | 2056-02-01      | 6.0000%  | 0.0000% | $224132.29         | $233182.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4178 | 2056-03-01      | 6.0000%  | 0.0000% | $223293.70         | $232404.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 ZLSI2125 | 2051-01-01      | 3.0000%  | 0.0000% | $36534.79          | $32157.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3735 | 2055-10-01      | 6.5000%  | 0.0000% | $230252.46         | $244433.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBW2583 | 2041-01-01      | 4.0000%  | 0.0000% | $317540.68         | $310672.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG4204 | 2056-03-01      | 5.5000%  | 0.0000% | $235409.78         | $239712.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3252 | 2056-02-01      | 6.0000%  | 0.0000% | $227680.27         | $235222.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4963 | 2041-02-01      | 3.5000%  | 0.0000% | $160917.61         | $155076.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6538 | 2056-04-01      | 5.5000%  | 0.0000% | $560244.77         | $570655.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1211 | 2056-02-01      | 6.0000%  | 0.0000% | $222376.10         | $231489.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9185 | 2055-07-01      | 6.5000%  | 0.0000% | $126963.04         | $133754.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9836 | 2055-08-01      | 6.5000%  | 0.0000% | $149887.88         | $157235.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9835 | 2055-08-01      | 6.5000%  | 0.0000% | $413068.26         | $433566.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1145 | 2056-02-01      | 6.0000%  | 0.0000% | $271351.47         | $283795.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1153 | 2056-02-01      | 6.0000%  | 0.0000% | $256256.20         | $264368.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1098 | 2056-02-01      | 6.0000%  | 0.0000% | $167876.03         | $173730.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1072 | 2056-02-01      | 6.0000%  | 0.0000% | $246946.24         | $255006.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1091 | 2056-02-01      | 5.5000%  | 0.0000% | $445560.82         | $457136.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1086 | 2056-02-01      | 6.0000%  | 0.0000% | $223315.13         | $230712.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1722 | 2055-12-01      | 5.5000%  | 0.0000% | $497542.29         | $503898.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0638 | 2055-12-01      | 6.0000%  | 0.0000% | $64048.48          | $66465.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0205 | 2056-02-01      | 6.0000%  | 0.0000% | $221985.73         | $229231.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0182 | 2056-01-01      | 5.5000%  | 0.0000% | $295353.58         | $301924.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0083 | 2056-01-01      | 5.5000%  | 0.0000% | $295900.35         | $299712.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIDF9576 | 2041-01-01      | 4.0000%  | 0.0000% | $89719.04          | $87771.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9269 | 2056-02-01      | 6.0000%  | 0.0000% | $92514.17          | $96388.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9208 | 2056-02-01      | 6.5000%  | 0.0000% | $195190.80         | $207307.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4339 | 2052-08-01      | 4.5000%  | 0.0000% | $18432.15          | $18001.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  | 0.0000% | $499033.97         | $484411.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4160 | 2052-07-01      | 4.5000%  | 0.0000% | $58738.06          | $56968.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4030 | 2052-06-01      | 4.5000%  | 0.0000% | $12591.82          | $12266.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB9053 | 2054-08-01      | 7.0000%  | 0.0000% | $162457.11         | $171699.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $1884.10           | $1828.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8819 | 2052-06-01      | 3.0000%  | 0.0000% | $72973.66          | $64768.50          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15814 G | 2031-03-01      | 3.5000%  | 0.0000% | $309097.55         | $306492.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  | 0.0000% | $12293.74          | $10832.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5683 | 2040-04-01      | 5.0000%  | 0.0000% | $27207.95          | $27484.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA8260 | 2056-02-01      | 5.5000%  | 0.0000% | $253419.97         | $257354.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4327 | 2040-07-01      | 3.5000%  | 0.0000% | $17990.13          | $17334.88          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX7595 | 2055-03-01      | 6.0000%  | 0.0000% | $251782.45         | $261838.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $476938.01         | $487831.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO3878 | 2040-07-01      | 6.5000%  | 0.0000% | $267658.15         | $279758.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5153 | 2055-08-01      | 6.0000%  | 0.0000% | $110833.30         | $113364.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8792 | 2055-09-01      | 6.5000%  | 0.0000% | $576929.32         | $607308.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6518 | 2055-09-01      | 6.5000%  | 0.0000% | $313541.32         | $331216.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD5514 | 2053-07-01      | 4.5000%  | 0.0000% | $89276.21          | $87327.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM6177 | 2034-07-01      | 3.5000%  | 0.0000% | $10306.83          | $10225.18          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL1395 | 2041-05-01      | 4.5000%  | 0.0000% | $1164.00           | $1146.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTRB5049 | 2040-05-01      | 3.0000%  | 0.0000% | $112553.67         | $104844.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  | 0.0000% | $173713.60         | $180297.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | 0.0000% | $347153.93         | $305789.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $171136.17         | $172719.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $65269.89          | $65983.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | 0.0000% | $20717.67          | $20947.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $52539.81          | $52130.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ3868 | 2054-09-01      | 6.5000%  | 0.0000% | $14530.54          | $15088.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | 0.0000% | $76883.44          | $77700.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $274249.64         | $280513.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5945 | 2056-01-01      | 5.5000%  | 0.0000% | $36616.46          | $36891.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF7544 | 2056-01-01      | 6.0000%  | 0.0000% | $253883.18         | $261454.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5510 | 2056-03-01      | 6.0000%  | 0.0000% | $244787.17         | $251599.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1381 | 2056-03-01      | 5.5000%  | 0.0000% | $245739.67         | $249352.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9169 | 2056-01-01      | 6.0000%  | 0.0000% | $306427.91         | $314299.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA6036 | 2041-04-01      | 4.0000%  | 0.0000% | $188654.74         | $184555.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA3342 | 2056-01-01      | 6.0000%  | 0.0000% | $215175.75         | $221416.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL9227 | 2036-10-01      | 3.0000%  | 0.0000% | $1183.21           | $1113.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $1813.18           | $1826.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM4427 | 2034-07-01      | 3.0000%  | 0.0000% | $6340.98           | $6195.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | 0.0000% | $29231.77          | $28375.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBE1896 | 2036-12-01      | 3.0000%  | 0.0000% | $9047.86           | $8589.29           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9706 | 2055-08-01      | 6.5000%  | 0.0000% | $113016.77         | $119174.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA1144 | 2027-08-01      | 2.5000%  | 0.0000% | $7902.39           | $7833.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  | 0.0000% | $4430.40           | $3897.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1313 | 2039-09-01      | 4.5000%  | 0.0000% | $13775.24          | $13735.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB1691 | 2038-07-01      | 2.0000%  | 0.0000% | $98647.02          | $90641.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  | 0.0000% | $114652.85         | $98329.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM6733 | 2035-02-01      | 2.5000%  | 0.0000% | $347711.07         | $335531.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6482 | 2036-02-01      | 1.5000%  | 0.0000% | $51619.36          | $46719.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFM6161 | 2041-03-01      | 2.0000%  | 0.0000% | $206231.47         | $180926.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6100 | 2036-04-01      | 1.5000%  | 0.0000% | $3071.05           | $2761.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM5779 | 2036-02-01      | 2.5000%  | 0.0000% | $64190.02          | $60825.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5704 | 2036-01-01      | 2.0000%  | 0.0000% | $255135.17         | $236070.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  | 0.0000% | $27191.50          | $25037.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFM5506 | 2038-06-01      | 4.5000%  | 0.0000% | $7598.21           | $7637.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM5413 | 2036-01-01      | 2.0000%  | 0.0000% | $164872.07         | $152501.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM5367 | 2036-02-01      | 1.5000%  | 0.0000% | $2782.32           | $2502.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $3168.39           | $3130.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7646 | 2048-05-01      | 4.5000%  | 0.0000% | $2935.98           | $2899.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM3333 | 2035-06-01      | 2.0000%  | 0.0000% | $97085.33          | $89399.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM1488 | 2033-04-01      | 3.0000%  | 0.0000% | $100456.98         | $98106.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $0.68              | $0.68              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTZA2327 | 2033-12-01      | 4.5000%  | 0.0000% | $8255.10           | $8303.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL4113 | 2047-01-01      | 3.5000%  | 0.0000% | $436544.47         | $409166.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4394 | 2056-01-01      | 5.5000%  | 0.0000% | $119921.67         | $121580.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2027 | 2055-08-01      | 5.5000%  | 0.0000% | $169417.12         | $171813.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTFA5103 | 2038-03-01      | 4.0000%  | 0.0000% | $304599.70         | $298971.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4183 | 2053-03-01      | 3.0000%  | 0.0000% | $634552.04         | $559279.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4472 | 2051-02-01      | 4.5000%  | 0.0000% | $401265.69         | $392695.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4466 | 2048-03-01      | 3.0000%  | 0.0000% | $438683.37         | $396461.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $9197.46           | $8174.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3669 | 2052-05-01      | 3.0000%  | 0.0000% | $13557.75          | $11926.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | 0.0000% | $102193.58         | $103916.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  | 0.0000% | $74225.95          | $63228.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  | 0.0000% | $5025.71           | $4428.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $33594.71          | $29551.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKCA4120 | 2048-07-01      | 3.5000%  | 0.0000% | $110097.68         | $100267.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $200.13            | $201.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2480 | 2048-10-01      | 4.5000%  | 0.0000% | $533354.25         | $525140.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $4017.79           | $3929.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  | 0.0000% | $17291.01          | $17015.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1711 | 2048-05-01      | 4.5000%  | 0.0000% | $8121.49           | $7967.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  | 0.0000% | $3206.81           | $3158.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLBY8101 | 2054-03-01      | 7.5000%  | 0.0000% | $172977.80         | $185389.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY7959 | 2054-08-01      | 4.5000%  | 0.0000% | $113046.47         | $109478.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW2609 | 2056-01-01      | 5.5000%  | 0.0000% | $597244.04         | $607429.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW1626 | 2052-05-01      | 4.5000%  | 0.0000% | $299720.85         | $290591.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBV9502 | 2052-04-01      | 4.0000%  | 0.0000% | $338978.00         | $312198.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIBV5446 | 2041-01-01      | 4.5000%  | 0.0000% | $5702.01           | $5672.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $135005.48         | $118870.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7647 | 2051-04-01      | 2.0000%  | 0.0000% | $119762.80         | $97803.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR4700 | 2036-03-01      | 1.5000%  | 0.0000% | $3028.92           | $2728.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBR1069 | 2036-05-01      | 1.5000%  | 0.0000% | $3209.86           | $2890.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBO4672 | 2049-11-01      | 2.5000%  | 0.0000% | $220225.05         | $188586.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO4671 | 2049-11-01      | 3.0000%  | 0.0000% | $71148.12          | $64464.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBM5461 | 2039-01-01      | 4.0000%  | 0.0000% | $11577.36          | $11342.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | 0.0000% | $598209.85         | $526777.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS2989 | 2037-08-01      | 2.0000%  | 0.0000% | $46318.98          | $42537.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $567555.11         | $479361.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $1032.63           | $1007.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5213 | 2047-12-01      | 3.5000%  | 0.0000% | $91090.50          | $85126.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3960 | 2053-10-01      | 6.0000%  | 0.0000% | $165393.30         | $169526.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0463 | 2036-01-01      | 2.5000%  | 0.0000% | $110928.21         | $104931.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | 0.0000% | $55941.90          | $54291.05          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD6203 | 2052-06-01      | 3.0000%  | 0.0000% | $3206.89           | $2820.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3042 | 2055-09-01      | 6.5000%  | 0.0000% | $172476.46         | $182922.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8850 | 2055-09-01      | 6.5000%  | 0.0000% | $277834.66         | $291322.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1713 | 2055-10-01      | 6.5000%  | 0.0000% | $132334.68         | $138616.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9375 | 2055-08-01      | 6.5000%  | 0.0000% | $237221.72         | $249569.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | 0.0000% | $144425.43         | $150144.53         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5277 | 2055-09-01      | 6.5000%  | 0.0000% | $93343.23          | $98195.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | 0.0000% | $126.58            | $124.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA2915 | 2027-02-01      | 3.0000%  | 0.0000% | $3107.54           | $3096.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | 0.0000% | $327685.35         | $279411.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD6939 | 2040-07-01      | 4.5000%  | 0.0000% | $32844.05          | $32521.53          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1655 | 2040-03-01      | 4.5000%  | 0.0000% | $3811.55           | $3774.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA6072 | 2056-02-01      | 6.5000%  | 0.0000% | $260081.94         | $266082.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $195721.25         | $158080.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4546 | 2052-02-01      | 1.5000%  | 0.0000% | $36645.99          | $28247.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $16927.59          | $17061.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5295 | 2054-03-01      | 6.0000%  | 0.0000% | $8858.91           | $9061.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $85315.79          | $86027.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4343 | 2051-05-01      | 1.5000%  | 0.0000% | $642717.05         | $496511.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNMA4367 | 2031-06-01      | 1.5000%  | 0.0000% | $158048.45         | $149552.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CNMA4309 | 2031-04-01      | 2.0000%  | 0.0000% | $18483.86          | $17721.82          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $3121.88           | $2811.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4303 | 2036-04-01      | 2.0000%  | 0.0000% | $65124.62          | $59843.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8624 | 2055-09-01      | 6.5000%  | 0.0000% | $237797.43         | $251631.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $680.87            | $677.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $539.37            | $494.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $82732.08          | $69927.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $490958.95         | $432392.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9390 | 2056-02-01      | 6.0000%  | 0.0000% | $576422.22         | $604330.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9389 | 2056-03-01      | 5.5000%  | 0.0000% | $234684.49         | $240781.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9296 | 2056-03-01      | 6.0000%  | 0.0000% | $268455.40         | $279132.68         | Agency Mortgage-Backed Securities |
| FMAC FKAR 02.460 WNWN0046 | 2036-10-01      | 2.4600%  | 0.0000% | $16915168.54       | $14146443.01       | Agency Mortgage-Backed Securities |
| FMAC FKPC 03.830 WAWA0503 | 2044-03-01      | 3.8300%  | 0.0000% | $45218.35          | $41479.22          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC V61755 G | 2032-09-01      | 3.0000%  | 0.0000% | $88644.02          | $86322.43          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  | 0.0000% | $133943.53         | $122611.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8535 | 2055-05-01      | 6.5000%  | 0.0000% | $68675.07          | $71310.32          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $56747.16          | $56074.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $117522.09         | $122031.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $24757.03          | $24938.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $36103.72          | $36928.33          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $17706.97          | $17836.91          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRQ0062 | 2055-11-01      | 4.5000%  | 0.0000% | $218807.92         | $211379.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $170866.55         | $177423.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0029 | 2055-07-01      | 6.5000%  | 0.0000% | $587911.77         | $610542.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ6088 | 2056-02-01      | 6.5000%  | 0.0000% | $559222.08         | $588757.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5966 | 2055-09-01      | 6.0000%  | 0.0000% | $7932.44           | $8113.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4816 | 2055-09-01      | 6.0000%  | 0.0000% | $208.10            | $213.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  | 0.0000% | $508284.87         | $520661.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0528 | 2053-12-01      | 6.5000%  | 0.0000% | $12401.34          | $12966.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0429 | 2053-11-01      | 5.5000%  | 0.0000% | $260723.42         | $264415.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0194 | 2053-11-01      | 6.0000%  | 0.0000% | $53642.61          | $55267.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2657 | 2055-05-01      | 5.0000%  | 0.0000% | $579210.49         | $576716.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSL2634 | 2052-04-01      | 1.5000%  | 0.0000% | $293574.83         | $226754.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL2622 | 2053-03-01      | 3.0000%  | 0.0000% | $508842.84         | $448142.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1136 | 2055-04-01      | 5.5000%  | 0.0000% | $109719.39         | $110723.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0764 | 2054-12-01      | 4.5000%  | 0.0000% | $33878.27          | $32855.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ9681 | 2055-10-01      | 6.5000%  | 0.0000% | $397002.78         | $417216.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8504 | 2055-10-01      | 6.5000%  | 0.0000% | $327831.09         | $348458.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7009 | 2055-10-01      | 6.5000%  | 0.0000% | $139218.80         | $146515.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ6491 | 2055-08-01      | 6.5000%  | 0.0000% | $121849.82         | $128236.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4939 | 2055-10-01      | 6.5000%  | 0.0000% | $503746.45         | $527427.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4888 | 2055-10-01      | 5.5000%  | 0.0000% | $286919.48         | $290968.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3335 | 2055-09-01      | 6.5000%  | 0.0000% | $105153.68         | $110551.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3222 | 2055-09-01      | 6.5000%  | 0.0000% | $166831.28         | $175705.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2550 | 2055-07-01      | 5.5000%  | 0.0000% | $515458.85         | $522040.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6516 | 2055-09-01      | 6.5000%  | 0.0000% | $321365.92         | $339097.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX7646 | 2055-03-01      | 7.0000%  | 0.0000% | $260422.96         | $279101.36         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX4337 | 2055-01-01      | 6.5000%  | 0.0000% | $50719.18          | $52818.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1476 | 2040-02-01      | 4.5000%  | 0.0000% | $9764.75           | $9736.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKDB8302 | 2054-11-01      | 6.0000%  | 0.0000% | $206452.91         | $209795.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2855 | 2055-06-01      | 5.5000%  | 0.0000% | $21878.03          | $22244.45          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA9087 | 2056-04-01      | 6.0000%  | 0.0000% | $347817.17         | $362071.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9038 | 2056-03-01      | 5.5000%  | 0.0000% | $419613.23         | $430951.31         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8763 | 2056-03-01      | 6.0000%  | 0.0000% | $276429.42         | $284368.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8495 | 2056-03-01      | 6.5000%  | 0.0000% | $376182.52         | $395991.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | 0.0000% | $5537.83           | $5605.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA8395 | 2056-03-01      | 6.5000%  | 0.0000% | $329175.44         | $348000.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8355 | 2056-02-01      | 6.0000%  | 0.0000% | $422138.90         | $442578.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5483 | 2056-02-01      | 6.5000%  | 0.0000% | $114240.11         | $120351.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0996 | 2055-12-01      | 6.5000%  | 0.0000% | $100642.88         | $105918.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA0947 | 2055-12-01      | 5.5000%  | 0.0000% | $239607.21         | $245832.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $158828.56         | $157598.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $5303.15           | $5359.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $37956.56          | $39066.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3041 | 2055-09-01      | 6.5000%  | 0.0000% | $122512.53         | $129713.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3051 | 2055-09-01      | 6.5000%  | 0.0000% | $233353.12         | $246368.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3048 | 2055-09-01      | 6.5000%  | 0.0000% | $112388.99         | $118158.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6012 | 2055-02-01      | 7.0000%  | 0.0000% | $239621.50         | $255848.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5664 | 2055-02-01      | 7.0000%  | 0.0000% | $487517.20         | $520567.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX5446 | 2055-02-01      | 7.0000%  | 0.0000% | $404900.64         | $432593.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4785 | 2055-02-01      | 7.0000%  | 0.0000% | $118168.74         | $124952.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CT257125 | 2028-03-01      | 5.5000%  | 0.0000% | $39008.28          | $39472.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CT257373 | 2028-09-01      | 6.5000%  | 0.0000% | $1037.29           | $1076.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL256078 | 2035-12-01      | 4.5000%  | 0.0000% | $216.50            | $215.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $315217.81         | $327311.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL190363 | 2035-11-01      | 5.5000%  | 0.0000% | $5667.41           | $5861.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $87.32             | $89.44             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4181 | 2040-09-01      | 6.5000%  | 0.0000% | $130966.67         | $136887.24         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  | 0.0000% | $88519.27          | $85310.15          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO2341 | 2039-07-01      | 5.0000%  | 0.0000% | $100862.28         | $102451.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO2681 | 2039-11-01      | 3.5000%  | 0.0000% | $23933.83          | $23066.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIQO1222 | 2038-03-01      | 4.0000%  | 0.0000% | $3736.58           | $3655.91           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI9074 | 2054-06-01      | 6.0000%  | 0.0000% | $10286.49          | $10583.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI7729 | 2054-06-01      | 7.5000%  | 0.0000% | $306708.92         | $329410.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6911 | 2054-06-01      | 6.0000%  | 0.0000% | $58649.32          | $60068.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 3PRE6145 | 2054-05-01      | 7.0000%  | 0.0000% | $87608.44          | $91185.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PRE6168 | 2055-12-01      | 6.0000%  | 0.0000% | $238243.17         | $241236.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5251 | 2035-07-01      | 5.0000%  | 0.0000% | $18230.10          | $18477.06          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | 0.0000% | $185204.12         | $189545.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA9371 | 2056-02-01      | 5.5000%  | 0.0000% | $373104.90         | $379000.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIQO5225 | 2041-03-01      | 5.5000%  | 0.0000% | $268756.20         | $278114.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA5490 | 2056-01-01      | 6.5000%  | 0.0000% | $120986.88         | $126923.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5288 | 2036-03-01      | 4.5000%  | 0.0000% | $27197.92          | $27273.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7155 | 2056-02-01      | 5.5000%  | 0.0000% | $276381.09         | $283044.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1110 | 2054-09-01      | 4.5000%  | 0.0000% | $99175.56          | $96404.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4529 | 2055-05-01      | 6.0000%  | 0.0000% | $81255.76          | $83152.84          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | 0.0000% | $670433.57         | $590108.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3657 | 2043-06-01      | 3.5000%  | 0.0000% | $983.81            | $926.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM1756 | 2045-12-01      | 4.5000%  | 0.0000% | $3913.51           | $3862.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $86247.75          | $85584.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $1192.22           | $1167.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5998 | 2056-03-01      | 5.5000%  | 0.0000% | $169007.79         | $170266.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5983 | 2046-02-01      | 5.5000%  | 0.0000% | $650.02            | $658.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5978 | 2041-02-01      | 5.0000%  | 0.0000% | $26443.95          | $26712.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5977 | 2041-02-01      | 4.5000%  | 0.0000% | $78337.36          | $77930.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $428205.50         | $425982.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5951 | 2041-01-01      | 5.0000%  | 0.0000% | $49205.01          | $49704.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $455147.11         | $452784.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $2614.18           | $2582.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA6183 | 2056-01-01      | 6.0000%  | 0.0000% | $265650.55         | $278890.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA8877 | 2056-03-01      | 6.0000%  | 0.0000% | $241499.18         | $248219.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  | 0.0000% | $396461.62         | $403557.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBV6483 | 2040-12-01      | 4.0000%  | 0.0000% | $9465.74           | $9260.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7550 | 2055-11-01      | 6.5000%  | 0.0000% | $413721.37         | $442867.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA5249 | 2056-02-01      | 5.5000%  | 0.0000% | $235901.24         | $241788.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3926 | 2056-03-01      | 5.5000%  | 0.0000% | $236091.31         | $241099.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CKDF2737 | 2056-02-01      | 6.5000%  | 0.0000% | $482368.74         | $493498.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA6005 | 2041-03-01      | 5.5000%  | 0.0000% | $143754.34         | $147124.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA7159 | 2056-03-01      | 6.5000%  | 0.0000% | $473771.00         | $497923.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG5635 | 2056-04-01      | 6.0000%  | 0.0000% | $237786.49         | $245547.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5979 | 2041-02-01      | 5.5000%  | 0.0000% | $88161.79          | $90228.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDE6935 | 2040-12-01      | 3.5000%  | 0.0000% | $259562.19         | $250143.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1335 | 2056-03-01      | 5.5000%  | 0.0000% | $541221.26         | $549128.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0067 | 2041-03-01      | 5.0000%  | 0.0000% | $220712.57         | $222971.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6170 | 2056-02-01      | 5.5000%  | 0.0000% | $346957.54         | $350965.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5097 | 2052-01-01      | 3.0000%  | 0.0000% | $522984.37         | $463860.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8501 | 2055-01-01      | 7.0000%  | 0.0000% | $5229.92           | $5520.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $386593.36         | $389443.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $1863.65           | $1800.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8509 | 2055-02-01      | 7.0000%  | 0.0000% | $1929.61           | $2036.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | 0.0000% | $6529.93           | $6578.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8467 | 2054-10-01      | 4.5000%  | 0.0000% | $20682.13          | $19980.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $222008.62         | $230571.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $141052.04         | $144403.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTB0261 | 2056-03-01      | 6.5000%  | 0.0000% | $255581.67         | $267874.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8310 | 2044-03-01      | 3.5000%  | 0.0000% | $1554.38           | $1463.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $5892.41           | $5938.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $1101.57           | $1127.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $109249.16         | $110104.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $95384.19          | $96121.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $13369.40          | $13474.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8365 | 2053-10-01      | 4.5000%  | 0.0000% | $41673.31          | $40323.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8344 | 2053-07-01      | 6.5000%  | 0.0000% | $246.12            | $255.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $201728.08         | $195504.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.490 MIAN7724 | 2032-12-01      | 3.4900%  | 0.0000% | $91655.70          | $89732.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $15054.98          | $15204.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  | 0.0000% | $39481.86          | $39901.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $16423.98          | $16601.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5917 | 2040-12-01      | 5.5000%  | 0.0000% | $16045.29          | $16421.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  | 0.0000% | $49050.57          | $43263.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $170365.23         | $146303.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ1906 | 2055-08-01      | 6.5000%  | 0.0000% | $117814.00         | $124282.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $135489.21         | $141483.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8082 | 2055-06-01      | 6.5000%  | 0.0000% | $127827.10         | $134772.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $20776.58          | $20527.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG6917 | 2056-04-01      | 6.0000%  | 0.0000% | $467572.36         | $483907.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3846 | 2053-09-01      | 6.0000%  | 0.0000% | $275115.13         | $283032.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $100379.50         | $103157.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $5636.59           | $4958.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  | 0.0000% | $5162.71           | $4152.50           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5189 | 2042-10-01      | 4.5000%  | 0.0000% | $413171.24         | $412305.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8692 | 2055-09-01      | 6.0000%  | 0.0000% | $349415.61         | $360896.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0375 | 2055-07-01      | 6.5000%  | 0.0000% | $254590.82         | $267842.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6753 | 2055-06-01      | 6.5000%  | 0.0000% | $409655.31         | $431447.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $14878.94          | $14988.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0534 | 2030-10-01      | 4.0000%  | 0.0000% | $3114.25           | $3099.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1292 | 2043-07-01      | 3.0000%  | 0.0000% | $171185.41         | $156723.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD5055 | 2047-02-01      | 3.0000%  | 0.0000% | $2314.40           | $2110.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL9501 | 2045-11-01      | 4.5000%  | 0.0000% | $1133.20           | $1119.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.990 MLAN1154 | 2046-03-01      | 3.9900%  | 0.0000% | $78680.01          | $72691.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8349 | 2036-11-01      | 3.0000%  | 0.0000% | $3614.57           | $3420.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI5611 | 2037-01-01      | 5.5000%  | 0.0000% | $1768.41           | $1810.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB8454 | 2054-07-01      | 7.5000%  | 0.0000% | $150766.56         | $161173.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7391 | 2036-05-01      | 2.5000%  | 0.0000% | $84929.37          | $80955.81          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $290761.27         | $267201.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKBO2889 | 2049-08-01      | 4.0000%  | 0.0000% | $108361.05         | $102621.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  | 0.0000% | $36.05             | $35.01             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8487 | 2054-12-01      | 4.0000%  | 0.0000% | $563285.01         | $531689.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $89369.03          | $86130.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5710 | 2040-05-01      | 4.5000%  | 0.0000% | $6677.68           | $6656.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $89491.13          | $91535.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5675 | 2055-04-01      | 6.5000%  | 0.0000% | $7680.35           | $7975.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5641 | 2040-01-01      | 4.0000%  | 0.0000% | $8619.92           | $8433.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5624 | 2040-01-01      | 3.5000%  | 0.0000% | $320730.90         | $309048.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5614 | 2055-02-01      | 5.5000%  | 0.0000% | $54158.72          | $54556.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $9848.60           | $9514.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $62900.62          | $59372.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5599 | 2054-12-01      | 7.5000%  | 0.0000% | $27995.17          | $29944.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5571 | 2054-11-01      | 6.0000%  | 0.0000% | $333198.55         | $336630.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5589 | 2040-01-01      | 4.5000%  | 0.0000% | $14151.98          | $14111.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $300.00            | $279.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1789 | 2052-10-01      | 5.0000%  | 0.0000% | $185270.75         | $185042.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1739 | 2052-10-01      | 4.5000%  | 0.0000% | $24553.89          | $23914.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1708 | 2050-08-01      | 2.5000%  | 0.0000% | $113969.69         | $97579.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  | 0.0000% | $62993.56          | $57735.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD0294 | 2050-03-01      | 4.5000%  | 0.0000% | $42302.57          | $41486.13          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTSC0484 | 2044-02-01      | 5.0000%  | 0.0000% | $304729.68         | $306394.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  | 0.0000% | $18218.14          | $15796.69          | Agency Mortgage-Backed Securities |

### Security 145: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1FZQ75, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1FZQ75_3.67_0407
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $48.81             | $49.75             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $30592105.26       | $30815733.55       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $5124378.95        | $5354693.88        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $29222684.21       | $27676701.46       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $47.37             | $45.19             | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | 0.0000% | $31456294.74       | $31175330.41       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | 0.0000% | $2965815.79        | $1985726.58        | U.S. Treasuries (including strips) |
| USTR BILL 01/21/27    | 2027-01-21      | 0.0000%  | 0.0000% | $484736.84         | $470601.92         | U.S. Treasuries (including strips) |
| USTR BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $15.79             | $15.46             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 34  | 2034-07-15      | 1.8750%  | 0.0000% | $16.36             | $16.48             | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $63.16             | $52.94             | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  | 0.0000% | $15.79             | $15.90             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $15.79             | $14.82             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | 0.0000% | $86984.21          | $88324.22          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $24010105.26       | $24669405.21       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $464084.21         | $471073.39         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  | 0.0000% | $18.44             | $9.58              | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $1323568.42        | $1334710.64        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | 0.0000% | $29921605.26       | $30376852.62       | U.S. Treasuries (including strips) |

### Security 146: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.680000%
- **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: ARP1G4LA1, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1G4LA1_3.68_0407
- **C.18 - Value (incl. sponsor support):** $274500000.00
- **C.18.a - Value (excl. sponsor support):** $274500000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1729%  | 0.0000% | $119258.73         | $121431.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-20O FA     | 2069-12-20      | 4.5333%  | 0.0000% | $60156.93          | $60456.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4729%  | 0.0000% | $7406723.25        | $7465352.88        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  | 0.0000% | $326576.56         | $326222.08         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9119%  | 0.0000% | $1783281.21        | $1796109.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O EF     | 2070-12-20      | 4.9833%  | 0.0000% | $102144.67         | $103616.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-22O AF     | 2070-12-20      | 5.0033%  | 0.0000% | $85302.91          | $86545.24          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-06O FL     | 2071-04-20      | 5.5229%  | 0.0000% | $212969.63         | $216605.57         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-05O FE     | 2071-03-20      | 5.1729%  | 0.0000% | $387976.79         | $393629.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FD      | 2068-11-20      | 4.1333%  | 0.0000% | $70208.72          | $70162.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FE      | 2068-01-20      | 4.3908%  | 0.0000% | $146841.85         | $147465.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2013-H06 MB     | 2063-01-20      | 4.1396%  | 0.0000% | $7613.28           | $7573.54           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $70.17             | $72.58             | Agency Collateralized Mortgage Obligation |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $1496177.50        | $1235386.28        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $507825.00         | $500492.01         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $3050000.00        | $2176205.50        | Agency Debentures and Agency Strips       |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $2417057.76        | $2168463.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3755 | 2042-09-01      | 3.5000%  | 0.0000% | $21.83             | $20.70             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  | 0.0000% | $5871749.61        | $5271181.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $7115469.38        | $7296415.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $8197931.49        | $8341176.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $9403260.59        | $9857547.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  | 0.0000% | $138.54            | $139.56            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5880 | 2055-10-01      | 5.5000%  | 0.0000% | $1483106.68        | $1494141.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $61911.17          | $63357.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $3835559.44        | $3790118.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $7760141.35        | $7677772.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8972 | 2054-08-01      | 5.0000%  | 0.0000% | $253881.34         | $253288.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  | 0.0000% | $5786575.74        | $5639828.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  | 0.0000% | $429629.34         | $377949.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  | 0.0000% | $151.43            | $157.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $201972.12         | $212388.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2845714.35        | $2891864.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | 0.0000% | $115.88            | $93.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $1937474.08        | $1971099.59        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | 0.0000% | $1568104.92        | $1561836.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  | 0.0000% | $176.32            | $171.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1354496.02        | $1392801.17        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | 0.0000% | $207449.09         | $208978.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5871 | 2055-07-01      | 5.5000%  | 0.0000% | $354873.92         | $358430.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV5865 | 2055-07-01      | 5.5000%  | 0.0000% | $563577.37         | $571121.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5900 | 2055-12-01      | 5.5000%  | 0.0000% | $87462.33          | $89471.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8461 | 2055-08-01      | 6.5000%  | 0.0000% | $230166.68         | $239977.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $959218.11         | $923106.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL3344 | 2042-10-01      | 4.5000%  | 0.0000% | $1045617.73        | $1034909.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  | 0.0000% | $130.64            | $140.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1211 | 2054-08-01      | 6.0000%  | 0.0000% | $175618.17         | $181794.66         | Agency Mortgage-Backed Securities         |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  | 0.0000% | $32.06             | $33.23             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $16.65             | $16.06             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  | 0.0000% | $15.25             | $15.42             | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $15.25             | $15.26             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $158.04            | $157.80            | U.S. Treasuries (including strips)        |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  | 0.0000% | $167.75            | $167.18            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $106.75            | $110.02            | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $15.25             | $15.05             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  | 0.0000% | $22106552.50       | $19717142.45       | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $15.25             | $10.90             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $45.75             | $32.22             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  | 0.0000% | $198.25            | $145.35            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $15.25             | $12.13             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $15.25             | $11.23             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $30.50             | $22.81             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $15.25             | $9.96              | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $15.25             | $13.07             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $30.50             | $25.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $15.25             | $14.76             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $45.75             | $45.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $7624984.75        | $7576044.65        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $167567.00         | $171310.05         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $1123038.55        | $1199234.67        | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $152.50            | $151.51            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $15.25             | $15.23             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  | 0.0000% | $33335646.00       | $33179301.82       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  | 0.0000% | $15.25             | $15.17             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31      | 2031-01-31      | 3.7500%  | 0.0000% | $15.25             | $15.19             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $152500.00         | $151585.98         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $61.00             | $61.25             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $10674329.00       | $10554345.53       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $2592484.75        | $2554401.15        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $15.25             | $15.30             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $7624054.50        | $5609489.88        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $834021.53         | $641937.75         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  | 0.0000% | $4181107.75        | $4246181.27        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $30.50             | $23.28             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE H 33      | 2033-02-28      | 3.7500%  | 0.0000% | $7625000.00        | $7463265.88        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $5242096.00        | $5154216.72        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $30.50             | $31.06             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | 0.0000% | $2322925.75        | $2325370.18        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $15.25             | $15.23             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $662978.50         | $675869.51         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN A 35      | 2035-01-15      | 2.1250%  | 0.0000% | $5557698.16        | $5665237.53        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $1243088.50        | $1244206.04        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $1376465.00        | $1417551.86        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $9430798.25        | $9768949.68        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  | 0.0000% | $7624969.50        | $7742434.05        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $5372880.00        | $5370099.10        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $61.00             | $35.65             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $1372.50           | $1391.82           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $38125.00          | $38407.97          | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  | 0.0000% | $552294.00         | $556497.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $22753.00          | $22746.08          | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $486813.62         | $345594.52         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $1982500.00        | $1656111.00        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $15.25             | $15.16             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  | 0.0000% | $14932495.00       | $14988861.46       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  | 0.0000% | $15.25             | $15.47             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $2135000.00        | $2163504.77        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $3994280.00        | $4049655.40        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  | 0.0000% | $1524771.25        | $1547970.14        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $9247630.50        | $9441296.46        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $15.25             | $15.46             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $1168927.75        | $1193284.10        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $6099984.75        | $6215314.06        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $1524969.50        | $1562051.41        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $15.25             | $14.94             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $15.25             | $15.16             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $3308975.50        | $3419094.21        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $45.75             | $46.72             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  | 0.0000% | $16.13             | $16.10             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $5789357.50        | $5847310.92        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $736392.00         | $769489.10         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $15249984.75       | $15641651.53       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $16.33             | $15.99             | U.S. Treasuries (including strips)        |

### Security 147: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.670000%
- **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: ARP1G7LO4, C.4 - ISIN: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: ARP1G7LO4_3.67_0407
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

**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 05.000 CLQE6399 | 2052-07-01      | 5.0000%  | 0.0000% | $849403.82         | $847498.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5313 | 2048-06-01      | 4.5000%  | 0.0000% | $80185.58          | $78859.31          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $10799.75          | $10909.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $59024.41          | $59295.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW9780 | 2053-06-01      | 5.5000%  | 0.0000% | $32670.21          | $33586.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $1817178.57        | $1757184.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CIRR0060 | 2041-02-01      | 4.0000%  | 0.0000% | $29621.66          | $28978.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ9633 | 2055-12-01      | 5.0000%  | 0.0000% | $1003808.21        | $993164.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $208205.00         | $213086.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5510 | 2055-12-01      | 5.0000%  | 0.0000% | $14642366.18       | $14545502.05       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6596 | 2033-03-01      | 4.0300%  | 0.0000% | $20800000.00       | $20303843.73       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6005 | 2056-03-01      | 5.0000%  | 0.0000% | $14259038.20       | $14138373.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5810 | 2056-01-01      | 6.0000%  | 0.0000% | $13395746.15       | $13815113.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5511 | 2055-12-01      | 5.0000%  | 0.0000% | $15714510.04       | $15571785.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4813 | 2055-09-01      | 6.5000%  | 0.0000% | $14707020.07       | $15717019.77       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4682 | 2056-03-01      | 5.0000%  | 0.0000% | $15618351.40       | $15510235.97       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2660 | 2055-02-01      | 6.0000%  | 0.0000% | $15577031.65       | $16045464.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL1093 | 2055-01-01      | 4.5000%  | 0.0000% | $1277230.56        | $1239521.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA6026 | 2056-03-01      | 3.5000%  | 0.0000% | $105937.20         | $97166.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA6013 | 2041-02-01      | 3.0000%  | 0.0000% | $64210.57          | $61353.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  | 0.0000% | $3503.74           | $3529.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $13863818.32       | $14193735.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $1657.15           | $1520.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $80205.21          | $64864.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0092 | 2055-02-01      | 5.0000%  | 0.0000% | $2729185.94        | $2708615.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5098 | 2052-05-01      | 3.0000%  | 0.0000% | $17543012.80       | $15592633.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $291213.29         | $291009.92         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ6620 | 2033-03-01      | 3.8300%  | 0.0000% | $8359214.60        | $8056934.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5290 | 2048-06-01      | 4.5000%  | 0.0000% | $66496.89          | $65539.73          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | 0.0000% | $116690.64         | $117891.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA6038 | 2041-04-01      | 5.0000%  | 0.0000% | $49300.00          | $49804.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6720 | 2053-07-01      | 5.5000%  | 0.0000% | $140853.99         | $142691.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7148 | 2052-08-01      | 5.0000%  | 0.0000% | $3307.81           | $3315.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  | 0.0000% | $102298.53         | $96019.11          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $19808392.17       | $16012008.18       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $17296928.01       | $15868490.05       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1747 | 2041-01-01      | 5.5000%  | 0.0000% | $123088.43         | $125974.03         | Agency Mortgage-Backed Securities |

### Security 148: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **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: ARP1GA341, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1GA341_3.67_0401
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  | 0.0000% | $24818.22          | $21569.37          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  | 0.0000% | $23071.44          | $23091.60          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  | 0.0000% | $201444.08         | $212285.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  | 0.0000% | $558956.84         | $573745.16         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  | 0.0000% | $70265743.60       | $71782781.00       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  | 0.0000% | $287770.78         | $301999.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1756 C | 2050-09-20      | 3.0000%  | 0.0000% | $58262.37          | $51948.42          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  | 0.0000% | $27148.66          | $26857.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  | 0.0000% | $23336.87          | $23305.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  | 0.0000% | $9342.42           | $8950.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  | 0.0000% | $20412.16          | $20069.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  | 0.0000% | $81275.45          | $77452.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  | 0.0000% | $1207878.17        | $1267602.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3012 C | 2065-08-20      | 7.0000%  | 0.0000% | $140626.79         | $147586.32         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  | 0.0000% | $1543.44           | $1384.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  | 0.0000% | $32937.22          | $30202.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  | 0.0000% | $37094.56          | $33828.61          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  | 0.0000% | $11323.91          | $11417.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  | 0.0000% | $6283.17           | $5730.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  | 0.0000% | $6544.09           | $6145.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  | 0.0000% | $3649.14           | $3633.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  | 0.0000% | $216.40            | $196.93            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  | 0.0000% | $443014.44         | $464919.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  | 0.0000% | $1969348.49        | $2066726.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  | 0.0000% | $1098578.66        | $1149251.34        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  | 0.0000% | $175237.22         | $179554.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  | 0.0000% | $295074.07         | $309664.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  | 0.0000% | $383021.27         | $401960.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  | 0.0000% | $894980.12         | $937611.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  | 0.0000% | $263796.83         | $276852.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  | 0.0000% | $252885.74         | $259115.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  | 0.0000% | $108734.44         | $114111.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  | 0.0000% | $570268.54         | $598465.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  | 0.0000% | $181117.64         | $190072.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  | 0.0000% | $70207.24          | $73678.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  | 0.0000% | $1019235.99        | $1069678.32        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2867 C | 2065-07-20      | 7.0000%  | 0.0000% | $1265509.94        | $1328140.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  | 0.0000% | $6105273.30        | $6255676.71        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  | 0.0000% | $215520.58         | $220829.93         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  | 0.0000% | $401.03            | $414.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  | 0.0000% | $301.22            | $309.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  | 0.0000% | $552.52            | $562.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  | 0.0000% | $648.39            | $663.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  | 0.0000% | $430.71            | $437.54            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  | 0.0000% | $46649.76          | $41848.10          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  | 0.0000% | $1715.25           | $1537.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  | 0.0000% | $700.54            | $712.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  | 0.0000% | $121.62            | $126.47            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  | 0.0000% | $3433.45           | $3555.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  | 0.0000% | $2967120.24        | $2981660.12        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  | 0.0000% | $41090.69          | $42016.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  | 0.0000% | $1262594.57        | $1289852.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0024 M | 2054-11-20      | 4.5000%  | 0.0000% | $56587900.58       | $54761809.03       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  | 0.0000% | $805570.84         | $807552.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ9488 C | 2066-02-20      | 6.5000%  | 0.0000% | $320391.43         | $336233.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8101 C | 2066-03-20      | 6.0000%  | 0.0000% | $1111251.43        | $1140651.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2336 C | 2066-02-20      | 6.0000%  | 0.0000% | $834112.34         | $856180.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  | 0.0000% | $1354741.39        | $1421727.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ1231 C | 2066-03-20      | 5.5000%  | 0.0000% | $184857.81         | $186553.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0270 C | 2066-03-20      | 6.5000%  | 0.0000% | $482173.91         | $505141.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0263 C | 2066-03-20      | 6.5000%  | 0.0000% | $695222.07         | $728338.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  | 0.0000% | $124214.71         | $130131.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  | 0.0000% | $64959.73          | $68174.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3478 C | 2065-08-20      | 7.0000%  | 0.0000% | $541382.36         | $568175.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1148 C | 2065-08-20      | 6.5000%  | 0.0000% | $484733.80         | $508701.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM0398 C | 2055-09-20      | 6.5000%  | 0.0000% | $159895.30         | $169515.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL8374 C | 2065-07-20      | 6.5000%  | 0.0000% | $772084.58         | $810260.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5438 C | 2055-12-20      | 5.5000%  | 0.0000% | $378294.32         | $386438.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  | 0.0000% | $1071709.58        | $1124700.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  | 0.0000% | $607903.70         | $637989.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  | 0.0000% | $472669.56         | $496041.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  | 0.0000% | $470070.92         | $493335.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6283 C | 2056-01-20      | 5.5000%  | 0.0000% | $713405.15         | $727674.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5076 C | 2065-10-20      | 6.0000%  | 0.0000% | $143125.25         | $146618.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  | 0.0000% | $543991.09         | $571709.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  | 0.0000% | $150580.01         | $158032.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  | 0.0000% | $214956.67         | $225594.95         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  | 0.0000% | $1625.94           | $1613.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  | 0.0000% | $121321.82         | $93430.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787356 C | 2052-03-20      | 2.5000%  | 0.0000% | $590578.28         | $508121.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  | 0.0000% | $7573.89           | $7838.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  | 0.0000% | $383027.93         | $382570.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  | 0.0000% | $4498.40           | $4414.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  | 0.0000% | $2148390.12        | $2153673.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  | 0.0000% | $550663.10         | $576893.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788081 M | 2047-01-20      | 3.5000%  | 0.0000% | $20516752.94       | $19280406.58       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7156 C | 2055-02-20      | 6.0000%  | 0.0000% | $262793.14         | $275244.28         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  | 0.0000% | $2554.20           | $2602.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  | 0.0000% | $1427.87           | $1515.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  | 0.0000% | $86.85             | $90.28             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  | 0.0000% | $155.51            | $161.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  | 0.0000% | $17480.61          | $17332.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  | 0.0000% | $16273.92          | $14841.18          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  | 0.0000% | $78.68             | $78.57             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  | 0.0000% | $38720.43          | $35477.90          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  | 0.0000% | $28494.83          | $25986.14          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  | 0.0000% | $1303.11           | $1180.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  | 0.0000% | $8400.44           | $7967.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  | 0.0000% | $74068.57          | $74241.79          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  | 0.0000% | $2974.74           | $3042.80           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  | 0.0000% | $280.56            | $288.85            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  | 0.0000% | $617.47            | $619.98            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  | 0.0000% | $111.72            | $112.46            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  | 0.0000% | $3063.12           | $3000.11           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  | 0.0000% | $5778.10           | $5659.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  | 0.0000% | $3937.92           | $3935.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  | 0.0000% | $943.79            | $985.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  | 0.0000% | $185.38            | $191.06            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  | 0.0000% | $3927.00           | $4026.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788332 C | 2065-08-20      | 7.0000%  | 0.0000% | $3363327.88        | $3497542.60        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788329 C | 2055-01-20      | 6.0000%  | 0.0000% | $4455962.32        | $4600455.81        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788327 C | 2054-12-20      | 6.5000%  | 0.0000% | $3603665.49        | $3812781.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  | 0.0000% | $13089.85          | $12109.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788518 C | 2054-04-20      | 6.5000%  | 0.0000% | $5021377.42        | $5255010.39        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  | 0.0000% | $146130.92         | $149997.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY5647 C | 2054-01-20      | 7.0000%  | 0.0000% | $312154.44         | $327408.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1887 C | 2054-01-20      | 7.0000%  | 0.0000% | $30632.84          | $31862.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  | 0.0000% | $725495.07         | $702674.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  | 0.0000% | $156822.09         | $151902.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  | 0.0000% | $695986.14         | $730430.72         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  | 0.0000% | $140.16            | $142.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  | 0.0000% | $283.12            | $289.76            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  | 0.0000% | $395.84            | $402.65            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  | 0.0000% | $7618.21           | $7178.98           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  | 0.0000% | $85520.72          | $77805.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5069 M | 2048-03-20      | 4.5000%  | 0.0000% | $8010.04           | $7795.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  | 0.0000% | $2719073.34        | $2786054.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788161 M | 2051-06-20      | 5.0000%  | 0.0000% | $5593277.90        | $5684849.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788082 M | 2049-01-20      | 3.5000%  | 0.0000% | $34759620.20       | $32517474.08       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786835 C | 2053-08-20      | 5.5000%  | 0.0000% | $22291.97          | $22726.22          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786843 C | 2052-03-20      | 3.0000%  | 0.0000% | $25815.89          | $22997.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786737 C | 2052-03-20      | 3.0000%  | 0.0000% | $8036820.38        | $7055307.62        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786646 C | 2050-07-20      | 3.5000%  | 0.0000% | $2359648.48        | $2192018.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786535 C | 2053-02-20      | 5.5000%  | 0.0000% | $9847.49           | $9967.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787227 C | 2052-03-20      | 3.0000%  | 0.0000% | $12931.39          | $11491.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4299 C | 2065-11-20      | 7.0000%  | 0.0000% | $769998.64         | $808106.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 544328 C | 2041-08-20      | 4.5000%  | 0.0000% | $17313.12          | $17037.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  | 0.0000% | $11921.41          | $12272.48          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  | 0.0000% | $461.74            | $474.91            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  | 0.0000% | $82.38             | $84.16             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  | 0.0000% | $2562.36           | $2611.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  | 0.0000% | $442.87            | $450.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  | 0.0000% | $638.17            | $650.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  | 0.0000% | $371.09            | $377.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  | 0.0000% | $189.82            | $196.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  | 0.0000% | $770.22            | $794.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  | 0.0000% | $685.50            | $709.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  | 0.0000% | $810.10            | $825.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  | 0.0000% | $231.77            | $236.06            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  | 0.0000% | $245.06            | $255.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  | 0.0000% | $169.96            | $173.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  | 0.0000% | $371.62            | $384.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  | 0.0000% | $330.11            | $337.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  | 0.0000% | $1106.18           | $1138.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  | 0.0000% | $1904.98           | $1963.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  | 0.0000% | $87.91             | $90.92             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  | 0.0000% | $945945.53         | $848606.79         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  | 0.0000% | $183348.99         | $172290.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  | 0.0000% | $749600.74         | $785307.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3657 C | 2065-11-20      | 7.0000%  | 0.0000% | $114549.34         | $120218.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  | 0.0000% | $652.56            | $619.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  | 0.0000% | $367270.15         | $351471.41         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  | 0.0000% | $9836.34           | $9674.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  | 0.0000% | $227082.71         | $197351.30         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  | 0.0000% | $2948.77           | $2980.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  | 0.0000% | $13590.16          | $12190.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  | 0.0000% | $4789.15           | $4710.48           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  | 0.0000% | $10901.59          | $11064.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  | 0.0000% | $79571.06          | $83505.50          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  | 0.0000% | $368573.25         | $378324.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI8449 C | 2065-03-20      | 7.0000%  | 0.0000% | $160983.21         | $168950.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  | 0.0000% | $867792.70         | $910739.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1977 C | 2065-08-20      | 7.0000%  | 0.0000% | $324236.65         | $340283.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  | 0.0000% | $218648.08         | $229063.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9775 C | 2065-02-20      | 6.5000%  | 0.0000% | $491926.64         | $515358.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  | 0.0000% | $345374.20         | $362466.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH7931 C | 2055-02-20      | 6.0000%  | 0.0000% | $185950.36         | $191290.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  | 0.0000% | $391608.80         | $401256.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  | 0.0000% | $51577.70          | $54130.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4303 C | 2065-02-20      | 7.0000%  | 0.0000% | $221013.17         | $231712.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  | 0.0000% | $520656.91         | $546212.14         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  | 0.0000% | $71.37             | $72.73             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  | 0.0000% | $1278.64           | $1273.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  | 0.0000% | $236.54            | $246.31            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  | 0.0000% | $56733.42          | $56300.10          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  | 0.0000% | $74179.30          | $73559.70          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  | 0.0000% | $4924.41           | $4935.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 742507 X | 2040-08-15      | 4.5000%  | 0.0000% | $16283.86          | $16157.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  | 0.0000% | $27956.25          | $27021.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  | 0.0000% | $2658.73           | $2653.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  | 0.0000% | $14341.80          | $13467.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  | 0.0000% | $733.04            | $704.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  | 0.0000% | $118790.62         | $112213.23         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  | 0.0000% | $701.54            | $714.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  | 0.0000% | $148687.42         | $140206.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  | 0.0000% | $40164.27          | $37717.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  | 0.0000% | $50877.68          | $46436.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  | 0.0000% | $12740.30          | $12034.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  | 0.0000% | $103918.95         | $109061.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  | 0.0000% | $129415.85         | $132603.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  | 0.0000% | $121894.95         | $127922.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  | 0.0000% | $91716.19          | $93975.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  | 0.0000% | $315117.15         | $322878.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  | 0.0000% | $153481.23         | $161070.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  | 0.0000% | $178509.44         | $182906.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  | 0.0000% | $916066.78         | $961361.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0940 M | 2056-02-20      | 7.0000%  | 0.0000% | $6852264.75        | $7170403.98        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0937 M | 2056-02-20      | 5.5000%  | 0.0000% | $11200959.13       | $11333055.77       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  | 0.0000% | $64993593.02       | $66515418.00       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  | 0.0000% | $2220004.86        | $2225464.59        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  | 0.0000% | $2758.19           | $2483.08           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  | 0.0000% | $10743.73          | $9798.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  | 0.0000% | $127154.47         | $125065.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  | 0.0000% | $30782.27          | $32304.29          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  | 0.0000% | $401118.19         | $420951.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  | 0.0000% | $157325.07         | $165111.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  | 0.0000% | $287494.08         | $301709.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  | 0.0000% | $113952.61         | $119587.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  | 0.0000% | $26085.96          | $27375.77          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  | 0.0000% | $370484.86         | $380286.41         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  | 0.0000% | $1888.29           | $1693.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  | 0.0000% | $5377.60           | $5233.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5320 M | 2048-07-20      | 4.0000%  | 0.0000% | $35881.80          | $33191.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  | 0.0000% | $7085.35           | $6676.87           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  | 0.0000% | $340847.83         | $357084.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0029 C | 2066-02-20      | 6.0000%  | 0.0000% | $136951.70         | $140575.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6548 C | 2065-12-20      | 6.0000%  | 0.0000% | $294627.89         | $302422.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7195 C | 2066-01-20      | 7.0000%  | 0.0000% | $157555.83         | $165353.32         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  | 0.0000% | $12199.90          | $11456.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  | 0.0000% | $11134.26          | $10508.48          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  | 0.0000% | $15586.68          | $14636.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  | 0.0000% | $8874.74           | $8328.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  | 0.0000% | $2166.22           | $2153.62           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  | 0.0000% | $109927.56         | $103398.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  | 0.0000% | $141332.02         | $148326.59         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  | 0.0000% | $55588.57          | $52351.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  | 0.0000% | $109474.26         | $102869.75         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  | 0.0000% | $21647.55          | $20327.99          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  | 0.0000% | $52316.98          | $49096.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  | 0.0000% | $1120.79           | $1077.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  | 0.0000% | $825.78            | $793.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  | 0.0000% | $1279.19           | $1258.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  | 0.0000% | $419.52            | $424.68            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  | 0.0000% | $110562.27         | $109465.96         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  | 0.0000% | $42185.99          | $41647.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  | 0.0000% | $1216.53           | $1202.08           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  | 0.0000% | $95633.48          | $94433.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7115 C | 2065-08-20      | 6.5000%  | 0.0000% | $484857.36         | $508830.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6124 C | 2065-06-20      | 6.0000%  | 0.0000% | $461233.77         | $472596.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  | 0.0000% | $160265.91         | $164214.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  | 0.0000% | $169370.21         | $173542.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  | 0.0000% | $163591.57         | $171680.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  | 0.0000% | $879751.83         | $923291.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  | 0.0000% | $332150.46         | $348573.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  | 0.0000% | $260255.99         | $266666.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  | 0.0000% | $150332.85         | $154036.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4086 C | 2065-06-20      | 6.0000%  | 0.0000% | $527329.08         | $540319.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  | 0.0000% | $332122.70         | $340304.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  | 0.0000% | $149226.39         | $156604.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  | 0.0000% | $30180.48          | $28439.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1412 C | 2065-06-20      | 6.0000%  | 0.0000% | $73656.56          | $75828.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0492 C | 2065-05-20      | 6.0000%  | 0.0000% | $451865.27         | $462996.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  | 0.0000% | $119911.52         | $125840.63         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  | 0.0000% | $27768.55          | $24908.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  | 0.0000% | $105270.70         | $106107.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  | 0.0000% | $275870.38         | $289510.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM3465 C | 2065-09-20      | 6.5000%  | 0.0000% | $128800.57         | $134935.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3462 C | 2055-02-20      | 7.0000%  | 0.0000% | $141387.55         | $148023.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN0753 C | 2065-10-20      | 6.5000%  | 0.0000% | $1018851.90        | $1070843.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  | 0.0000% | $786812.06         | $825715.72         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  | 0.0000% | $427.43            | $435.52            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  | 0.0000% | $76.72             | $77.07             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  | 0.0000% | $1728.54           | $1800.08           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  | 0.0000% | $79.04             | $81.05             | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3937 C | 2065-09-20      | 6.5000%  | 0.0000% | $72539.29          | $76126.04          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  | 0.0000% | $257608.37         | $270345.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0077 C | 2066-02-20      | 6.5000%  | 0.0000% | $69424.65          | $72731.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  | 0.0000% | $410588.98         | $430891.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  | 0.0000% | $192434.59         | $197175.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7513 C | 2065-12-20      | 6.5000%  | 0.0000% | $1201837.60        | $1260825.79        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  | 0.0000% | $371542.05         | $381625.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  | 0.0000% | $247432.45         | $259677.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0992 M | 2056-03-20      | 3.0000%  | 0.0000% | $1964967.56        | $1753179.43        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0261 C | 2066-03-20      | 6.0000%  | 0.0000% | $1074783.73        | $1103219.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  | 0.0000% | $9155466.00        | $9520836.23        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0264 C | 2066-02-20      | 7.0000%  | 0.0000% | $157232.05         | $165013.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  | 0.0000% | $206868.10         | $217106.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3931 C | 2065-10-20      | 6.5000%  | 0.0000% | $274933.23         | $288527.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  | 0.0000% | $3245417.50        | $3400008.63        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  | 0.0000% | $689115.99         | $723189.10         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  | 0.0000% | $56588.25          | $59388.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  | 0.0000% | $219409.71         | $230258.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  | 0.0000% | $272185.91         | $285644.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  | 0.0000% | $504556.36         | $516986.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  | 0.0000% | $278653.56         | $285517.91         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  | 0.0000% | $46497.87          | $45729.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  | 0.0000% | $179504.52         | $144355.50         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  | 0.0000% | $54211.60          | $50974.21          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  | 0.0000% | $254355.81         | $243144.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  | 0.0000% | $114168.94         | $97349.49          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  | 0.0000% | $158846.04         | $150050.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  | 0.0000% | $296.43            | $301.30            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610448 X | 2033-08-15      | 5.5000%  | 0.0000% | $2403.57           | $2419.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  | 0.0000% | $174.84            | $175.98            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  | 0.0000% | $4817.35           | $4879.68           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005201 M | 2041-10-20      | 4.0000%  | 0.0000% | $116.52            | $109.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  | 0.0000% | $95.56             | $90.06             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  | 0.0000% | $123.44            | $116.33            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  | 0.0000% | $25548.02          | $24076.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  | 0.0000% | $14912.17          | $14053.56          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  | 0.0000% | $20405.38          | $20383.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  | 0.0000% | $75.03             | $75.90             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  | 0.0000% | $480.57            | $508.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  | 0.0000% | $1446.49           | $1523.27           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  | 0.0000% | $457.53            | $465.91            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  | 0.0000% | $1989.60           | $2062.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  | 0.0000% | $128.75            | $128.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5878 C | 2042-12-20      | 3.0000%  | 0.0000% | $82810.50          | $74550.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  | 0.0000% | $23962.32          | $22952.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  | 0.0000% | $265739.06         | $265421.14         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  | 0.0000% | $35736.74          | $36541.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9952 M | 2054-10-20      | 5.5000%  | 0.0000% | $2115.48           | $2111.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9951 M | 2054-10-20      | 5.0000%  | 0.0000% | $626.63            | $617.82            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5342 C | 2065-10-20      | 7.0000%  | 0.0000% | $358187.01         | $375913.45         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  | 0.0000% | $117145.93         | $110000.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  | 0.0000% | $956580.94         | $1002146.40        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  | 0.0000% | $77633.69          | $79545.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  | 0.0000% | $71092.60          | $74607.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  | 0.0000% | $290508.85         | $298194.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  | 0.0000% | $128879.79         | $135257.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7307 M | 2051-04-20      | 4.0000%  | 0.0000% | $1254.07           | $1160.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  | 0.0000% | $160147.29         | $145699.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  | 0.0000% | $312746.45         | $287680.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3521 M | 2046-03-20      | 3.5000%  | 0.0000% | $348642.04         | $326522.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786231 C | 2052-06-20      | 4.0000%  | 0.0000% | $39408.33          | $37033.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7359 M | 2051-05-20      | 2.5000%  | 0.0000% | $14330.97          | $12072.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  | 0.0000% | $492561.65         | $504695.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  | 0.0000% | $297264.53         | $311424.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  | 0.0000% | $17009.50          | $16366.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8310 C | 2064-12-20      | 7.0000%  | 0.0000% | $79273.10          | $83196.27          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7654 C | 2065-03-20      | 6.0000%  | 0.0000% | $130042.30         | $133245.89         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  | 0.0000% | $791.15            | $800.29            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  | 0.0000% | $1408.63           | $1443.70           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  | 0.0000% | $348.20            | $356.23            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  | 0.0000% | $2738.88           | $2792.14           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  | 0.0000% | $5397.87           | $5507.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6210 M | 2049-10-20      | 3.5000%  | 0.0000% | $1190.77           | $1078.43           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  | 0.0000% | $60270.26          | $55752.18          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5112 M | 2033-04-20      | 4.0000%  | 0.0000% | $4356.49           | $4351.27           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  | 0.0000% | $74400.31          | $74490.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  | 0.0000% | $9067.85           | $7812.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE3864 C | 2064-07-20      | 7.0000%  | 0.0000% | $95637.57          | $100370.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  | 0.0000% | $129270.71         | $135668.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  | 0.0000% | $474075.56         | $497516.07         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  | 0.0000% | $1108.06           | $1064.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  | 0.0000% | $46244.79          | $43582.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  | 0.0000% | $131689.42         | $110938.64         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  | 0.0000% | $40123.83          | $39566.64          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  | 0.0000% | $5201.71           | $5173.19           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  | 0.0000% | $35043.63          | $33651.01          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  | 0.0000% | $112708.75         | $105944.16         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  | 0.0000% | $610287.68         | $600842.26         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  | 0.0000% | $992.59            | $987.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  | 0.0000% | $13449.15          | $12064.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  | 0.0000% | $113444.65         | $117408.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  | 0.0000% | $201103.83         | $202614.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  | 0.0000% | $1734.63           | $1794.36           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $1216407.27        | $1177251.12        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783976 M | 2043-04-20      | 3.5000%  | 0.0000% | $507.54            | $478.54            | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  | 0.0000% | $12283.01          | $12046.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784407 M | 2047-11-20      | 3.5000%  | 0.0000% | $5086.25           | $4752.27           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  | 0.0000% | $549.79            | $563.25            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  | 0.0000% | $82.89             | $84.42             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  | 0.0000% | $302.72            | $308.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  | 0.0000% | $105.87            | $107.81            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  | 0.0000% | $513.12            | $527.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  | 0.0000% | $7017.43           | $6417.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  | 0.0000% | $1500.10           | $1526.94           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  | 0.0000% | $107.49            | $110.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  | 0.0000% | $300.76            | $306.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  | 0.0000% | $276722.99         | $238165.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6864 M | 2050-09-20      | 2.0000%  | 0.0000% | $14105262.44       | $11643282.92       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  | 0.0000% | $3311.70           | $2883.63           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6588 M | 2050-04-20      | 2.5000%  | 0.0000% | $66757.78          | $56486.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  | 0.0000% | $14046.91          | $13515.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785713 C | 2051-10-20      | 2.5000%  | 0.0000% | $86578.23          | $74247.18          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786348 C | 2052-08-20      | 4.5000%  | 0.0000% | $334368.96         | $324301.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786339 C | 2052-09-20      | 5.0000%  | 0.0000% | $4426645.43        | $4467090.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785327 C | 2049-10-20      | 3.5000%  | 0.0000% | $3501.43           | $3221.90           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785307 C | 2050-09-20      | 4.0000%  | 0.0000% | $14129.73          | $13421.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784793 C | 2047-12-20      | 3.5000%  | 0.0000% | $560272.38         | $518964.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784648 M | 2048-11-20      | 3.0000%  | 0.0000% | $8397.82           | $7507.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786082 C | 2051-11-20      | 3.0000%  | 0.0000% | $28721.12          | $25315.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  | 0.0000% | $801315.56         | $839485.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4088 C | 2065-09-20      | 6.0000%  | 0.0000% | $146424.58         | $150298.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  | 0.0000% | $498213.81         | $522847.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  | 0.0000% | $98414.88          | $103280.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1203 C | 2065-08-20      | 6.5000%  | 0.0000% | $171774.69         | $179957.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  | 0.0000% | $124730.81         | $128030.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  | 0.0000% | $104256.19         | $109411.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7669 C | 2065-10-20      | 6.5000%  | 0.0000% | $778884.62         | $817397.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  | 0.0000% | $171836.56         | $180340.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4120 C | 2065-10-20      | 6.5000%  | 0.0000% | $300614.86         | $314934.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7624 C | 2065-10-20      | 6.5000%  | 0.0000% | $746143.93         | $783037.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  | 0.0000% | $289898.10         | $304232.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  | 0.0000% | $882424.93         | $926057.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  | 0.0000% | $343971.41         | $360979.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788471 M | 2048-03-20      | 3.0000%  | 0.0000% | $13345915.99       | $12055526.06       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0998 M | 2056-03-20      | 6.0000%  | 0.0000% | $51471395.76       | $52785460.49       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP9921 C | 2066-01-20      | 7.0000%  | 0.0000% | $68475.46          | $71864.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8770 C | 2065-11-20      | 6.5000%  | 0.0000% | $172685.24         | $181223.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6749 C | 2065-09-20      | 6.0000%  | 0.0000% | $72346.47          | $74260.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0686 M | 2055-10-20      | 5.5000%  | 0.0000% | $7511442.92        | $7584922.36        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  | 0.0000% | $93045.35          | $95194.29          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  | 0.0000% | $3498.20           | $3579.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  | 0.0000% | $9374.88           | $8536.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  | 0.0000% | $1015.00           | $940.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5906 M | 2034-05-20      | 4.0000%  | 0.0000% | $4584.01           | $4562.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  | 0.0000% | $4249.66           | $3910.27           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  | 0.0000% | $15895.95          | $15900.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  | 0.0000% | $108563.15         | $102071.11         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  | 0.0000% | $243542.64         | $255143.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  | 0.0000% | $1646574.98        | $1725009.03        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4296 C | 2065-11-20      | 6.0000%  | 0.0000% | $1021079.90        | $1048792.01        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  | 0.0000% | $1945.83           | $2059.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  | 0.0000% | $641477.70         | $656287.29         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  | 0.0000% | $244.31            | $254.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  | 0.0000% | $44520.08          | $44122.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  | 0.0000% | $88.92             | $92.11             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  | 0.0000% | $76.84             | $82.64             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  | 0.0000% | $362306.54         | $342058.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  | 0.0000% | $12584.84          | $12999.84          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  | 0.0000% | $349.03            | $361.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  | 0.0000% | $254.11            | $268.90            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  | 0.0000% | $74856.02          | $78147.96          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  | 0.0000% | $883.78            | $932.20            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  | 0.0000% | $23035.07          | $24046.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  | 0.0000% | $472.45            | $498.30            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  | 0.0000% | $94723.46          | $84975.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  | 0.0000% | $911.81            | $922.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  | 0.0000% | $3536.62           | $3648.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  | 0.0000% | $10456.47          | $11234.27          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  | 0.0000% | $996.56            | $1037.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  | 0.0000% | $1449.93           | $1501.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  | 0.0000% | $1973.06           | $2044.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  | 0.0000% | $2302515.11        | $2415528.69        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9034 C | 2065-08-20      | 7.0000%  | 0.0000% | $4542419.72        | $4767225.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9031 C | 2065-07-20      | 6.5000%  | 0.0000% | $318791.84         | $333977.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  | 0.0000% | $14829.04          | $14432.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  | 0.0000% | $236920.49         | $209603.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4116 M | 2046-12-20      | 3.0000%  | 0.0000% | $328916.75         | $290989.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4061 M | 2046-11-20      | 4.5000%  | 0.0000% | $18982.74          | $18475.30          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  | 0.0000% | $4440.60           | $4040.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3929 M | 2046-09-20      | 4.0000%  | 0.0000% | $8213.15           | $7739.76           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  | 0.0000% | $3176.64           | $2895.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  | 0.0000% | $12798.92          | $11672.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  | 0.0000% | $18021.86          | $17725.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  | 0.0000% | $9702.23           | $8843.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  | 0.0000% | $6037.07           | $5515.68           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  | 0.0000% | $5939.79           | $5873.86           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  | 0.0000% | $30606.52          | $27911.92          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  | 0.0000% | $2612.72           | $2451.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  | 0.0000% | $1583.51           | $1445.44           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  | 0.0000% | $4945.72           | $4510.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  | 0.0000% | $8357.90           | $7622.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  | 0.0000% | $5658.16           | $5167.12           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  | 0.0000% | $9808.39           | $9272.38           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  | 0.0000% | $131492.95         | $119915.79         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  | 0.0000% | $57780.19          | $54223.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  | 0.0000% | $13651.76          | $12819.51          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  | 0.0000% | $13657.84          | $12833.87          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  | 0.0000% | $11181.26          | $10541.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  | 0.0000% | $2693.34           | $2786.66           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3513 M | 2046-03-20      | 4.0000%  | 0.0000% | $1112.33           | $1048.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  | 0.0000% | $662750.24         | $694319.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  | 0.0000% | $307428.45         | $322517.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  | 0.0000% | $84507.49          | $88685.93          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF8601 C | 2055-01-20      | 6.0000%  | 0.0000% | $1077035.63        | $1111399.52        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF8220 C | 2064-11-20      | 5.5000%  | 0.0000% | $67974.64          | $68556.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF7159 C | 2064-12-20      | 6.5000%  | 0.0000% | $235573.81         | $247221.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  | 0.0000% | $58514.77          | $61407.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3859 C | 2064-10-20      | 6.0000%  | 0.0000% | $210950.30         | $216146.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  | 0.0000% | $128548.63         | $131715.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  | 0.0000% | $132947.69         | $136222.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  | 0.0000% | $91309.19          | $96319.84          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2227 C | 2064-08-20      | 7.5000%  | 0.0000% | $47614.22          | $49704.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  | 0.0000% | $88053.88          | $92407.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  | 0.0000% | $170806.96         | $175014.79         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  | 0.0000% | $135790.82         | $128272.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  | 0.0000% | $100315.55         | $94761.11          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  | 0.0000% | $459379.14         | $433815.77         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  | 0.0000% | $323770.08         | $304103.10         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  | 0.0000% | $140840.83         | $133003.37         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  | 0.0000% | $92947.93          | $85092.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  | 0.0000% | $60443.32          | $57158.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  | 0.0000% | $83154.91          | $78536.84          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  | 0.0000% | $13077.59          | $12267.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  | 0.0000% | $60711.77          | $55862.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  | 0.0000% | $106116.07         | $96955.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC3160 C | 2051-03-20      | 2.5000%  | 0.0000% | $441693.14         | $381593.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2294 M | 2044-10-20      | 4.0000%  | 0.0000% | $542.15            | $510.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  | 0.0000% | $3125.84           | $3042.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  | 0.0000% | $1920.77           | $1881.23           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  | 0.0000% | $130.40            | $127.96            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  | 0.0000% | $3666.44           | $3591.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1013 M | 2043-05-20      | 4.0000%  | 0.0000% | $73382.68          | $70556.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  | 0.0000% | $1333.09           | $1212.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0148 M | 2042-06-20      | 3.5000%  | 0.0000% | $11044.51          | $10049.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  | 0.0000% | $3120.77           | $2940.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  | 0.0000% | $11155.63          | $10910.81          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  | 0.0000% | $152.06            | $157.78            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  | 0.0000% | $1442.39           | $1474.50           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  | 0.0000% | $18860.06          | $19527.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  | 0.0000% | $91781.45          | $93064.40          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  | 0.0000% | $325.80            | $327.97            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  | 0.0000% | $764.18            | $720.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1961 M | 2029-06-20      | 3.5000%  | 0.0000% | $2878.01           | $2844.07           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  | 0.0000% | $2100.17           | $1910.79           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  | 0.0000% | $753280.58         | $632714.50         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  | 0.0000% | $15843.11          | $14876.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8476 M | 2052-12-20      | 2.5000%  | 0.0000% | $102910.50         | $86439.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  | 0.0000% | $248105.20         | $207783.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  | 0.0000% | $219907.59         | $184710.79         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786916 C | 2053-08-20      | 5.5000%  | 0.0000% | $43886.13          | $44783.75          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  | 0.0000% | $1004229.04        | $903214.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785170 C | 2050-05-20      | 5.0000%  | 0.0000% | $20440.86          | $20353.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  | 0.0000% | $898838.84         | $943282.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0353 M | 2055-05-20      | 5.5000%  | 0.0000% | $3291850.54        | $3299946.30        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  | 0.0000% | $277121.45         | $290836.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9306 C | 2065-01-20      | 6.5000%  | 0.0000% | $359971.48         | $377770.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  | 0.0000% | $384411.08         | $403418.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM1750 C | 2065-09-20      | 6.5000%  | 0.0000% | $143119.33         | $149936.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  | 0.0000% | $756050.95         | $774676.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  | 0.0000% | $159410.52         | $123818.72         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  | 0.0000% | $3176.03           | $3249.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  | 0.0000% | $1724.14           | $1752.51           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  | 0.0000% | $1640.40           | $1639.45           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  | 0.0000% | $5989.60           | $5462.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  | 0.0000% | $2102.19           | $1917.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  | 0.0000% | $4798.43           | $4505.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  | 0.0000% | $18195.40          | $17907.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  | 0.0000% | $74510.99          | $74871.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  | 0.0000% | $2997.26           | $2978.21           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  | 0.0000% | $149070.29         | $152742.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  | 0.0000% | $442040.08         | $463096.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4144 C | 2064-12-20      | 7.0000%  | 0.0000% | $340491.10         | $356974.72         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  | 0.0000% | $451149.93         | $459658.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  | 0.0000% | $596.23            | $594.74            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  | 0.0000% | $519.70            | $528.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  | 0.0000% | $810.42            | $804.12            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  | 0.0000% | $123236.41         | $126831.75         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  | 0.0000% | $12510.36          | $12864.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  | 0.0000% | $34106.48          | $33663.93          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  | 0.0000% | $217231.36         | $205142.94         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  | 0.0000% | $51080.23          | $50405.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  | 0.0000% | $8232.94           | $7763.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  | 0.0000% | $313316.06         | $328808.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ3705 C | 2066-01-20      | 7.0000%  | 0.0000% | $158306.30         | $166141.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  | 0.0000% | $4269110.30        | $4382053.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4669 C | 2056-02-20      | 6.5000%  | 0.0000% | $208055.85         | $219719.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  | 0.0000% | $186290.06         | $195501.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  | 0.0000% | $472329.17         | $495683.80         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  | 0.0000% | $195510.79         | $205177.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7550 C | 2065-10-20      | 6.5000%  | 0.0000% | $458092.46         | $480743.15         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9543 C | 2065-11-20      | 6.0000%  | 0.0000% | $91759.94          | $94020.44          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  | 0.0000% | $202980.73         | $213017.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8096 C | 2066-02-20      | 5.5000%  | 0.0000% | $97535.39          | $98430.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  | 0.0000% | $149707.46         | $157109.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  | 0.0000% | $224598.82         | $235704.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP7521 C | 2065-07-20      | 7.0000%  | 0.0000% | $26415.88          | $27469.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9909 C | 2065-09-20      | 6.5000%  | 0.0000% | $448019.86         | $470172.50         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  | 0.0000% | $7931.31           | $7383.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  | 0.0000% | $18496.73          | $18126.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  | 0.0000% | $1576.70           | $1479.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  | 0.0000% | $7156.17           | $6965.65           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  | 0.0000% | $12835.71          | $11953.36          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  | 0.0000% | $9628.98           | $9598.72           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  | 0.0000% | $7996.79           | $7779.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  | 0.0000% | $22227.37          | $19939.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $810657.45         | $726932.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  | 0.0000% | $263146.87         | $269629.49         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  | 0.0000% | $593.98            | $563.68            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  | 0.0000% | $125890.20         | $101566.15         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  | 0.0000% | $7156.43           | $7166.49           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  | 0.0000% | $129711.24         | $104489.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  | 0.0000% | $98191.28          | $82232.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785306 C | 2050-09-20      | 3.5000%  | 0.0000% | $52722.85          | $49339.45          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  | 0.0000% | $1747.67           | $1646.91           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  | 0.0000% | $103.98            | $106.43            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  | 0.0000% | $17309.97          | $17883.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  | 0.0000% | $1655573.57        | $1737434.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6698 C | 2055-10-20      | 6.0000%  | 0.0000% | $380948.90         | $394548.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  | 0.0000% | $75682.82          | $79428.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  | 0.0000% | $70111.09          | $73958.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  | 0.0000% | $122017.50         | $128050.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DC5590 C | 2064-06-20      | 7.5000%  | 0.0000% | $65370.07          | $68239.62          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CZ5349 C | 2063-12-20      | 8.0000%  | 0.0000% | $155806.03         | $164877.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  | 0.0000% | $176782.91         | $176173.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  | 0.0000% | $47123.92          | $49220.66          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR3825 X | 2053-03-15      | 7.0000%  | 0.0000% | $431209.76         | $456269.23         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  | 0.0000% | $120620.86         | $128775.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  | 0.0000% | $438513.39         | $372829.49         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  | 0.0000% | $279583.55         | $271526.51         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  | 0.0000% | $15057.55          | $15159.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  | 0.0000% | $132581.07         | $124437.37         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  | 0.0000% | $44776.25          | $44763.43          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  | 0.0000% | $15565.99          | $15600.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  | 0.0000% | $95462.24          | $95011.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  | 0.0000% | $6502.03           | $6395.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  | 0.0000% | $1202.75           | $1192.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  | 0.0000% | $179658.01         | $161171.20         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  | 0.0000% | $182537.79         | $162835.57         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  | 0.0000% | $152759.02         | $149031.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  | 0.0000% | $64302.89          | $60742.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  | 0.0000% | $3803.71           | $3393.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  | 0.0000% | $18165.42          | $16765.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  | 0.0000% | $18913.79          | $18893.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  | 0.0000% | $20924.38          | $19427.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  | 0.0000% | $21860.14          | $20174.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  | 0.0000% | $428.68            | $438.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  | 0.0000% | $1766.91           | $1820.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  | 0.0000% | $75.17             | $76.56             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  | 0.0000% | $3299.16           | $3171.69           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  | 0.0000% | $611.20            | $628.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  | 0.0000% | $1087.51           | $1107.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  | 0.0000% | $80.24             | $81.70             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  | 0.0000% | $508.09            | $520.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  | 0.0000% | $183.81            | $189.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  | 0.0000% | $362.09            | $366.65            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  | 0.0000% | $410.56            | $422.99            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  | 0.0000% | $844.47            | $856.90            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  | 0.0000% | $112.72            | $115.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  | 0.0000% | $84458.51          | $81054.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  | 0.0000% | $1039.34           | $1052.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $54836366.53       | $45218872.12       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  | 0.0000% | $103368.65         | $87079.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  | 0.0000% | $34248.56          | $31684.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7523 M | 2051-08-20      | 2.0000%  | 0.0000% | $16925.07          | $13584.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  | 0.0000% | $3544.36           | $3279.01           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7254 M | 2051-03-20      | 2.0000%  | 0.0000% | $3684164.79        | $3038016.32        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  | 0.0000% | $401504.03         | $337240.23         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8087 M | 2052-06-20      | 2.0000%  | 0.0000% | $73756.33          | $59319.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  | 0.0000% | $35234836.72       | $30292422.67       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  | 0.0000% | $5642378.08        | $5632248.13        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7043 M | 2050-12-20      | 2.5000%  | 0.0000% | $138302.61         | $117021.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9189 C | 2065-04-20      | 7.0000%  | 0.0000% | $71636.02          | $75181.24          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ8928 C | 2066-01-20      | 6.5000%  | 0.0000% | $180526.13         | $188798.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  | 0.0000% | $415552.56         | $436118.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6143 C | 2055-12-20      | 7.5000%  | 0.0000% | $346811.09         | $374697.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  | 0.0000% | $238682.96         | $250484.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5267 C | 2065-11-20      | 7.0000%  | 0.0000% | $68907.30          | $72317.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  | 0.0000% | $120768.97         | $126521.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0310 C | 2065-07-20      | 7.0000%  | 0.0000% | $74209.82          | $77882.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  | 0.0000% | $141402.89         | $144886.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3741 C | 2065-11-20      | 6.5000%  | 0.0000% | $4469663.74        | $4690669.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0935 M | 2056-02-20      | 4.5000%  | 0.0000% | $7956229.35        | $7696617.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM7486 C | 2049-07-20      | 3.5000%  | 0.0000% | $14837.33          | $13580.80          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  | 0.0000% | $199640.86         | $204601.66         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  | 0.0000% | $115527.03         | $119477.44         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  | 0.0000% | $12399.68          | $12620.85          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  | 0.0000% | $9490719.20        | $9724523.07        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  | 0.0000% | $18011.96          | $18427.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  | 0.0000% | $720.99            | $735.30            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  | 0.0000% | $437.34            | $437.92            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  | 0.0000% | $764.19            | $760.60            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  | 0.0000% | $1083.99           | $1108.50           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785359 C | 2051-03-20      | 2.0000%  | 0.0000% | $3601.77           | $2955.02           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  | 0.0000% | $7097.56           | $6546.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  | 0.0000% | $61931.08          | $58740.97          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  | 0.0000% | $5643.17           | $5536.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  | 0.0000% | $132548.12         | $106773.57         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  | 0.0000% | $48896.49          | $49542.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  | 0.0000% | $9386.32           | $8998.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  | 0.0000% | $219.52            | $209.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  | 0.0000% | $15265.77          | $15063.29          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  | 0.0000% | $2970.02           | $2855.26           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  | 0.0000% | $57695.13          | $52712.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  | 0.0000% | $74477.12          | $75648.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  | 0.0000% | $45235.24          | $45454.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6531 M | 2050-03-20      | 3.0000%  | 0.0000% | $10949.99          | $9646.34           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6463 M | 2050-02-20      | 2.5000%  | 0.0000% | $9087.81           | $7723.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  | 0.0000% | $2778.04           | $2640.00           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  | 0.0000% | $1094182.44        | $929894.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7188 M | 2051-02-20      | 4.0000%  | 0.0000% | $1367.65           | $1265.26           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  | 0.0000% | $6558642.47        | $5193461.04        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  | 0.0000% | $17645.00          | $15364.17          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  | 0.0000% | $17681.74          | $17268.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  | 0.0000% | $4657.31           | $4240.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  | 0.0000% | $2546.19           | $2514.91           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  | 0.0000% | $36885.72          | $33559.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5518 M | 2048-10-20      | 4.0000%  | 0.0000% | $34138.56          | $31579.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  | 0.0000% | $15831.50          | $13946.45          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  | 0.0000% | $1657.74           | $1695.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  | 0.0000% | $6074.79           | $6236.13           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  | 0.0000% | $477.87            | $492.47            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  | 0.0000% | $5826.76           | $5816.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  | 0.0000% | $344.49            | $331.18            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  | 0.0000% | $4185.48           | $3988.65           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  | 0.0000% | $6168.57           | $5878.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  | 0.0000% | $367.14            | $352.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  | 0.0000% | $219.14            | $219.60            | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787489 C | 2054-07-20      | 5.5000%  | 0.0000% | $11789.78          | $11991.43          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  | 0.0000% | $13011.40          | $12923.87          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  | 0.0000% | $176561.75         | $166785.23         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  | 0.0000% | $30956.33          | $31090.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  | 0.0000% | $92.98             | $94.82             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  | 0.0000% | $290.42            | $296.89            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  | 0.0000% | $267.04            | $269.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  | 0.0000% | $2565.64           | $2589.32           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  | 0.0000% | $101.88            | $103.28            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  | 0.0000% | $107104.52         | $109795.02         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  | 0.0000% | $2727.32           | $2782.32           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  | 0.0000% | $76.03             | $78.31             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  | 0.0000% | $52346.80          | $54375.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  | 0.0000% | $5970.98           | $5685.81           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  | 0.0000% | $210873.29         | $177120.98         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  | 0.0000% | $26832.93          | $26882.22          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  | 0.0000% | $41817.87          | $39663.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  | 0.0000% | $3845.93           | $3772.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  | 0.0000% | $15380.36          | $14351.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  | 0.0000% | $80806.44          | $75570.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  | 0.0000% | $7800.67           | $7591.96           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  | 0.0000% | $30967.27          | $30138.74          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4770 M | 2047-10-20      | 4.0000%  | 0.0000% | $4848.83           | $4485.44           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  | 0.0000% | $8550.24           | $8321.52           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004880 M | 2040-12-20      | 4.5000%  | 0.0000% | $3200.41           | $3134.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  | 0.0000% | $3381.24           | $3133.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  | 0.0000% | $65041.98          | $65357.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  | 0.0000% | $413950.54         | $380137.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  | 0.0000% | $146462.31         | $151505.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785043 M | 2049-04-20      | 3.0000%  | 0.0000% | $378731.47         | $342788.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  | 0.0000% | $15113.15          | $13687.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5852 C | 2064-09-20      | 7.0000%  | 0.0000% | $386326.91         | $405445.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2806 C | 2065-06-20      | 6.0000%  | 0.0000% | $107225.39         | $109866.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  | 0.0000% | $37550.93          | $39407.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  | 0.0000% | $254114.81         | $260374.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004948 M | 2041-02-20      | 4.5000%  | 0.0000% | $231.39            | $226.63            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734270 C | 2041-03-20      | 4.5000%  | 0.0000% | $112992.59         | $110877.03         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  | 0.0000% | $187.39            | $185.78            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  | 0.0000% | $60510.25          | $58917.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9709 X | 2048-07-15      | 4.0000%  | 0.0000% | $3811.57           | $3711.14           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  | 0.0000% | $35585.19          | $34647.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  | 0.0000% | $4411.28           | $4311.53           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  | 0.0000% | $5224.13           | $5375.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7005 C | 2042-03-20      | 4.0000%  | 0.0000% | $309315.07         | $291528.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  | 0.0000% | $231928.76         | $213359.54         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  | 0.0000% | $2920.60           | $2905.46           | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN7408 C | 2050-12-20      | 2.5000%  | 0.0000% | $160582.89         | $136529.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  | 0.0000% | $238386.16         | $224392.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005304 M | 2042-02-20      | 3.5000%  | 0.0000% | $8231220.02        | $7799432.17        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  | 0.0000% | $136.01            | $137.09            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  | 0.0000% | $424.22            | $427.82            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  | 0.0000% | $706.85            | $713.22            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004260 M | 2038-10-20      | 6.0000%  | 0.0000% | $83.99             | $85.48             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  | 0.0000% | $351.34            | $348.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  | 0.0000% | $257.85            | $266.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  | 0.0000% | $40711.52          | $38353.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  | 0.0000% | $321.06            | $321.05            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005321 M | 2027-02-20      | 3.0000%  | 0.0000% | $2309.47           | $2299.78           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  | 0.0000% | $3191.08           | $2725.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5128 M | 2048-04-20      | 4.5000%  | 0.0000% | $2753.77           | $2680.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  | 0.0000% | $136053.67         | $128482.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  | 0.0000% | $202418.41         | $212853.42         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  | 0.0000% | $21104.40          | $18932.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  | 0.0000% | $659568.28         | $622864.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  | 0.0000% | $311496.07         | $300762.74         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  | 0.0000% | $107887.69         | $100951.77         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  | 0.0000% | $16092.19          | $16114.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  | 0.0000% | $993516.02         | $1042684.46        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  | 0.0000% | $296431.08         | $311101.56         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  | 0.0000% | $223.19            | $229.64            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  | 0.0000% | $47884.23          | $44937.37          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  | 0.0000% | $37667.37          | $35348.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  | 0.0000% | $10910.44          | $10286.48          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  | 0.0000% | $27838.47          | $26141.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  | 0.0000% | $12055.99          | $10970.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  | 0.0000% | $5183.12           | $4779.93           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  | 0.0000% | $3061.29           | $2990.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  | 0.0000% | $10120.22          | $8812.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  | 0.0000% | $37764.33          | $35632.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784559 C | 2047-09-20      | 3.5000%  | 0.0000% | $431091.61         | $399636.44         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  | 0.0000% | $75738.92          | $71237.43          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  | 0.0000% | $1207.51           | $1190.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  | 0.0000% | $1372.68           | $1394.09           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  | 0.0000% | $1808.68           | $1795.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  | 0.0000% | $240328.69         | $216180.70         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  | 0.0000% | $42528.42          | $40799.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP5873 C | 2065-12-20      | 6.0000%  | 0.0000% | $69703.49          | $71547.64          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP6203 C | 2066-03-20      | 6.0000%  | 0.0000% | $268719.10         | $275828.60         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4259 C | 2056-01-20      | 6.0000%  | 0.0000% | $346614.59         | $360618.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3782 C | 2065-12-20      | 6.5000%  | 0.0000% | $171929.44         | $180430.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  | 0.0000% | $52494.73          | $55090.37          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8366 C | 2065-07-20      | 7.0000%  | 0.0000% | $200119.65         | $210023.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  | 0.0000% | $75228.94          | $78952.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  | 0.0000% | $267932.31         | $274532.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  | 0.0000% | $1062.98           | $1080.29           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003711 M | 2035-05-20      | 5.5000%  | 0.0000% | $1277.13           | $1321.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  | 0.0000% | $4597.02           | $4594.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003172 M | 2031-12-20      | 6.0000%  | 0.0000% | $190.68            | $199.08            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  | 0.0000% | $118.74            | $124.11            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003108 M | 2031-07-20      | 7.0000%  | 0.0000% | $3657.65           | $3857.46           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  | 0.0000% | $10915.95          | $11197.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  | 0.0000% | $228.48            | $238.85            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  | 0.0000% | $533.78            | $552.07            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  | 0.0000% | $84.85             | $86.95             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  | 0.0000% | $38604.74          | $38370.68          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  | 0.0000% | $89.52             | $85.90             | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  | 0.0000% | $108841.83         | $112016.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  | 0.0000% | $264644.52         | $269758.60         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  | 0.0000% | $9511.10           | $9730.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  | 0.0000% | $593292.60         | $601963.97         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  | 0.0000% | $492883.34         | $504266.81         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  | 0.0000% | $32995.91          | $33478.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  | 0.0000% | $144295.69         | $129801.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  | 0.0000% | $5868.47           | $5530.13           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  | 0.0000% | $40069.65          | $39001.27          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  | 0.0000% | $3760.66           | $3468.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  | 0.0000% | $223952.30         | $235025.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  | 0.0000% | $106707.31         | $111983.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  | 0.0000% | $148440.65         | $142464.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4393 C | 2064-11-20      | 6.5000%  | 0.0000% | $86585.02          | $91336.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5982 C | 2055-10-20      | 6.5000%  | 0.0000% | $1039506.08        | $1097781.49        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  | 0.0000% | $7147.94           | $7612.75           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  | 0.0000% | $13997.08          | $13196.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  | 0.0000% | $5212.27           | $4766.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  | 0.0000% | $13227.17          | $12470.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  | 0.0000% | $1078.51           | $1073.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  | 0.0000% | $20540.19          | $18898.82          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  | 0.0000% | $199359.72         | $178842.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  | 0.0000% | $36219.28          | $28816.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  | 0.0000% | $2197.32           | $2075.66           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  | 0.0000% | $182526.74         | $172420.29         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  | 0.0000% | $11232.57          | $11036.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  | 0.0000% | $561799.54         | $589576.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3352 C | 2055-05-20      | 6.0000%  | 0.0000% | $1299098.30        | $1332935.91        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  | 0.0000% | $1212778.58        | $1272799.39        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  | 0.0000% | $1584.41           | $1665.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  | 0.0000% | $114.13            | $119.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  | 0.0000% | $55848.83          | $58234.70          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  | 0.0000% | $1133.88           | $1148.56           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  | 0.0000% | $460715.90         | $467450.03         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  | 0.0000% | $2613.51           | $2496.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  | 0.0000% | $17807.26          | $18139.66          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  | 0.0000% | $1259.55           | $1266.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 706022 X | 2039-01-15      | 5.0000%  | 0.0000% | $289.96            | $295.42            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  | 0.0000% | $2588.39           | $2648.15           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  | 0.0000% | $87452.13          | $89471.11          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  | 0.0000% | $5374.86           | $5473.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  | 0.0000% | $52682.96          | $49599.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  | 0.0000% | $103.40            | $110.44            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  | 0.0000% | $523.18            | $533.94            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  | 0.0000% | $1071.38           | $1119.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  | 0.0000% | $255.95            | $252.83            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  | 0.0000% | $8599.89           | $8775.66           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  | 0.0000% | $1297.35           | $1323.94           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  | 0.0000% | $2955.23           | $3015.36           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  | 0.0000% | $519.19            | $529.28            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  | 0.0000% | $1299.00           | $1324.07           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  | 0.0000% | $1214.47           | $1236.30           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  | 0.0000% | $597.42            | $604.10            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  | 0.0000% | $8711.88           | $8920.28           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 780672 M | 2027-11-20      | 7.0000%  | 0.0000% | $4604.80           | $4769.48           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  | 0.0000% | $2044.03           | $2092.39           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  | 0.0000% | $189.88            | $192.55            | Agency Mortgage-Backed Securities  |
| USTR TRFR AX 01/31/28 | 2028-01-31      | 3.7524%  | 0.0000% | $39868313.52       | $40099734.66       | U.S. Treasuries (including strips) |

### Security 149: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GCHZ3, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1GCHZ3_3.71_0407
- **C.18 - Value (incl. sponsor support):** $147000000.00
- **C.18.a - Value (excl. sponsor support):** $147000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $88166912.54       | $86871740.60       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN X 30  | 2030-04-15      | 1.6250%  | 0.0000% | $6808327.97        | $6923949.43        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $5929830.51        | $6171981.82        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $4984436.14        | $5118602.20        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $2541355.93        | $2566151.60        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | 0.0000% | $4983050.85        | $5039728.97        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $19.93             | $19.83             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $2527702.37        | $2215410.82        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $796690.17         | $695765.69         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $503636.95         | $437130.52         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $1276595.27        | $1214569.31        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $99661.02          | $96186.20          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 56    | 2056-02-15      | 4.7500%  | 0.0000% | $2941694.24        | $2886988.96        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 3.8354%  | 0.0000% | $111620.34         | $112371.62         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $7146472.27        | $7384298.23        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $57675.90          | $59002.76          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $2312.14           | $2289.79           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | 0.0000% | $3772368.81        | $3708662.57        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | 0.0000% | $18152018.44       | $19012480.88       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $2491515.46        | $2281316.77        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citibank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1GFSE1, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1GFSE1_3.66_0401
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 5.3100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | 0.0000% | $1300100.00        | $1330128.51        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $11204500.00       | $11866238.33       | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | 0.0000% | $231400.00         | $241088.00         | U.S. Treasuries (including strips) |
| USTR BILL 09/24/26    | 2026-09-24      | 0.0000%  | 0.0000% | $800.00            | $786.00            | U.S. Treasuries (including strips) |
| USTR BILL 06/02/26    | 2026-06-02      | 0.0000%  | 0.0000% | $12000.00          | $11925.44          | U.S. Treasuries (including strips) |
| USTR BILL 04/14/26    | 2026-04-14      | 0.0000%  | 0.0000% | $345000.00         | $344547.71         | U.S. Treasuries (including strips) |
| USTR BILL 06/04/26    | 2026-06-04      | 0.0000%  | 0.0000% | $513500.00         | $510203.33         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | 0.0000% | $2632200.00        | $2618335.18        | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $4790900.00        | $4808020.51        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $2000.00           | $1931.80           | U.S. Treasuries (including strips) |
| USTR BILL 05/21/26    | 2026-05-21      | 0.0000%  | 0.0000% | $334700.00         | $333014.79         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | 0.0000% | $8531000.00        | $8078911.39        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | 0.0000% | $2400.00           | $2509.96           | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | 0.0000% | $5002200.00        | $5277069.67        | U.S. Treasuries (including strips) |
| USTR BILL 06/30/26    | 2026-06-30      | 0.0000%  | 0.0000% | $1000.00           | $990.89            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | 0.0000% | $800.00            | $783.14            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | 0.0000% | $2607000.00        | $2655188.38        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | 0.0000% | $1560300.00        | $1499560.04        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | 0.0000% | $634000.00         | $567838.30         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $500.00            | $517.17            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | 0.0000% | $16159000.00       | $10082307.97       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $1536200.00        | $1453227.53        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $800.00            | $742.40            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | 0.0000% | $11643700.00       | $7043562.97        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | 0.0000% | $368600.00         | $346183.48         | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $58400.00          | $58207.44          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1019.91           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $112900.00         | $111834.03         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | 0.0000% | $300.00            | $302.69            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $1254400.00        | $1266679.40        | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $323900.00         | $322037.35         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE U 31  | 2031-01-31      | 3.7500%  | 0.0000% | $305100.00         | $304353.38         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | 0.0000% | $2485800.00        | $2410154.62        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | 0.0000% | $173500.00         | $164927.12         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $22068000.00       | $21995705.23       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | 0.0000% | $1714900.00        | $1712869.56        | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $102.06            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | 0.0000% | $2582600.00        | $2618138.17        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $952200.00         | $962875.44         | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $107.55            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $400.00            | $411.32            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | 0.0000% | $49684000.00       | $49552393.64       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | 0.0000% | $536900.00         | $510640.03         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $27998900.00       | $31115840.11       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $27199900.00       | $27373426.10       | U.S. Treasuries (including strips) |
| USTR BILL 05/28/26    | 2026-05-28      | 0.0000%  | 0.0000% | $200.00            | $198.85            | U.S. Treasuries (including strips) |
| USTR BILL 04/09/26    | 2026-04-09      | 0.0000%  | 0.0000% | $800.00            | $799.36            | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $21639800.00       | $18871523.09       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-11-15      | 3.0000%  | 0.0000% | $724600.00         | $555308.60         | U.S. Treasuries (including strips) |
| USTR BILL 09/10/26    | 2026-09-10      | 0.0000%  | 0.0000% | $9100.00           | $8952.79           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | 0.0000% | $200.00            | $196.94            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | 0.0000% | $275100.00         | $272752.51         | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $16162600.00       | $10240001.41       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | 0.0000% | $1223600.00        | $763764.27         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.31             | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | 0.0000% | $72023000.00       | $53360839.94       | U.S. Treasuries (including strips) |
| USTR 3 BOND 44        | 2044-11-15      | 3.0000%  | 0.0000% | $65709000.00       | $51018814.61       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $1043300.00        | $821085.80         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | 0.0000% | $32870000.00       | $26419503.85       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42        | 2042-05-15      | 3.0000%  | 0.0000% | $1200.00           | $968.65            | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.93             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.78             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $208.37            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | 0.0000% | $76755200.00       | $75206316.96       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $4000.00           | $4000.64           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | 0.0000% | $500.00            | $505.57            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  | 0.0000% | $1558900.00        | $1585611.24        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $4516700.00        | $4470168.96        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $293197000.00      | $290746289.39      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | 0.0000% | $214228000.00      | $214222520.02      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | 0.0000% | $35700.00          | $35846.83          | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $3568400.00        | $3542534.36        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $15610900.00       | $15452903.81       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | 0.0000% | $12979000.00       | $12274449.33       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $7800200.00        | $7805964.30        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | 0.0000% | $200.00            | $197.57            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | 0.0000% | $1200.00           | $1137.71           | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $4478300.00        | $3980425.02        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $3737100.00        | $3540790.92        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | 0.0000% | $128200.00         | $120499.60         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $93.90             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $25925300.00       | $25620439.04       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | 0.0000% | $300.00            | $297.20            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $41700.00          | $41489.89          | U.S. Treasuries (including strips) |
| USTR BILL 11/27/26    | 2026-11-27      | 0.0000%  | 0.0000% | $1900.00           | $1855.29           | U.S. Treasuries (including strips) |
| USTR BILL 05/07/26    | 2026-05-07      | 0.0000%  | 0.0000% | $30200.00          | $30090.16          | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26    | 2026-05-14      | 0.0000%  | 0.0000% | $557600.00         | $555178.34         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | 0.0000% | $18600.00          | $18505.70          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AJ 29 | 2029-01-15      | 3.5000%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | 0.0000% | $4300.00           | $4303.11           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 32  | 2032-12-31      | 3.8750%  | 0.0000% | $8625700.00        | $8581743.24        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $151161400.00      | $151459234.47      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $1344400.00        | $1326692.91        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | 0.0000% | $200.00            | $203.47            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | 0.0000% | $66000.00          | $67255.88          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $300.00            | $307.64            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | 0.0000% | $33419100.00       | $34034751.99       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $1000.00           | $980.93            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $944100.00         | $947286.35         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | 0.0000% | $264400.00         | $266882.33         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | 0.0000% | $18600900.00       | $18893756.78       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $1600.00           | $1636.94           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | 0.0000% | $6748900.00        | $6869235.30        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | 0.0000% | $3407000.00        | $3478993.13        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | 0.0000% | $613700.00         | $618789.41         | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  | 0.0000% | $89445500.00       | $88627778.37       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29      | 2029-01-31      | 4.0000%  | 0.0000% | $5419500.00        | $5478959.16        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | 0.0000% | $49679000.00       | $51528751.73       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $100.00            | $102.56            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $47428900.00       | $48770426.44       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | 0.0000% | $700.00            | $731.45            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $16201900.00       | $16421226.19       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $20000.00          | $20057.10          | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  | 0.0000% | $9415200.00        | $5378705.47        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $34921900.00       | $22653897.50       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $400.00            | $396.47            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $157800.00         | $156342.98         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $500.00            | $506.37            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $400.00            | $406.70            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32      | 2032-04-30      | 4.0000%  | 0.0000% | $1383500.00        | $1401192.31        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1015.38           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | 0.0000% | $1000.00           | $1023.92           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $305.85            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | 0.0000% | $36266200.00       | $36779051.15       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $300.00            | $308.37            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $12074900.00       | $11521435.95       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | 0.0000% | $76800.00          | $76851.64          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | 0.0000% | $320200.00         | $303446.77         | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $94.98             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $2101000.00        | $2053523.05        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $9905600.00        | $9081832.52        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $11520500.00       | $11336376.50       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $151500.00         | $141276.50         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | 0.0000% | $5884100.00        | $5843391.75        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $1000.00           | $994.28            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $4960500.00        | $4872488.21        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $700.00            | $687.10            | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $12340300.00       | $12257733.58       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 46    | 2046-02-15      | 4.6250%  | 0.0000% | $29105800.00       | $28200276.27       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $1000.00           | $991.32            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $1600.00           | $1580.20           | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | 0.0000% | $187895700.00      | $178227842.34      | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | 0.0000% | $45300000.00       | $40429885.10       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  | 0.0000% | $7315100.00        | $6724029.86        | U.S. Treasuries (including strips) |

### Security 151: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 3.670000%
- **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: ARP1GFSH4, C.4 - ISIN: N/A, C.3 - LEI: 5493004GRDTUI7EMIZ82, C.5 - Other ID: ARP1GFSH4_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-140 MU | 2055-08-20      | 5.0000%  | 0.0000% | $3241470.34        | $3172934.86        | Agency Collateralized Mortgage Obligation |
| FHLB FHOR 22-27 I6    | 2027-10-28      | 2.0000%  | 0.0000% | $69444.44          | $68015.28          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-26 ZW    | 2026-10-28      | 2.2500%  | 0.0000% | $69444.44          | $69461.98          | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-27 T5    | 2027-02-18      | 2.6000%  | 0.0000% | $300000.00         | $297720.77         | Agency Debentures and Agency Strips       |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $5555555.56        | $5608850.37        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $1138611.11        | $1132125.21        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | 0.0000% | $50704972.22       | $51791341.38       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | 0.0000% | $23544166.67       | $23875625.28       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $277.78            | $283.98            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | 0.0000% | $143710222.22      | $145687222.31      | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $6944444.44        | $7095113.18        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $1934500.00        | $1891012.33        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $14293833.33       | $14367098.65       | U.S. Treasuries (including strips)        |

### Security 152: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.670000%
- **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: ARP1GFSM3, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1GFSM3_3.67_0401
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 10.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corporation ("FICC") - BNYM

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $43988.75          | $44206.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  | 0.0000% | $39612.11          | $39315.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $118103.85         | $109357.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9506 | 2053-12-01      | 4.5000%  | 0.0000% | $426521.99         | $412970.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9992 | 2053-10-01      | 6.0000%  | 0.0000% | $28692876.50       | $29834479.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3300 | 2053-06-01      | 5.5000%  | 0.0000% | $1451861.72        | $1467270.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | 0.0000% | $2519606.38        | $2042399.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM9327 | 2036-10-01      | 2.5000%  | 0.0000% | $518217.33         | $492619.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3416 | 2052-12-01      | 5.0000%  | 0.0000% | $110603.87         | $110578.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4424 | 2052-07-01      | 5.5000%  | 0.0000% | $970848.09         | $1000449.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $12173049.11       | $12443806.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $2311558.91        | $2246509.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $3572447.09        | $3277815.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $30314.28          | $28089.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3394 | 2052-04-01      | 2.0000%  | 0.0000% | $820180.95         | $660566.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3368 | 2052-04-01      | 3.0000%  | 0.0000% | $382511.75         | $336883.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | 0.0000% | $133784.70         | $123179.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $203800.54         | $186971.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFS6234 | 2032-05-01      | 1.5000%  | 0.0000% | $500839.06         | $473177.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6206 | 2053-10-01      | 5.5000%  | 0.0000% | $84721.61          | $86526.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5172 | 2052-06-01      | 2.5000%  | 0.0000% | $751367.19         | $633928.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5088 | 2053-04-01      | 3.5000%  | 0.0000% | $565838.47         | $524353.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $1332828.00        | $1228463.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $1220950.37        | $1242137.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5520 | 2053-01-01      | 4.5000%  | 0.0000% | $18153803.69       | $17603198.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $361291.62         | $350519.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | 0.0000% | $617352.85         | $571348.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $273429.11         | $246280.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $1159198.75        | $1047747.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  | 0.0000% | $75484.32          | $71515.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4111 | 2035-08-01      | 1.5000%  | 0.0000% | $724050.23         | $654444.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  | 0.0000% | $495343.10         | $469307.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0311 | 2047-09-01      | 3.5000%  | 0.0000% | $213.64            | $199.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $787023.84         | $738634.99         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZS4692 | 2046-12-01      | 2.5000%  | 0.0000% | $3240048.07        | $2801097.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  | 0.0000% | $2460389.69        | $2441849.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $111529.36         | $93994.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  | 0.0000% | $860498.41         | $853217.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | 0.0000% | $770.94            | $788.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8709 | 2055-09-01      | 5.5000%  | 0.0000% | $1072851.27        | $1089901.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX2201 | 2054-12-01      | 7.0000%  | 0.0000% | $1267725.84        | $1353673.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX4801 | 2055-02-01      | 7.0000%  | 0.0000% | $794.25            | $850.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4083 | 2053-11-01      | 6.0000%  | 0.0000% | $39550.31          | $41577.22          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3853 | 2053-08-01      | 5.5000%  | 0.0000% | $75436.63          | $76226.70          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | 0.0000% | $853155.91         | $719567.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | 0.0000% | $281846.34         | $292668.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSD8502 | 2055-01-01      | 7.5000%  | 0.0000% | $37119.91          | $39792.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $290100.77         | $286678.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $10154732.85       | $10546417.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7791 | 2055-05-01      | 5.0000%  | 0.0000% | $7105970.71        | $7030751.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6529 | 2055-04-01      | 6.5000%  | 0.0000% | $1050596.88        | $1102485.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6181 | 2054-08-01      | 5.5000%  | 0.0000% | $351728.53         | $358598.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD5109 | 2052-06-01      | 2.0000%  | 0.0000% | $155243.26         | $125186.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8322 | 2046-03-01      | 3.5000%  | 0.0000% | $195.17            | $183.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7930 | 2046-01-01      | 3.5000%  | 0.0000% | $193.56            | $181.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3360 | 2053-05-01      | 5.5000%  | 0.0000% | $5171922.97        | $5317012.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  | 0.0000% | $691.99            | $566.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $5457705.78        | $4635138.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ4788 | 2045-10-01      | 4.0000%  | 0.0000% | $2632176.26        | $2533346.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  | 0.0000% | $100134.05         | $93549.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3984 | 2035-04-01      | 2.5000%  | 0.0000% | $166743.62         | $157980.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6821 | 2053-01-01      | 5.5000%  | 0.0000% | $829746.36         | $843205.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  | 0.0000% | $15030.99          | $14647.04          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | 0.0000% | $468389.66         | $433268.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $1668.51           | $1688.72           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLBR3157 | 2051-02-01      | 1.5000%  | 0.0000% | $166678.87         | $128735.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $3395270.66        | $3286163.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH5042 | 2053-11-01      | 6.5000%  | 0.0000% | $7219421.18        | $7529297.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $611406.74         | $538555.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | 0.0000% | $1513764.79        | $1230299.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0439 | 2042-05-01      | 2.0000%  | 0.0000% | $136099.52         | $118022.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG2339 | 2053-05-01      | 6.0000%  | 0.0000% | $3803352.72        | $3976842.65        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  | 0.0000% | $908375.39         | $772331.04         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  | 0.0000% | $1907.43           | $1763.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | 0.0000% | $14253757.36       | $12694396.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7007 | 2055-04-01      | 6.0000%  | 0.0000% | $757.05            | $774.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  | 0.0000% | $198777.43         | $192503.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ8750 | 2054-11-01      | 6.0000%  | 0.0000% | $866915.80         | $904167.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7425 | 2055-01-01      | 6.5000%  | 0.0000% | $335.22            | $348.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6783 | 2055-05-01      | 5.5000%  | 0.0000% | $2847928.66        | $2909555.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 GL252790 | 2029-09-01      | 7.5000%  | 0.0000% | $23212.46          | $23903.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | 0.0000% | $845.38            | $852.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6955 | 2055-04-01      | 6.5000%  | 0.0000% | $989.02            | $1036.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU5606 | 2055-02-01      | 5.5000%  | 0.0000% | $15822889.26       | $16069336.03       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $52591.90          | $54956.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  | 0.0000% | $3900417.45        | $4144982.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  | 0.0000% | $8869907.35        | $8964232.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1845 | 2056-01-01      | 5.5000%  | 0.0000% | $1018.17           | $1043.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1835 | 2056-01-01      | 5.0000%  | 0.0000% | $31020149.88       | $30862712.29       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1813 | 2056-01-01      | 4.5000%  | 0.0000% | $38405104.41       | $37220076.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCC1812 | 2056-01-01      | 4.5000%  | 0.0000% | $49285651.19       | $47703976.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9619 | 2055-04-01      | 5.5000%  | 0.0000% | $4107137.69        | $4179437.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1468 | 2055-11-01      | 6.5000%  | 0.0000% | $980.02            | $1036.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1223 | 2055-10-01      | 5.5000%  | 0.0000% | $26165496.86       | $26611705.79       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1175 | 2055-07-01      | 6.5000%  | 0.0000% | $12203689.56       | $12679312.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1168 | 2055-10-01      | 5.5000%  | 0.0000% | $10105482.70       | $10262373.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  | 0.0000% | $16496918.88       | $17153017.84       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $780.74            | $774.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $526746.45         | $522939.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $361.30            | $337.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9804 | 2047-06-01      | 4.5000%  | 0.0000% | $232.82            | $230.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8803 | 2047-02-01      | 3.5000%  | 0.0000% | $3262326.78        | $3048923.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8509 | 2046-12-01      | 3.0000%  | 0.0000% | $4943293.55        | $4504057.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $179.71            | $162.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $301.62            | $271.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $816495.57         | $737883.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7348 | 2046-06-01      | 3.5000%  | 0.0000% | $32167.83          | $30126.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7016 | 2046-04-01      | 3.5000%  | 0.0000% | $291679.05         | $273582.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  | 0.0000% | $101732.59         | $95450.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6187 | 2045-11-01      | 3.5000%  | 0.0000% | $146268.57         | $137274.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $36201.47          | $37590.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $3440491.49        | $3519072.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $799.80            | $843.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $31911.62          | $32659.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5758 | 2055-07-01      | 4.5000%  | 0.0000% | $273122.92         | $263852.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  | 0.0000% | $83819.47          | $88289.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLMA5703 | 2055-05-01      | 7.0000%  | 0.0000% | $1258.10           | $1327.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $2194426.52        | $2210606.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $689605.85         | $694666.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $5873.51           | $5916.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $31967.28          | $30882.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $6620.81           | $6072.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0132 | 2055-02-01      | 6.5000%  | 0.0000% | $741.24            | $770.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  | 0.0000% | $834.85            | $703.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 ZLFP0025 | 2050-08-01      | 2.0000%  | 0.0000% | $2704054.72        | $2196954.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 K0667073 | 2032-07-01      | 7.5000%  | 0.0000% | $40826.99          | $41821.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  | 0.0000% | $1519549.04        | $1426120.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8808 | 2055-09-01      | 6.0000%  | 0.0000% | $993.45            | $1030.65           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDE8435 | 2055-08-01      | 4.5000%  | 0.0000% | $1190222.43        | $1154232.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8319 | 2055-08-01      | 6.0000%  | 0.0000% | $3357343.85        | $3460239.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDE8894 | 2040-10-01      | 6.0000%  | 0.0000% | $788.98            | $817.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  | 0.0000% | $176184.62         | $158423.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $177912.13         | $168054.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4388 | 2041-07-01      | 2.5000%  | 0.0000% | $898180.42         | $810691.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4381 | 2051-07-01      | 3.5000%  | 0.0000% | $231456.93         | $213682.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $2088461.75        | $2075610.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4515 | 2052-02-01      | 3.0000%  | 0.0000% | $5033575.76        | $4463004.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | 0.0000% | $1378865.24        | $1409384.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTQK1846 | 2046-02-01      | 4.5000%  | 0.0000% | $3970779.20        | $3906412.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8014 | 2056-03-01      | 5.0000%  | 0.0000% | $1054103.00        | $1053230.91        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4124 | 2052-09-01      | 3.5000%  | 0.0000% | $27709035.62       | $25595076.36       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 ZLFP0143 | 2054-12-01      | 6.5000%  | 0.0000% | $7342140.45        | $7628261.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG3228 | 2056-03-01      | 6.0000%  | 0.0000% | $372909.98         | $384134.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBV5451 | 2041-03-01      | 4.5000%  | 0.0000% | $1001.00           | $999.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1679 | 2055-12-01      | 5.0000%  | 0.0000% | $13208493.12       | $13137387.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2204 | 2056-03-01      | 5.0000%  | 0.0000% | $32462517.47       | $32247767.11       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4144 | 2056-03-01      | 5.0000%  | 0.0000% | $1877812.00        | $1863829.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3781 | 2056-01-01      | 5.0000%  | 0.0000% | $741253.18         | $739019.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $112734.29         | $115377.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $88958.84          | $89614.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5759 | 2055-07-01      | 5.0000%  | 0.0000% | $990.32            | $978.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5331 | 2054-03-01      | 6.0000%  | 0.0000% | $35086263.07       | $36375227.11       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD5323 | 2054-01-01      | 4.0000%  | 0.0000% | $147754.47         | $139511.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3345 | 2052-04-01      | 2.5000%  | 0.0000% | $585712.49         | $497681.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $9229945.23        | $9817317.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD3576 | 2052-01-01      | 3.0000%  | 0.0000% | $4332784.96        | $3845684.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2570 | 2052-11-01      | 5.0000%  | 0.0000% | $4977084.88        | $4954109.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  | 0.0000% | $97538.70          | $82625.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1440 | 2052-07-01      | 3.5000%  | 0.0000% | $875633.98         | $807022.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1358 | 2052-08-01      | 5.0000%  | 0.0000% | $41751.28          | $41788.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  | 0.0000% | $37303.05          | $33048.45          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1131 | 2052-07-01      | 4.0000%  | 0.0000% | $729.16            | $691.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1068 | 2051-01-01      | 3.5000%  | 0.0000% | $360340.24         | $335252.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  | 0.0000% | $527960.46         | $493171.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $274491.90         | $222504.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8867 | 2051-02-01      | 3.0000%  | 0.0000% | $616.49            | $557.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA8830 | 2051-02-01      | 3.0000%  | 0.0000% | $777.67            | $699.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8794 | 2036-01-01      | 2.5000%  | 0.0000% | $4459589.25        | $4219437.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | 0.0000% | $491983.69         | $474478.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7734 | 2050-11-01      | 2.5000%  | 0.0000% | $34058.14          | $28847.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | 0.0000% | $8956202.82        | $7355977.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  | 0.0000% | $543.73            | $463.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7280 | 2050-10-01      | 2.0000%  | 0.0000% | $82728.90          | $67947.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB1730 | 2036-09-01      | 2.5000%  | 0.0000% | $7028549.19        | $6647829.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAD7615 | 2040-07-01      | 5.0000%  | 0.0000% | $41725.22          | $41509.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  | 0.0000% | $286266.53         | $301871.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA6028 | 2056-04-01      | 4.5000%  | 0.0000% | $4842608.00        | $4678201.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE4377 | 2055-09-01      | 7.0000%  | 0.0000% | $86979.43          | $92220.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF0404 | 2055-09-01      | 4.5000%  | 0.0000% | $1167818.73        | $1132503.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8507 | 2055-02-01      | 6.0000%  | 0.0000% | $25436467.70       | $26017436.62       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  | 0.0000% | $1671030.05        | $1736157.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9209 | 2055-06-01      | 5.5000%  | 0.0000% | $1347797.07        | $1361395.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  | 0.0000% | $605462.10         | $553618.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT5168 | 2043-05-01      | 3.5000%  | 0.0000% | $1184613.34        | $1112674.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  | 0.0000% | $5674390.11        | $5915964.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0082 | 2055-03-01      | 5.0000%  | 0.0000% | $6850991.48        | $6847858.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0880 | 2055-08-01      | 6.0000%  | 0.0000% | $1164.84           | $1193.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $2069.45           | $2159.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0860 | 2055-08-01      | 5.5000%  | 0.0000% | $7978911.96        | $8070879.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0847 | 2055-08-01      | 5.5000%  | 0.0000% | $1234050.15        | $1266412.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0840 | 2055-08-01      | 6.0000%  | 0.0000% | $972.71            | $1004.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAL3943 | 2028-08-01      | 2.5000%  | 0.0000% | $28.25             | $27.84             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | 0.0000% | $74252.85          | $77130.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAL3534 | 2042-12-01      | 3.5000%  | 0.0000% | $146.24            | $138.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $127.89            | $124.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2252 | 2042-08-01      | 3.5000%  | 0.0000% | $2390140.79        | $2255168.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL2152 | 2042-05-01      | 3.5000%  | 0.0000% | $158.72            | $150.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $32802.30          | $32480.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $326633.63         | $334086.54         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA8511 | 2050-03-01      | 4.0000%  | 0.0000% | $43340.48          | $41554.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  | 0.0000% | $1435.95           | $1433.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLZS0618 | 2032-04-01      | 7.0000%  | 0.0000% | $63065.99          | $66503.87          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3987 | 2050-11-01      | 2.5000%  | 0.0000% | $217298.12         | $185008.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  | 0.0000% | $345773.70         | $281095.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  | 0.0000% | $292540.15         | $237664.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7246 | 2054-02-01      | 6.0000%  | 0.0000% | $2635305.84        | $2711663.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA6467 | 2054-03-01      | 6.5000%  | 0.0000% | $2848307.33        | $2964223.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7184 | 2052-04-01      | 4.0000%  | 0.0000% | $294738.86         | $279946.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9487 | 2047-05-01      | 4.0000%  | 0.0000% | $524462.67         | $502549.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $37622840.50       | $38554055.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV8313 | 2052-04-01      | 3.5000%  | 0.0000% | $14384100.69       | $13285409.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB2222 | 2054-05-01      | 6.0000%  | 0.0000% | $144800.38         | $151810.31         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0317 | 2042-08-01      | 2.0000%  | 0.0000% | $832.17            | $721.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $261811.17         | $252924.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | 0.0000% | $9294.83           | $9675.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CJMA0964 | 2027-01-01      | 3.0000%  | 0.0000% | $21262.41          | $21201.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  | 0.0000% | $763842.58         | $759282.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRMA1715 | 2043-12-01      | 4.0000%  | 0.0000% | $2941225.42        | $2852939.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLAC3032 | 2039-10-01      | 5.0000%  | 0.0000% | $57681.94          | $58129.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC1600 | 2029-08-01      | 4.5000%  | 0.0000% | $104.70            | $104.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAB9349 | 2043-05-01      | 3.0000%  | 0.0000% | $249839.87         | $228813.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  | 0.0000% | $16610693.05       | $15652084.42       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NPAA0799 | 2038-12-01      | 5.5000%  | 0.0000% | $193022.74         | $193686.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  | 0.0000% | $769.76            | $763.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $914751.60         | $939795.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB4281 | 2052-05-01      | 3.0000%  | 0.0000% | $830004.69         | $730345.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | 0.0000% | $7303880.80        | $7119202.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  | 0.0000% | $59921.22          | $54976.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3919 | 2052-06-01      | 4.5000%  | 0.0000% | $41488456.81       | $40320971.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3828 | 2052-06-01      | 3.0000%  | 0.0000% | $751069.49         | $671646.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  | 0.0000% | $2356153.13        | $2236385.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $32718126.72       | $31297614.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  | 0.0000% | $151199.60         | $160192.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5613 | 2050-06-01      | 2.5000%  | 0.0000% | $6009718.37        | $5109674.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA4088 | 2035-07-01      | 3.5000%  | 0.0000% | $42868.66          | $41519.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7011 | 2050-09-01      | 2.0000%  | 0.0000% | $3453821.74        | $2850171.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  | 0.0000% | $168529.66         | $144024.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7639 | 2053-04-01      | 5.5000%  | 0.0000% | $3059846.08        | $3093936.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  | 0.0000% | $355914.81         | $365999.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9568 | 2051-11-01      | 2.0000%  | 0.0000% | $680546.44         | $558554.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA5884 | 2040-11-01      | 4.0000%  | 0.0000% | $3302107.88        | $3230364.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ5749 | 2056-01-01      | 6.0000%  | 0.0000% | $7835964.75        | $8128638.03        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $7830474.56        | $8069672.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1024 | 2054-03-01      | 6.5000%  | 0.0000% | $4837434.66        | $5030775.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1967 | 2052-02-01      | 2.5000%  | 0.0000% | $541628.08         | $458689.29         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA6945 | 2052-03-01      | 3.5000%  | 0.0000% | $188814.80         | $173311.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  | 0.0000% | $6795132.75        | $6279549.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF2761 | 2056-03-01      | 5.0000%  | 0.0000% | $1054.00           | $1050.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $992.83            | $994.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF1688 | 2055-10-01      | 5.5000%  | 0.0000% | $6167537.49        | $6249345.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDF0646 | 2040-09-01      | 4.5000%  | 0.0000% | $397545.78         | $396408.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  | 0.0000% | $4604859.38        | $4573830.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDF0272 | 2055-09-01      | 7.0000%  | 0.0000% | $909.80            | $964.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0137 | 2055-09-01      | 5.5000%  | 0.0000% | $3429311.45        | $3497435.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF0790 | 2055-10-01      | 5.5000%  | 0.0000% | $10457507.44       | $10674859.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDE9662 | 2055-09-01      | 7.5000%  | 0.0000% | $671185.36         | $730558.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9207 | 2055-10-01      | 6.0000%  | 0.0000% | $423873.30         | $434265.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9818 | 2055-09-01      | 6.0000%  | 0.0000% | $783.36            | $802.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3028 | 2055-09-01      | 6.5000%  | 0.0000% | $994.57            | $1048.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9793 | 2055-09-01      | 6.0000%  | 0.0000% | $4490772.19        | $4606795.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  | 0.0000% | $8480.18           | $8465.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | 0.0000% | $2367995.98        | $2476568.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  | 0.0000% | $733458.84         | $752109.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $7929.08           | $8134.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $768527.46         | $666226.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7616 | 2046-07-01      | 3.5000%  | 0.0000% | $8572075.79        | $8033995.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  | 0.0000% | $354135.48         | $359490.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2508 | 2055-07-01      | 6.0000%  | 0.0000% | $953052.86         | $981873.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8583 | 2055-09-01      | 6.0000%  | 0.0000% | $1818919.97        | $1864693.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  | 0.0000% | $1036115.91        | $1078382.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA2926 | 2053-04-01      | 4.5000%  | 0.0000% | $20875128.78       | $20239835.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9945 | 2054-09-01      | 6.5000%  | 0.0000% | $82011.22          | $85332.15          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G06231 G | 2040-12-01      | 4.0000%  | 0.0000% | $100.11            | $96.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG3423 | 2056-03-01      | 5.0000%  | 0.0000% | $4742875.00        | $4699817.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDG3294 | 2056-03-01      | 6.0000%  | 0.0000% | $1162000.00        | $1198788.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4626 | 2049-11-01      | 4.0000%  | 0.0000% | $421765.21         | $404385.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1403 | 2055-04-01      | 5.0000%  | 0.0000% | $28182432.25       | $28030237.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4563 | 2049-11-01      | 3.5000%  | 0.0000% | $23695022.86       | $22137470.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA3960 | 2049-08-01      | 3.0000%  | 0.0000% | $346.70            | $314.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $120.98            | $112.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3341 | 2049-04-01      | 4.5000%  | 0.0000% | $11026940.37       | $10834079.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3217 | 2049-03-01      | 4.5000%  | 0.0000% | $6708606.54        | $6591279.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $140.58            | $138.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2479 | 2048-10-01      | 4.5000%  | 0.0000% | $48956.45          | $48265.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG0693 | 2056-01-01      | 5.5000%  | 0.0000% | $997.98            | $1014.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $9712996.00        | $9439652.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $137418.33         | $139257.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  | 0.0000% | $332035.41         | $295634.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | 0.0000% | $105219.82         | $104724.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $103407.30         | $105831.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6135 | 2037-01-01      | 2.5000%  | 0.0000% | $714.54            | $676.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6036 | 2052-04-01      | 2.5000%  | 0.0000% | $177822.45         | $150009.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5865 | 2053-01-01      | 4.5000%  | 0.0000% | $2323310.05        | $2252604.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  | 0.0000% | $26714.99          | $27494.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  | 0.0000% | $869.34            | $862.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  | 0.0000% | $6129387.10        | $6086485.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE8467 | 2052-08-01      | 4.0000%  | 0.0000% | $171200.37         | $162081.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD3221 | 2051-12-01      | 2.0000%  | 0.0000% | $721.30            | $592.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD2129 | 2051-11-01      | 2.0000%  | 0.0000% | $1626951.19        | $1314911.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8196 | 2051-10-01      | 2.5000%  | 0.0000% | $69031.80          | $58094.29          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G60876 G | 2042-03-01      | 4.0000%  | 0.0000% | $49220.40          | $47906.67          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC Q36666 G | 2045-10-01      | 3.5000%  | 0.0000% | $8005253.96        | $7522326.35        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  | 0.0000% | $368.22            | $364.09            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  | 0.0000% | $67665.75          | $63629.74          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7756 | 2056-03-01      | 5.5000%  | 0.0000% | $4661020.70        | $4728257.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA7571 | 2056-01-01      | 5.5000%  | 0.0000% | $4765715.15        | $4809961.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $1176281.35        | $1139389.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9423 | 2054-10-01      | 5.5000%  | 0.0000% | $916689.30         | $923774.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9401 | 2054-10-01      | 6.0000%  | 0.0000% | $284544.92         | $295186.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9304 | 2052-05-01      | 2.5000%  | 0.0000% | $1072071.91        | $915526.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $136054.12         | $134793.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9882 | 2053-11-01      | 4.5000%  | 0.0000% | $909609.34         | $883374.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS9836 | 2054-02-01      | 6.5000%  | 0.0000% | $724.87            | $761.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9800 | 2054-11-01      | 5.5000%  | 0.0000% | $909.43            | $922.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8863 | 2050-02-01      | 3.0000%  | 0.0000% | $12103207.80       | $10780157.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | 0.0000% | $481751.45         | $408471.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9582 | 2053-02-01      | 4.5000%  | 0.0000% | $65299.00          | $63318.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | 0.0000% | $1473.86           | $1466.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5328 | 2054-04-01      | 6.0000%  | 0.0000% | $407660.90         | $417957.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  | 0.0000% | $7224622.12        | $7141262.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | 0.0000% | $880.80            | $851.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $633.48            | $537.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4282 | 2051-03-01      | 2.5000%  | 0.0000% | $564.27            | $479.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $5103224.20        | $4140167.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6517 | 2053-06-01      | 5.0000%  | 0.0000% | $817.64            | $817.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | 0.0000% | $5292211.62        | $5013207.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4563 | 2053-05-01      | 5.0000%  | 0.0000% | $74489.35          | $74122.54          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8187 | 2051-10-01      | 4.0000%  | 0.0000% | $29051.65          | $27570.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBD9317 | 2031-10-01      | 2.5000%  | 0.0000% | $84885.98          | $81894.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4215 | 2052-09-01      | 4.0000%  | 0.0000% | $1592484.22        | $1523643.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  | 0.0000% | $4481373.81        | $4544105.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $315767.59         | $253979.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | 0.0000% | $42371.87          | $42835.14          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5520 | 2054-09-01      | 3.5000%  | 0.0000% | $328086.00         | $300924.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $46316.98          | $44331.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  | 0.0000% | $618.62            | $635.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS0088 | 2050-03-01      | 4.0000%  | 0.0000% | $30322046.38       | $29107749.48       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  | 0.0000% | $105212.07         | $106877.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $241.86            | $224.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1598 | 2052-04-01      | 2.0000%  | 0.0000% | $795.51            | $642.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $755.20            | $639.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3052 | 2052-10-01      | 5.5000%  | 0.0000% | $2056730.77        | $2102129.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  | 0.0000% | $108711.86         | $95746.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1448 | 2052-04-01      | 4.0000%  | 0.0000% | $1304.62           | $1236.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | 0.0000% | $39120.57          | $34469.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $24727738.88       | $25096388.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8016 | 2054-05-01      | 5.5000%  | 0.0000% | $167992.48         | $171549.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $56963.16          | $52774.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL7505 | 2045-10-01      | 4.0000%  | 0.0000% | $144.90            | $139.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC0954 | 2054-07-01      | 7.0000%  | 0.0000% | $72969.55          | $77238.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0101 | 2053-05-01      | 5.5000%  | 0.0000% | $954109.11         | $982039.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $774.10            | $782.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  | 0.0000% | $1070889.93        | $1100691.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1053 | 2052-06-01      | 3.5000%  | 0.0000% | $272003.63         | $252888.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  | 0.0000% | $10386929.97       | $10364750.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD8918 | 2055-09-01      | 7.0000%  | 0.0000% | $3727371.92        | $4058251.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9628 | 2055-01-01      | 6.0000%  | 0.0000% | $30250.10          | $31059.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $199838.30         | $199114.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS9048 | 2043-09-01      | 3.5000%  | 0.0000% | $8802229.80        | $8288678.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | 0.0000% | $833.10            | $704.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD2670 | 2052-06-01      | 3.5000%  | 0.0000% | $27299.98          | $25457.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  | 0.0000% | $43734.53          | $40692.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $2469886.40        | $2269520.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $1322015.60        | $1331716.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3013 | 2054-09-01      | 5.5000%  | 0.0000% | $920.46            | $942.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP6618 | 2050-08-01      | 2.5000%  | 0.0000% | $3425207.96        | $2910444.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9743 | 2055-01-01      | 6.5000%  | 0.0000% | $24447196.59       | $25604200.92       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0564 | 2055-06-01      | 5.5000%  | 0.0000% | $946.05            | $969.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8531 | 2055-05-01      | 5.5000%  | 0.0000% | $3213570.37        | $3253394.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF3264 | 2055-11-01      | 5.0000%  | 0.0000% | $6505036.32        | $6443587.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5805 | 2045-08-01      | 5.0000%  | 0.0000% | $361781.85         | $361359.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC5977 | 2054-11-01      | 5.0000%  | 0.0000% | $980.68            | $968.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | 0.0000% | $3543797.11        | $3679778.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA1879 | 2048-04-01      | 3.0000%  | 0.0000% | $423239.65         | $387638.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0866 | 2055-02-01      | 5.5000%  | 0.0000% | $6670.27           | $6812.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  | 0.0000% | $15540184.19       | $14667488.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAL2373 | 2041-08-01      | 4.5000%  | 0.0000% | $124.32            | $123.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $86582.43          | $87876.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  | 0.0000% | $343832.91         | $329016.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $2374610.26        | $1917316.52        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3738 | 2040-06-01      | 4.5000%  | 0.0000% | $832247.34         | $831618.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $522422.93         | $546039.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $10451.21          | $9204.48           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $183.60            | $163.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $12621142.77       | $12797767.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7209 | 2050-10-01      | 2.5000%  | 0.0000% | $57848953.26       | $49130730.33       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLQB6642 | 2050-12-01      | 1.5000%  | 0.0000% | $32646.74          | $25241.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $7594.86           | $6426.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8652 | 2052-04-01      | 2.5000%  | 0.0000% | $281810.45         | $240029.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $173.65            | $163.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  | 0.0000% | $483707.04         | $472731.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3816 | 2052-12-01      | 3.5000%  | 0.0000% | $245777.37         | $225430.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3756 | 2051-05-01      | 3.0000%  | 0.0000% | $1320744.15        | $1183119.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | 0.0000% | $7675836.95        | $7164892.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS4452 | 2053-04-01      | 6.5000%  | 0.0000% | $5082568.38        | $5418397.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  | 0.0000% | $792.96            | $752.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4385 | 2050-08-01      | 4.0000%  | 0.0000% | $1370089.48        | $1311933.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4198 | 2052-04-01      | 3.0000%  | 0.0000% | $250608.72         | $220449.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $17540.37          | $15434.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3283 | 2052-09-01      | 5.5000%  | 0.0000% | $5263722.43        | $5327988.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5054 | 2055-11-01      | 5.0000%  | 0.0000% | $487320.94         | $482280.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF4591 | 2055-11-01      | 6.5000%  | 0.0000% | $997.41            | $1067.70           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBA2835 | 2046-03-01      | 3.5000%  | 0.0000% | $1854593.28        | $1738304.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  | 0.0000% | $1163472.11        | $1162223.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5314 | 2055-12-01      | 5.5000%  | 0.0000% | $1288904.80        | $1298573.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF4324 | 2056-03-01      | 5.0000%  | 0.0000% | $1077807.00        | $1078441.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF4157 | 2055-11-01      | 6.5000%  | 0.0000% | $662278.82         | $692749.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF3985 | 2055-11-01      | 6.0000%  | 0.0000% | $1142253.09        | $1188365.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLTA1661 | 2055-12-01      | 7.0000%  | 0.0000% | $668489.37         | $712952.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA0459 | 2055-12-01      | 5.5000%  | 0.0000% | $2474381.88        | $2516580.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA0251 | 2055-12-01      | 6.0000%  | 0.0000% | $467622.60         | $480423.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | 0.0000% | $23419.66          | $22566.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIRR0037 | 2040-11-01      | 4.5000%  | 0.0000% | $72525.00          | $72148.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0104 | 2056-03-01      | 6.0000%  | 0.0000% | $1059.38           | $1084.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRQ0078 | 2055-12-01      | 6.5000%  | 0.0000% | $284640.02         | $295733.77         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1582503.19        | $1393941.60        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA9250 | 2053-06-01      | 4.5000%  | 0.0000% | $7318529.02        | $7106394.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9874 | 2053-09-01      | 6.5000%  | 0.0000% | $798.63            | $853.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA8714 | 2053-04-01      | 4.5000%  | 0.0000% | $43161.92          | $41839.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8559 | 2053-02-01      | 6.0000%  | 0.0000% | $8805092.66        | $9074000.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $753.82            | $766.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1789 | 2051-10-01      | 2.5000%  | 0.0000% | $697.85            | $596.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $375674.66         | $386415.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAQ7008 | 2027-12-01      | 2.5000%  | 0.0000% | $52108.89          | $51610.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR2427 | 2043-01-01      | 3.0000%  | 0.0000% | $242.91            | $222.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR2014 | 2043-02-01      | 3.5000%  | 0.0000% | $372099.70         | $350970.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6297 | 2054-06-01      | 5.5000%  | 0.0000% | $1150281.43        | $1173523.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $773.77            | $784.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM6863 | 2051-04-01      | 2.0000%  | 0.0000% | $287559.27         | $236625.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5309 | 2045-07-01      | 3.5000%  | 0.0000% | $241.25            | $228.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4126 | 2053-11-01      | 6.0000%  | 0.0000% | $9260892.50        | $9591598.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS6496 | 2050-10-01      | 4.5000%  | 0.0000% | $101448.59         | $99606.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $48778250.72       | $49276683.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | 0.0000% | $187262.69         | $190826.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0904 | 2046-05-01      | 3.5000%  | 0.0000% | $485226.36         | $459233.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7538 | 2054-03-01      | 6.0000%  | 0.0000% | $790.31            | $826.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAL9782 | 2032-01-01      | 3.0000%  | 0.0000% | $94793.87          | $92837.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $2831546.50        | $2911855.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $936357.71         | $761794.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $7355.22           | $6498.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $256229.37         | $256074.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | 0.0000% | $953.25            | $984.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  | 0.0000% | $967456.00         | $989897.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2630 | 2055-08-01      | 5.5000%  | 0.0000% | $3970415.91        | $4007473.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  | 0.0000% | $9238.27           | $9624.37           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX0285 | 2054-12-01      | 5.5000%  | 0.0000% | $3295344.96        | $3361912.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  | 0.0000% | $430274.75         | $426734.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9838 | 2053-04-01      | 5.5000%  | 0.0000% | $937330.14         | $950612.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7780 | 2053-03-01      | 5.5000%  | 0.0000% | $2991764.25        | $3056213.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX7626 | 2053-07-01      | 5.5000%  | 0.0000% | $736814.93         | $757034.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  | 0.0000% | $823105.48         | $797204.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  | 0.0000% | $88531.04          | $90769.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX4083 | 2053-02-01      | 6.0000%  | 0.0000% | $857.66            | $900.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | 0.0000% | $882600.16         | $876798.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  | 0.0000% | $18656056.30       | $17590733.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1059 | 2032-05-01      | 3.5000%  | 0.0000% | $170781.20         | $167772.83         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | 0.0000% | $31613.76          | $25554.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8166 | 2051-09-01      | 2.0000%  | 0.0000% | $286087.34         | $231440.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8146 | 2051-05-01      | 2.0000%  | 0.0000% | $1080846.45        | $876581.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $45034276.56       | $47001824.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $2871615.94        | $2664146.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD7485 | 2054-02-01      | 4.5000%  | 0.0000% | $1412542.29        | $1367425.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7337 | 2043-06-01      | 3.0000%  | 0.0000% | $865.91            | $799.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $492239.24         | $456194.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0391 | 2055-05-01      | 5.5000%  | 0.0000% | $957.89            | $981.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW6224 | 2052-08-01      | 6.0000%  | 0.0000% | $218676.68         | $226346.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9980 | 2052-09-01      | 4.5000%  | 0.0000% | $51969.25          | $50427.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9850 | 2053-10-01      | 6.5000%  | 0.0000% | $972.09            | $1028.03           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE8477 | 2055-09-01      | 7.0000%  | 0.0000% | $1129287.34        | $1201924.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5697 | 2055-05-01      | 4.0000%  | 0.0000% | $26775.01          | $25273.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA2645 | 2056-01-01      | 6.5000%  | 0.0000% | $750737.19         | $783994.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4448 | 2056-03-01      | 5.5000%  | 0.0000% | $999.85            | $1012.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  | 0.0000% | $3993154.48        | $4108500.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1849 | 2056-01-01      | 5.5000%  | 0.0000% | $2035.87           | $2078.06           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA1931 | 2055-12-01      | 4.5000%  | 0.0000% | $1164890.94        | $1129233.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF4667 | 2055-10-01      | 6.0000%  | 0.0000% | $995.25            | $1036.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1646 | 2055-12-01      | 5.5000%  | 0.0000% | $1009.45           | $1026.36           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA0017 | 2055-12-01      | 4.5000%  | 0.0000% | $1029116.37        | $998314.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  | 0.0000% | $982.73            | $1008.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | 0.0000% | $3034146.89        | $3065244.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8349 | 2056-03-01      | 5.5000%  | 0.0000% | $1047580.00        | $1065570.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF7741 | 2055-10-01      | 5.5000%  | 0.0000% | $102334.63         | $103099.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2445 | 2055-11-01      | 5.0000%  | 0.0000% | $2231883.50        | $2205441.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBV6270 | 2040-10-01      | 4.0000%  | 0.0000% | $858473.59         | $839911.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA5071 | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $814.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA9991 | 2056-02-01      | 5.5000%  | 0.0000% | $4559474.00        | $4601805.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA3464 | 2055-12-01      | 4.5000%  | 0.0000% | $1061851.91        | $1028364.29        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA5619 | 2056-01-01      | 5.0000%  | 0.0000% | $1001.99           | $989.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  | 0.0000% | $1010.86           | $1038.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA0527 | 2055-12-01      | 6.5000%  | 0.0000% | $4418063.47        | $4720155.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9885 | 2053-08-01      | 5.5000%  | 0.0000% | $1586635.47        | $1600596.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6407 | 2055-09-01      | 6.0000%  | 0.0000% | $875.93            | $907.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $6617.20           | $6392.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5674 | 2055-04-01      | 6.0000%  | 0.0000% | $30322.29          | $31014.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIDF0564 | 2041-01-01      | 4.0000%  | 0.0000% | $95028.98          | $92973.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1696 | 2055-12-01      | 5.5000%  | 0.0000% | $18381314.73       | $18779074.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  | 0.0000% | $10688076.76       | $8683225.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  | 0.0000% | $420632.06         | $393028.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZA3765 | 2030-02-01      | 3.0000%  | 0.0000% | $58.85             | $57.92             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC8211 | 2051-10-01      | 2.5000%  | 0.0000% | $47662.37          | $40419.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  | 0.0000% | $1736498.31        | $1750979.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5324 | 2039-04-01      | 5.0000%  | 0.0000% | $281550.80         | $284569.49         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI9058 | 2054-07-01      | 6.0000%  | 0.0000% | $684.87            | $705.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB4933 | 2054-06-01      | 5.5000%  | 0.0000% | $1058224.10        | $1080092.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  | 0.0000% | $5493194.17        | $5632501.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB5286 | 2054-06-01      | 6.0000%  | 0.0000% | $810.08            | $834.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR4205 | 2043-02-01      | 3.5000%  | 0.0000% | $187.54            | $176.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAR1202 | 2043-01-01      | 3.0000%  | 0.0000% | $174704.77         | $160158.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRAQ9304 | 2033-01-01      | 3.0000%  | 0.0000% | $262382.41         | $254145.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  | 0.0000% | $46426.75          | $45893.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAU3732 | 2043-08-01      | 2.5000%  | 0.0000% | $57358.92          | $50508.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAT7738 | 2028-06-01      | 3.0000%  | 0.0000% | $29078.11          | $28721.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT4167 | 2043-05-01      | 3.5000%  | 0.0000% | $130.27            | $122.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAT3105 | 2043-04-01      | 3.5000%  | 0.0000% | $104057.09         | $97730.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  | 0.0000% | $37588.48          | $31964.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | 0.0000% | $81031.82          | $72893.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO9352 | 2050-03-01      | 3.5000%  | 0.0000% | $3795692.50        | $3533625.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  | 0.0000% | $307.04            | $261.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX2475 | 2055-01-01      | 6.5000%  | 0.0000% | $31233825.68       | $32607385.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $3095272.74        | $2639346.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $9197598.37        | $7842804.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6424 | 2050-07-01      | 3.0000%  | 0.0000% | $2300.22           | $2027.90           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6344 | 2050-07-01      | 2.5000%  | 0.0000% | $7028640.61        | $5971584.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $20399177.70       | $19516675.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6582 | 2050-08-01      | 2.5000%  | 0.0000% | $921251.23         | $789102.65         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  | 0.0000% | $551.65            | $530.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA0735 | 2037-11-01      | 4.0000%  | 0.0000% | $464.08            | $456.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0382 | 2047-09-01      | 3.5000%  | 0.0000% | $15050057.56       | $14043685.30       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0121 | 2047-08-01      | 4.0000%  | 0.0000% | $256.82            | $246.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0873 | 2047-12-01      | 4.5000%  | 0.0000% | $4570799.81        | $4508632.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0853 | 2047-12-01      | 3.5000%  | 0.0000% | $65676.02          | $61510.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9868 | 2053-10-01      | 6.0000%  | 0.0000% | $762979.66         | $791774.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6402 | 2053-08-01      | 6.0000%  | 0.0000% | $4712841.03        | $4911666.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5067 | 2053-07-01      | 5.5000%  | 0.0000% | $726734.26         | $734214.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV1735 | 2055-06-01      | 5.0000%  | 0.0000% | $479335.85         | $478823.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8404 | 2051-12-01      | 3.5000%  | 0.0000% | $372122.06         | $342044.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  | 0.0000% | $391503.38         | $347246.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9571 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA9505 | 2056-04-01      | 5.0000%  | 0.0000% | $1003.00           | $996.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA8807 | 2056-03-01      | 5.0000%  | 0.0000% | $1003.00           | $1007.79           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA8758 | 2056-03-01      | 5.5000%  | 0.0000% | $4575120.00        | $4633564.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG7716 | 2053-07-01      | 5.5000%  | 0.0000% | $1104051.74        | $1136575.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  | 0.0000% | $71044.90          | $75367.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3789 | 2052-06-01      | 4.5000%  | 0.0000% | $691.42            | $671.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $55723649.89       | $55659883.48       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | 0.0000% | $15871980.81       | $16084384.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5565 | 2052-11-01      | 5.0000%  | 0.0000% | $844.64            | $841.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $15831533.51       | $15820477.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $1493748.54        | $1539300.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $7952.15           | $8068.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | 0.0000% | $255830.53         | $232697.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD6813 | 2046-09-01      | 3.5000%  | 0.0000% | $155735.56         | $146023.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  | 0.0000% | $102538.11         | $94250.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6616 | 2053-06-01      | 6.0000%  | 0.0000% | $45122.10          | $46397.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS6623 | 2038-03-01      | 2.0000%  | 0.0000% | $3151332.26        | $2895748.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH1940 | 2053-09-01      | 6.0000%  | 0.0000% | $5116910.01        | $5364665.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $2406.18           | $2464.94           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $21209.34          | $20555.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $812.73            | $806.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | 0.0000% | $450204.38         | $412933.16         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $271327.21         | $262715.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | 0.0000% | $41540.04          | $38101.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | 0.0000% | $110588.80         | $111400.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  | 0.0000% | $989.67            | $1053.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  | 0.0000% | $880.81            | $911.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD3022 | 2055-03-01      | 5.5000%  | 0.0000% | $927919.11         | $949416.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2920 | 2055-04-01      | 6.5000%  | 0.0000% | $1074445.19        | $1133071.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD2497 | 2055-02-01      | 5.0000%  | 0.0000% | $6992383.15        | $6946133.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1419 | 2055-02-01      | 6.0000%  | 0.0000% | $1245024.35        | $1284302.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1402 | 2055-02-01      | 6.0000%  | 0.0000% | $533.29            | $550.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | 0.0000% | $1050514.92        | $1077067.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7797 | 2054-12-01      | 5.5000%  | 0.0000% | $1227358.63        | $1258380.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  | 0.0000% | $2879931.70        | $2952439.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 KL793282 | 2034-05-01      | 5.5000%  | 0.0000% | $118.10            | $119.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1878 | 2056-01-01      | 6.0000%  | 0.0000% | $1004.77           | $1039.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA4666 | 2053-10-01      | 4.5000%  | 0.0000% | $1995.65           | $1950.37           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3601 | 2055-11-01      | 6.0000%  | 0.0000% | $983.66            | $1013.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA2029 | 2055-11-01      | 5.5000%  | 0.0000% | $1071033.36        | $1086336.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA6031 | 2056-04-01      | 6.0000%  | 0.0000% | $4602344.00        | $4710259.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $988.77            | $1004.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  | 0.0000% | $8777595.37        | $8954422.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFA4732 | 2037-08-01      | 2.5000%  | 0.0000% | $13220664.11       | $12537807.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF5036 | 2055-11-01      | 6.5000%  | 0.0000% | $246751.51         | $257687.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4200 | 2056-03-01      | 5.0000%  | 0.0000% | $3048042.00        | $3024546.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDF9346 | 2056-01-01      | 4.5000%  | 0.0000% | $46042.49          | $44479.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDF2739 | 2056-02-01      | 7.0000%  | 0.0000% | $548531.33         | $582737.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  | 0.0000% | $709721.94         | $742132.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | 0.0000% | $1221379.38        | $1240240.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC6956 | 2054-11-01      | 6.5000%  | 0.0000% | $983.47            | $1027.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $7125550.08        | $7249244.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6454 | 2054-11-01      | 5.0000%  | 0.0000% | $3758128.95        | $3714168.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6163 | 2055-05-01      | 5.0000%  | 0.0000% | $878.98            | $876.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5431 | 2054-11-01      | 5.5000%  | 0.0000% | $855.87            | $870.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5218 | 2054-09-01      | 5.5000%  | 0.0000% | $984.16            | $993.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  | 0.0000% | $1761.38           | $1787.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC4845 | 2054-10-01      | 5.5000%  | 0.0000% | $1109488.64        | $1142464.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | 0.0000% | $7489.23           | $7812.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC4639 | 2054-09-01      | 6.5000%  | 0.0000% | $2967745.79        | $3155531.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5276 | 2054-11-01      | 5.5000%  | 0.0000% | $985.33            | $1008.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  | 0.0000% | $868.36            | $870.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1658 | 2054-09-01      | 6.5000%  | 0.0000% | $562.39            | $595.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDC1514 | 2054-08-01      | 7.5000%  | 0.0000% | $586713.56         | $628583.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1088 | 2054-09-01      | 5.5000%  | 0.0000% | $5073709.27        | $5111119.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAT2014 | 2043-04-01      | 3.0000%  | 0.0000% | $399345.14         | $365983.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | 0.0000% | $56623.50          | $54358.18          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $9177965.09        | $9476386.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA3593 | 2055-10-01      | 6.0000%  | 0.0000% | $25777373.71       | $26880439.08       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $4613695.88        | $4664689.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3275 | 2056-01-01      | 5.0000%  | 0.0000% | $2692008.74        | $2677516.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6347 | 2055-12-01      | 5.5000%  | 0.0000% | $1004.64           | $1028.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD7159 | 2055-10-01      | 7.0000%  | 0.0000% | $1933108.32        | $2058962.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6009 | 2055-04-01      | 6.5000%  | 0.0000% | $787.73            | $830.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  | 0.0000% | $657.39            | $684.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA3673 | 2053-10-01      | 7.5000%  | 0.0000% | $496739.00         | $536632.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  | 0.0000% | $1741655.92        | $1852145.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA3094 | 2053-12-01      | 7.0000%  | 0.0000% | $866.07            | $927.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA1612 | 2053-11-01      | 5.5000%  | 0.0000% | $2290472.33        | $2353328.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $5151837.56        | $4789800.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  | 0.0000% | $198091.33         | $210089.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  | 0.0000% | $28032.57          | $28700.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  | 0.0000% | $4198734.01        | $3542485.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2630 | 2052-02-01      | 2.0000%  | 0.0000% | $88753.92          | $71386.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBT7046 | 2051-07-01      | 2.0000%  | 0.0000% | $8200.97           | $6636.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $118943.55         | $117834.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4185 | 2053-07-01      | 5.0000%  | 0.0000% | $2071552.53        | $2053231.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $19587399.08       | $20004773.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $19314530.66       | $20109664.83       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7340 | 2053-10-01      | 6.0000%  | 0.0000% | $649373.96         | $667803.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $6349.52           | $6552.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  | 0.0000% | $1578694.03        | $1619010.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0425 | 2052-11-01      | 5.5000%  | 0.0000% | $3362564.32        | $3426060.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9577 | 2052-11-01      | 5.0000%  | 0.0000% | $921514.44         | $925765.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $528673.47         | $513796.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  | 0.0000% | $653.46            | $674.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBW6476 | 2052-09-01      | 4.0000%  | 0.0000% | $1080719.68        | $1032401.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | 0.0000% | $468.19            | $464.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7112 | 2052-11-01      | 5.0000%  | 0.0000% | $3628850.76        | $3619733.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | 0.0000% | $6572032.44        | $6387069.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3282 | 2052-04-01      | 3.5000%  | 0.0000% | $52948.43          | $48578.94          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  | 0.0000% | $768.07            | $781.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  | 0.0000% | $430905.14         | $409695.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1027 | 2051-07-01      | 2.5000%  | 0.0000% | $715.54            | $604.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS1124 | 2037-03-01      | 2.0000%  | 0.0000% | $53540.85          | $49196.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI5219 | 2054-05-01      | 6.0000%  | 0.0000% | $1217766.78        | $1264129.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $1412040.67        | $1191258.69        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $22366831.22       | $21683748.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $38476.65          | $38867.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU7102 | 2051-12-01      | 2.5000%  | 0.0000% | $2352042.95        | $1987432.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  | 0.0000% | $798.85            | $735.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4206 | 2051-06-01      | 3.0000%  | 0.0000% | $792.42            | $705.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  | 0.0000% | $580373.21         | $584752.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  | 0.0000% | $3414834.33        | $3419982.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  | 0.0000% | $700.22            | $722.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $59864.21          | $57921.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9721 | 2054-07-01      | 6.5000%  | 0.0000% | $1441314.10        | $1518236.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | 0.0000% | $7184.38           | $6591.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDC4866 | 2054-10-01      | 7.0000%  | 0.0000% | $851.68            | $913.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS4205 | 2053-03-01      | 2.5000%  | 0.0000% | $1711.31           | $1447.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS4114 | 2053-03-01      | 4.5000%  | 0.0000% | $74931.40          | $72542.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  | 0.0000% | $780.19            | $794.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3930 | 2053-02-01      | 5.5000%  | 0.0000% | $151763.58         | $155427.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7848 | 2052-06-01      | 3.0000%  | 0.0000% | $258794.53         | $233121.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7744 | 2054-04-01      | 6.5000%  | 0.0000% | $496134.01         | $525448.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $847.38            | $762.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS7561 | 2047-04-01      | 3.5000%  | 0.0000% | $814.49            | $767.79            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS7411 | 2054-02-01      | 7.0000%  | 0.0000% | $725.30            | $783.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $858.71            | $850.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7206 | 2054-02-01      | 5.5000%  | 0.0000% | $803.07            | $821.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  | 0.0000% | $614046.13         | $620483.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $677.35            | $695.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $849.17            | $747.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | 0.0000% | $307115.30         | $270602.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD5030 | 2055-03-01      | 4.5000%  | 0.0000% | $1214818.20        | $1176603.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ9327 | 2042-01-01      | 3.5000%  | 0.0000% | $238787.37         | $225896.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CKMA0988 | 2042-02-01      | 4.0000%  | 0.0000% | $245643.10         | $234941.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2802 | 2052-02-01      | 2.0000%  | 0.0000% | $251976.20         | $205145.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5367 | 2054-04-01      | 5.5000%  | 0.0000% | $855.32            | $873.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA1515 | 2053-10-01      | 6.0000%  | 0.0000% | $2237394.39        | $2299367.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | 0.0000% | $1085793.64        | $931609.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  | 0.0000% | $161.85            | $154.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4828 | 2053-05-01      | 5.0000%  | 0.0000% | $688085.07         | $682688.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4800 | 2052-10-01      | 4.5000%  | 0.0000% | $2393260.92        | $2320673.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7231 | 2050-10-01      | 2.5000%  | 0.0000% | $467098.70         | $399041.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2485 | 2052-07-01      | 4.0000%  | 0.0000% | $218058.93         | $207563.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA3586 | 2029-02-01      | 4.0000%  | 0.0000% | $82194.65          | $82176.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $209673.76         | $204644.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  | 0.0000% | $56504.01          | $47624.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX1010 | 2054-11-01      | 7.0000%  | 0.0000% | $1696025.62        | $1843013.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  | 0.0000% | $294788.10         | $309713.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $6118629.77        | $6237932.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFA0515 | 2054-10-01      | 4.5000%  | 0.0000% | $808847.25         | $782437.58         | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $80.67             | $80.83             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CTRB5324 | 2044-12-01      | 5.0000%  | 0.0000% | $446513.45         | $443846.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  | 0.0000% | $3351293.67        | $3145265.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | 0.0000% | $2070714.39        | $1884822.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY6195 | 2045-04-01      | 3.0000%  | 0.0000% | $4593771.99        | $4186607.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAX1056 | 2034-10-01      | 3.5000%  | 0.0000% | $571342.99         | $551755.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | 0.0000% | $1810899.88        | $1700754.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAU4232 | 2043-09-01      | 3.0000%  | 0.0000% | $1735265.27        | $1586677.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1376 | 2051-12-01      | 3.0000%  | 0.0000% | $13172850.83       | $11700126.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1686 | 2052-05-01      | 4.0000%  | 0.0000% | $2883671.77        | $2754752.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5027 | 2052-11-01      | 5.5000%  | 0.0000% | $692825.58         | $701673.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $28761.70          | $27159.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $1642063.21        | $1409156.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3708 | 2053-01-01      | 5.0000%  | 0.0000% | $245286.27         | $243802.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF0385 | 2052-09-01      | 5.0000%  | 0.0000% | $1547088.82        | $1538768.06        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9563 | 2053-08-01      | 5.5000%  | 0.0000% | $835.30            | $853.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  | 0.0000% | $773.86            | $751.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA7152 | 2052-03-01      | 2.5000%  | 0.0000% | $1901469.29        | $1603317.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 DLDE7924 | 2055-08-01      | 6.0000%  | 0.0000% | $1180505.34        | $1200029.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  | 0.0000% | $814.78            | $820.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  | 0.0000% | $1013539.86        | $1091009.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0393 | 2055-05-01      | 5.5000%  | 0.0000% | $965.34            | $987.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6816 | 2055-09-01      | 6.0000%  | 0.0000% | $420516.26         | $430268.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY0652 | 2055-03-01      | 6.0000%  | 0.0000% | $1331930.52        | $1396413.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9547 | 2055-10-01      | 6.0000%  | 0.0000% | $3752740.52        | $3892905.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8231 | 2042-06-01      | 3.5000%  | 0.0000% | $569888.86         | $537424.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  | 0.0000% | $36409025.74       | $37999736.07       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5105 | 2053-08-01      | 4.5000%  | 0.0000% | $847.58            | $820.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $420936.88         | $397445.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4986 | 2051-04-01      | 2.0000%  | 0.0000% | $1972974.87        | $1606902.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3988 | 2050-11-01      | 2.5000%  | 0.0000% | $48341.38          | $41220.32          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA3935 | 2050-11-01      | 2.5000%  | 0.0000% | $413893.97         | $352924.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3882 | 2050-11-01      | 2.0000%  | 0.0000% | $651.22            | $535.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  | 0.0000% | $3489716.04        | $3104800.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  | 0.0000% | $63500.10          | $57173.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9470 | 2054-11-01      | 5.5000%  | 0.0000% | $836.31            | $856.19            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ8834 | 2054-11-01      | 5.5000%  | 0.0000% | $6559821.93        | $6658536.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  | 0.0000% | $638134.14         | $633748.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ7872 | 2054-11-01      | 5.5000%  | 0.0000% | $935251.69         | $962010.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6008 | 2054-10-01      | 5.5000%  | 0.0000% | $8592637.46        | $8671976.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  | 0.0000% | $1720142.31        | $1782411.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8099 | 2050-10-01      | 2.5000%  | 0.0000% | $1032126.36        | $877337.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $12190842.66       | $12300905.65       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  | 0.0000% | $6283174.28        | $6458964.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  | 0.0000% | $10472349.29       | $9817541.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | 0.0000% | $331817.10         | $294316.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $54167991.54       | $54493848.14       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY5063 | 2053-07-01      | 6.5000%  | 0.0000% | $1523694.98        | $1618267.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7144 | 2055-02-01      | 5.5000%  | 0.0000% | $944.06            | $953.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $4323785.67        | $4489705.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY0117 | 2055-04-01      | 5.5000%  | 0.0000% | $11497284.07       | $11613215.02       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | 0.0000% | $250677.12         | $255651.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD6877 | 2052-11-01      | 3.0000%  | 0.0000% | $517388.00         | $455807.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE7288 | 2055-07-01      | 6.0000%  | 0.0000% | $1136965.30        | $1178599.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1028 | 2055-09-01      | 6.0000%  | 0.0000% | $15116653.42       | $15759005.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE7252 | 2055-09-01      | 6.5000%  | 0.0000% | $6083682.57        | $6376281.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT8632 | 2043-07-01      | 3.5000%  | 0.0000% | $756141.45         | $711043.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL3873 | 2043-07-01      | 3.5000%  | 0.0000% | $167.74            | $157.85            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | 0.0000% | $25745814.54       | $26800775.04       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3660 | 2053-08-01      | 5.5000%  | 0.0000% | $801.93            | $819.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4616 | 2049-05-01      | 3.5000%  | 0.0000% | $298.68            | $278.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4101 | 2047-11-01      | 3.5000%  | 0.0000% | $10339071.47       | $9688182.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFA4421 | 2056-01-01      | 7.0000%  | 0.0000% | $947.13            | $1000.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3162 | 2055-10-01      | 5.0000%  | 0.0000% | $993.38            | $988.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA3159 | 2055-10-01      | 5.0000%  | 0.0000% | $24746.94          | $24682.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  | 0.0000% | $2021461.51        | $2043160.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $9676974.31        | $7899494.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $7957437.98        | $6495709.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $1207.52           | $982.90            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8044 | 2050-12-01      | 2.5000%  | 0.0000% | $73833.98          | $62957.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | 0.0000% | $2014.71           | $1651.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA4112 | 2052-04-01      | 2.5000%  | 0.0000% | $5318088.56        | $4564102.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | 0.0000% | $684.04            | $558.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  | 0.0000% | $186785.92         | $174433.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $34926654.93       | $29092250.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $29825882.06       | $25576747.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6913 | 2050-09-01      | 2.5000%  | 0.0000% | $24501598.66       | $20811617.06       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6720 | 2050-08-01      | 2.5000%  | 0.0000% | $967.74            | $822.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $36999.78          | $31797.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  | 0.0000% | $1953.29           | $1933.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0981 | 2052-07-01      | 3.5000%  | 0.0000% | $1015795.02        | $938296.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ4911 | 2054-09-01      | 5.5000%  | 0.0000% | $2405683.00        | $2424522.71        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ4432 | 2054-09-01      | 6.5000%  | 0.0000% | $65009.39          | $67648.23          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3263 | 2054-09-01      | 5.5000%  | 0.0000% | $351256.79         | $357966.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQJ3118 | 2054-09-01      | 7.5000%  | 0.0000% | $1560020.43        | $1667819.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0498 | 2044-06-01      | 3.0000%  | 0.0000% | $790004.53         | $724062.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0657 | 2041-04-01      | 3.0000%  | 0.0000% | $2766831.45        | $2548807.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CTSC0334 | 2043-01-01      | 4.5000%  | 0.0000% | $103494.55         | $102914.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CTSC0050 | 2040-02-01      | 3.0000%  | 0.0000% | $11296130.99       | $10500205.60       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CISB8114 | 2036-08-01      | 1.5000%  | 0.0000% | $830654.88         | $746600.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 ZLZT2491 | 2047-01-01      | 3.0000%  | 0.0000% | $5796029.94        | $5217812.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 ZLZT2440 | 2046-12-01      | 3.0000%  | 0.0000% | $1705457.68        | $1558244.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $650.54            | $657.86            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $418317.13         | $396263.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $5795175.72        | $5620596.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $13467.38          | $12355.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | 0.0000% | $193228.49         | $170230.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  | 0.0000% | $1608.14           | $1298.86           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  | 0.0000% | $210109.80         | $213390.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  | 0.0000% | $897.55            | $823.25            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  | 0.0000% | $2799208.84        | $2858841.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC2039 | 2036-07-01      | 2.0000%  | 0.0000% | $604.88            | $556.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTRB5181 | 2042-09-01      | 3.5000%  | 0.0000% | $1361.16           | $1295.28           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9575 | 2053-08-01      | 5.5000%  | 0.0000% | $773.73            | $784.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  | 0.0000% | $4590487.49        | $4754427.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  | 0.0000% | $7861799.60        | $7952598.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9747 | 2056-01-01      | 6.0000%  | 0.0000% | $1009.04           | $1058.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF9093 | 2056-01-01      | 6.0000%  | 0.0000% | $996.44            | $1024.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF8766 | 2056-01-01      | 6.0000%  | 0.0000% | $891867.12         | $923016.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  | 0.0000% | $1019.58           | $1008.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $1986164.36        | $2036081.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9741 | 2055-01-01      | 6.0000%  | 0.0000% | $872.46            | $897.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  | 0.0000% | $2862.13           | $2893.60           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $5703.74           | $5664.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | 0.0000% | $945.95            | $944.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9473 | 2054-11-01      | 5.0000%  | 0.0000% | $3433723.77        | $3415242.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $3673305.30        | $3878387.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  | 0.0000% | $4251794.46        | $4209049.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $856.82            | $895.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4854 | 2053-06-01      | 5.0000%  | 0.0000% | $750518.22         | $741951.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ4057 | 2043-04-01      | 3.0000%  | 0.0000% | $2212749.79        | $2028250.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP9605 | 2042-10-01      | 3.5000%  | 0.0000% | $2899300.45        | $2723004.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CVAP8753 | 2027-10-01      | 3.0000%  | 0.0000% | $28673.12          | $28453.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP2128 | 2042-08-01      | 3.5000%  | 0.0000% | $173.19            | $163.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  | 0.0000% | $277389.97         | $273364.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF7375 | 2055-12-01      | 5.0000%  | 0.0000% | $2835003.26        | $2816251.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF6768 | 2056-01-01      | 6.0000%  | 0.0000% | $998.31            | $1032.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6009 | 2055-12-01      | 5.5000%  | 0.0000% | $2283354.36        | $2321178.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5507 | 2055-12-01      | 5.5000%  | 0.0000% | $996.39            | $1011.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF5133 | 2055-12-01      | 5.5000%  | 0.0000% | $996.26            | $1020.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL3124 | 2055-09-01      | 6.0000%  | 0.0000% | $4697942.43        | $4810166.88        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | 0.0000% | $15668600.49       | $15826043.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3067 | 2052-07-01      | 4.0000%  | 0.0000% | $2267908.79        | $2159748.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  | 0.0000% | $1000.01           | $989.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLTA6112 | 2056-02-01      | 4.5000%  | 0.0000% | $908989.62         | $878890.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLTA4992 | 2056-02-01      | 6.0000%  | 0.0000% | $402391.63         | $418640.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA4042 | 2056-01-01      | 5.0000%  | 0.0000% | $467418.31         | $462096.13         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3798 | 2056-01-01      | 5.0000%  | 0.0000% | $246476.17         | $243529.96         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3663 | 2056-01-01      | 5.0000%  | 0.0000% | $1012.35           | $1003.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA4468 | 2056-01-01      | 5.5000%  | 0.0000% | $1010.99           | $1019.73           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3095 | 2056-01-01      | 5.5000%  | 0.0000% | $1052730.02        | $1074546.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  | 0.0000% | $1003.52           | $997.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLTA3055 | 2056-01-01      | 5.5000%  | 0.0000% | $665047.99         | $678961.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLTA2518 | 2055-12-01      | 5.0000%  | 0.0000% | $827865.88         | $822568.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $2364014.79        | $2193703.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3243 | 2038-01-01      | 3.5000%  | 0.0000% | $406689.63         | $391779.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $163962.78         | $152277.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $134160.08         | $121042.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  | 0.0000% | $5594.97           | $5529.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CVMA1449 | 2028-05-01      | 3.0000%  | 0.0000% | $36895.06          | $36583.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9945 | 2055-02-01      | 4.5000%  | 0.0000% | $2578179.80        | $2504686.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL890131 | 2038-12-01      | 6.5000%  | 0.0000% | $929461.42         | $973849.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL3094 | 2043-01-01      | 3.5000%  | 0.0000% | $104.63            | $98.75             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAR7761 | 2043-02-01      | 3.0000%  | 0.0000% | $214.37            | $196.03            | Agency Mortgage-Backed Securities  |
| FMAC 02.000 FGPC J22586 G | 2028-03-01      | 2.0000%  | 0.0000% | $56721.21          | $55828.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAB8725 | 2043-03-01      | 3.5000%  | 0.0000% | $204.51            | $193.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $984566.49         | $985268.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ4495 | 2051-02-01      | 2.0000%  | 0.0000% | $700.70            | $568.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  | 0.0000% | $3474820.07        | $3373807.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  | 0.0000% | $767618.52         | $774450.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $56696.41          | $53521.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | 0.0000% | $5221615.72        | $5257836.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4317 | 2050-09-01      | 3.0000%  | 0.0000% | $3452651.96        | $3069925.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2795 | 2052-02-01      | 3.0000%  | 0.0000% | $152674.28         | $134504.36         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQD6552 | 2052-02-01      | 3.0000%  | 0.0000% | $3164346.23        | $2826751.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6190 | 2045-11-01      | 3.5000%  | 0.0000% | $30255.19          | $28386.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0196 | 2052-01-01      | 2.5000%  | 0.0000% | $784734.93         | $660385.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $107892.76         | $102612.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1205 | 2052-04-01      | 3.5000%  | 0.0000% | $677.72            | $624.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7611 | 2054-01-01      | 4.5000%  | 0.0000% | $888.07            | $865.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6535 | 2051-12-01      | 2.5000%  | 0.0000% | $3447943.73        | $2920730.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $3443492.62        | $3447427.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ7755 | 2055-11-01      | 6.0000%  | 0.0000% | $120152.45         | $124219.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1259 | 2055-04-01      | 5.5000%  | 0.0000% | $1751907.28        | $1786227.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY0741 | 2055-04-01      | 6.5000%  | 0.0000% | $1081568.18        | $1151608.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY0514 | 2055-04-01      | 7.0000%  | 0.0000% | $847741.67         | $907244.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | 0.0000% | $5109.50           | $5155.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQH1618 | 2053-09-01      | 4.5000%  | 0.0000% | $3089130.39        | $2999922.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $79381.18          | $78762.53          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH0432 | 2053-09-01      | 6.0000%  | 0.0000% | $2115971.35        | $2182334.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8802 | 2053-08-01      | 6.0000%  | 0.0000% | $13105902.74       | $13447180.45       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7618 | 2053-07-01      | 6.0000%  | 0.0000% | $20328.02          | $20898.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7322 | 2053-07-01      | 6.0000%  | 0.0000% | $102254.76         | $105393.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | 0.0000% | $3832547.19        | $3817453.35        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5642 | 2053-01-01      | 5.5000%  | 0.0000% | $765.42            | $773.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  | 0.0000% | $4190776.61        | $4329702.25        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  | 0.0000% | $3638571.71        | $3825004.84        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $4144530.45        | $4105889.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4931 | 2052-12-01      | 6.0000%  | 0.0000% | $3719499.66        | $3843228.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0639 | 2055-05-01      | 6.5000%  | 0.0000% | $816472.74         | $861521.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9942 | 2055-05-01      | 6.5000%  | 0.0000% | $882.77            | $929.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9416 | 2055-05-01      | 6.5000%  | 0.0000% | $1800966.75        | $1888448.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6577 | 2054-09-01      | 5.5000%  | 0.0000% | $832.18            | $839.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $48899.42          | $49367.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  | 0.0000% | $58542.88          | $47165.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3134 | 2052-03-01      | 4.0000%  | 0.0000% | $2252.95           | $2162.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3095 | 2052-03-01      | 2.0000%  | 0.0000% | $189906.02         | $152746.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | 0.0000% | $19226489.84       | $18449803.73       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $2038812.88        | $1577360.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6374 | 2054-06-01      | 5.5000%  | 0.0000% | $4826569.17        | $4922078.93        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  | 0.0000% | $1294172.99        | $1331971.04        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9300 | 2053-06-01      | 5.5000%  | 0.0000% | $853472.12         | $865764.11         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6029 | 2054-08-01      | 6.0000%  | 0.0000% | $40284.10          | $41472.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA5422 | 2051-06-01      | 3.0000%  | 0.0000% | $1275256.86        | $1131101.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5691 | 2052-06-01      | 3.5000%  | 0.0000% | $492696.86         | $455063.03         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6712 | 2055-02-01      | 5.5000%  | 0.0000% | $2992773.75        | $3046085.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0147 | 2055-03-01      | 6.5000%  | 0.0000% | $1558.51           | $1630.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CICC0482 | 2040-05-01      | 6.0000%  | 0.0000% | $261660.54         | $271139.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC0588 | 2054-09-01      | 6.5000%  | 0.0000% | $1413584.70        | $1494408.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8479 | 2047-01-01      | 3.0000%  | 0.0000% | $220.26            | $198.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8421 | 2046-12-01      | 3.0000%  | 0.0000% | $906.78            | $819.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  | 0.0000% | $621.54            | $634.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI8811 | 2054-06-01      | 6.0000%  | 0.0000% | $319389.49         | $327400.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS1446 | 2051-01-01      | 5.0000%  | 0.0000% | $572518.91         | $574749.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $105109.67         | $97142.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1344 | 2054-08-01      | 6.5000%  | 0.0000% | $1165648.15        | $1221520.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4132 | 2053-03-01      | 6.0000%  | 0.0000% | $69160.81          | $71116.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  | 0.0000% | $1440564.87        | $1348631.86        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  | 0.0000% | $6945321.28        | $7043683.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $706.17            | $735.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | 0.0000% | $421295.55         | $389073.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $820.21            | $831.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  | 0.0000% | $530388.82         | $546157.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDF6386 | 2055-12-01      | 6.0000%  | 0.0000% | $1513621.53        | $1559180.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1478 | 2055-11-01      | 6.5000%  | 0.0000% | $4191713.03        | $4394062.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIDE3906 | 2041-01-01      | 4.5000%  | 0.0000% | $986.74            | $983.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIMA6003 | 2041-03-01      | 4.5000%  | 0.0000% | $943452.00         | $938554.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV6684 | 2052-04-01      | 4.5000%  | 0.0000% | $840516.28         | $814451.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $9375.63           | $9306.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $44605.13          | $46101.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $63995.41          | $62021.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $17953392.98       | $18493628.53       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $11245.43          | $11726.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $23054031.80       | $23561896.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBN6472 | 2049-06-01      | 3.5000%  | 0.0000% | $1773867.72        | $1639042.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  | 0.0000% | $929411.51         | $951510.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD8639 | 2055-05-01      | 6.0000%  | 0.0000% | $919.59            | $946.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD8888 | 2055-09-01      | 7.0000%  | 0.0000% | $1184578.60        | $1279449.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4639 | 2045-11-01      | 4.0000%  | 0.0000% | $1524391.35        | $1465737.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3771 | 2043-07-01      | 3.5000%  | 0.0000% | $126012.84         | $118740.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $169.30            | $166.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 3RZA3074 | 2030-02-01      | 2.5000%  | 0.0000% | $207070.17         | $201713.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CTZA2391 | 2035-09-01      | 3.5000%  | 0.0000% | $186702.77         | $181444.41         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | 0.0000% | $4310659.97        | $4067244.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN4777 | 2049-04-01      | 4.5000%  | 0.0000% | $1132501.51        | $1117841.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM3990 | 2047-08-01      | 4.0000%  | 0.0000% | $131.37            | $125.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZM2857 | 2047-03-01      | 4.5000%  | 0.0000% | $3412915.44        | $3365994.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL3747 | 2042-09-01      | 3.0000%  | 0.0000% | $1490034.92        | $1351346.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  | 0.0000% | $487811.61         | $482057.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB4064 | 2054-05-01      | 5.0000%  | 0.0000% | $735911.44         | $728457.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB1582 | 2054-05-01      | 6.0000%  | 0.0000% | $274903.56         | $288211.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0258 | 2054-03-01      | 5.5000%  | 0.0000% | $1410.73           | $1421.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $1523902.36        | $1537311.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  | 0.0000% | $584553.58         | $588843.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  | 0.0000% | $1871575.29        | $1855187.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA6892 | 2053-12-01      | 7.0000%  | 0.0000% | $1716096.66        | $1830372.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA6575 | 2054-04-01      | 5.5000%  | 0.0000% | $579.39            | $595.17            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO8754 | 2042-08-01      | 3.5000%  | 0.0000% | $8305251.39        | $7824233.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL8612 | 2036-05-01      | 4.0000%  | 0.0000% | $158838.69         | $155816.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8149 | 2044-10-01      | 3.5000%  | 0.0000% | $8570862.38        | $8067252.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $180363.55         | $178175.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA5919 | 2045-12-01      | 4.5000%  | 0.0000% | $1305982.68        | $1280294.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6140 | 2054-05-01      | 6.0000%  | 0.0000% | $1278005.09        | $1335176.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH4693 | 2053-11-01      | 5.5000%  | 0.0000% | $2246.52           | $2281.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH4609 | 2053-11-01      | 6.5000%  | 0.0000% | $718.81            | $761.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH4368 | 2053-11-01      | 7.0000%  | 0.0000% | $2957772.70        | $3213209.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $8806470.31        | $9358316.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA9323 | 2054-02-01      | 5.5000%  | 0.0000% | $3390555.89        | $3417020.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $25769092.09       | $26933906.59       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS3544 | 2042-04-01      | 3.5000%  | 0.0000% | $1645008.71        | $1554669.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $282876.00         | $271213.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  | 0.0000% | $266.06            | $262.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $735754.63         | $724320.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  | 0.0000% | $146050.41         | $140465.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4639 | 2045-02-01      | 3.5000%  | 0.0000% | $238.04            | $225.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | 0.0000% | $4787548.49        | $4771957.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $267.63            | $250.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $19159.70          | $18379.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM1873 | 2047-09-01      | 3.5000%  | 0.0000% | $1029595.56        | $965067.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK9902 | 2048-09-01      | 4.5000%  | 0.0000% | $108.28            | $105.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5613 | 2055-02-01      | 5.0000%  | 0.0000% | $323891.29         | $319961.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | 0.0000% | $104046.13         | $98210.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5562 | 2044-12-01      | 5.0000%  | 0.0000% | $812445.72         | $808492.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  | 0.0000% | $2639136.86        | $2699884.51        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2065757.37        | $2087911.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  | 0.0000% | $26234.88          | $26849.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $8568285.17        | $8633646.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  | 0.0000% | $337751.21         | $326287.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5434 | 2034-05-01      | 4.0000%  | 0.0000% | $780743.61         | $770413.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $775.29            | $793.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $1316.08           | $1366.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $11488.73          | $11595.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  | 0.0000% | $774.25            | $781.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5163 | 2053-10-01      | 4.5000%  | 0.0000% | $1291417.79        | $1249584.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  | 0.0000% | $986338.84         | $1014712.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  | 0.0000% | $94955.91          | $93963.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $202.19            | $190.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6940 | 2045-06-01      | 3.5000%  | 0.0000% | $176.50            | $166.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  | 0.0000% | $192705.45         | $181640.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $135.22            | $133.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7142 | 2045-08-01      | 3.5000%  | 0.0000% | $202.53            | $191.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9191 | 2055-03-01      | 6.5000%  | 0.0000% | $2204406.22        | $2314385.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIDA8568 | 2039-02-01      | 6.5000%  | 0.0000% | $263.85            | $276.29            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA8532 | 2054-02-01      | 5.5000%  | 0.0000% | $10954268.70       | $11060671.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  | 0.0000% | $942.87            | $957.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC2012 | 2056-01-01      | 5.0000%  | 0.0000% | $20102.64          | $19960.89          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH2096 | 2053-10-01      | 5.5000%  | 0.0000% | $956541.58         | $984236.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $451535.08         | $459370.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  | 0.0000% | $983068.76         | $988054.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $134420.28         | $130689.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6204 | 2053-05-01      | 6.0000%  | 0.0000% | $3831.94           | $3995.89           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | 0.0000% | $29732770.25       | $30397694.09       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6188 | 2053-05-01      | 5.5000%  | 0.0000% | $3872538.40        | $3963052.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  | 0.0000% | $554364.39         | $572048.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $21559256.75       | $22299170.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $6049108.44        | $6027728.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4798 | 2052-10-01      | 5.0000%  | 0.0000% | $37864.68          | $37637.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | 0.0000% | $727.47            | $722.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $576.52            | $605.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  | 0.0000% | $65455.03          | $66370.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $205155.23         | $193620.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0026 | 2051-11-01      | 2.5000%  | 0.0000% | $424459.37         | $366606.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM9786 | 2036-11-01      | 2.0000%  | 0.0000% | $1036181.44        | $952116.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  | 0.0000% | $1092166.42        | $982151.41         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  | 0.0000% | $997643.90         | $802429.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7616 | 2036-06-01      | 2.0000%  | 0.0000% | $24510.50          | $22522.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM7485 | 2034-11-01      | 3.0000%  | 0.0000% | $930628.91         | $914039.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7450 | 2047-02-01      | 3.0000%  | 0.0000% | $477.02            | $433.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  | 0.0000% | $10420.67          | $9970.01           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $723.73            | $643.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM6660 | 2051-03-01      | 2.5000%  | 0.0000% | $497483.63         | $420548.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM6627 | 2049-09-01      | 4.5000%  | 0.0000% | $3514082.36        | $3451317.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5824 | 2049-06-01      | 4.0000%  | 0.0000% | $327349.17         | $314010.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM6264 | 2036-02-01      | 3.0000%  | 0.0000% | $445.03            | $429.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6223 | 2036-03-01      | 2.0000%  | 0.0000% | $643597.18         | $592207.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  | 0.0000% | $1614300.65        | $1659581.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4594 | 2052-12-01      | 6.0000%  | 0.0000% | $1592237.08        | $1670933.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4428 | 2052-12-01      | 6.0000%  | 0.0000% | $601.23            | $628.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF2935 | 2052-11-01      | 5.5000%  | 0.0000% | $2049450.60        | $2083127.85        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF4923 | 2052-12-01      | 6.0000%  | 0.0000% | $635605.64         | $655270.01         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A92541 G | 2040-06-01      | 4.5000%  | 0.0000% | $42.69             | $42.33             | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC C91164 G | 2028-03-01      | 5.0000%  | 0.0000% | $61218.46          | $61820.64          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $119.25            | $114.33            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  | 0.0000% | $9636896.41        | $9098460.52        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $1462.50           | $1414.95           | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC A42489 G | 2036-01-01      | 5.5000%  | 0.0000% | $82.11             | $83.02             | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $1347.24           | $1397.10           | Agency Mortgage-Backed Securities  |
| FMAC 05.620 FGPC T30185 G | 2037-08-01      | 5.6200%  | 0.0000% | $262.14            | $270.26            | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $610.86            | $624.63            | Agency Mortgage-Backed Securities  |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $47.76             | $48.29             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1693 | 2055-12-01      | 5.5000%  | 0.0000% | $1002.60           | $1027.06           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $627.84            | $643.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9682 | 2054-11-01      | 5.5000%  | 0.0000% | $880.40            | $903.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9659 | 2054-10-01      | 5.5000%  | 0.0000% | $216660.37         | $219327.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  | 0.0000% | $62343.97          | $53223.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $656957.59         | $633531.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  | 0.0000% | $4504545.28        | $4452849.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG5862 | 2056-03-01      | 5.0000%  | 0.0000% | $5088420.00        | $5045751.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG4273 | 2056-04-01      | 5.0000%  | 0.0000% | $243707.00         | $242147.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG4248 | 2056-03-01      | 5.5000%  | 0.0000% | $1982200.00        | $1996797.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3984 | 2056-03-01      | 5.5000%  | 0.0000% | $2120500.00        | $2165478.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  | 0.0000% | $895690.13         | $921144.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH2626 | 2053-10-01      | 6.0000%  | 0.0000% | $7021188.90        | $7219755.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIDE7835 | 2040-08-01      | 6.0000%  | 0.0000% | $203135.39         | $210883.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE7424 | 2055-08-01      | 6.0000%  | 0.0000% | $1805890.53        | $1848027.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE6922 | 2055-12-01      | 7.0000%  | 0.0000% | $907.27            | $958.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6448 | 2055-08-01      | 6.5000%  | 0.0000% | $2818552.55        | $2928401.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE5929 | 2055-08-01      | 5.5000%  | 0.0000% | $4482742.21        | $4519753.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE5183 | 2055-08-01      | 6.5000%  | 0.0000% | $850.82            | $898.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4990 | 2055-06-01      | 5.5000%  | 0.0000% | $1315551.87        | $1331311.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3467 | 2055-07-01      | 6.0000%  | 0.0000% | $961.70            | $986.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE1166 | 2055-06-01      | 6.5000%  | 0.0000% | $5542916.24        | $5765833.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0615 | 2055-06-01      | 6.0000%  | 0.0000% | $317064.52         | $324426.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  | 0.0000% | $983.04            | $1015.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  | 0.0000% | $705.36            | $741.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB6794 | 2054-07-01      | 6.0000%  | 0.0000% | $4841150.21        | $5020495.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5551 | 2054-06-01      | 6.5000%  | 0.0000% | $455466.76         | $482392.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB5213 | 2054-07-01      | 5.5000%  | 0.0000% | $391177.47         | $394517.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5196 | 2054-07-01      | 6.5000%  | 0.0000% | $5446068.24        | $5725634.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB5081 | 2054-07-01      | 6.5000%  | 0.0000% | $727056.45         | $760612.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY0919 | 2053-04-01      | 6.0000%  | 0.0000% | $1403026.24        | $1461657.30        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ3144 | 2054-09-01      | 6.0000%  | 0.0000% | $247036.56         | $255366.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  | 0.0000% | $75600.17          | $73233.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6870 | 2053-08-01      | 5.5000%  | 0.0000% | $222958.80         | $225278.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1949 | 2052-06-01      | 4.0000%  | 0.0000% | $3634646.75        | $3445003.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY8316 | 2053-08-01      | 6.5000%  | 0.0000% | $59639.23          | $63000.90          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1708 | 2054-08-01      | 6.0000%  | 0.0000% | $1837569.26        | $1915528.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  | 0.0000% | $3394339.47        | $2856585.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBU4222 | 2053-10-01      | 5.5000%  | 0.0000% | $5084.41           | $5227.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  | 0.0000% | $310884.91         | $294452.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIMA5407 | 2039-06-01      | 6.0000%  | 0.0000% | $161340.63         | $167158.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $178.55            | $161.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQX2132 | 2054-12-01      | 4.5000%  | 0.0000% | $975.09            | $952.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX1593 | 2054-12-01      | 6.5000%  | 0.0000% | $2734933.06        | $2840700.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0553 | 2054-12-01      | 6.0000%  | 0.0000% | $794.19            | $812.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX0569 | 2054-12-01      | 6.0000%  | 0.0000% | $938.64            | $971.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0358 | 2054-11-01      | 5.0000%  | 0.0000% | $2473049.77        | $2447940.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAE7720 | 2040-11-01      | 4.0000%  | 0.0000% | $8767273.38        | $8479262.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  | 0.0000% | $49238922.21       | $50437512.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC1676 | 2055-12-01      | 5.0000%  | 0.0000% | $3365922.44        | $3355056.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0749 | 2055-07-01      | 6.5000%  | 0.0000% | $133106.08         | $138492.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0710 | 2055-07-01      | 5.5000%  | 0.0000% | $879.56            | $889.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0690 | 2055-07-01      | 5.0000%  | 0.0000% | $976.63            | $971.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0595 | 2055-06-01      | 6.5000%  | 0.0000% | $13905475.09       | $14689363.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  | 0.0000% | $10434761.92       | $10721137.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0558 | 2055-06-01      | 5.0000%  | 0.0000% | $948.06            | $938.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  | 0.0000% | $6894606.62        | $7083360.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0424 | 2055-05-01      | 5.0000%  | 0.0000% | $545128.46         | $542695.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $29305.08          | $27742.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $14082112.83       | $14977279.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $6680342.26        | $6816202.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8555 | 2054-05-01      | 6.5000%  | 0.0000% | $50981577.93       | $53767551.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $10719628.85       | $10694594.95       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8388 | 2054-04-01      | 6.5000%  | 0.0000% | $43992.56          | $45865.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  | 0.0000% | $11173228.29       | $11698559.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | 0.0000% | $5863.34           | $6004.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8171 | 2054-03-01      | 6.5000%  | 0.0000% | $735.14            | $780.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $677.61            | $695.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7812 | 2054-01-01      | 7.0000%  | 0.0000% | $681.65            | $734.56            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $536.52            | $557.88            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | 0.0000% | $804.55            | $842.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $795.45            | $826.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB7769 | 2054-01-01      | 4.5000%  | 0.0000% | $653693.46         | $639520.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $717.61            | $759.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $628.42            | $672.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $19020429.24       | $20200887.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $865211.74         | $883398.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI5627 | 2054-05-01      | 6.5000%  | 0.0000% | $68152.66          | $72423.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI3047 | 2054-03-01      | 7.0000%  | 0.0000% | $980504.32         | $1048588.90        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 3JRE0026 | 2051-05-01      | 2.0000%  | 0.0000% | $31474.96          | $25358.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CNRD5085 | 2032-04-01      | 2.0000%  | 0.0000% | $473.69            | $449.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5284 | 2050-09-01      | 3.5000%  | 0.0000% | $947735.86         | $877619.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA3988 | 2040-04-01      | 3.0000%  | 0.0000% | $113481.81         | $105743.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  | 0.0000% | $113171.06         | $96202.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3931 | 2035-02-01      | 3.0000%  | 0.0000% | $691493.90         | $665998.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $1607.62           | $1520.91           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3879 | 2049-12-01      | 4.5000%  | 0.0000% | $108687.73         | $106231.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3870 | 2049-12-01      | 2.5000%  | 0.0000% | $288231.33         | $245337.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $712694.22         | $623350.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $4876590.77        | $3941293.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | 0.0000% | $10148175.61       | $8601272.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3048 | 2052-10-01      | 5.0000%  | 0.0000% | $3655611.87        | $3651428.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2939 | 2052-09-01      | 4.5000%  | 0.0000% | $217420.03         | $211734.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2521 | 2052-08-01      | 4.5000%  | 0.0000% | $287554.38         | $279836.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS1843 | 2052-05-01      | 4.0000%  | 0.0000% | $1937847.48        | $1847608.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | 0.0000% | $376332.25         | $331358.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $471662.15         | $397357.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2620 | 2052-08-01      | 5.0000%  | 0.0000% | $471113.76         | $469452.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $3093208.46        | $3089795.62        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2609 | 2052-08-01      | 4.5000%  | 0.0000% | $700.18            | $686.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $561672.61         | $546540.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6859 | 2053-08-01      | 5.0000%  | 0.0000% | $19226199.74       | $19134561.27       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | 0.0000% | $12349921.21       | $12710983.50       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $24868231.51       | $25135399.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6698 | 2053-07-01      | 5.5000%  | 0.0000% | $2092865.10        | $2162922.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $5254983.24        | $5101327.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3918 | 2054-05-01      | 5.5000%  | 0.0000% | $562002.08         | $566157.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8585 | 2054-07-01      | 5.5000%  | 0.0000% | $351446.94         | $359867.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | 0.0000% | $58431.64          | $56792.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U6BF0498 | 2053-09-01      | 2.5000%  | 0.0000% | $1164005.65        | $988209.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3994 | 2052-12-01      | 5.0000%  | 0.0000% | $7432345.22        | $7374496.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6434 | 2053-06-01      | 5.0000%  | 0.0000% | $146412.70         | $145173.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $809.83            | $744.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | 0.0000% | $269151.69         | $286578.63         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZT1405 | 2033-03-01      | 3.0000%  | 0.0000% | $69990.05          | $68132.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $99746.22          | $95500.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0531 | 2047-04-01      | 3.5000%  | 0.0000% | $374885.91         | $351505.65         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $226.04            | $222.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZT0029 | 2047-05-01      | 3.0000%  | 0.0000% | $439757.87         | $398233.73         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  | 0.0000% | $205451.94         | $192767.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  | 0.0000% | $127078.29         | $125103.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4790 | 2048-09-01      | 4.0000%  | 0.0000% | $280803.38         | $268864.56         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $1541575.13        | $1431162.38        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4785 | 2048-08-01      | 4.0000%  | 0.0000% | $89677.92          | $85870.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC1681 | 2054-09-01      | 5.5000%  | 0.0000% | $1290527.23        | $1323144.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC0900 | 2054-08-01      | 5.5000%  | 0.0000% | $899.17            | $906.21            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS3610 | 2044-10-01      | 3.5000%  | 0.0000% | $180.18            | $170.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS3135 | 2044-08-01      | 3.5000%  | 0.0000% | $1953578.65        | $1834501.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR6959 | 2043-02-01      | 3.5000%  | 0.0000% | $226.17            | $212.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $954814.24         | $897948.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  | 0.0000% | $3055959.86        | $2596365.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2073 | 2038-07-01      | 4.0000%  | 0.0000% | $3159489.75        | $3114853.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | 0.0000% | $4676434.28        | $4806794.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4455 | 2053-07-01      | 5.0000%  | 0.0000% | $9096435.74        | $9106829.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2799 | 2053-04-01      | 6.0000%  | 0.0000% | $643458.11         | $664766.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | 0.0000% | $7900294.99        | $7978139.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2060 | 2053-05-01      | 5.5000%  | 0.0000% | $847239.26         | $856247.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY2015 | 2053-05-01      | 6.0000%  | 0.0000% | $1477921.64        | $1517532.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY1837 | 2053-05-01      | 6.5000%  | 0.0000% | $861994.11         | $909171.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | 0.0000% | $36835.23          | $31128.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $1049462.38        | $848245.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $257692.40         | $227055.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $712954.22         | $622905.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $252069.07         | $222463.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQA5131 | 2049-12-01      | 3.5000%  | 0.0000% | $381730.57         | $353579.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIQO4960 | 2041-02-01      | 4.0000%  | 0.0000% | $40952.99          | $40065.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4902 | 2040-12-01      | 4.5000%  | 0.0000% | $1264800.20        | $1262738.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4144 | 2040-09-01      | 4.5000%  | 0.0000% | $1023186.84        | $1022143.19        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO3486 | 2040-04-01      | 4.5000%  | 0.0000% | $184387.50         | $183543.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI8112 | 2054-06-01      | 7.0000%  | 0.0000% | $1247361.79        | $1322580.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI8872 | 2054-07-01      | 5.5000%  | 0.0000% | $893.63            | $905.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $2829362.83        | $2851376.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI6760 | 2054-05-01      | 5.5000%  | 0.0000% | $44660.62          | $45415.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAJ8480 | 2041-12-01      | 4.0000%  | 0.0000% | $72416.79          | $69909.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  | 0.0000% | $214908.76         | $200259.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $2385745.41        | $2484882.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9953 | 2047-07-01      | 3.5000%  | 0.0000% | $157.66            | $146.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL990834 | 2038-09-01      | 6.0000%  | 0.0000% | $208972.57         | $221560.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.650 CA987235 | 2038-05-01      | 5.6500%  | 0.0000% | $40944.37          | $41680.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  | 0.0000% | $22.72             | $23.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL889465 | 2038-03-01      | 5.5000%  | 0.0000% | $40.75             | $42.15             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | 0.0000% | $3821141.20        | $3764603.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK5232 | 2048-05-01      | 4.0000%  | 0.0000% | $226.41            | $217.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK5308 | 2048-06-01      | 4.0000%  | 0.0000% | $3047880.60        | $2928200.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | 0.0000% | $113966.11         | $109936.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9212 | 2048-01-01      | 3.5000%  | 0.0000% | $764268.43         | $715625.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5370 | 2047-08-01      | 4.0000%  | 0.0000% | $3739456.47        | $3599067.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 I4BF0561 | 2061-09-01      | 3.0000%  | 0.0000% | $23840.87          | $20552.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $98059.17          | $89167.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | 0.0000% | $248067.05         | $234623.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I4BF0078 | 2056-04-01      | 4.0000%  | 0.0000% | $218051.63         | $206235.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $554694.26         | $519012.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | 0.0000% | $1214929.31        | $1130925.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $17294670.93       | $17619902.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $9779559.69        | $9914423.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $39117.13          | $39601.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $477800.72         | $483024.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5706 | 2053-01-01      | 6.0000%  | 0.0000% | $1371914.23        | $1450268.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $730903.05         | $709486.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5536 | 2053-01-01      | 5.0000%  | 0.0000% | $5267791.07        | $5235639.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8153 | 2054-06-01      | 6.0000%  | 0.0000% | $4853213.03        | $5035499.71        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  | 0.0000% | $171136.82         | $152411.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $61731.81          | $63727.93          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC Q00866 G | 2041-05-01      | 4.5000%  | 0.0000% | $33.73             | $33.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  | 0.0000% | $626652.18         | $637526.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC1008 | 2055-09-01      | 5.5000%  | 0.0000% | $28805002.39       | $29438520.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3055 | 2056-03-01      | 5.5000%  | 0.0000% | $6088800.78        | $6143772.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDF9520 | 2056-01-01      | 5.0000%  | 0.0000% | $5095998.69        | $5034284.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBW2567 | 2041-02-01      | 4.5000%  | 0.0000% | $1369596.09        | $1369255.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | 0.0000% | $17929068.79       | $17399892.33       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $30109.14          | $29205.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  | 0.0000% | $19032135.63       | $19780612.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  | 0.0000% | $392283.49         | $330884.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | 0.0000% | $876.87            | $737.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ2996 | 2054-09-01      | 5.0000%  | 0.0000% | $13819374.59       | $13659161.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  | 0.0000% | $780018.35         | $800255.15         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ2141 | 2054-08-01      | 6.5000%  | 0.0000% | $4372936.48        | $4585520.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1933 | 2054-08-01      | 6.0000%  | 0.0000% | $1107310.77        | $1134603.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQJ1220 | 2054-08-01      | 7.0000%  | 0.0000% | $974.36            | $1042.07           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQJ1795 | 2054-08-01      | 6.0000%  | 0.0000% | $894.17            | $934.05            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0274 | 2054-07-01      | 6.5000%  | 0.0000% | $755.04            | $801.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQJ0055 | 2054-07-01      | 6.5000%  | 0.0000% | $938523.18         | $986091.92         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH9341 | 2054-01-01      | 7.0000%  | 0.0000% | $747973.44         | $800964.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH8928 | 2054-02-01      | 6.0000%  | 0.0000% | $1793193.05        | $1849431.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7751 | 2054-01-01      | 7.0000%  | 0.0000% | $1983033.19        | $2124592.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6186 | 2053-12-01      | 6.5000%  | 0.0000% | $5571401.02        | $5835817.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBR7761 | 2051-03-01      | 4.5000%  | 0.0000% | $847032.42         | $822390.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  | 0.0000% | $4276891.57        | $3655507.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $4195.94           | $3404.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4390 | 2051-03-01      | 2.0000%  | 0.0000% | $631885.63         | $512342.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR2236 | 2051-08-01      | 2.5000%  | 0.0000% | $210979.42         | $178780.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $53871883.25       | $46263467.37       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  | 0.0000% | $58331339.95       | $47909435.01       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $1849.07           | $1503.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP7741 | 2050-10-01      | 5.0000%  | 0.0000% | $491649.44         | $491838.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBP7574 | 2035-11-01      | 2.0000%  | 0.0000% | $4527905.44        | $4169234.96        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX8571 | 2055-02-01      | 5.0000%  | 0.0000% | $3937314.66        | $3900664.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8544 | 2055-02-01      | 6.5000%  | 0.0000% | $1413181.64        | $1498374.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7146 | 2055-02-01      | 6.0000%  | 0.0000% | $986.03            | $1021.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX5812 | 2055-02-01      | 6.5000%  | 0.0000% | $3739331.46        | $3891629.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5177 | 2055-02-01      | 5.5000%  | 0.0000% | $896.78            | $907.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX4668 | 2055-02-01      | 5.0000%  | 0.0000% | $953.51            | $948.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  | 0.0000% | $3705708.77        | $3843676.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3961 | 2054-12-01      | 6.0000%  | 0.0000% | $1156672.58        | $1193590.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3908 | 2055-01-01      | 5.0000%  | 0.0000% | $1905.83           | $1891.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3906 | 2055-01-01      | 6.0000%  | 0.0000% | $2614658.53        | $2710420.40        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX3826 | 2054-12-01      | 5.5000%  | 0.0000% | $1065560.88        | $1084936.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3387 | 2055-01-01      | 6.0000%  | 0.0000% | $246348.49         | $252065.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3015 | 2055-01-01      | 6.0000%  | 0.0000% | $1180903.02        | $1222868.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $776.43            | $782.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $631.83            | $646.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDF6440 | 2055-12-01      | 5.5000%  | 0.0000% | $2017.25           | $2046.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA4042 | 2055-12-01      | 6.5000%  | 0.0000% | $28369988.43       | $29765101.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $111602.58         | $112421.56         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC1042 | 2055-09-01      | 6.0000%  | 0.0000% | $8961148.98        | $9209005.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  | 0.0000% | $1100259.06        | $1169865.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CIQO4202 | 2040-10-01      | 4.5000%  | 0.0000% | $5804084.43        | $5784832.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5257 | 2055-07-01      | 6.0000%  | 0.0000% | $1985.20           | $2040.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $11410487.57       | $11273523.69       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD9345 | 2055-06-01      | 6.5000%  | 0.0000% | $1138044.78        | $1182331.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  | 0.0000% | $389.49            | $361.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2171 | 2049-07-01      | 4.0000%  | 0.0000% | $298.42            | $285.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1514 | 2049-09-01      | 3.0000%  | 0.0000% | $7418428.45        | $6536599.86        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFA5063 | 2052-04-01      | 4.0000%  | 0.0000% | $10638555.00       | $10167047.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5069 | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5068 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1040.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA5037 | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.40           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4883 | 2055-11-01      | 6.0000%  | 0.0000% | $1008.00           | $1049.30           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA4831 | 2054-09-01      | 6.0000%  | 0.0000% | $2550837.00        | $2630683.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4795 | 2052-06-01      | 3.0000%  | 0.0000% | $5035105.00        | $4518835.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA4692 | 2052-09-01      | 3.5000%  | 0.0000% | $3614647.24        | $3347346.48        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $4596380.48        | $4055432.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA4287 | 2056-01-01      | 5.0000%  | 0.0000% | $37130.34          | $36873.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA4126 | 2051-09-01      | 3.0000%  | 0.0000% | $1034.36           | $925.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2770 | 2055-07-01      | 6.0000%  | 0.0000% | $1816.83           | $1862.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNFA3510 | 2032-05-01      | 1.5000%  | 0.0000% | $115047.26         | $108635.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $1935.87           | $1979.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  | 0.0000% | $2085459.66        | $2200596.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2161 | 2055-06-01      | 6.0000%  | 0.0000% | $3717624.21        | $3855443.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  | 0.0000% | $959.79            | $948.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | 0.0000% | $52033602.29       | $52558274.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDG3481 | 2056-01-01      | 5.5000%  | 0.0000% | $1997.89           | $2028.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1912 | 2056-03-01      | 5.0000%  | 0.0000% | $2553608.00        | $2527223.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDG1356 | 2056-03-01      | 5.0000%  | 0.0000% | $750664.00         | $745860.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $8748587.97        | $8727675.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFM2334 | 2041-05-01      | 6.0000%  | 0.0000% | $318524.95         | $334963.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  | 0.0000% | $26892.84          | $26657.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5282 | 2054-02-01      | 4.5000%  | 0.0000% | $35387.94          | $34205.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA7256 | 2050-02-01      | 3.0000%  | 0.0000% | $265274.86         | $236365.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  | 0.0000% | $4918169.68        | $4697335.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB4261 | 2054-07-01      | 7.0000%  | 0.0000% | $396198.63         | $426748.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $27531.84          | $28500.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $109980.42         | $116646.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | 0.0000% | $161051.14         | $167230.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  | 0.0000% | $4571484.22        | $3847220.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0841 | 2053-05-01      | 5.5000%  | 0.0000% | $730.64            | $741.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | 0.0000% | $17400.36          | $17236.66          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  | 0.0000% | $1953491.88        | $1913178.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $55681.74          | $52610.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4391 | 2053-11-01      | 7.0000%  | 0.0000% | $769.76            | $831.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $611.24            | $561.64            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | 0.0000% | $9357.39           | $7560.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF4610 | 2052-12-01      | 5.5000%  | 0.0000% | $858.98            | $870.47            | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 NOTE BM 27     | 2027-12-31      | 3.3750%  | 0.0000% | $599700.00         | $600134.11         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44        | 2044-08-15      | 3.1250%  | 0.0000% | $36798800.00       | $28960962.60       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28     | 2028-02-29      | 3.3750%  | 0.0000% | $400.00            | $397.97            | U.S. Treasuries (including strips) |

### Security 153: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** Ing Baring Furman Selz LLC Repo - 01apr26 3.670000%
- **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: ARP1GFSU5, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: ARP1GFSU5_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $228.16            | $219.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ5160 | 2048-04-01      | 4.5000%  | 0.0000% | $1558556.42        | $1538014.65        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6866 | 2047-08-01      | 4.0000%  | 0.0000% | $2837754.58        | $2713921.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9815 | 2055-09-01      | 6.0000%  | 0.0000% | $2257931.57        | $2339677.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9788 | 2055-09-01      | 6.5000%  | 0.0000% | $1447994.87        | $1522674.73        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2902 | 2055-07-01      | 6.5000%  | 0.0000% | $2458302.73        | $2566344.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1554 | 2055-06-01      | 6.0000%  | 0.0000% | $1162199.23        | $1204765.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9422 | 2055-03-01      | 5.5000%  | 0.0000% | $463333.06         | $467272.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL838756 | 2035-09-01      | 6.0000%  | 0.0000% | $274533.47         | $287356.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3008 | 2043-04-01      | 3.5000%  | 0.0000% | $47787.49          | $44999.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  | 0.0000% | $1834987.38        | $1774822.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS3603 | 2029-10-01      | 3.0000%  | 0.0000% | $125708.44         | $123857.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2155 | 2042-03-01      | 3.5000%  | 0.0000% | $358968.74         | $339254.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0465 | 2041-06-01      | 4.5000%  | 0.0000% | $112.86            | $111.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH6418 | 2041-02-01      | 5.5000%  | 0.0000% | $77372.92          | $79032.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9422 | 2053-07-01      | 5.0000%  | 0.0000% | $832.75            | $826.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7775 | 2052-08-01      | 4.5000%  | 0.0000% | $769.89            | $750.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7558 | 2052-06-01      | 4.5000%  | 0.0000% | $713.54            | $695.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5190 | 2051-05-01      | 2.5000%  | 0.0000% | $1409.14           | $1194.99           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q01656 G | 2041-06-01      | 5.0000%  | 0.0000% | $49.44             | $50.05             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $2477.88           | $1999.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $47549.97          | $48297.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $32169.05          | $32129.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9992 | 2047-04-01      | 4.0000%  | 0.0000% | $4060997.83        | $3911562.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB4951 | 2042-04-01      | 4.0000%  | 0.0000% | $1987168.07        | $1918339.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAB4603 | 2042-03-01      | 4.0000%  | 0.0000% | $1730572.35        | $1671735.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | 0.0000% | $209035.94         | $207697.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS5871 | 2051-07-01      | 2.0000%  | 0.0000% | $166890.52         | $135638.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2782 | 2052-06-01      | 3.0000%  | 0.0000% | $2533547.11        | $2252589.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS0196 | 2052-01-01      | 2.5000%  | 0.0000% | $56373.60          | $47440.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $9328.19           | $8222.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $169964.09         | $160478.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG4470 | 2056-03-01      | 6.0000%  | 0.0000% | $2650164.40        | $2723921.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG3088 | 2056-02-01      | 5.5000%  | 0.0000% | $1002926.12        | $1019412.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6250 | 2053-05-01      | 5.0000%  | 0.0000% | $764.65            | $762.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $32984964.90       | $32131314.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $24519303.08       | $25057240.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $3402665.26        | $2922077.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4804 | 2049-12-01      | 3.5000%  | 0.0000% | $67315.79          | $62669.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $6450.95           | $6173.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX7623 | 2053-06-01      | 6.0000%  | 0.0000% | $1580604.52        | $1659353.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV6374 | 2055-10-01      | 4.5000%  | 0.0000% | $993.99            | $961.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4785 | 2047-11-01      | 4.0000%  | 0.0000% | $1885587.49        | $1816524.70        | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A93619 G | 2040-08-01      | 5.5000%  | 0.0000% | $180412.96         | $184228.93         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G05825 G | 2040-03-01      | 5.5000%  | 0.0000% | $1199270.10        | $1236801.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1750 | 2054-12-01      | 5.0000%  | 0.0000% | $910.78            | $904.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0411 | 2040-09-01      | 4.5000%  | 0.0000% | $93431.20          | $92513.71          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD8463 | 2040-06-01      | 5.5000%  | 0.0000% | $170952.33         | $174823.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAD0217 | 2037-08-01      | 6.0000%  | 0.0000% | $39710.35          | $41136.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $49453.44          | $49816.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | 0.0000% | $6858.41           | $6473.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5536 | 2055-12-01      | 6.0000%  | 0.0000% | $1042.14           | $1081.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5129 | 2055-10-01      | 6.0000%  | 0.0000% | $57984452.09       | $60115264.73       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK5232 | 2048-05-01      | 4.0000%  | 0.0000% | $405158.56         | $388510.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $1541.56           | $1495.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $137147.10         | $116327.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | 0.0000% | $11077415.91       | $11201951.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $855.12            | $874.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9005 | 2054-08-01      | 6.0000%  | 0.0000% | $853.05            | $890.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7487 | 2053-11-01      | 6.5000%  | 0.0000% | $1824225.28        | $1924859.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ3473 | 2055-09-01      | 5.5000%  | 0.0000% | $1002.24           | $1019.31           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q43886 G | 2046-10-01      | 4.0000%  | 0.0000% | $1895809.20        | $1832565.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6401 | 2053-01-01      | 5.5000%  | 0.0000% | $22431286.80       | $22710855.40       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $800060.75         | $648350.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0850 | 2055-08-01      | 5.5000%  | 0.0000% | $980.42            | $1001.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  | 0.0000% | $166478.61         | $158462.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $4556.91           | $3855.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $116789.03         | $119671.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2190 | 2055-07-01      | 6.0000%  | 0.0000% | $15943681.43       | $16317114.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1146 | 2049-06-01      | 3.5000%  | 0.0000% | $48999.06          | $45411.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $66865.51          | $53781.58          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q24708 G | 2044-02-01      | 4.0000%  | 0.0000% | $3044620.06        | $2939003.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3758 | 2053-02-01      | 5.5000%  | 0.0000% | $743.04            | $765.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8222 | 2055-09-01      | 6.5000%  | 0.0000% | $2411433.90        | $2517425.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2630 | 2056-02-01      | 5.0000%  | 0.0000% | $2608956.00        | $2613382.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC1478 | 2055-11-01      | 6.5000%  | 0.0000% | $995.46            | $1043.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0692 | 2056-01-01      | 5.5000%  | 0.0000% | $1215219.41        | $1240644.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1718 | 2055-05-01      | 6.0000%  | 0.0000% | $808.50            | $829.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3942 | 2056-01-01      | 5.5000%  | 0.0000% | $32587430.45       | $33182911.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4791 | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $991.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBN7422 | 2049-10-01      | 3.0000%  | 0.0000% | $2532528.88        | $2260547.94        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5096 | 2046-12-01      | 3.5000%  | 0.0000% | $38254.75          | $36022.84          | Agency Mortgage-Backed Securities |

### Security 154: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.670000%
- **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: ARP1GFXE5, C.4 - ISIN: N/A, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: ARP1GFXE5_3.67_0401
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNRM CL036MB R12F036  | 2041-08-25      | 2.0000%  | 0.0000% | $10623.20          | $10489.73          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE       | 2046-08-20      | 3.0000%  | 0.0000% | $1222.75           | $1110.66           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL068HJ R10F068  | 2040-06-25      | 4.5000%  | 0.0000% | $127642.34         | $127898.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-071 NA      | 2041-08-20      | 2.5000%  | 0.0000% | $193814.10         | $190053.40         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2078QN 08/15/28  | 2028-08-15      | 6.5000%  | 0.0000% | $89.30             | $90.85             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27  | 2027-03-15      | 6.6500%  | 0.0000% | $14.52             | $14.66             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41  | 2041-06-15      | 1.5000%  | 0.0000% | $5722.47           | $5552.92           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41  | 2041-01-15      | 4.0000%  | 0.0000% | $92324.30          | $90498.89          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3925LD 01/15/41  | 2041-01-15      | 2.5000%  | 0.0000% | $2909.35           | $2898.60           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3890BE 07/15/41  | 2041-07-15      | 5.0000%  | 0.0000% | $4718515.85        | $4791122.80        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41  | 2041-04-15      | 4.0000%  | 0.0000% | $2261.77           | $2242.42           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL096FB R24F096  | 2054-12-25      | 5.0619%  | 0.0000% | $1250158.29        | $1261169.25        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL010AD R24F010  | 2054-03-25      | 5.5000%  | 0.0000% | $17356.12          | $17589.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC083KC R21F083  | 2051-12-25      | 1.5000%  | 0.0000% | $1969835.55        | $1607129.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL025EC R21F025  | 2047-10-25      | 1.5000%  | 0.0000% | $1013054.31        | $817787.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082  | 2047-10-25      | 3.0000%  | 0.0000% | $15.01             | $10.84             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077  | 2044-10-25      | 2.5000%  | 0.0000% | $69834.50          | $68468.91          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049  | 2043-01-25      | 3.5000%  | 0.0000% | $3263.79           | $3255.33           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-162 GA      | 2049-10-20      | 3.0000%  | 0.0000% | $48931.46          | $47831.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-31 HP       | 2049-03-20      | 6.0000%  | 0.0000% | $381136.88         | $393443.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-140 MD      | 2055-08-20      | 5.0000%  | 0.0000% | $18390.48          | $18034.62          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 HY      | 2056-03-20      | 4.5000%  | 0.0000% | $2657853.00        | $2614662.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 HK      | 2056-03-20      | 4.5000%  | 0.0000% | $1097000.00        | $1081916.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 MU      | 2056-03-20      | 4.5000%  | 0.0000% | $759157.00         | $744016.37         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060  | 2034-04-25      | 5.5000%  | 0.0000% | $6240.28           | $6413.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128  | 2034-01-25      | 4.3764%  | 0.0000% | $40995.10          | $41083.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110  | 2033-11-25      | 4.0000%  | 0.0000% | $3792.46           | $3746.85           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2597AE 04/15/33  | 2033-04-15      | 5.5000%  | 0.0000% | $24.16             | $24.37             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32  | 2032-12-15      | 5.5000%  | 0.0000% | $34.26             | $35.16             | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033  | 2033-05-25      | 4.2500%  | 0.0000% | $2593.11           | $2548.60           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32  | 2032-07-15      | 6.0000%  | 0.0000% | $80.00             | $81.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 PD      | 2055-06-20      | 6.5000%  | 0.0000% | $54473.14          | $56735.17          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-36 AT       | 2048-03-20      | 6.0000%  | 0.0000% | $351496.55         | $361937.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC      | 2071-06-20      | 4.6145%  | 0.0000% | $100000.00         | $97028.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA       | 2046-10-20      | 2.0000%  | 0.0000% | $243.81            | $131.89            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-116 GA      | 2044-11-20      | 1.7500%  | 0.0000% | $253705.30         | $232384.50         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05413L 09/25/50  | 2050-09-25      | 6.0000%  | 0.0000% | $267426.24         | $272312.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 PQ      | 2055-04-20      | 4.5000%  | 0.0000% | $117519.06         | $116200.62         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4006PA 09/15/41  | 2041-09-15      | 3.5000%  | 0.0000% | $5976.67           | $5836.60           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019  | 2029-05-25      | 6.0000%  | 0.0000% | $1096.43           | $1115.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC      | 2072-06-20      | 3.5149%  | 0.0000% | $107623.21         | $77955.69          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5632KF 02/25/56  | 2056-02-25      | 4.6686%  | 0.0000% | $3481316.99        | $3465715.35        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF      | 2038-04-20      | 5.0000%  | 0.0000% | $8960.39           | $8973.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066  | 2041-11-25      | 2.0000%  | 0.0000% | $1677.82           | $1638.62           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL047QA R19F047  | 2049-06-25      | 3.0000%  | 0.0000% | $10989.43          | $9907.76           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2019-159 P       | 2049-09-20      | 2.5000%  | 0.0000% | $737168.21         | $633327.99         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV      | 2035-02-20      | 6.0000%  | 0.0000% | $2049402.50        | $2133024.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086  | 2047-05-25      | 4.0000%  | 0.0000% | $3234.65           | $3229.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU      | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $92910.48          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006  | 2042-12-25      | 1.5000%  | 0.0000% | $1927.03           | $1723.93           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML      | 2044-09-20      | 3.0000%  | 0.0000% | $3821.66           | $3386.78           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2018-06 QY       | 2047-09-20      | 3.0000%  | 0.0000% | $64173.18          | $60603.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC      | 2073-05-20      | 4.5812%  | 0.0000% | $100000.00         | $97436.37          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49  | 2049-06-25      | 2.0000%  | 0.0000% | $2345.55           | $1966.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-033 CB      | 2055-10-20      | 4.5000%  | 0.0000% | $1480032.53        | $1453864.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019  | 2040-03-25      | 5.0000%  | 0.0000% | $304.53            | $304.27            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 03998B 12/15/41  | 2041-12-15      | 4.0000%  | 0.0000% | $2104925.85        | $2014221.09        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC042GN R16F042  | 2045-09-25      | 2.5000%  | 0.0000% | $7607.20           | $7011.70           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA      | 2055-02-20      | 6.5000%  | 0.0000% | $1085064.80        | $1106710.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC      | 2071-10-20      | 2.8844%  | 0.0000% | $250000.00         | $215476.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-204 BL      | 2055-12-20      | 5.5000%  | 0.0000% | $127542.00         | $120252.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 JA      | 2050-07-20      | 4.5000%  | 0.0000% | $1988632.76        | $1976301.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE      | 2055-11-20      | 5.0000%  | 0.0000% | $99252.99          | $92748.81          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-175 AP      | 2055-10-20      | 4.5000%  | 0.0000% | $194809.13         | $192192.46         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA      | 2055-05-20      | 6.0000%  | 0.0000% | $6711.10           | $6723.55           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT      | 2055-03-20      | 4.0245%  | 0.0000% | $5178427.23        | $4843966.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-008 PD      | 2041-01-16      | 1.2500%  | 0.0000% | $44358.39          | $43272.88          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU       | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.76              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD      | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3000.36           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME      | 2046-08-20      | 3.0000%  | 0.0000% | $812211.75         | $800492.35         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG       | 2041-12-20      | 2.0000%  | 0.0000% | $1930.42           | $1823.25           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF      | 2061-03-20      | 4.2833%  | 0.0000% | $3038.77           | $3042.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT      | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $180437.09         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA      | 2054-07-20      | 5.0000%  | 0.0000% | $32838.66          | $32579.16          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN      | 2054-07-20      | 4.4886%  | 0.0000% | $3195324.29        | $3082610.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV      | 2035-05-20      | 6.0000%  | 0.0000% | $2068032.80        | $2120780.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-001 TE      | 2033-06-20      | 5.0000%  | 0.0000% | $17818.20          | $17847.24          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5614JB 08/25/55  | 2055-08-25      | 2.0000%  | 0.0000% | $2906623.50        | $2370431.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5609FD 12/25/55  | 2055-12-25      | 4.5119%  | 0.0000% | $767012.53         | $767944.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LV 05/25/36  | 2036-05-25      | 5.5000%  | 0.0000% | $1804841.84        | $1857634.06        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51  | 2051-10-25      | 5.5000%  | 0.0000% | $1556476.02        | $1581171.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05451A 05/25/49  | 2049-05-25      | 5.0000%  | 0.0000% | $219557.14         | $219919.12         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44  | 2044-06-25      | 6.0000%  | 0.0000% | $258175.72         | $258968.83         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5166EC 08/25/48  | 2048-08-25      | 1.5000%  | 0.0000% | $2209234.83        | $1836671.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4979AB 12/25/43  | 2043-12-25      | 2.0000%  | 0.0000% | $1253179.10        | $1200545.16        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47  | 2047-11-15      | 4.0000%  | 0.0000% | $4910.75           | $4839.42           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47  | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15236.14          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5053KC 12/25/50  | 2050-12-25      | 1.0000%  | 0.0000% | $187456.98         | $137873.92         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02393C 12/15/31  | 2031-12-15      | 5.5000%  | 0.0000% | $137251.20         | $139115.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-76 TG       | 2033-09-20      | 5.5000%  | 0.0000% | $10883.17          | $10907.69          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA       | 2033-05-16      | 4.2500%  | 0.0000% | $1142.13           | $1142.10           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-46 ND       | 2033-06-20      | 5.0000%  | 0.0000% | $3161.21           | $3165.97           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099  | 2040-08-25      | 3.0000%  | 0.0000% | $7203.67           | $7013.47           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088  | 2037-09-25      | 6.1121%  | 0.0000% | $56052.71          | $57197.49          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35  | 2035-06-15      | 6.0000%  | 0.0000% | $4595.83           | $4763.82           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34  | 2034-03-15      | 4.0000%  | 0.0000% | $4807.52           | $4660.54           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33  | 2033-11-15      | 5.5000%  | 0.0000% | $455.24            | $396.02            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081NC R13F081  | 2042-10-25      | 3.0000%  | 0.0000% | $6980.73           | $6956.27           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053  | 2042-01-25      | 1.5000%  | 0.0000% | $1096.94           | $1072.94           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC035LP R13F035  | 2043-01-25      | 3.0000%  | 0.0000% | $149469.40         | $145931.01         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033  | 2045-06-25      | 2.5000%  | 0.0000% | $2232.31           | $2151.02           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030  | 2041-06-25      | 2.0000%  | 0.0000% | $988.84            | $967.45            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-084 TE      | 2042-03-20      | 1.5000%  | 0.0000% | $256414.33         | $243791.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116  | 2033-11-25      | 4.0000%  | 0.0000% | $3016.77           | $2984.91           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM      | 2054-07-20      | 4.4886%  | 0.0000% | $511897.55         | $493840.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL      | 2053-06-20      | 7.5000%  | 0.0000% | $241879.41         | $254094.33         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5460UK 09/25/54  | 2054-09-25      | 5.5000%  | 0.0000% | $8833.83           | $8486.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-048 PG      | 2056-02-20      | 4.5000%  | 0.0000% | $9352000.00        | $9224915.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020  | 2042-03-25      | 2.0000%  | 0.0000% | $78503.81          | $76242.32          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012  | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $29777.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152  | 2042-09-25      | 2.5000%  | 0.0000% | $17760.29          | $16279.34          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC124PG R12F124  | 2042-07-25      | 2.0000%  | 0.0000% | $881449.60         | $806563.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC068NA R12F068  | 2042-03-25      | 2.0000%  | 0.0000% | $34135.04          | $33303.19          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063  | 2041-08-25      | 2.0000%  | 0.0000% | $176.25            | $175.48            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126  | 2041-12-25      | 3.5000%  | 0.0000% | $9351.98           | $8228.36           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC100PL R13F100  | 2043-03-25      | 4.5000%  | 0.0000% | $237317.58         | $237166.41         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31  | 2026-08-25      | 7.5000%  | 0.0000% | $0.79              | $0.79              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31  | 2031-04-15      | 6.0000%  | 0.0000% | $1404.91           | $1442.20           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28  | 2028-11-15      | 6.0000%  | 0.0000% | $37.34             | $38.09             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46  | 2046-10-15      | 2.5000%  | 0.0000% | $9669.52           | $6707.79           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45  | 2045-08-15      | 3.0000%  | 0.0000% | $9315.76           | $7094.42           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4180MH 10/15/42  | 2042-10-15      | 3.0000%  | 0.0000% | $14397.38          | $13904.34          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4182PB 12/15/41  | 2041-12-15      | 2.0000%  | 0.0000% | $176115.31         | $175546.58         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42  | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3358.39           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-011 CD      | 2054-01-20      | 5.0000%  | 0.0000% | $45560.07          | $45427.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL      | 2053-11-20      | 7.5000%  | 0.0000% | $745780.33         | $777082.96         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 PL      | 2051-06-20      | 6.0000%  | 0.0000% | $28228.49          | $28518.85          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC      | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1647276.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT      | 2062-12-20      | 7.0000%  | 0.0000% | $299171.66         | $309380.10         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC      | 2071-12-20      | 4.5572%  | 0.0000% | $100000.00         | $96100.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC      | 2071-11-20      | 4.4237%  | 0.0000% | $123789.70         | $114188.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-140 HB      | 2051-08-20      | 1.0000%  | 0.0000% | $616948.46         | $533653.22         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX      | 2051-04-20      | 5.5000%  | 0.0000% | $1955697.56        | $1974701.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2020-032 AB      | 2049-07-20      | 3.0000%  | 0.0000% | $85400.31          | $81065.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3890ME 07/15/41  | 2041-07-15      | 5.0000%  | 0.0000% | $3916173.94        | $4020288.03        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31  | 2031-04-15      | 6.5000%  | 0.0000% | $97.95             | $99.93             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49  | 2049-09-25      | 6.0000%  | 0.0000% | $1072958.29        | $1088700.73        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35  | 2035-12-15      | 5.5000%  | 0.0000% | $1070.86           | $1102.89           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL029WB R05F029  | 2035-04-25      | 4.7500%  | 0.0000% | $4.67              | $4.67              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-16 AE       | 2034-02-20      | 5.5000%  | 0.0000% | $44605.07          | $44925.22          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32  | 2032-08-15      | 6.0000%  | 0.0000% | $40.30             | $41.52             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35  | 2035-12-25      | 5.5000%  | 0.0000% | $206589.52         | $211920.64         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-005 LT      | 2043-06-16      | 3.0000%  | 0.0000% | $33963.31          | $32788.73          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4669QY 09/15/44  | 2044-09-15      | 3.5000%  | 0.0000% | $25000.00          | $24350.89          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125HC 10/15/42  | 2042-10-15      | 2.0000%  | 0.0000% | $44661.97          | $40527.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007  | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1252.77           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC058DY R13F058  | 2043-04-25      | 2.5000%  | 0.0000% | $34708.43          | $34232.49          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46  | 2046-09-15      | 3.5000%  | 0.0000% | $11843.62          | $11570.07          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-045 MC      | 2056-03-20      | 4.5000%  | 0.0000% | $18230575.00       | $17978300.30       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008  | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.05              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM       | 2034-05-20      | 5.5000%  | 0.0000% | $3748.95           | $3757.97           | Agency Collateralized Mortgage Obligation |
| FNMA 4.00 FNNT CX 26-30    | 2030-02-12      | 4.0000%  | 0.0000% | $3468000.00        | $3461079.41        | Agency Debentures and Agency Strips       |
| FNMA 4.00 FNNT K 27-31     | 2031-01-15      | 4.0000%  | 0.0000% | $50000.00          | $49823.22          | Agency Debentures and Agency Strips       |
| TVDB 2.875 TVBD 27 A       | 2027-02-01      | 2.8750%  | 0.0000% | $75000.00          | $74764.85          | Agency Debentures and Agency Strips       |
| TVDB 5.50 TVBD 38 C        | 2038-06-15      | 5.5000%  | 0.0000% | $55000.00          | $59951.89          | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G       | 2030-05-01      | 7.1250%  | 0.0000% | $4000.00           | $4584.47           | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B       | 2030-04-15      | 0.0000%  | 0.0000% | $1129000.00        | $956838.79         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29         | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $885.63            | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30         | 2030-01-15      | 0.0000%  | 0.0000% | $100000.00         | $85771.20          | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/27         | 2027-01-15      | 0.0000%  | 0.0000% | $22000.00          | $21301.72          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFBD 30 A       | 2030-01-15      | 8.6250%  | 0.0000% | $15000.00          | $17606.37          | Agency Debentures and Agency Strips       |
| FCSB 4.54 FCOR 27-32 FV    | 2032-03-18      | 4.5400%  | 0.0000% | $20000.00          | $19950.99          | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 26-35 CR    | 2035-10-29      | 5.0000%  | 0.0000% | $12000.00          | $12174.53          | Agency Debentures and Agency Strips       |
| FCSB 4.50 FCSB 28 EO       | 2028-05-09      | 4.5000%  | 0.0000% | $25000.00          | $25721.75          | Agency Debentures and Agency Strips       |
| FCSB 3 7/8 FCSB 32 BS      | 2032-09-20      | 3.8750%  | 0.0000% | $5000.00           | $4902.77           | Agency Debentures and Agency Strips       |
| FCSB 3 5/8 FCSB 28 DJ      | 2028-07-24      | 3.6250%  | 0.0000% | $10000.00          | $9996.27           | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD    | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1799.77           | Agency Debentures and Agency Strips       |
| FCSB 2.73 FCSB 28 BI       | 2028-08-04      | 2.7300%  | 0.0000% | $75000.00          | $73209.86          | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q        | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7871.84           | Agency Debentures and Agency Strips       |
| FCSB 4 3/8 FCSB 29 DG      | 2029-04-10      | 4.3750%  | 0.0000% | $100000.00         | $103365.23         | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30         | 2030-04-15      | 0.0000%  | 0.0000% | $110000.00         | $93226.10          | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 48 A       | 2048-01-15      | 4.8750%  | 0.0000% | $90000.00          | $87047.79          | Agency Debentures and Agency Strips       |
| FHLB 4.50 FHOR 26-29 PT    | 2029-09-26      | 4.5000%  | 0.0000% | $8965000.00        | $8957738.35        | Agency Debentures and Agency Strips       |
| FHLB 3.79 FHOR 27-28 2C    | 2028-03-30      | 3.7900%  | 0.0000% | $11250000.00       | $11183546.25       | Agency Debentures and Agency Strips       |
| FHLB 5.50 FHOR 26-46 Q     | 2046-01-16      | 5.5000%  | 0.0000% | $20000.00          | $20049.33          | Agency Debentures and Agency Strips       |
| FHLB 4.50 FHLB 29 RW       | 2029-03-09      | 4.5000%  | 0.0000% | $30000.00          | $30588.36          | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-31 PR         | 2031-09-10      | 1.2000%  | 0.0000% | $950000.00         | $876612.50         | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-27 B3         | 2027-12-29      | 1.7500%  | 0.0000% | $720000.00         | $697377.76         | Agency Debentures and Agency Strips       |
| FHLB 2.00 FHOR 21-35 BI    | 2035-05-04      | 2.0000%  | 0.0000% | $705000.00         | $577110.65         | Agency Debentures and Agency Strips       |
| FCSB 4.19 FCOR 27-32 FU    | 2032-03-02      | 4.1900%  | 0.0000% | $16317000.00       | $16144697.01       | Agency Debentures and Agency Strips       |
| FNMA 1.875 FNSM A 09/26    | 2026-09-24      | 1.8750%  | 0.0000% | $323000.00         | $320181.04         | Agency Debentures and Agency Strips       |
| FNMA 6.625 FNSM BB 11/30   | 2030-11-15      | 6.6250%  | 0.0000% | $176000.00         | $199698.01         | Agency Debentures and Agency Strips       |
| FNMA 6.25 FNSM GDBB 05/29  | 2029-05-15      | 6.2500%  | 0.0000% | $859000.00         | $938012.63         | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A     | 2032-07-15      | 6.2500%  | 0.0000% | $23000.00          | $25922.94          | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A       | 2052-09-15      | 4.2500%  | 0.0000% | $345000.00         | $290522.05         | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 26 G7429    | 2026-10-09      | 4.0000%  | 0.0000% | $30000.00          | $30603.93          | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A       | 2055-02-01      | 5.2500%  | 0.0000% | $207000.00         | $205637.94         | Agency Debentures and Agency Strips       |
| FNMA FNMS 04.000 CLFS2050  | 2051-02-01      | 4.0000%  | 0.0000% | $7875.13           | $7541.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  | 0.0000% | $9055.27           | $8648.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4525  | 2056-03-01      | 5.0000%  | 0.0000% | $1372223.00        | $1355584.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG3268  | 2056-03-01      | 5.0000%  | 0.0000% | $1267374.00        | $1257273.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG3162  | 2056-03-01      | 7.0000%  | 0.0000% | $1142226.00        | $1219801.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG3161  | 2056-03-01      | 7.0000%  | 0.0000% | $242433.00         | $259185.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2891  | 2056-02-01      | 5.5000%  | 0.0000% | $8438512.00        | $8598930.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109  | 2052-07-01      | 3.0000%  | 0.0000% | $808.99            | $712.29            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WSBM7946  | 2051-01-01      | 5.4330%  | 0.0000% | $10302209.12       | $10640782.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5508  | 2049-02-01      | 5.0000%  | 0.0000% | $1675.98           | $1687.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4697  | 2055-11-01      | 6.0000%  | 0.0000% | $2729963.62        | $2801095.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9696  | 2054-12-01      | 6.0000%  | 0.0000% | $1317094.84        | $1359920.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804  | 2034-10-01      | 6.0000%  | 0.0000% | $1967.14           | $2012.06           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5377  | 2045-12-01      | 4.5000%  | 0.0000% | $624720.79         | $612432.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373  | 2045-11-01      | 4.5000%  | 0.0000% | $2788987.83        | $2738364.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CTRB5369  | 2045-10-01      | 5.5000%  | 0.0000% | $3175334.33        | $3217481.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8353  | 2055-12-01      | 6.0000%  | 0.0000% | $3363458.40        | $3405720.26        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G67713 G  | 2048-06-01      | 4.0000%  | 0.0000% | $42832.27          | $41067.55          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569899 X      | 2032-06-15      | 6.5000%  | 0.0000% | $387.49            | $399.54            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 582409 X      | 2032-11-15      | 6.0000%  | 0.0000% | $576.58            | $589.24            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689729 X      | 2038-07-15      | 5.5000%  | 0.0000% | $9973.30           | $10367.08          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675475 X      | 2038-06-15      | 5.0000%  | 0.0000% | $5372.38           | $5496.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 663590 C      | 2036-11-20      | 6.0400%  | 0.0000% | $37354.40          | $38729.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 643606 X      | 2035-05-15      | 5.0000%  | 0.0000% | $845.99            | $861.67            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 620627 X      | 2033-09-15      | 5.5000%  | 0.0000% | $468.78            | $474.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 619118 X      | 2034-10-15      | 6.0000%  | 0.0000% | $1672.76           | $1706.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 616201 X      | 2034-01-15      | 6.0000%  | 0.0000% | $587.30            | $604.48            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF 082979 M      | 2041-11-20      | 5.1250%  | 0.0000% | $14108.11          | $14517.10          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AS 082755 M      | 2041-02-20      | 6.2500%  | 0.0000% | $6759.11           | $6940.97           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AT 082532 M      | 2040-05-20      | 5.6250%  | 0.0000% | $22831.85          | $23358.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781484 X      | 2032-08-15      | 6.0000%  | 0.0000% | $492.47            | $511.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781276 X      | 2031-04-15      | 6.5000%  | 0.0000% | $617.65            | $637.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 742849 C      | 2040-01-20      | 5.0000%  | 0.0000% | $18150.13          | $18278.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738790 X      | 2041-09-15      | 4.0000%  | 0.0000% | $5488.73           | $5236.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K0745333  | 2034-10-01      | 5.5000%  | 0.0000% | $61676.19          | $62690.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982  | 2034-11-01      | 5.5000%  | 0.0000% | $1278.25           | $1290.59           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 594518 X      | 2033-11-15      | 5.0000%  | 0.0000% | $1598.63           | $1600.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003546 M      | 2034-04-20      | 6.5000%  | 0.0000% | $831.20            | $868.78            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7453 M      | 2036-11-20      | 5.5000%  | 0.0000% | $82474.78          | $84858.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6715 M      | 2050-06-20      | 5.5000%  | 0.0000% | $5658.27           | $5852.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003772 M      | 2035-10-20      | 5.0000%  | 0.0000% | $645.71            | $655.81            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4325 M      | 2047-03-20      | 5.5000%  | 0.0000% | $34651.52          | $35852.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368  | 2045-10-01      | 5.0000%  | 0.0000% | $2885914.08        | $2889073.19        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003851 M      | 2036-05-20      | 5.5000%  | 0.0000% | $710.55            | $731.46            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 661479 C      | 2036-11-20      | 6.0400%  | 0.0000% | $43313.28          | $45430.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3666  | 2049-06-01      | 4.0000%  | 0.0000% | $22790.46          | $21851.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004028 M      | 2037-09-20      | 6.0000%  | 0.0000% | $371.22            | $391.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9852 M      | 2054-08-20      | 6.0000%  | 0.0000% | $56190.94          | $57468.72          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 675194 X      | 2038-03-15      | 5.5000%  | 0.0000% | $833.87            | $863.47            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5821 M      | 2049-03-20      | 6.0000%  | 0.0000% | $1974.85           | $2081.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004346 M      | 2039-01-20      | 7.0000%  | 0.0000% | $10612.71          | $11063.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BK5991 C      | 2048-12-20      | 5.0000%  | 0.0000% | $37959.92          | $37840.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 727274 X      | 2039-12-15      | 5.0000%  | 0.0000% | $3011.30           | $3078.26           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783745 X      | 2043-03-15      | 3.5000%  | 0.0000% | $11287399.67       | $10656960.77       | Agency Mortgage-Backed Securities         |
| GNMA GNAR AS 082471 M      | 2040-01-20      | 6.2500%  | 0.0000% | $19004.91          | $19483.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6545 M      | 2050-03-20      | 5.0000%  | 0.0000% | $3192.18           | $3241.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM4153  | 2033-06-01      | 3.0000%  | 0.0000% | $11611.04          | $11299.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4725 M      | 2039-10-20      | 6.5000%  | 0.0000% | $1063.09           | $1141.07           | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA2008 M      | 2044-06-20      | 5.5000%  | 0.0000% | $22736.99          | $23266.54          | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0332 M      | 2042-08-20      | 5.3750%  | 0.0000% | $9105.18           | $9310.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3724  | 2055-11-01      | 6.0000%  | 0.0000% | $2758101.21        | $2821606.49        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8D0953 G         | 2056-03-01      | 3.3370%  | 0.0000% | $1229749.00        | $1155208.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8324 C      | 2056-03-20      | 5.5000%  | 0.0000% | $131658.00         | $134251.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG5481  | 2056-02-01      | 5.5000%  | 0.0000% | $1273764.00        | $1286181.08        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384  | 2046-01-01      | 5.0000%  | 0.0000% | $5323048.64        | $5323882.58        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4072 C      | 2065-05-20      | 3.5000%  | 0.0000% | $211054.00         | $192437.91         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842137 G         | 2056-04-01      | 4.5640%  | 0.0000% | $16210434.00       | $16133131.84       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4803  | 2049-02-01      | 3.0000%  | 0.0000% | $4697789.00        | $4298946.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DR0742 C      | 2056-03-20      | 5.5000%  | 0.0000% | $97769.00          | $100649.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M      | 2056-02-20      | 4.5000%  | 0.0000% | $12971.82          | $12548.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ8140 C      | 2065-12-20      | 2.0000%  | 0.0000% | $370297.00         | $287618.07         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8342  | 2055-11-01      | 6.0000%  | 0.0000% | $4236135.90        | $4284245.70        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8113 C      | 2056-02-20      | 5.5000%  | 0.0000% | $187857.00         | $193391.52         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 842119 G         | 2048-09-01      | 2.9060%  | 0.0000% | $1245032.00        | $1256175.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6626 C      | 2056-03-20      | 5.0000%  | 0.0000% | $1363906.00        | $1359028.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  | 0.0000% | $952060.85         | $959037.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7519 C      | 2065-12-20      | 2.0000%  | 0.0000% | $764004.87         | $593419.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIFA5010  | 2041-03-01      | 5.0000%  | 0.0000% | $15088855.00       | $15317868.62       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-06-25      | 4.0889%  | 0.0000% | $1922653.21        | $1919260.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003572 M      | 2034-06-20      | 7.0000%  | 0.0000% | $382.75            | $396.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003544 M      | 2034-04-20      | 5.5000%  | 0.0000% | $1915.40           | $1981.30           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 594513 X      | 2033-11-15      | 5.0000%  | 0.0000% | $378.15            | $372.77            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MA0035 M      | 2042-04-20      | 5.6250%  | 0.0000% | $8684.89           | $8888.61           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0110  | 2056-04-01      | 5.0000%  | 0.0000% | $19828254.00       | $19587215.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535  | 2039-11-01      | 5.0000%  | 0.0000% | $2185.22           | $2208.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267  | 2039-02-01      | 5.5000%  | 0.0000% | $6732.72           | $6894.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732  | 2052-09-01      | 4.0000%  | 0.0000% | $5504.75           | $5216.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995018  | 2038-06-01      | 5.5000%  | 0.0000% | $2206.55           | $2282.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCC1741  | 2045-12-01      | 5.0000%  | 0.0000% | $2511775.68        | $2512169.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7160  | 2054-02-01      | 6.5000%  | 0.0000% | $5634.42           | $5935.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS4703  | 2053-05-01      | 4.5000%  | 0.0000% | $33874.65          | $32997.87          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 574777 X      | 2034-05-15      | 5.0000%  | 0.0000% | $724.90            | $726.41            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570578 X      | 2034-04-15      | 5.5000%  | 0.0000% | $1031.53           | $1039.17           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 604747 X      | 2033-11-15      | 5.0000%  | 0.0000% | $1112.10           | $1122.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR2317 C      | 2066-02-20      | 4.0000%  | 0.0000% | $424132.00         | $399663.54         | Agency Mortgage-Backed Securities         |
| GNMA GNAR AF MB1008 M      | 2056-03-20      | 5.0000%  | 0.0000% | $294057.00         | $298627.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0996 M      | 2056-03-20      | 5.0000%  | 0.0000% | $4137221.00        | $4110729.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7832 C      | 2056-03-20      | 6.5000%  | 0.0000% | $105600.00         | $112475.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7748 C      | 2056-03-20      | 5.5000%  | 0.0000% | $400000.00         | $407818.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6956 C      | 2056-03-20      | 5.5000%  | 0.0000% | $150851.00         | $153822.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6367 C      | 2056-03-20      | 5.5000%  | 0.0000% | $146601.00         | $149466.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3685 C      | 2056-03-20      | 5.5000%  | 0.0000% | $429192.00         | $437580.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4393 C      | 2066-02-20      | 4.5000%  | 0.0000% | $156959.00         | $151220.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4392 C      | 2066-02-20      | 4.0000%  | 0.0000% | $374553.00         | $352946.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9641 C      | 2056-03-20      | 6.0000%  | 0.0000% | $10434.00          | $10745.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8143 C      | 2056-03-20      | 5.5000%  | 0.0000% | $410494.00         | $427610.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7518 C      | 2065-11-20      | 4.0000%  | 0.0000% | $297478.63         | $280317.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6806 C      | 2056-03-20      | 5.5000%  | 0.0000% | $753316.00         | $768038.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6628 C      | 2056-03-20      | 5.5000%  | 0.0000% | $1212757.00        | $1233685.95        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7784 C      | 2056-03-20      | 5.5000%  | 0.0000% | $2416021.00        | $2501945.18        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 743096 X      | 2040-07-15      | 5.5000%  | 0.0000% | $1103.80           | $1140.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783286 C      | 2040-12-20      | 6.0000%  | 0.0000% | $2246.37           | $2388.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 485866 X      | 2031-10-15      | 7.0000%  | 0.0000% | $2198.16           | $2253.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 609076 C      | 2036-09-20      | 5.4900%  | 0.0000% | $60062.81          | $61204.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004345 M      | 2039-01-20      | 6.5000%  | 0.0000% | $1551.90           | $1690.50           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004220 M      | 2038-08-20      | 5.0000%  | 0.0000% | $355.25            | $362.79            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003891 M      | 2036-08-20      | 6.5000%  | 0.0000% | $483.99            | $525.55            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003786 M      | 2035-11-20      | 5.5000%  | 0.0000% | $1304.30           | $1349.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003724 M      | 2035-06-20      | 5.5000%  | 0.0000% | $675.20            | $698.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004400 M      | 2039-03-20      | 6.0000%  | 0.0000% | $991.66            | $1046.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003374 M      | 2033-04-20      | 5.0000%  | 0.0000% | $413.95            | $418.26            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003202 M      | 2032-02-20      | 7.0000%  | 0.0000% | $7723.14           | $7999.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002755 M      | 2029-05-20      | 7.0000%  | 0.0000% | $56.89             | $58.92             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9605 M      | 2054-04-20      | 5.5000%  | 0.0000% | $10361.49          | $10521.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M      | 2053-01-20      | 6.0000%  | 0.0000% | $8518.14           | $8762.31           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6040 M      | 2049-07-20      | 4.0000%  | 0.0000% | $2291.95           | $2175.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5767 M      | 2049-02-20      | 6.0000%  | 0.0000% | $3400.15           | $3506.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5599 M      | 2048-11-20      | 6.0000%  | 0.0000% | $1499.86           | $1581.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5402 M      | 2048-08-20      | 6.0000%  | 0.0000% | $3740.33           | $3942.94           | Agency Mortgage-Backed Securities         |
| USTR 2 7/8 BOND 52         | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.43             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26      | 2026-09-30      | 3.5000%  | 0.0000% | $75000.00          | $74898.75          | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26         | 2026-04-16      | 0.0000%  | 0.0000% | $127900.00         | $127692.80         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31       | 2031-10-31      | 4.1250%  | 0.0000% | $57900.00          | $59106.43          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26      | 2026-07-31      | 4.3750%  | 0.0000% | $200800.00         | $202651.48         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27      | 2027-02-28      | 4.1250%  | 0.0000% | $2100.00           | $2113.66           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28       | 2028-04-30      | 1.2500%  | 0.0000% | $1048000.00        | $999277.52         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27       | 2027-08-15      | 2.2500%  | 0.0000% | $73000.00          | $71619.70          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53         | 2053-11-15      | 4.7500%  | 0.0000% | $1527900.00        | $1513169.98        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AU 26      | 2026-11-15      | 4.6250%  | 0.0000% | $89600.00          | $91599.58          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51         | 2051-05-15      | 2.3750%  | 0.0000% | $183800.00         | $116572.15         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29       | 2029-08-15      | 1.6250%  | 0.0000% | $600.00            | $558.81            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26       | 2026-07-31      | 1.8750%  | 0.0000% | $160000.00         | $159486.23         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28       | 2028-11-15      | 3.1250%  | 0.0000% | $338100.00         | $335855.13         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45         | 2045-02-15      | 4.7500%  | 0.0000% | $941800.00         | $929543.87         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44         | 2044-11-15      | 4.6250%  | 0.0000% | $26200.00          | $25773.46          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54         | 2054-08-15      | 4.2500%  | 0.0000% | $403000.00         | $363206.07         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43         | 2043-11-15      | 4.7500%  | 0.0000% | $288700.00         | $289964.59         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43         | 2043-08-15      | 4.3750%  | 0.0000% | $500.00            | $473.96            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42         | 2042-08-15      | 3.3750%  | 0.0000% | $757800.00         | $635201.00         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52             | 2052-08-15      | 3.0000%  | 0.0000% | $1100.00           | $786.11            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51         | 2051-02-15      | 0.1250%  | 0.0000% | $124.90            | $66.42             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26       | 2026-06-30      | 1.8750%  | 0.0000% | $203500.00         | $203485.47         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40         | 2040-11-15      | 1.3750%  | 0.0000% | $150000.00         | $97183.46          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40         | 2040-08-15      | 1.1250%  | 0.0000% | $2227300.00        | $1388392.81        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43         | 2043-02-15      | 3.1250%  | 0.0000% | $408500.00         | $328101.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39         | 2039-08-15      | 4.5000%  | 0.0000% | $347000.00         | $344772.82         | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30         | 2030-05-15      | 6.2500%  | 0.0000% | $135100.00         | $149970.82         | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28         | 2028-08-15      | 5.5000%  | 0.0000% | $108100.00         | $112832.63         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30      | 2030-07-31      | 3.8750%  | 0.0000% | $179000.00         | $179606.02         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32           | 2032-07-31      | 4.0000%  | 0.0000% | $137000.00         | $136961.55         | U.S. Treasuries (including strips)        |
| USTR 6 3/8 BOND 27         | 2027-08-15      | 6.3750%  | 0.0000% | $112000.00         | $116617.61         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26         | 2026-05-14      | 0.0000%  | 0.0000% | $9400.00           | $9358.26           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27       | 2027-02-28      | 1.8750%  | 0.0000% | $19200.00          | $18901.66          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55         | 2055-05-15      | 4.7500%  | 0.0000% | $20000.00          | $19836.75          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30       | 2030-12-31      | 3.7500%  | 0.0000% | $400.00            | $399.69            | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26      | 2026-10-15      | 4.6250%  | 0.0000% | $724000.00         | $742594.56         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30          | 2030-07-31      | 4.0000%  | 0.0000% | $139200.00         | $140362.78         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26      | 2026-07-15      | 4.5000%  | 0.0000% | $349800.00         | $353766.10         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28       | 2028-04-15      | 1.2500%  | 0.0000% | $1088002.76        | $1098177.64        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27      | 2027-10-31      | 4.1250%  | 0.0000% | $271500.00         | $277189.96         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27      | 2027-09-30      | 4.1250%  | 0.0000% | $1149000.00        | $1153331.73        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29       | 2029-05-31      | 2.7500%  | 0.0000% | $857000.00         | $836220.74         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32       | 2032-05-15      | 2.8750%  | 0.0000% | $10000.00          | $9442.80           | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29       | 2029-02-28      | 1.8750%  | 0.0000% | $46400.00          | $43945.28          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26      | 2026-12-31      | 1.2500%  | 0.0000% | $302100.00         | $297403.78         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28       | 2028-11-30      | 1.5000%  | 0.0000% | $180000.00         | $170226.05         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26      | 2026-11-30      | 1.2500%  | 0.0000% | $1000.00           | $987.46            | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31       | 2031-11-15      | 1.3750%  | 0.0000% | $2000.00           | $1741.59           | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28       | 2028-09-30      | 1.2500%  | 0.0000% | $653200.00         | $612829.63         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31       | 2031-08-15      | 1.2500%  | 0.0000% | $58700.00          | $50939.94          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Y 26       | 2026-04-30      | 0.7500%  | 0.0000% | $70100.00          | $70137.04          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30       | 2030-11-15      | 0.8750%  | 0.0000% | $52000.00          | $45412.66          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27       | 2027-02-28      | 1.1250%  | 0.0000% | $180500.00         | $176376.78         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE Q 26       | 2026-09-30      | 1.6250%  | 0.0000% | $216400.00         | $214088.20         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29      | 2029-08-31      | 3.6250%  | 0.0000% | $49000.00          | $48720.88          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34       | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $293.26            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31       | 2031-06-30      | 4.2500%  | 0.0000% | $12800.00          | $13074.24          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27      | 2027-05-15      | 4.5000%  | 0.0000% | $1457200.00        | $1492126.28        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE P 26       | 2026-08-31      | 1.3750%  | 0.0000% | $1200.00           | $1189.42           | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/29         | 2029-11-15      | 0.0000%  | 0.0000% | $5932.00           | $5142.28           | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/26         | 2026-11-15      | 0.0000%  | 0.0000% | $20.44             | $19.97             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE U 31       | 2031-01-31      | 3.7500%  | 0.0000% | $2200.00           | $2191.47           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32       | 2032-11-30      | 3.7500%  | 0.0000% | $10000.00          | $9894.22           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27      | 2027-09-30      | 3.5000%  | 0.0000% | $865000.00         | $860406.85         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28      | 2028-09-15      | 3.3750%  | 0.0000% | $1400.00           | $1386.47           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27      | 2027-08-31      | 3.6250%  | 0.0000% | $2200.00           | $2199.24           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30      | 2030-06-30      | 3.8750%  | 0.0000% | $10000.00          | $10068.81          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27      | 2027-05-31      | 3.8750%  | 0.0000% | $42000.00          | $42560.75          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35       | 2035-05-15      | 4.2500%  | 0.0000% | $477700.00         | $483239.82         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27      | 2027-01-31      | 4.1250%  | 0.0000% | $818500.00         | $826351.92         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31       | 2031-12-31      | 4.5000%  | 0.0000% | $23600.00          | $24387.72          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29      | 2029-10-31      | 4.1250%  | 0.0000% | $1967600.00        | $2015445.13        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26      | 2026-06-30      | 0.8750%  | 0.0000% | $1120000.00        | $1114391.50        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29       | 2029-03-31      | 2.3750%  | 0.0000% | $133800.00         | $128186.29         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53         | 2053-02-15      | 1.5000%  | 0.0000% | $115519.01         | $88913.79          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27      | 2027-03-15      | 4.2500%  | 0.0000% | $277300.00         | $279099.07         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30       | 2030-10-31      | 4.8750%  | 0.0000% | $1820500.00        | $1925795.80        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29           | 2029-01-31      | 4.0000%  | 0.0000% | $1576700.00        | $1592483.30        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28         | 2028-11-15      | 0.0000%  | 0.0000% | $1.38              | $1.25              | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27       | 2027-05-31      | 2.6250%  | 0.0000% | $202600.00         | $201554.78         | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31         | 2031-02-15      | 5.3750%  | 0.0000% | $12400.00          | $13235.92          | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26      | 2026-10-31      | 1.1250%  | 0.0000% | $15900.00          | $15728.96          | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26      | 2026-08-31      | 0.7500%  | 0.0000% | $217300.00         | $214738.21         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32       | 2032-02-15      | 1.8750%  | 0.0000% | $4400.00           | $3904.19           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46         | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.33             | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/27         | 2027-02-15      | 0.0000%  | 0.0000% | $55.46             | $53.69             | U.S. Treasuries (including strips)        |

### Security 155: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.670000%
- **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: ARP1GGBE7, C.4 - ISIN: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: ARP1GGBE7_3.67_0401
- **C.18 - Value (incl. sponsor support):** $51000000.00
- **C.18.a - Value (excl. sponsor support):** $51000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLFA1291 | 2055-04-01      | 5.0000%  | 0.0000% | $2681760.17        | $2673102.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9612 | 2054-12-01      | 5.5000%  | 0.0000% | $5939526.63        | $6012662.00        | Agency Mortgage-Backed Securities  |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $6369772.52        | $3387609.35        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  | 0.0000% | $20.18             | $22.12             | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  | 0.0000% | $24030660.54       | $23796834.25       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 56        | 2056-02-15      | 2.3750%  | 0.0000% | $4699019.16        | $4374827.90        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  | 0.0000% | $786114.66         | $732992.45         | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54        | 2054-02-15      | 2.1250%  | 0.0000% | $1625598.31        | $1438478.02        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52        | 2052-02-15      | 0.1250%  | 0.0000% | $2546293.21        | $1323189.43        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49            | 2049-02-15      | 1.0000%  | 0.0000% | $13.18             | $9.36              | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  | 0.0000% | $65437.27          | $50447.01          | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41        | 2041-02-15      | 2.1250%  | 0.0000% | $3571888.94        | $3464210.40        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  | 0.0000% | $6450505.80        | $3656656.85        | U.S. Treasuries (including strips) |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  | 0.0000% | $1122012.63        | $1114262.79        | U.S. Treasuries (including strips) |

### Security 156: RBC Dominion Securities Inc.

- **C.1 - Title:** R.b.c. Dominion Securities Cor Repo - 01apr26 3.670000%
- **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: ARP1GGBV9, C.4 - ISIN: N/A, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1GGBV9_3.67_0401
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.9500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $82752780.57       | $77192308.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $6202593.70        | $5578801.61        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $575.21            | $508.79            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FA     | 2052-01-20      | 3.5000%  | 0.0000% | $18111613.75       | $15999952.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $86527023.66       | $74873535.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.6729%  | 0.0000% | $7301277.25        | $7304853.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.7229%  | 0.0000% | $24527635.00       | $24596928.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 4.7729%  | 0.0000% | $480.26            | $482.36            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA     | 2055-07-20      | 4.8229%  | 0.0000% | $5884141.35        | $5918338.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 FC     | 2055-10-20      | 4.6729%  | 0.0000% | $1185.73           | $1187.41           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.1229%  | 0.0000% | $97837267.28       | $97531950.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.0729%  | 0.0000% | $16791300.11       | $16858835.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FN     | 2055-04-20      | 4.9729%  | 0.0000% | $15536392.38       | $15637650.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 4.9229%  | 0.0000% | $23811165.65       | $23967062.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-121 FD     | 2055-07-20      | 4.9729%  | 0.0000% | $21407933.00       | $21576081.83       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5648AF 02/25/55 | 2055-02-25      | 4.6722%  | 0.0000% | $20616609.50       | $20500511.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $37135911.96       | $31098796.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8729%  | 0.0000% | $2253054.35        | $2270706.93        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5627FA 02/25/56 | 2056-02-25      | 4.6119%  | 0.0000% | $15164571.40       | $15031542.48       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $46032874.68       | $38456410.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.0729%  | 0.0000% | $16496449.50       | $16666644.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 4.7229%  | 0.0000% | $15319232.27       | $15359232.64       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5638FA 03/25/56 | 2056-03-25      | 4.5619%  | 0.0000% | $11440326.93       | $11590903.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 4.7229%  | 0.0000% | $438.91            | $440.42            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FH     | 2054-10-20      | 4.8729%  | 0.0000% | $28071863.22       | $28081013.36       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 4.8229%  | 0.0000% | $2031.42           | $2028.45           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 4.9729%  | 0.0000% | $21735819.00       | $21896327.38       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 4.9729%  | 0.0000% | $15252439.36       | $15356026.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 4.8029%  | 0.0000% | $991333.45         | $996058.70         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 4.7229%  | 0.0000% | $8036011.07        | $8039113.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 TF     | 2053-01-20      | 4.6729%  | 0.0000% | $19015045.00       | $18941948.18       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 4.9729%  | 0.0000% | $3694528.41        | $3719852.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-149 FA     | 2054-09-20      | 4.7829%  | 0.0000% | $29285116.10       | $29414774.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 BF     | 2051-10-20      | 3.5000%  | 0.0000% | $3985604.49        | $3471060.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5547FH 06/25/55 | 2055-06-25      | 5.0619%  | 0.0000% | $2406692.34        | $2430967.80        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL012FA R26F012 | 2056-03-25      | 4.6619%  | 0.0000% | $9247809.68        | $9162359.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $103.11            | $98.58             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $2458294.95        | $2217357.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $94558.83          | $89024.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $4696.97           | $4426.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  | 0.0000% | $4925.43           | $5011.89           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784131 M     | 2046-02-20      | 3.5000%  | 0.0000% | $44409.05          | $41995.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  | 0.0000% | $115696.03         | $114468.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $27075094.36       | $23181515.29       | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $8019.34           | $7519.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  | 0.0000% | $14566764.94       | $14093345.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $6243017.96        | $5069690.60        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP0907       | 2063-03-15      | 5.2000%  | 0.0000% | $255870.46         | $261632.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5197 M     | 2048-05-20      | 6.5000%  | 0.0000% | $9091.81           | $9600.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $162604.73         | $146765.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4780 M     | 2047-10-20      | 4.5000%  | 0.0000% | $315.50            | $311.35            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $18731.23          | $16994.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $10568861.64       | $10904084.79       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9449 | 2055-04-01      | 5.5000%  | 0.0000% | $4659015.18        | $4765083.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4656 C     | 2056-03-20      | 5.5000%  | 0.0000% | $728447.00         | $750353.10         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5673       | 2061-03-15      | 5.2000%  | 0.0000% | $1747622.00        | $1762456.40        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5672       | 2061-03-15      | 4.8600%  | 0.0000% | $5866849.50        | $5918430.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  | 0.0000% | $4393410.03        | $4488263.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $57525.85          | $58123.68          | Agency Mortgage-Backed Securities         |
| GNMA GNMI JP 783707 X     | 2028-01-15      | 2.5000%  | 0.0000% | $347.96            | $344.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3744 | 2047-03-01      | 4.0000%  | 0.0000% | $2542624.39        | $2455512.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH9224 | 2048-01-01      | 4.5000%  | 0.0000% | $311863.60         | $307029.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP6326 | 2042-09-01      | 3.5000%  | 0.0000% | $5218.59           | $4923.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0117 M     | 2039-12-20      | 3.0000%  | 0.0000% | $40439.62          | $38954.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $20841.70          | $20714.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL2941 C     | 2065-10-20      | 6.5000%  | 0.0000% | $42587.13          | $44692.88          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8023       | 2060-07-15      | 4.4400%  | 0.0000% | $241638.54         | $233228.79         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0387       | 2061-01-15      | 5.0000%  | 0.0000% | $1088652.55        | $1103002.81        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005       | 2060-04-15      | 5.7000%  | 0.0000% | $122299.37         | $128563.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1841 M     | 2044-04-20      | 5.0000%  | 0.0000% | $89076.11          | $90640.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ4669 | 2055-08-01      | 4.5000%  | 0.0000% | $3356079.44        | $3256366.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4520 | 2056-03-01      | 5.5000%  | 0.0000% | $40924.50          | $41308.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2468 | 2055-09-01      | 5.5000%  | 0.0000% | $2353444.18        | $2413794.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0408 | 2055-08-01      | 5.5000%  | 0.0000% | $1602459.52        | $1639577.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $2277438.25        | $2329978.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $33086.00          | $31962.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0140 | 2029-08-01      | 4.5000%  | 0.0000% | $10.44             | $10.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB3735 | 2041-10-01      | 3.0000%  | 0.0000% | $32.17             | $30.18             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2073 M     | 2044-07-20      | 3.5000%  | 0.0000% | $207165.95         | $195520.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $971053.33         | $1000898.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1219 | 2055-10-01      | 5.5000%  | 0.0000% | $12446064.12       | $12693023.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0710 | 2055-07-01      | 5.5000%  | 0.0000% | $24629326.22       | $24903779.00       | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $21.44             | $21.93             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $46.38             | $46.47             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $206.47            | $212.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 635109 C     | 2031-08-20      | 3.0000%  | 0.0000% | $109.95            | $106.24            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 618393 C     | 2041-09-20      | 4.0000%  | 0.0000% | $27.10             | $25.11             | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 787887 M     | 2055-01-20      | 4.0000%  | 0.0000% | $2824585.72        | $2599018.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 787788 M     | 2034-07-20      | 3.0000%  | 0.0000% | $19888.57          | $19307.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785535 C     | 2051-06-20      | 3.0000%  | 0.0000% | $42650.22          | $38101.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $264.44            | $226.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $24191267.78       | $20737295.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $11322604.69       | $9960382.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2716 | 2055-08-01      | 5.0000%  | 0.0000% | $493.51            | $491.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  | 0.0000% | $383.06            | $404.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  | 0.0000% | $1258567.00        | $1293486.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  | 0.0000% | $17952992.82       | $18399699.19       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $5479035.80        | $5627892.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $450.07            | $462.70            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $434194.39         | $406286.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $17498022.71       | $17229253.08       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $6190.50           | $5678.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $15906.49          | $12254.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  | 0.0000% | $2753283.70        | $2451551.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0145 | 2047-08-01      | 3.0000%  | 0.0000% | $21875.92          | $19732.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $37889.56          | $35826.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M     | 2050-08-20      | 2.0000%  | 0.0000% | $21431667.62       | $17672867.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $766503.57         | $715612.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $3827302.74        | $3578970.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB6851 C     | 2054-06-20      | 6.5000%  | 0.0000% | $3232.41           | $3413.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $14924.83          | $14829.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $11060644.26       | $11249265.11       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4586 | 2042-03-01      | 3.5000%  | 0.0000% | $2844382.09        | $2687297.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $9085019.78        | $8662923.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5973 | 2053-10-01      | 6.5000%  | 0.0000% | $4312291.12        | $4508787.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $8581116.54        | $8319074.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $1248020.81        | $1193012.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $2683612.24        | $2745770.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $2502.40           | $2437.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY5240 | 2055-06-01      | 5.5000%  | 0.0000% | $838412.98         | $854504.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6416 M     | 2039-01-20      | 6.5000%  | 0.0000% | $7042.98           | $7499.20           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR2284       | 2057-12-15      | 4.8200%  | 0.0000% | $237425.33         | $239024.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $322.09            | $347.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $444.87            | $442.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD4443 | 2055-03-01      | 6.5000%  | 0.0000% | $3475811.65        | $3659242.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CIMA5895 | 2040-09-01      | 6.5000%  | 0.0000% | $447855.48         | $468080.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLZI6124 | 2036-10-01      | 6.5000%  | 0.0000% | $45.30             | $48.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $8763639.99        | $7472837.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  | 0.0000% | $3457.06           | $3535.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $49.24             | $45.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5409 | 2054-05-01      | 6.0000%  | 0.0000% | $642565.79         | $668894.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $678452.35         | $686982.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8338 | 2054-04-01      | 6.0000%  | 0.0000% | $93021.21          | $95459.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $413.53            | $417.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $6441818.31        | $6668699.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $28726327.50       | $29968070.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2583 | 2052-08-01      | 4.5000%  | 0.0000% | $360541.30         | $350394.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG1986 | 2056-02-01      | 7.0000%  | 0.0000% | $2223014.28        | $2361815.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  | 0.0000% | $2375841.17        | $2399082.44        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4189       | 2059-09-15      | 5.2000%  | 0.0000% | $159575.41         | $162897.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $358595.02         | $367422.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $351.46            | $340.48            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V81932 G | 2045-10-01      | 3.5000%  | 0.0000% | $1542818.32        | $1449747.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $2816946.52        | $2925037.46        | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 TRIN AE 29     | 2029-10-15      | 1.6250%  | 0.0000% | $413.37            | $422.88            | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE W 31      | 2031-03-31      | 3.8750%  | 0.0000% | $500.00            | $497.66            | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $67.83             | $68.82             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $58.65             | $53.95             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $50.00             | $49.53             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $82050.00          | $77992.52          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $50.00             | $47.53             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  | 0.0000% | $50.00             | $47.47             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $50.00             | $50.43             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  | 0.0000% | $50.00             | $49.08             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $493000.00         | $483427.76         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $50.00             | $49.03             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $2782700.00        | $2506844.68        | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $54.70             | $42.10             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.77             | U.S. Treasuries (including strips)        |
| USTR 1 TRIB 48            | 2048-02-15      | 1.0000%  | 0.0000% | $65.93             | $47.47             | U.S. Treasuries (including strips)        |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  | 0.0000% | $107000.00         | $103573.86         | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  | 0.0000% | $165900.00         | $165314.38         | U.S. Treasuries (including strips)        |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  | 0.0000% | $30600.00          | $30534.98          | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $22500.00          | $22321.65          | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $22000.00          | $21964.36          | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/27     | 2027-07-31      | 3.8124%  | 0.0000% | $150.00            | $151.06            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $50.00             | $38.31             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | 0.0000% | $50.00             | $50.17             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  | 0.0000% | $54.58             | $52.65             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $50.00             | $44.83             | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  | 0.0000% | $0.02              | $0.02              | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  | 0.0000% | $65.90             | $47.04             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 28     | 2028-03-31      | 3.8750%  | 0.0000% | $50.00             | $50.05             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AV 28     | 2028-12-15      | 3.5000%  | 0.0000% | $50.00             | $50.06             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.14            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $1500.00           | $1508.38           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  | 0.0000% | $50.00             | $50.48             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $50.00             | $51.34             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  | 0.0000% | $11454150.00       | $11587053.26       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $50.00             | $51.29             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  | 0.0000% | $850200.00         | $837028.66         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $431500.00         | $441138.68         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $109750.00         | $103985.90         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | 0.0000% | $50.00             | $52.25             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $50.00             | $50.35             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $3014400.00        | $2947753.04        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $50.00             | $44.37             | U.S. Treasuries (including strips)        |

### Security 157: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo - 01apr26 3.670000%
- **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: ARP1GGBX5, C.4 - ISIN: N/A, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: ARP1GGBX5_3.67_0401
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-010 FE     | 2056-01-20      | 4.3729%  | 0.0000% | $19316999.87       | $19204307.89       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 AF     | 2056-01-20      | 4.6229%  | 0.0000% | $28445108.00       | $28210963.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FB     | 2055-05-20      | 5.1229%  | 0.0000% | $9764441.22        | $9876149.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 FD     | 2056-01-20      | 4.6329%  | 0.0000% | $14222554.00       | $14109692.63       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 FG     | 2056-01-20      | 4.5729%  | 0.0000% | $6533531.16        | $6519146.20        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.500 CLDF4318 | 2056-03-01      | 5.5000%  | 0.0000% | $142.86            | $145.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4331 | 2056-03-01      | 5.0000%  | 0.0000% | $1900829.71        | $1877916.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $10.75             | $9.98              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0048 | 2056-04-01      | 5.0000%  | 0.0000% | $146.29            | $145.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9697 | 2056-04-01      | 5.0000%  | 0.0000% | $142.86            | $142.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9628 | 2056-04-01      | 5.5000%  | 0.0000% | $142.86            | $144.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9809 | 2056-04-01      | 5.0000%  | 0.0000% | $144.00            | $142.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8658 | 2056-03-01      | 5.0000%  | 0.0000% | $142.86            | $141.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA8249 | 2056-02-01      | 5.5000%  | 0.0000% | $142.86            | $146.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA8984 | 2056-03-01      | 6.0000%  | 0.0000% | $142.86            | $146.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7795 | 2056-03-01      | 6.0000%  | 0.0000% | $142.86            | $147.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA6922 | 2056-02-01      | 5.0000%  | 0.0000% | $142.72            | $141.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA7108 | 2056-03-01      | 6.0000%  | 0.0000% | $142.71            | $146.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5193 | 2056-02-01      | 5.5000%  | 0.0000% | $142.27            | $143.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2518 | 2055-12-01      | 5.0000%  | 0.0000% | $142.39            | $141.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA0459 | 2055-12-01      | 5.5000%  | 0.0000% | $143.52            | $145.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CIRR0017 | 2040-08-01      | 5.0000%  | 0.0000% | $116.06            | $117.24            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0112 | 2056-04-01      | 6.0000%  | 0.0000% | $146.29            | $150.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4356 | 2056-01-01      | 6.0000%  | 0.0000% | $143.94            | $147.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4838 | 2052-12-01      | 3.5000%  | 0.0000% | $117.08            | $107.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4597 | 2052-05-01      | 2.0000%  | 0.0000% | $115.66            | $93.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  | 0.0000% | $119.26            | $100.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS1552 | 2051-11-01      | 2.5000%  | 0.0000% | $107.89            | $91.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0146 | 2043-09-01      | 3.5000%  | 0.0000% | $84.70             | $79.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTFM6516 | 2041-03-01      | 2.5000%  | 0.0000% | $37954.06          | $34368.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBR7761 | 2051-03-01      | 4.5000%  | 0.0000% | $46.76             | $45.40             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $90.05             | $92.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $56.73             | $52.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG4547 | 2056-04-01      | 5.5000%  | 0.0000% | $142.86            | $145.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA3898 | 2055-12-01      | 6.0000%  | 0.0000% | $142.62            | $147.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2340 | 2056-03-01      | 5.5000%  | 0.0000% | $142.86            | $144.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA9880 | 2056-04-01      | 5.5000%  | 0.0000% | $1370676.57        | $1380735.05        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5864 | 2056-02-01      | 5.5000%  | 0.0000% | $142.43            | $144.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  | 0.0000% | $142.57            | $141.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4358 | 2056-01-01      | 6.0000%  | 0.0000% | $141.54            | $145.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2419 | 2050-02-01      | 3.0000%  | 0.0000% | $610327.49         | $537776.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4322 | 2055-10-01      | 3.0000%  | 0.0000% | $1322318.24        | $1166694.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTFA2301 | 2045-05-01      | 6.5000%  | 0.0000% | $106.49            | $110.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658 | 2054-10-01      | 4.5000%  | 0.0000% | $132.03            | $127.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG5862 | 2056-03-01      | 5.0000%  | 0.0000% | $142.86            | $141.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG4275 | 2056-04-01      | 5.0000%  | 0.0000% | $142.86            | $141.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDG4268 | 2056-04-01      | 4.5000%  | 0.0000% | $142.86            | $138.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG3260 | 2056-03-01      | 6.0000%  | 0.0000% | $142.80            | $148.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG1366 | 2056-03-01      | 5.0000%  | 0.0000% | $142.86            | $141.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  | 0.0000% | $78.74             | $74.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW1804 | 2037-07-01      | 2.5000%  | 0.0000% | $90.09             | $85.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBO4657 | 2049-11-01      | 2.5000%  | 0.0000% | $43.86             | $37.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BM7237 | 2059-01-01      | 4.5000%  | 0.0000% | $111.91            | $108.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF6507 | 2056-01-01      | 5.0000%  | 0.0000% | $427957.95         | $422832.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA6029 | 2056-04-01      | 5.0000%  | 0.0000% | $26309.29          | $25989.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA9984 | 2056-03-01      | 5.0000%  | 0.0000% | $1174644.57        | $1163981.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8200 | 2056-03-01      | 5.0000%  | 0.0000% | $608176.00         | $606212.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA8363 | 2056-03-01      | 5.0000%  | 0.0000% | $142.86            | $141.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2353 | 2056-04-01      | 5.0000%  | 0.0000% | $146.29            | $145.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA8650 | 2056-02-01      | 6.5000%  | 0.0000% | $142.86            | $148.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3284 | 2056-01-01      | 5.0000%  | 0.0000% | $142.55            | $142.39            | Agency Mortgage-Backed Securities         |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  | 0.0000% | $1724328.57        | $1548098.70        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $14.29             | $13.53             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  | 0.0000% | $37657.14          | $35686.88          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $7142857.14        | $6247102.09        | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $14.29             | $13.59             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | 0.0000% | $42.86             | $37.25             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | 0.0000% | $212571.43         | $204270.96         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $999528.57         | $991274.57         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  | 0.0000% | $84200.00          | $82647.76          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $3571128.57        | $3601793.02        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  | 0.0000% | $2878171.43        | $2977001.48        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $766971.43         | $539546.51         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $1262428.57        | $1136557.81        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $365714.29         | $367604.41         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $1442.86           | $1427.93           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $693557.14         | $611452.33         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | 0.0000% | $306285.71         | $223974.72         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $142.86            | $141.62            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $1521071.43        | $845662.78         | U.S. Treasuries (including strips)        |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  | 0.0000% | $14.29             | $8.16              | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $802857.14         | $508659.39         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $1100142.86        | $686703.01         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $42.86             | $21.00             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  | 0.0000% | $830028.57         | $831094.33         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  | 0.0000% | $798685.71         | $805104.06         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $6503571.43        | $5978073.91        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $5688671.43        | $5849575.50        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  | 0.0000% | $299900.00         | $305609.50         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  | 0.0000% | $28.57             | $21.90             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 TRIN A 27      | 2027-01-15      | 0.3750%  | 0.0000% | $721228.71         | $723381.53         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $2841671.43        | $2702799.57        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $228571.43         | $234682.16         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $217642.86         | $220775.03         | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $4091242.86        | $4008683.54        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $26942.86          | $22534.47          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE J 33      | 2033-03-31      | 4.2500%  | 0.0000% | $22393371.43       | $22541794.69       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $4181571.43        | $4202864.71        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $3570971.43        | $3619280.18        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $14.29             | $14.47             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $101.51            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $33000.00          | $33507.58          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $42.86             | $42.98             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  | 0.0000% | $234285.71         | $235954.03         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $558542.86         | $565714.41         | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  | 0.0000% | $4832000.00        | $4966760.00        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $285328.57         | $291624.41         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | 0.0000% | $842857.14         | $857484.72         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $387785.71         | $396425.00         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $4498800.00        | $4581677.61        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $5428.57           | $5325.07           | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  | 0.0000% | $1577171.43        | $1562342.81        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $42.86             | $41.95             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $14.29             | $14.61             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  | 0.0000% | $71514.29          | $73146.13          | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $1413214.29        | $1443076.84        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $3142857.14        | $3231990.47        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $1235428.57        | $1245673.98        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  | 0.0000% | $457.14            | $464.65            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $1075000.00        | $1065172.22        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $1707057.14        | $1719423.41        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $14.29             | $8.34              | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $14.29             | $11.36             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  | 0.0000% | $285.71            | $210.43            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $14.29             | $10.90             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  | 0.0000% | $752842.86         | $557062.62         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $428.57            | $280.14            | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $3497000.00        | $2432744.93        | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $14.29             | $11.02             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $28.57             | $22.18             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  | 0.0000% | $87885.71          | $75000.71          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $228.57            | $201.19            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $149128.57         | $143897.08         | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  | 0.0000% | $1376800.00        | $1329854.31        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  | 0.0000% | $1082900.00        | $1071940.09        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $1635893.38        | $1628146.59        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $72092.92          | $66398.15          | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $1130785.71        | $986129.66         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $2287200.00        | $2147701.38        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  | 0.0000% | $14.29             | $12.42             | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $19885.71          | $18676.06          | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE AB 26     | 2026-07-31      | 0.6250%  | 0.0000% | $144100.00         | $142752.76         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  | 0.0000% | $392742.86         | $305517.07         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  | 0.0000% | $2827142.86        | $2168182.62        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  | 0.0000% | $311700.00         | $301848.05         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $246728.57         | $245428.96         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 36        | 2036-02-15      | 4.5000%  | 0.0000% | $14.29             | $14.62             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  | 0.0000% | $14.29             | $14.38             | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 28        | 2028-11-15      | 5.2500%  | 0.0000% | $128.57            | $135.64            | U.S. Treasuries (including strips)        |
| USTR 6 1/8 BOND 27        | 2027-11-15      | 6.1250%  | 0.0000% | $714285.71         | $756471.46         | U.S. Treasuries (including strips)        |
| USTR BILL 06/30/26        | 2026-06-30      | 0.0000%  | 0.0000% | $14.29             | $14.16             | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26        | 2026-07-16      | 0.0000%  | 0.0000% | $20385.71          | $20170.52          | U.S. Treasuries (including strips)        |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  | 0.0000% | $408842.86         | $408018.63         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  | 0.0000% | $2552842.86        | $1812984.43        | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | 0.0000% | $4052142.86        | $4031725.79        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $843142.86         | $707585.06         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | 0.0000% | $14.29             | $10.52             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $142.86            | $143.80            | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  | 0.0000% | $814285.71         | $711467.99         | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $1190985.71        | $1163185.11        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  | 0.0000% | $2346563.47        | $2300755.63        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $161842.86         | $77468.05          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $14.29             | $13.73             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $636728.57         | $628848.09         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  | 0.0000% | $571371.43         | $552030.88         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $49571.43          | $35735.80          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $432771.43         | $437235.46         | U.S. Treasuries (including strips)        |
| USTR 4  NOTE N 30         | 2030-07-31      | 4.0000%  | 0.0000% | $2256414.29        | $2278189.44        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $539057.14         | $549575.12         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $582857.14         | $469970.00         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $5601227.27        | $5364715.33        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $7198171.43        | $7111692.60        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $57499.61          | $58350.09          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $170942.86         | $172859.36         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  | 0.0000% | $14.29             | $14.73             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $42.86             | $46.09             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $1582171.43        | $1648418.73        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $28.57             | $19.84             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $14.29             | $14.15             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $7729885.71        | $6409896.09        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $7582100.00        | $4806214.73        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  | 0.0000% | $1467328.57        | $1444165.91        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  | 0.0000% | $5435457.14        | $5517207.30        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  | 0.0000% | $444.15            | $443.75            | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  | 0.0000% | $3524000.00        | $3500421.64        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 46        | 2046-02-15      | 4.6250%  | 0.0000% | $85.71             | $83.05             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | 0.0000% | $2200057.14        | $2157333.09        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $5435057.14        | $5332539.41        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $14.29             | $13.89             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  | 0.0000% | $57.14             | $54.81             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $28.57             | $28.12             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $54357.14          | $49546.53          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  | 0.0000% | $1591557.14        | $1570083.36        | U.S. Treasuries (including strips)        |

### Security 158: ING Financial Markets LLC

- **C.1 - Title:** Ing Barings Corp. Repo - 01apr26 3.670000%
- **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: ARP1GGBZ0, C.4 - ISIN: N/A, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: ARP1GGBZ0_3.67_0401
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.000 CLRJ2859 | 2054-11-01      | 5.0000%  | 0.0000% | $358.58            | $356.64            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A90773 G | 2040-01-01      | 5.5000%  | 0.0000% | $86571.19          | $88574.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8202 | 2052-11-01      | 5.5000%  | 0.0000% | $3773185.94        | $3838663.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  | 0.0000% | $162680.46         | $164185.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  | 0.0000% | $5046.42           | $4247.57           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC C91301 G | 2030-05-01      | 4.0000%  | 0.0000% | $25674.46          | $25599.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | 0.0000% | $262.47            | $235.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $284849.24         | $270707.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | 0.0000% | $913.54            | $910.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8315 | 2054-04-01      | 5.0000%  | 0.0000% | $476106.26         | $470905.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $287196.78         | $296306.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8874 | 2055-08-01      | 6.0000%  | 0.0000% | $482696.59         | $502009.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH6111 | 2041-03-01      | 5.5000%  | 0.0000% | $36914.03          | $37350.92          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18481 G | 2028-09-01      | 3.0000%  | 0.0000% | $19091.56          | $18908.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $359048.45         | $348269.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4884 | 2055-11-01      | 6.0000%  | 0.0000% | $745.60            | $775.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4791 | 2056-04-01      | 5.0000%  | 0.0000% | $400.00            | $396.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5553 | 2055-12-01      | 5.0000%  | 0.0000% | $14383622.25       | $14326111.74       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2965 | 2055-09-01      | 6.0000%  | 0.0000% | $396.93            | $410.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7572 | 2055-07-01      | 5.5000%  | 0.0000% | $4022434.58        | $4054872.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX6496 | 2055-02-01      | 6.5000%  | 0.0000% | $289.88            | $301.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA0328 | 2054-12-01      | 6.5000%  | 0.0000% | $317.21            | $333.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE4868 | 2040-10-01      | 4.5000%  | 0.0000% | $60164.22          | $59573.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD1601 | 2040-02-01      | 5.5000%  | 0.0000% | $243155.84         | $249907.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $817.39            | $807.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA5403 | 2034-06-01      | 5.0000%  | 0.0000% | $109597.92         | $111213.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $174562.52         | $169177.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | 0.0000% | $25982.60          | $23837.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  | 0.0000% | $28400.60          | $27166.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $14682486.80       | $14863570.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9199 | 2051-02-01      | 2.5000%  | 0.0000% | $55421.71          | $47246.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6591 | 2050-08-01      | 2.5000%  | 0.0000% | $18661.93          | $16076.01          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA4166 | 2049-09-01      | 3.5000%  | 0.0000% | $464014.90         | $425880.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM4594 | 2047-10-01      | 3.5000%  | 0.0000% | $53762.72          | $50201.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM1926 | 2047-09-01      | 4.0000%  | 0.0000% | $91.26             | $87.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA3120 | 2046-02-01      | 4.0000%  | 0.0000% | $190914.88         | $184521.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1064 | 2055-10-01      | 6.5000%  | 0.0000% | $399327.57         | $419562.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7430 | 2055-08-01      | 6.0000%  | 0.0000% | $395.80            | $405.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3291 | 2055-07-01      | 6.5000%  | 0.0000% | $578845.65         | $608317.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8877 | 2055-07-01      | 6.0000%  | 0.0000% | $416001.19         | $433501.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1281 | 2055-01-01      | 6.5000%  | 0.0000% | $415572.05         | $438146.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3679 | 2054-10-01      | 5.5000%  | 0.0000% | $447389.54         | $460593.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 K2796487 | 2034-06-01      | 4.5000%  | 0.0000% | $56688.08          | $55886.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAU5929 | 2043-07-01      | 2.5000%  | 0.0000% | $23087.45          | $20196.75          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAS0177 | 2033-08-01      | 3.5000%  | 0.0000% | $612846.81         | $599636.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAR6707 | 2028-02-01      | 2.0000%  | 0.0000% | $26224.26          | $25784.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0026 | 2042-10-01      | 3.5000%  | 0.0000% | $205503.10         | $193735.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $20600.49          | $21929.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAH5088 | 2041-03-01      | 5.5000%  | 0.0000% | $28723.12          | $29330.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9855 | 2053-09-01      | 6.0000%  | 0.0000% | $340.09            | $355.47            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46373 G | 2047-02-01      | 4.0000%  | 0.0000% | $683164.52         | $655014.96         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $547639.12         | $539372.51         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC Q01540 G | 2041-06-01      | 5.5000%  | 0.0000% | $125206.38         | $128698.18         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $7719.15           | $7775.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $609.21            | $590.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1527 | 2052-08-01      | 4.5000%  | 0.0000% | $331.36            | $322.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL2859 | 2042-03-01      | 3.5000%  | 0.0000% | $3206309.50        | $3028236.42        | Agency Mortgage-Backed Securities |
| FMAC 02.000 FGPC J23904 G | 2028-05-01      | 2.0000%  | 0.0000% | $29179.13          | $28675.90          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A10254 G | 2033-06-01      | 5.5000%  | 0.0000% | $50138.71          | $50562.00          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A91994 G | 2040-04-01      | 5.5000%  | 0.0000% | $23406.74          | $23604.35          | Agency Mortgage-Backed Securities |
| FMAC 08.000 FGPC G20025 G | 2037-06-01      | 8.0000%  | 0.0000% | $425569.22         | $442394.81         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q00320 G | 2041-04-01      | 5.0000%  | 0.0000% | $119500.47         | $120263.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $8.59              | $8.55              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC9536 | 2040-01-01      | 5.5000%  | 0.0000% | $159870.14         | $163819.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC9080 | 2038-01-01      | 5.5000%  | 0.0000% | $250616.48         | $258523.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAB4487 | 2027-02-01      | 3.0000%  | 0.0000% | $14290.27          | $14233.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  | 0.0000% | $18527.78          | $18726.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1644 | 2055-12-01      | 5.0000%  | 0.0000% | $405.80            | $403.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1023 | 2055-09-01      | 5.5000%  | 0.0000% | $496.11            | $507.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0848 | 2055-08-01      | 5.5000%  | 0.0000% | $394.06            | $403.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7870 | 2054-05-01      | 6.0000%  | 0.0000% | $180554.93         | $187525.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5558 | 2051-09-01      | 3.5000%  | 0.0000% | $225426.42         | $208115.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFS4604 | 2042-04-01      | 3.0000%  | 0.0000% | $204485.35         | $189540.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  | 0.0000% | $586650.05         | $556210.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $4841.17           | $4855.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA1038 | 2032-04-01      | 4.0000%  | 0.0000% | $59873.77          | $59490.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $18998.24          | $17600.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3257 | 2055-11-01      | 5.5000%  | 0.0000% | $7221750.46        | $7318379.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1672 | 2055-04-01      | 6.5000%  | 0.0000% | $623.84            | $649.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  | 0.0000% | $696093.53         | $675644.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $15056.39          | $13900.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9422 | 2053-07-01      | 5.0000%  | 0.0000% | $333.10            | $330.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $51623.82          | $48747.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $361.70            | $316.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1214 | 2055-06-01      | 6.5000%  | 0.0000% | $341909.08         | $358722.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8325 | 2054-04-01      | 5.5000%  | 0.0000% | $41756310.48       | $42689744.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK5367 | 2048-05-01      | 4.0000%  | 0.0000% | $111731.28         | $106890.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAB5209 | 2032-05-01      | 3.0000%  | 0.0000% | $3323.06           | $3232.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2243 | 2036-11-01      | 2.5000%  | 0.0000% | $11036.69          | $10480.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $88392.66          | $90517.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  | 0.0000% | $316.60            | $282.98            | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-04-07

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer