# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001193125-26-258775
**Filing Date:** 2026-6
**Character Count:** 557783
**Document Hash:** 09e8337de53097ae37eb05339316df6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258775.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258775

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260529

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 261067547

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

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

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

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

## Series and Classes Contracts Data

### Federated Hermes Government Reserves Fund (Series ID: S000009529)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026050 | Class P Shares | GRFXX           |
| C000158659 | Class A Shares | GRAXX           |
| C000158661 | Class C Shares | GRCXX           |
| C000158662 | Class F Shares | GRGXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-29

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 25490029P8TQCRKZER13

**EDGAR Series Identifier:** S000009529

**Total number of share classes in the series:** 4

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

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

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

### Service Providers
| Role                          | Details                                        | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Federated Investment Management Company        | 801-34612         |
| Independent Public Accountant | Ernst & Young LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Federated Administrative Services              |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000275143             | 084-00896         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 50 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $5470066503.76

- **Amortized Cost of Portfolio Securities:** $5470684407.72

- **Cash:** $10866867.60

- **Total Other Assets:** $13391408.98

- **Total Liabilities:** $70323333.61

- **Net Assets of Series:** $5413134579.13

- **Number of Shares Outstanding (Series):** 5413083185.7400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $3357361194.12            | $4365361194.12             | 62.0800%                  | 80.7200%                   |
| 2026-05-04 | $3365512769.83            | $4373512769.83             | 62.1400%                  | 80.7500%                   |
| 2026-05-05 | $3335189290.69            | $4343189290.69             | 61.5600%                  | 80.1600%                   |
| 2026-05-06 | $3381388170.74            | $4381388170.74             | 61.9700%                  | 80.3000%                   |
| 2026-05-07 | $3381779162.99            | $4331779162.99             | 62.5500%                  | 80.1200%                   |
| 2026-05-08 | $3225743559.91            | $4434881559.91             | 58.5300%                  | 80.4700%                   |
| 2026-05-11 | $3379573549.15            | $4429573549.15             | 61.2200%                  | 80.2400%                   |
| 2026-05-12 | $3280713571.32            | $4330713571.32             | 60.5200%                  | 79.8800%                   |
| 2026-05-13 | $3340323581.85            | $4390323581.85             | 61.1400%                  | 80.3600%                   |
| 2026-05-14 | $3296223369.70            | $4346223369.70             | 60.8300%                  | 80.2000%                   |
| 2026-05-15 | $3665090124.61            | $4515090124.61             | 65.5800%                  | 80.7900%                   |
| 2026-05-18 | $4329628875.78            | $5079628875.78             | 70.2000%                  | 82.3600%                   |
| 2026-05-19 | $3864443572.60            | $4489443572.60             | 68.6700%                  | 79.7700%                   |
| 2026-05-20 | $3745606259.19            | $4380606259.19             | 67.1000%                  | 78.4700%                   |
| 2026-05-21 | $3357526004.82            | $4292526004.82             | 61.1100%                  | 78.1300%                   |
| 2026-05-22 | $3402558563.89            | $4337558563.89             | 61.4100%                  | 78.2800%                   |
| 2026-05-26 | $3268929829.25            | $4203929829.25             | 60.4600%                  | 77.7500%                   |
| 2026-05-27 | $3297370653.76            | $4222370653.76             | 60.7800%                  | 77.8300%                   |
| 2026-05-28 | $3311039161.19            | $4236039161.19             | 60.8700%                  | 77.8800%                   |
| 2026-05-29 | $3364212824.18            | $4289212824.18             | 61.3500%                  | 78.2200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7300%             |
| 2026-05-04 | 3.7200%             |
| 2026-05-05 | 3.7200%             |
| 2026-05-06 | 3.7200%             |
| 2026-05-07 | 3.7100%             |
| 2026-05-08 | 3.7100%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.7000%             |
| 2026-05-14 | 3.7000%             |
| 2026-05-15 | 3.7000%             |
| 2026-05-18 | 3.6900%             |
| 2026-05-19 | 3.6800%             |
| 2026-05-20 | 3.6800%             |
| 2026-05-21 | 3.6700%             |
| 2026-05-22 | 3.6600%             |
| 2026-05-26 | 3.6600%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 0.9999                      |
|  |  |
| 2026-05-05 | 0.9999                      |
|  |  |
| 2026-05-06 | 0.9999                      |
|  |  |
| 2026-05-07 | 0.9999                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 0.9999                      |
|  |  |
| 2026-05-12 | 0.9999                      |
|  |  |
| 2026-05-13 | 0.9999                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 0.9999                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Class P Shares

- **Minimum Initial Investment:** $500.00

- **Net Assets of Class:** $5105286716.16

- **Number of Shares Outstanding:** 5105237887.5500

- **Expense Reimbursement/Waiver:** 567148.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $11195423.13              | $25978367.58            |
| 2026-05-04 | $18435150.64              | $12256712.39            |
| 2026-05-05 | $3381.50                  | $10347007.87            |
| 2026-05-06 | $40139139.61              | $4853.39                |
| 2026-05-07 | $18791.41                 | $48818155.76            |
| 2026-05-08 | $34588327.33              | $105434.02              |
| 2026-05-11 | $8915910.04               | $26407343.05            |
| 2026-05-12 | $41667.97                 | $23357955.13            |
| 2026-05-13 | $22425247.96              | $2725772.85             |
| 2026-05-14 | $367721.82                | $18911906.65            |
| 2026-05-15 | $173928873.91             | $4716293.25             |
| 2026-05-18 | $567609990.22             | $3825873.68             |
| 2026-05-19 | $112155.43                | $532223600.03           |
| 2026-05-20 | $498005.41                | $148112492.14           |
| 2026-05-21 | $6991461.72               | $21871772.31            |
| 2026-05-22 | $44270452.28              | $0.00                   |
| 2026-05-26 | $13860.09                 | $55501882.54            |
| 2026-05-27 | $30433.60                 | $39158819.83            |
| 2026-05-28 | $25192596.68              | $11676283.64            |
| 2026-05-29 | $43526703.08              | $766537.54              |

**Total Gross Subscriptions (Month):** $998305293.83

**Total Gross Redemptions (Month):** $986767063.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.7100%           |
| 2026-05-04 | 2.7000%           |
| 2026-05-05 | 2.7000%           |
| 2026-05-06 | 2.6900%           |
| 2026-05-07 | 2.6900%           |
| 2026-05-08 | 2.6800%           |
| 2026-05-11 | 2.6700%           |
| 2026-05-12 | 2.6700%           |
| 2026-05-13 | 2.6700%           |
| 2026-05-14 | 2.6700%           |
| 2026-05-15 | 2.6700%           |
| 2026-05-18 | 2.6700%           |
| 2026-05-19 | 2.6600%           |
| 2026-05-20 | 2.6500%           |
| 2026-05-21 | 2.6500%           |
| 2026-05-22 | 2.6400%           |
| 2026-05-26 | 2.6400%           |
| 2026-05-27 | 2.6500%           |
| 2026-05-28 | 2.6600%           |
| 2026-05-29 | 2.6600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $304029106.66

- **Number of Shares Outstanding:** 304026562.6000

- **Expense Reimbursement/Waiver:** 32584.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1034412.93               | $572643.09              |
| 2026-05-04 | $1611475.67               | $530954.86              |
| 2026-05-05 | $198880.68                | $589329.37              |
| 2026-05-06 | $118216.97                | $300746.91              |
| 2026-05-07 | $639078.40                | $321559.55              |
| 2026-05-08 | $541246.57                | $559341.51              |
| 2026-05-11 | $876329.12                | $428418.72              |
| 2026-05-12 | $2205744.68               | $405903.88              |
| 2026-05-13 | $192857.07                | $2066039.89             |
| 2026-05-14 | $793136.58                | $542923.90              |
| 2026-05-15 | $266609.28                | $1758233.46             |
| 2026-05-18 | $256437.15                | $748900.54              |
| 2026-05-19 | $2235875.23               | $315418.25              |
| 2026-05-20 | $644225.64                | $862698.11              |
| 2026-05-21 | $221774.95                | $242318.18              |
| 2026-05-22 | $662131.37                | $594682.13              |
| 2026-05-26 | $830768.76                | $749332.86              |
| 2026-05-27 | $3753604.24               | $802151.73              |
| 2026-05-28 | $97732.30                 | $368532.32              |
| 2026-05-29 | $945329.41                | $1029390.77             |

**Total Gross Subscriptions (Month):** $18125867.00

**Total Gross Redemptions (Month):** $13789520.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8500%           |
| 2026-05-04 | 2.8400%           |
| 2026-05-05 | 2.8400%           |
| 2026-05-06 | 2.8400%           |
| 2026-05-07 | 2.8400%           |
| 2026-05-08 | 2.8300%           |
| 2026-05-11 | 2.8200%           |
| 2026-05-12 | 2.8200%           |
| 2026-05-13 | 2.8200%           |
| 2026-05-14 | 2.8200%           |
| 2026-05-15 | 2.8200%           |
| 2026-05-18 | 2.8200%           |
| 2026-05-19 | 2.8100%           |
| 2026-05-20 | 2.8000%           |
| 2026-05-21 | 2.8000%           |
| 2026-05-22 | 2.7900%           |
| 2026-05-26 | 2.7900%           |
| 2026-05-27 | 2.8000%           |
| 2026-05-28 | 2.8100%           |
| 2026-05-29 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 17.7500%         | 0.0000%              |
| Broker-dealer |  | 35.3500%         | 0.0000%              |
| Broker-dealer |  | 21.9600%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $2638522.67

- **Number of Shares Outstanding:** 2638510.9700

- **Expense Reimbursement/Waiver:** 68.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $5607.79                  | $1578.91                |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $3220.00                |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $100.00                 |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $1832.58                |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $36947.40               |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $2035.76                |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5607.79

**Total Gross Redemptions (Month):** $45714.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.4700%           |
| 2026-05-04 | 2.4700%           |
| 2026-05-05 | 2.4600%           |
| 2026-05-06 | 2.4600%           |
| 2026-05-07 | 2.4600%           |
| 2026-05-08 | 2.4600%           |
| 2026-05-11 | 2.4500%           |
| 2026-05-12 | 2.4400%           |
| 2026-05-13 | 2.4400%           |
| 2026-05-14 | 2.4500%           |
| 2026-05-15 | 2.4500%           |
| 2026-05-18 | 2.4400%           |
| 2026-05-19 | 2.4300%           |
| 2026-05-20 | 2.4300%           |
| 2026-05-21 | 2.4200%           |
| 2026-05-22 | 2.4100%           |
| 2026-05-26 | 2.4100%           |
| 2026-05-27 | 2.4200%           |
| 2026-05-28 | 2.4300%           |
| 2026-05-29 | 2.4400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 7.8600%          | 0.0000%              |
| Broker-dealer |  | 77.2000%         | 0.0000%              |

### Class: Class F Shares

- **Minimum Initial Investment:** $1500.00

- **Net Assets of Class:** $1180233.64

- **Number of Shares Outstanding:** 1180224.6200

- **Expense Reimbursement/Waiver:** 98.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1633.72                  | $27.19                  |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1633.72

**Total Gross Redemptions (Month):** $27.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8500%           |
| 2026-05-04 | 2.8400%           |
| 2026-05-05 | 2.8400%           |
| 2026-05-06 | 2.8400%           |
| 2026-05-07 | 2.8400%           |
| 2026-05-08 | 2.8300%           |
| 2026-05-11 | 2.8200%           |
| 2026-05-12 | 2.8200%           |
| 2026-05-13 | 2.8200%           |
| 2026-05-14 | 2.8200%           |
| 2026-05-15 | 2.8200%           |
| 2026-05-18 | 2.8200%           |
| 2026-05-19 | 2.8100%           |
| 2026-05-20 | 2.8000%           |
| 2026-05-21 | 2.8000%           |
| 2026-05-22 | 2.7900%           |
| 2026-05-26 | 2.7900%           |
| 2026-05-27 | 2.8000%           |
| 2026-05-28 | 2.8100%           |
| 2026-05-29 | 2.8100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 26.0100%         | 0.0000%              |
| Broker-dealer   |  | 25.5500%         | 0.0000%              |
| Broker-dealer   |  | 31.3500%         | 0.0000%              |
| Retail investor |  | 9.3300%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 7/8 NOTE E 28      | 2028-08-15      | 2.8750%  |  | $1447000.00        | $1423339.02        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $1440000.00        | $1473226.17        | U.S. Treasuries (including strips) |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  |  | $3157900.00        | $3055027.43        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $195400.00         | $185623.11         | U.S. Treasuries (including strips) |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $900.67            | $892.45            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ6565 | 2056-05-01      | 5.0000%  |  | $4173200.00        | $4121685.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $4864276.21        | $4992293.15        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $1959701.96        | $1996571.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $87867.13          | $87207.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $2939071.65        | $3033423.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $13632947.91       | $13820506.99       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $1650983.84        | $1464736.90        | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBL6289 | 2035-05-01      | 2.0400%  |  | $1964201.00        | $1594472.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $13078889.38       | $13781847.72       | Agency Mortgage-Backed Securities  |

### Security 2: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSL1334 | 2055-05-01      | 5.5000%  |  | $1098208.36        | $1124274.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP9732 | 2042-10-01      | 3.5000%  |  | $15323.14          | $14494.77          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAP2136 | 2042-08-01      | 4.0000%  |  | $656086.78         | $635066.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1474 | 2055-05-01      | 6.5000%  |  | $1406983.63        | $1479220.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1025 | 2055-05-01      | 6.0000%  |  | $10857.46          | $11325.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ1555 | 2055-09-01      | 5.0000%  |  | $79246.18          | $78437.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX2432 | 2055-01-01      | 5.0000%  |  | $21724.00          | $21607.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $376710.40         | $352966.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1187 | 2055-10-01      | 4.5000%  |  | $27691.59          | $26718.67          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0599 | 2055-06-01      | 6.5000%  |  | $2117296.04        | $2231095.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA5152 | 2056-04-01      | 5.0000%  |  | $430508.28         | $428172.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3686 | 2055-11-01      | 5.5000%  |  | $589168.17         | $600252.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $146464.40         | $154738.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $15987.83          | $15841.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $283790.73         | $283658.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $1048482.60        | $1019049.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4388 | 2052-08-01      | 4.5000%  |  | $91845.11          | $88734.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $1171651.62        | $1039477.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $869861.71         | $774310.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 GLCA3794 | 2049-07-01      | 4.0000%  |  | $801688.20         | $756133.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7734 | 2052-04-01      | 3.0000%  |  | $428737.78         | $381431.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0457 | 2047-09-01      | 3.5000%  |  | $93998.30          | $87587.64          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ5495 | 2030-11-01      | 4.4800%  |  | $564544.27         | $568357.46         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3329 | 2035-03-01      | 4.8700%  |  | $345384.73         | $352439.48         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3263 | 2030-04-01      | 4.7200%  |  | $1530454.55        | $1551025.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0183 | 2053-05-01      | 5.0000%  |  | $70926.71          | $70492.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $72900.12          | $72212.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $503554.78         | $514599.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW8122 | 2052-09-01      | 4.5000%  |  | $202.77            | $195.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7861 | 2052-09-01      | 4.5000%  |  | $30210.00          | $29310.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $479831.87         | $474968.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $29096.39          | $29860.13          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $2302272.73        | $2347963.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH8097 | 2047-09-01      | 3.5000%  |  | $368286.28         | $341809.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1740 | 2048-11-01      | 4.5000%  |  | $25.33             | $24.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5712 | 2048-05-01      | 4.5000%  |  | $121135.66         | $118893.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ8663 | 2048-02-01      | 4.5000%  |  | $111599.85         | $109471.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $263080.37         | $245696.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD5318 | 2055-04-01      | 5.5000%  |  | $882321.39         | $893021.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1993 | 2054-09-01      | 5.5000%  |  | $61253.32          | $62124.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL725423 | 2034-05-01      | 5.5000%  |  | $9403.24           | $9571.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $1463.07           | $1502.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW7429 | 2042-02-01      | 4.0000%  |  | $736042.32         | $713866.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW5912 | 2044-10-01      | 4.0000%  |  | $10511.99          | $9985.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV7671 | 2044-01-01      | 4.0000%  |  | $165157.77         | $159327.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAU3156 | 2033-08-01      | 3.5000%  |  | $464487.27         | $452247.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR1125 | 2043-02-01      | 3.5000%  |  | $330.46            | $310.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6346 | 2042-09-01      | 3.5000%  |  | $260224.51         | $244663.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO0754 | 2042-04-01      | 3.5000%  |  | $630377.74         | $593659.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2078335.37        | $2068926.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $173812.13         | $172762.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQG5602 | 2053-06-01      | 4.5000%  |  | $1063991.18        | $1027843.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $563821.96         | $559342.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8254 | 2052-08-01      | 5.0000%  |  | $65.92             | $65.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $443404.24         | $443295.11         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $386810.11         | $393670.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $331530.85         | $290802.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $7174.74           | $7144.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1369 | 2048-11-01      | 4.5000%  |  | $221348.53         | $215905.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4559 | 2054-05-01      | 5.5000%  |  | $613439.64         | $630907.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $784863.16         | $706490.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8266 | 2048-09-01      | 4.0000%  |  | $113840.82         | $107498.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $118424.08         | $111833.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW8564 | 2044-08-01      | 4.0000%  |  | $43.60             | $41.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1158966.09        | $1162300.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1821048.49        | $1723096.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA5391 | 2051-06-01      | 3.0000%  |  | $421238.41         | $368841.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $15684.62          | $14410.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4136 | 2052-12-01      | 5.0000%  |  | $689943.36         | $684071.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6484 | 2046-01-01      | 4.0000%  |  | $6008.14           | $5750.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2031 | 2053-01-01      | 5.0000%  |  | $468601.56         | $469357.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $36476.04          | $37134.39          | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3270 | 2035-03-01      | 4.6500%  |  | $754133.18         | $757273.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1016 | 2048-01-01      | 4.0000%  |  | $500.67            | $473.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3680 | 2055-07-01      | 6.0000%  |  | $117190.42         | $121869.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $35738.97          | $30616.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3547 | 2055-10-01      | 5.5000%  |  | $3446072.29        | $3536765.25        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE1089 | 2052-04-01      | 3.5000%  |  | $1123431.34        | $1031436.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2185 | 2048-08-01      | 4.0000%  |  | $75.23             | $71.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTCA2075 | 2038-07-01      | 4.0000%  |  | $229627.16         | $223303.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1341 | 2051-02-01      | 2.0000%  |  | $569274.16         | $465985.94         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $41174.57          | $40847.48          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4192 | 2055-05-01      | 5.5000%  |  | $1553658.00        | $1575638.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5012 | 2050-05-01      | 2.5000%  |  | $5275.90           | $4522.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8312 | 2054-04-01      | 5.0000%  |  | $305569.56         | $303818.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6038 | 2048-08-01      | 4.5000%  |  | $184.66            | $181.57            | Agency Mortgage-Backed Securities |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 2013-033 AC     | 2046-05-16      | 1.7440%  |  | $84808.38          | $76611.94          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-076 CB     | 2067-04-16      | 4.5000%  |  | $11330894.00       | $10399279.23       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH     | 2059-10-16      | 4.7500%  |  | $314465.00         | $288673.98         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-096 GP     | 2051-06-20      | 1.0000%  |  | $1489.07           | $1141.49           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 UA     | 2056-04-20      | 5.0000%  |  | $13180769.11       | $12068126.20       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-068 PY     | 2056-04-20      | 4.7500%  |  | $5814000.00        | $5168747.42        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-047 QT     | 2056-03-20      | 4.5000%  |  | $12158250.26       | $11811582.07       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 GA     | 2052-02-20      | 5.0000%  |  | $14254310.95       | $14309687.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-010 UH     | 2051-12-20      | 2.5000%  |  | $487313.22         | $427438.72         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 FE     | 2049-11-20      | 4.1671%  |  | $6921369.17        | $6857047.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA     | 2051-05-20      | 5.0000%  |  | $11628328.81       | $11541649.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5639PT 03/25/56 | 2056-03-25      | 5.5000%  |  | $1101.68           | $1102.28           | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51 | 2051-08-25      | 1.5000%  |  | $5681485.20        | $4435152.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GL     | 2056-01-20      | 4.5000%  |  | $2450315.00        | $2095849.98        | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  |  | $6606.36           | $6182.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  |  | $14034.90          | $13213.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  |  | $81248.79          | $79577.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  |  | $14329.49          | $13369.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  |  | $31267.15          | $30849.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3160 | 2055-08-01      | 6.5000%  |  | $21062276.37       | $22020495.29       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  |  | $2817.76           | $2643.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZT1609 | 2034-01-01      | 3.0000%  |  | $854632.31         | $824150.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4792 | 2043-01-01      | 3.0000%  |  | $24973.55          | $22843.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $123008.93         | $115086.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891 | 2055-12-01      | 5.5000%  |  | $357833.56         | $363826.12         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZA4419 | 2039-12-01      | 5.5000%  |  | $106569.31         | $108397.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  |  | $9823.08           | $9538.15           | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.650%, 6/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 2026-068 GP     | 2056-04-20      | 4.5000%  |  | $15042515.47       | $14875332.95       | Agency Collateralized Mortgage Obligation |
| FMAC FEPC 06.500 CLZI6469 | 2037-09-01      | 6.5000%  |  | $18175.16          | $19191.60          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-171 KF     | 2055-10-20      | 4.9251%  |  | $40079271.62       | $40278917.82       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP     | 2051-06-20      | 1.0000%  |  | $1493.99           | $1145.26           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-030 BK     | 2056-02-20      | 4.5000%  |  | $549995.42         | $531511.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-043 FB     | 2056-03-20      | 4.5751%  |  | $1109.06           | $1100.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  |  | $9425.81           | $8849.45           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  |  | $20350.23          | $18258.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $90161.65          | $83999.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1556 | 2037-08-01      | 5.5000%  |  | $66833.55          | $69066.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  |  | $16589.29          | $15797.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2291 | 2041-11-01      | 3.5000%  |  | $23195.28          | $21889.97          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X     | 2049-01-15      | 4.5000%  |  | $20814.97          | $20292.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4277 C     | 2056-01-20      | 6.5000%  |  | $499716.32         | $514418.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  |  | $1230.05           | $1078.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $51319.14          | $45541.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  |  | $485000.30         | $447050.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  |  | $405786.49         | $377871.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3891 | 2055-12-01      | 5.5000%  |  | $8536604.34        | $8679564.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  |  | $9298.49           | $8612.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  |  | $60575.76          | $56808.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  |  | $23745.49          | $22154.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  |  | $12980.73          | $12096.51          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3855 | 2042-10-01      | 3.0000%  |  | $13128.34          | $12008.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $9849.09           | $8753.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  |  | $299138.52         | $268410.01         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  |  | $13256.47          | $12484.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  |  | $2644559.20        | $2372943.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI9396 | 2039-11-01      | 5.5000%  |  | $66000.88          | $67600.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788581 C     | 2056-04-20      | 5.0000%  |  | $30587771.56       | $30385919.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  |  | $3877187.05        | $3622580.79        | Agency Mortgage-Backed Securities         |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 4.60 FHOR 27-35 LJ | 2035-03-12      | 4.6000%  |  | $27585000.00       | $27351903.69       | Agency Debentures and Agency Strips |
| FMAC FMZC 12/14/2029 A  | 2029-12-14      | 0.0000%  |  | $1000.00           | $862.68            | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP | 2040-08-13      | 5.7300%  |  | $13320000.00       | $13463079.00       | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK | 2035-06-18      | 5.4500%  |  | $10000000.00       | $10200296.11       | Agency Debentures and Agency Strips |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $42264000.00
- **C.18.a - Value (excl. sponsor support):** $42264000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $84.53             | $84.96             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  |  | $2028.67           | $2057.53           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $1576193.62        | $1559581.33        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AM 29 | 2029-04-15      | 3.8750%  |  | $1521.50           | $1520.27           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  |  | $1436.98           | $1425.67           | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  |  | $591.70            | $590.28            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE R 32  | 2032-10-31      | 3.7500%  |  | $507.17            | $493.91            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  |  | $1606.03           | $1599.67           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  |  | $13186.37          | $13250.26          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  |  | $84.53             | $85.52             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  |  | $5328729.65        | $5327092.02        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $84.53             | $85.43             | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $169.06            | $167.20            | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  |  | $18686689.49       | $18986921.61       | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $3972.82           | $4061.47           | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $84.53             | $81.59             | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  |  | $13959207.50       | $13122290.62       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $4297572.58        | $4100943.63        | U.S. Treasuries (including strips) |

### Security 7: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.720%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9000287.64
- **C.18.a - Value (excl. sponsor support):** $9000287.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.765%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15003796.95
- **C.18.a - Value (excl. sponsor support):** $15003796.95
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.695%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $18998533.77
- **C.18.a - Value (excl. sponsor support):** $18998533.77
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.740%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11004106.63
- **C.18.a - Value (excl. sponsor support):** $11004106.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.680%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3000027.66
- **C.18.a - Value (excl. sponsor support):** $3000027.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24965403.50
- **C.18.a - Value (excl. sponsor support):** $24965403.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.625%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24982224.00
- **C.18.a - Value (excl. sponsor support):** $24982224.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.800%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11998933.44
- **C.18.a - Value (excl. sponsor support):** $11998933.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.810%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9998689.30
- **C.18.a - Value (excl. sponsor support):** $9998689.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.760%, 12/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26985507.21
- **C.18.a - Value (excl. sponsor support):** $26985507.21
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **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.18 - Value (incl. sponsor support):** $19972161.20
- **C.18.a - Value (excl. sponsor support):** $19972161.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.500%, 1/4/2027
- **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.18 - Value (incl. sponsor support):** $19989218.40
- **C.18.a - Value (excl. sponsor support):** $19989218.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/5/2027
- **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.18 - Value (incl. sponsor support):** $21964420.94
- **C.18.a - Value (excl. sponsor support):** $21964420.94
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  3.700%, 1/14/2028
- **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.18 - Value (incl. sponsor support):** $7999535.52
- **C.18.a - Value (excl. sponsor support):** $7999535.52
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.620%, 2/8/2027
- **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.18 - Value (incl. sponsor support):** $11986078.32
- **C.18.a - Value (excl. sponsor support):** $11986078.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.640%, 2/12/2027
- **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.18 - Value (incl. sponsor support):** $19974483.20
- **C.18.a - Value (excl. sponsor support):** $19974483.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.680%, 3/24/2027
- **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.18 - Value (incl. sponsor support):** $29932519.50
- **C.18.a - Value (excl. sponsor support):** $29932519.50
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.970%, 4/22/2027
- **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.18 - Value (incl. sponsor support):** $14993236.35
- **C.18.a - Value (excl. sponsor support):** $14993236.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.930%, 5/7/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAB55, C.4 - ISIN: US3130BAB557, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19970717.80
- **C.18.a - Value (excl. sponsor support):** $19970717.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-05-07
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **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 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.840%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFR3, C.4 - ISIN: US3130BAFR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19973346.80
- **C.18.a - Value (excl. sponsor support):** $19973346.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.870%, 5/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAHP5, C.4 - ISIN: US3130BAHP55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19980082.80
- **C.18.a - Value (excl. sponsor support):** $19980082.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-05-21
- **C.12 - Maturity Date (WAL):** 2027-05-21
- **C.13 - Final Legal Maturity Date:** 2027-05-21
- **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 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.790%, 11/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMM6, C.4 - ISIN: US3130BAMM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19992441.40
- **C.18.a - Value (excl. sponsor support):** $19992441.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.875%, 6/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAQ83, C.4 - ISIN: US3130BAQ837, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19975368.20
- **C.18.a - Value (excl. sponsor support):** $19975368.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-06-11
- **C.12 - Maturity Date (WAL):** 2027-06-11
- **C.13 - Final Legal Maturity Date:** 2027-06-11
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.990%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAT72, C.4 - ISIN: US3130BAT724, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14993321.70
- **C.18.a - Value (excl. sponsor support):** $14993321.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-06-17
- **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 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATK3, C.4 - ISIN: US3130BATK31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19995457.60
- **C.18.a - Value (excl. sponsor support):** $19995457.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  3.800%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BATM9, C.4 - ISIN: US3130BATM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19995457.60
- **C.18.a - Value (excl. sponsor support):** $19995457.60
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **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 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.510%, 8/7/2026
- **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.18 - Value (incl. sponsor support):** $26810475.12
- **C.18.a - Value (excl. sponsor support):** $26810475.12
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.509%, 8/19/2026
- **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.18 - Value (incl. sponsor support):** $32728648.26
- **C.18.a - Value (excl. sponsor support):** $32728648.26
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.530%, 8/21/2026
- **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.18 - Value (incl. sponsor support):** $10907343.37
- **C.18.a - Value (excl. sponsor support):** $10907343.37
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 36: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.520%, 8/21/2026
- **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.18 - Value (incl. sponsor support):** $8924190.03
- **C.18.a - Value (excl. sponsor support):** $8924190.03
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.537%, 8/28/2026
- **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.18 - Value (incl. sponsor support):** $19817494.40
- **C.18.a - Value (excl. sponsor support):** $19817494.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385R81, C.4 - ISIN: US313385R818, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10790945.00
- **C.18.a - Value (excl. sponsor support):** $10790945.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  3.630%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385S72, C.4 - ISIN: US313385S725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $73521833.25
- **C.18.a - Value (excl. sponsor support):** $73521833.25
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-12-11
- **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 40: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999566.00
- **C.18.a - Value (excl. sponsor support):** $6999566.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 41: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4997625.30
- **C.18.a - Value (excl. sponsor support):** $4997625.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 42: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000042.20
- **C.18.a - Value (excl. sponsor support):** $5000042.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 43: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.745%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000299.08
- **C.18.a - Value (excl. sponsor support):** $2000299.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 44: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000201.20
- **C.18.a - Value (excl. sponsor support):** $8000201.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.3500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 45: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.740%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10001583.60
- **C.18.a - Value (excl. sponsor support):** $10001583.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 46: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8003703.04
- **C.18.a - Value (excl. sponsor support):** $8003703.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 47: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.765%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8000160.96
- **C.18.a - Value (excl. sponsor support):** $8000160.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 48: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.755%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $7001446.06
- **C.18.a - Value (excl. sponsor support):** $7001446.06
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 49: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000560.73
- **C.18.a - Value (excl. sponsor support):** $3000560.73
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.760%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4001117.48
- **C.18.a - Value (excl. sponsor support):** $4001117.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 12/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999268.90
- **C.18.a - Value (excl. sponsor support):** $9999268.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 52: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.665%, 4/19/2027
- **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.18 - Value (incl. sponsor support):** $1999948.34
- **C.18.a - Value (excl. sponsor support):** $1999948.34
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 53: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 11/23/2027
- **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.18 - Value (incl. sponsor support):** $3003107.49
- **C.18.a - Value (excl. sponsor support):** $3003107.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 54: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 1/6/2028
- **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.18 - Value (incl. sponsor support):** $11999443.56
- **C.18.a - Value (excl. sponsor support):** $11999443.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 55: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 1/12/2028
- **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.18 - Value (incl. sponsor support):** $9003051.00
- **C.18.a - Value (excl. sponsor support):** $9003051.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 56: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.665%, 4/8/2027
- **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.18 - Value (incl. sponsor support):** $5999910.54
- **C.18.a - Value (excl. sponsor support):** $5999910.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 57: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5999654.22
- **C.18.a - Value (excl. sponsor support):** $5999654.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 58: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 10/1/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999082.20
- **C.18.a - Value (excl. sponsor support):** $9999082.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 59: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.700%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13000542.88
- **C.18.a - Value (excl. sponsor support):** $13000542.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 60: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 10/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9998223.70
- **C.18.a - Value (excl. sponsor support):** $9998223.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 4/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15000716.25
- **C.18.a - Value (excl. sponsor support):** $15000716.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6000943.20
- **C.18.a - Value (excl. sponsor support):** $6000943.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.725%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19998489.40
- **C.18.a - Value (excl. sponsor support):** $19998489.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $19994443.20
- **C.18.a - Value (excl. sponsor support):** $19994443.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.750%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $14998517.85
- **C.18.a - Value (excl. sponsor support):** $14998517.85
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.680%, 9/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4999891.00
- **C.18.a - Value (excl. sponsor support):** $4999891.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.730%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13998978.56
- **C.18.a - Value (excl. sponsor support):** $13998978.56
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.770%, 9/10/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999985.50
- **C.18.a - Value (excl. sponsor support):** $9999985.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.735%, 11/26/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8001722.56
- **C.18.a - Value (excl. sponsor support):** $8001722.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 1/26/2028
- **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.18 - Value (incl. sponsor support):** $10000769.00
- **C.18.a - Value (excl. sponsor support):** $10000769.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.720%, 1/28/2028
- **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.18 - Value (incl. sponsor support):** $4999920.00
- **C.18.a - Value (excl. sponsor support):** $4999920.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.710%, 2/2/2028
- **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.18 - Value (incl. sponsor support):** $3000327.81
- **C.18.a - Value (excl. sponsor support):** $3000327.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 2/25/2028
- **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.18 - Value (incl. sponsor support):** $7001287.37
- **C.18.a - Value (excl. sponsor support):** $7001287.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.705%, 4/10/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLF5, C.4 - ISIN: US3133EWLF59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3999930.04
- **C.18.a - Value (excl. sponsor support):** $3999930.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-10
- **C.13 - Final Legal Maturity Date:** 2028-04-10
- **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 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 4/20/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWME7, C.4 - ISIN: US3133EWME75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $24999515.75
- **C.18.a - Value (excl. sponsor support):** $24999515.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-04-20
- **C.13 - Final Legal Maturity Date:** 2028-04-20
- **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 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  3.715%, 5/8/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWPE4, C.4 - ISIN: US3133EWPE49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16999851.25
- **C.18.a - Value (excl. sponsor support):** $16999851.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $12002887.68
- **C.18.a - Value (excl. sponsor support):** $12002887.68
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.750%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $19747960.02
- **C.18.a - Value (excl. sponsor support):** $19747960.02
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.720%, 3/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $27997900.84
- **C.18.a - Value (excl. sponsor support):** $27997900.84
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 9/22/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $20008526.00
- **C.18.a - Value (excl. sponsor support):** $20008526.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.760%, 10/6/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $17015409.65
- **C.18.a - Value (excl. sponsor support):** $17015409.65
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 82: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  3.715%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $14995286.70
- **C.18.a - Value (excl. sponsor support):** $14995286.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.720%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15000570.75
- **C.18.a - Value (excl. sponsor support):** $15000570.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.3300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 84: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13003232.06
- **C.18.a - Value (excl. sponsor support):** $13003232.06
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 85: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.880%, 11/5/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $15033535.20
- **C.18.a - Value (excl. sponsor support):** $15033535.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 86: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10004523.40
- **C.18.a - Value (excl. sponsor support):** $10004523.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 87: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.760%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10003539.60
- **C.18.a - Value (excl. sponsor support):** $10003539.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 88: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 12/22/2027
- **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.18 - Value (incl. sponsor support):** $20994776.04
- **C.18.a - Value (excl. sponsor support):** $20994776.04
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 89: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.700%, 1/7/2028
- **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.18 - Value (incl. sponsor support):** $8002749.84
- **C.18.a - Value (excl. sponsor support):** $8002749.84
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **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 90: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  3.710%, 5/8/2028
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AJ0, C.4 - ISIN: US3135G1AJ01, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $14999870.25
- **C.18.a - Value (excl. sponsor support):** $14999870.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2028-05-08
- **C.13 - Final Legal Maturity Date:** 2028-05-08
- **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 91: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  3.660%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 3.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $100.00            | $86.71             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $9999900.00        | $10061626.12       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $40714300.00       | $40853107.00       | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  |  | $100.00            | $98.16             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN A 36      | 2036-01-15      | 1.8750%  |  | $507.44            | $503.36            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AJ 29     | 2029-01-15      | 3.5000%  |  | $19759900.00       | $19737290.74       | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $5759000.00        | $5446199.73        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $900.00            | $867.89            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $388000.00         | $344090.79         | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $1000.00           | $997.32            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $100.00            | $97.93             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $200.00            | $167.93            | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $549700.00         | $342897.89         | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  |  | $49823200.00       | $49722955.72       | U.S. Treasuries (including strips)        |
| GNMA GNRM 2026-026 DA     | 2052-10-20      | 4.5000%  |  | $36750393.14       | $36309204.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-15O FH     | 2074-07-20      | 4.4251%  |  | $1118.88           | $1126.71           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4251%  |  | $946.91            | $954.31            | Agency Collateralized Mortgage Obligation |
| FCSB 2.92 FCOR 22-41 X    | 2041-12-16      | 2.9200%  |  | $1000.00           | $762.94            | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $2000.00           | $1564.40           | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLCC2216 | 2056-03-01      | 5.0000%  |  | $34698515.69       | $34345766.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG6178 | 2056-04-01      | 5.0000%  |  | $6458489.13        | $6393729.14        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $1100.00           | $1113.68           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3980 | 2035-07-01      | 4.7700%  |  | $1400.00           | $1417.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  |  | $4375.05           | $4492.88           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6182 | 2037-08-01      | 4.3200%  |  | $2168.00           | $2083.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $993.14            | $1044.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $802.07            | $818.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7576 | 2052-06-01      | 5.0000%  |  | $755.65            | $752.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN6141 | 2049-05-01      | 4.0000%  |  | $1168.05           | $1111.88           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4914 | 2035-11-01      | 4.7400%  |  | $1000.00           | $1006.74           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $3000.00           | $3018.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1363441.98        | $1432584.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1534 | 2054-01-01      | 4.5000%  |  | $1846.74           | $1791.76           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0118 | 2056-05-01      | 5.0000%  |  | $995.56            | $982.56            | Agency Mortgage-Backed Securities         |

### Security 92: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  |  | $200.00            | $199.01            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  |  | $5021600.00        | $5099827.15        | U.S. Treasuries (including strips) |

### Security 93: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 3/8 TRIB 55 | 2055-02-15      | 2.3750%  |  | $81728654.28       | $76545063.15       | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45 | 2045-02-15      | 2.5000%  |  | $1753000.00        | $1233533.97        | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42 | 2042-02-15      | 0.7500%  |  | $31229982.64       | $24221442.93       | U.S. Treasuries (including strips) |

### Security 94: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 18.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  |  | $882.41            | $894.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9899 | 2055-11-01      | 6.5000%  |  | $1986.74           | $2071.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5222 | 2055-12-01      | 5.5000%  |  | $1992.44           | $2027.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG7624 | 2056-04-01      | 5.5000%  |  | $998.84            | $1012.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5367 | 2055-12-01      | 5.0000%  |  | $2984.78           | $2978.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6711 | 2053-08-01      | 6.5000%  |  | $684.23            | $730.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY5839 | 2053-07-01      | 6.0000%  |  | $579.33            | $597.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  |  | $911.51            | $903.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8515 | 2055-09-01      | 6.5000%  |  | $993.78            | $1049.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8316 | 2055-09-01      | 6.0000%  |  | $1986.42           | $2046.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  |  | $2227.05           | $2283.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7925 | 2055-08-01      | 5.5000%  |  | $797.47            | $811.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE7835 | 2040-08-01      | 6.0000%  |  | $799.71            | $828.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  |  | $1985.26           | $2081.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7424 | 2055-08-01      | 6.0000%  |  | $992.35            | $1017.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE7281 | 2055-07-01      | 6.5000%  |  | $1671.58           | $1768.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8050 | 2055-09-01      | 5.5000%  |  | $1973.12           | $2008.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6418 | 2055-08-01      | 6.0000%  |  | $1980.14           | $2041.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6054 | 2055-08-01      | 6.5000%  |  | $2714.22           | $2830.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  |  | $884.33            | $933.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6421 | 2052-08-01      | 5.0000%  |  | $691.26            | $696.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  |  | $1864.67           | $1860.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6139 | 2052-08-01      | 5.0000%  |  | $775.45            | $781.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  |  | $895.84            | $866.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW6019 | 2052-07-01      | 4.0000%  |  | $858.69            | $812.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC6820 | 2051-08-01      | 2.5000%  |  | $761.12            | $642.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC6257 | 2051-08-01      | 3.5000%  |  | $541.50            | $493.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC4818 | 2051-08-01      | 2.5000%  |  | $744.50            | $638.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC1955 | 2051-05-01      | 3.0000%  |  | $550.19            | $488.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB6998 | 2050-12-01      | 2.0000%  |  | $1241.25           | $1009.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2923 | 2055-06-01      | 6.5000%  |  | $10095572.65       | $10823388.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2826 | 2055-07-01      | 5.0000%  |  | $987.75            | $975.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2497 | 2055-09-01      | 5.5000%  |  | $922.81            | $934.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2400 | 2055-07-01      | 5.5000%  |  | $845.08            | $857.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  |  | $2597.89           | $2717.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  |  | $2840.95           | $2897.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2234 | 2054-01-01      | 6.0000%  |  | $793.41            | $820.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIFA2167 | 2040-07-01      | 5.5000%  |  | $827.14            | $849.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2161 | 2055-06-01      | 6.0000%  |  | $893.52            | $921.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA1859 | 2040-05-01      | 6.5000%  |  | $802.79            | $837.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFA1529 | 2038-03-01      | 2.0000%  |  | $873.72            | $803.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2630 | 2055-08-01      | 5.5000%  |  | $963.38            | $980.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2583 | 2054-09-01      | 6.5000%  |  | $841.57            | $881.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1614 | 2055-03-01      | 5.0000%  |  | $905.35            | $901.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA1552 | 2055-05-01      | 5.0000%  |  | $397746.70         | $395069.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFA1447 | 2036-10-01      | 1.5000%  |  | $891.70            | $800.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9989 | 2054-07-01      | 6.5000%  |  | $2177.34           | $2314.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB9369 | 2054-08-01      | 7.0000%  |  | $1968.28           | $2109.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8867 | 2054-07-01      | 6.5000%  |  | $597.57            | $632.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8615 | 2054-06-01      | 6.0000%  |  | $981.15            | $1016.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDB8242 | 2054-11-01      | 4.0000%  |  | $966.95            | $907.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8176 | 2054-08-01      | 6.0000%  |  | $807.80            | $843.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB8980 | 2054-07-01      | 5.0000%  |  | $976.58            | $964.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB8949 | 2054-07-01      | 7.0000%  |  | $703.58            | $757.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  |  | $1363.47           | $1397.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7735 | 2054-06-01      | 6.5000%  |  | $2435.91           | $2602.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN5247 | 2049-02-01      | 5.0000%  |  | $245.52            | $246.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  |  | $16.43             | $16.61             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  |  | $223.05            | $218.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  |  | $269.53            | $261.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  |  | $20.71             | $20.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB4915 | 2055-01-01      | 4.5000%  |  | $983.04            | $950.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4718 | 2054-05-01      | 7.0000%  |  | $577.00            | $617.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC1972 | 2036-05-01      | 2.0000%  |  | $1481.84           | $1367.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $479.61            | $431.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC1338 | 2035-05-01      | 2.5000%  |  | $727.10            | $685.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CTRB5302 | 2044-07-01      | 6.0000%  |  | $538.92            | $556.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  |  | $728.50            | $763.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $800.16            | $796.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9586 | 2053-08-01      | 5.5000%  |  | $1622.58           | $1639.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA9580 | 2053-08-01      | 6.5000%  |  | $1527.03           | $1611.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9434 | 2053-07-01      | 5.5000%  |  | $1483.13           | $1509.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9357 | 2053-07-01      | 5.5000%  |  | $1846171.64        | $1873241.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $764.22            | $780.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  |  | $1441.77           | $1502.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9149 | 2053-09-01      | 6.0000%  |  | $1582.47           | $1637.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9841 | 2053-09-01      | 5.5000%  |  | $779.41            | $795.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8739 | 2053-03-01      | 6.5000%  |  | $669.56            | $711.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  |  | $76.63             | $75.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831440 | 2036-05-01      | 6.0000%  |  | $7.36              | $7.72              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $211.40            | $196.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  |  | $120.68            | $123.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6270 | 2049-04-01      | 4.5000%  |  | $252.86            | $246.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS8954 | 2047-03-01      | 4.0000%  |  | $224.10            | $213.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  |  | $151.69            | $136.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  |  | $487.23            | $438.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7857 | 2046-09-01      | 3.0000%  |  | $28478192.03       | $25622038.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5811 | 2045-09-01      | 3.5000%  |  | $171.09            | $160.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  |  | $97.73             | $91.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  |  | $189.80            | $178.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5639 | 2045-08-01      | 3.5000%  |  | $10417099.11       | $9746073.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5566 | 2045-08-01      | 3.5000%  |  | $466.83            | $437.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  |  | $184.96            | $173.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6223 | 2045-11-01      | 4.0000%  |  | $229.29            | $220.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6198 | 2045-11-01      | 3.5000%  |  | $79.07             | $73.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6195 | 2045-11-01      | 3.5000%  |  | $243.14            | $227.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  |  | $64009775.41       | $63573733.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  |  | $346.89            | $340.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5072 | 2054-10-01      | 5.0000%  |  | $821.79            | $816.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  |  | $877.16            | $888.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4731 | 2055-01-01      | 5.5000%  |  | $918.25            | $926.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  |  | $980.86            | $997.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDC4022 | 2054-10-01      | 7.5000%  |  | $615.05            | $665.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC3922 | 2054-10-01      | 6.5000%  |  | $1277.72           | $1358.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3867 | 2054-11-01      | 6.0000%  |  | $2224.79           | $2280.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3722 | 2054-11-01      | 5.5000%  |  | $745.58            | $752.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4377 | 2054-10-01      | 5.5000%  |  | $741.22            | $758.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4371 | 2054-10-01      | 5.5000%  |  | $879.16            | $886.63            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q41451 G | 2046-07-01      | 4.0000%  |  | $124.99            | $119.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2053 | 2036-05-01      | 2.5000%  |  | $542.85            | $513.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $259.95            | $232.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  |  | $1175.56           | $1229.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $886.83            | $906.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  |  | $944.96            | $911.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD9655 | 2046-11-01      | 3.0000%  |  | $510.17            | $458.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  |  | $961.71            | $814.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  |  | $1813.91           | $1855.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  |  | $417.60            | $391.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0050 | 2047-01-01      | 4.0000%  |  | $376.06            | $359.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  |  | $718.48            | $666.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3431 | 2052-11-01      | 5.5000%  |  | $1438.60           | $1464.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB0211 | 2050-06-01      | 2.5000%  |  | $887.57            | $748.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1224 | 2053-05-01      | 5.0000%  |  | $2688.87           | $2663.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1474 | 2053-04-01      | 5.0000%  |  | $832.40            | $825.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4933 | 2052-12-01      | 6.0000%  |  | $978.86            | $1012.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $996.25            | $995.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5439 | 2052-12-01      | 5.5000%  |  | $1534.06           | $1565.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  |  | $241.31            | $222.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $541.37            | $497.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA6467 | 2054-03-01      | 6.5000%  |  | $598.57            | $627.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7184 | 2052-04-01      | 4.0000%  |  | $717.43            | $677.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  |  | $238.26            | $233.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  |  | $2219.07           | $2323.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8515 | 2052-05-01      | 3.0000%  |  | $769.11            | $674.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5832 | 2055-07-01      | 6.5000%  |  | $749.64            | $786.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0735 | 2055-02-01      | 6.0000%  |  | $814.60            | $842.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  |  | $829.81            | $889.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5483 | 2055-11-01      | 5.5000%  |  | $1983.81           | $2018.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  |  | $811.60            | $812.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDB7394 | 2039-08-01      | 5.0000%  |  | $904.84            | $913.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  |  | $766.77            | $740.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  |  | $1528.09           | $1230.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  |  | $786.04            | $741.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDA1671 | 2053-10-01      | 5.0000%  |  | $915.28            | $909.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  |  | $261.17            | $235.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1870 | 2054-05-01      | 5.0000%  |  | $754.30            | $750.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQH4150 | 2053-11-01      | 7.0000%  |  | $1485.18           | $1612.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL6584 | 2030-04-01      | 3.0000%  |  | $72.61             | $71.33             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  |  | $371.32            | $369.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB3883 | 2052-06-01      | 5.0000%  |  | $623.95            | $630.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0007 | 2052-09-01      | 5.0000%  |  | $1984.15           | $1967.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLCB7877 | 2053-12-01      | 7.5000%  |  | $409.84            | $440.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  |  | $233.06            | $224.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD5620 | 2054-06-01      | 7.0000%  |  | $555.19            | $591.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  |  | $151.92            | $149.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8673 | 2054-06-01      | 5.0000%  |  | $887.13            | $884.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  |  | $525.82            | $530.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  |  | $1313.09           | $1103.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $25226315.22       | $25534625.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1125 | 2055-10-01      | 5.5000%  |  | $992.53            | $1009.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA8511 | 2050-03-01      | 4.0000%  |  | $720.63            | $685.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQB4522 | 2050-10-01      | 3.0000%  |  | $373.11            | $331.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB2616 | 2050-08-01      | 2.0000%  |  | $1129.88           | $914.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQB1479 | 2050-07-01      | 3.0000%  |  | $477.91            | $430.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQA9142 | 2050-05-01      | 2.5000%  |  | $414.02            | $350.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8967 | 2050-04-01      | 3.0000%  |  | $319.87            | $282.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7048 | 2050-02-01      | 3.5000%  |  | $454.15            | $423.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA7038 | 2050-02-01      | 3.5000%  |  | $453.75            | $423.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  |  | $478.36            | $441.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5570 | 2049-12-01      | 3.5000%  |  | $250.39            | $232.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  |  | $556.71            | $529.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ4909 | 2050-09-01      | 2.0000%  |  | $624.28            | $506.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ3023 | 2050-10-01      | 2.0000%  |  | $648.48            | $529.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ2350 | 2050-09-01      | 2.0000%  |  | $990.93            | $810.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ1150 | 2050-10-01      | 2.5000%  |  | $1075.51           | $920.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9545 | 2050-07-01      | 3.0000%  |  | $342.37            | $307.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5151 | 2044-04-01      | 4.5000%  |  | $369.11            | $363.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL4334 | 2043-10-01      | 4.0000%  |  | $160.45            | $154.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3665 | 2043-06-01      | 3.5000%  |  | $80.06             | $75.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3425 | 2043-03-01      | 3.5000%  |  | $161.37            | $151.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3177 | 2042-12-01      | 3.5000%  |  | $426.77            | $400.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAL3066 | 2043-01-01      | 3.0000%  |  | $173.00            | $157.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  |  | $175.17            | $164.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3636 | 2055-11-01      | 6.5000%  |  | $886.49            | $928.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3315 | 2055-11-01      | 6.5000%  |  | $2688.83           | $2839.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3201 | 2055-11-01      | 5.0000%  |  | $989.80            | $988.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA5972 | 2054-01-01      | 5.5000%  |  | $716.65            | $722.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA5879 | 2053-12-01      | 7.0000%  |  | $743.81            | $798.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA5711 | 2053-12-01      | 7.5000%  |  | $977.69            | $1056.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  |  | $501.81            | $531.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  |  | $427.96            | $455.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4630 | 2053-12-01      | 6.5000%  |  | $763.00            | $817.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA4283 | 2053-11-01      | 5.5000%  |  | $771.89            | $779.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  |  | $1427.73           | $1525.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3178 | 2053-11-01      | 6.5000%  |  | $1610.62           | $1714.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDA2514 | 2053-12-01      | 4.0000%  |  | $818.13            | $771.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1224 | 2053-09-01      | 6.5000%  |  | $671.83            | $711.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  |  | $1363.94           | $1422.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDA1016 | 2053-08-01      | 5.0000%  |  | $517.27            | $510.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  |  | $744.61            | $795.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL772644 | 2034-03-01      | 5.5000%  |  | $48.86             | $49.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  |  | $709.83            | $705.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9444 | 2053-03-01      | 6.0000%  |  | $1408.10           | $1453.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  |  | $10.15             | $10.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 K0762521 | 2033-11-01      | 4.5000%  |  | $26.43             | $26.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL745329 | 2035-07-01      | 6.0000%  |  | $10.20             | $10.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL740320 | 2033-10-01      | 4.5000%  |  | $11.57             | $11.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL735795 | 2035-06-01      | 5.0000%  |  | $19.60             | $19.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.500 CL735182 | 2031-02-01      | 8.5000%  |  | $7.20              | $7.40              | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 K0667073 | 2032-07-01      | 7.5000%  |  | $10.96             | $11.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  |  | $596.66            | $555.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG0748 | 2053-04-01      | 5.5000%  |  | $809.85            | $832.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF9707 | 2053-03-01      | 5.5000%  |  | $866.62            | $889.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF9345 | 2053-03-01      | 5.0000%  |  | $714.77            | $712.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  |  | $557.63            | $572.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8761 | 2053-03-01      | 6.0000%  |  | $725.17            | $747.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF8745 | 2053-03-01      | 6.5000%  |  | $658.83            | $705.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9209 | 2055-06-01      | 5.5000%  |  | $889.34            | $901.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8848 | 2055-08-01      | 7.0000%  |  | $880.00            | $967.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8615 | 2055-05-01      | 6.5000%  |  | $539.09            | $567.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8503 | 2055-05-01      | 6.0000%  |  | $843.98            | $865.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD8500 | 2055-05-01      | 6.0000%  |  | $796.24            | $820.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  |  | $1493.32           | $1549.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7783 | 2055-04-01      | 6.5000%  |  | $967.94            | $1017.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7673 | 2055-06-01      | 6.0000%  |  | $585.28            | $601.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8031 | 2055-05-01      | 5.5000%  |  | $987.15            | $1009.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7038 | 2055-04-01      | 6.5000%  |  | $927.30            | $980.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6967 | 2055-04-01      | 6.5000%  |  | $811.87            | $860.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  |  | $891.17            | $880.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC2764 | 2055-04-01      | 6.5000%  |  | $989.73            | $1033.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3490 | 2054-10-01      | 5.5000%  |  | $977.30            | $990.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC2316 | 2054-09-01      | 6.0000%  |  | $1478.46           | $1517.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1658 | 2054-09-01      | 6.5000%  |  | $561.32            | $596.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB3349 | 2052-04-01      | 2.5000%  |  | $743.47            | $626.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3282 | 2052-04-01      | 3.5000%  |  | $687.50            | $626.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $774.82            | $707.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $704.97            | $665.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  |  | $1397.01           | $1233.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3155 | 2052-03-01      | 2.0000%  |  | $794.15            | $637.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  |  | $2752.35           | $2521.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6543 | 2054-08-01      | 6.5000%  |  | $1493.23           | $1580.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6911 | 2054-07-01      | 5.5000%  |  | $714.77            | $733.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  |  | $1212.63           | $1243.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB6727 | 2054-06-01      | 7.5000%  |  | $1133.94           | $1225.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDB6518 | 2054-07-01      | 4.0000%  |  | $969.49            | $914.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5938 | 2054-06-01      | 5.5000%  |  | $854.96            | $867.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5843 | 2054-05-01      | 7.0000%  |  | $1385.42           | $1481.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5584 | 2054-06-01      | 5.5000%  |  | $2760.31           | $2830.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB5551 | 2054-06-01      | 6.5000%  |  | $885.40            | $940.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  |  | $1499.17           | $1512.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDB5424 | 2054-06-01      | 7.5000%  |  | $378.98            | $409.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB5196 | 2054-07-01      | 6.5000%  |  | $665.75            | $702.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5075 | 2054-07-01      | 6.0000%  |  | $183985.10         | $188951.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1103 | 2055-10-01      | 6.5000%  |  | $669.12            | $702.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  |  | $2974.93           | $3035.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF1073 | 2055-10-01      | 7.0000%  |  | $808.09            | $870.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1058 | 2055-10-01      | 6.0000%  |  | $993.76            | $1019.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0956 | 2055-10-01      | 5.0000%  |  | $2972.93           | $2943.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0613 | 2055-09-01      | 6.0000%  |  | $1471.79           | $1549.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0503 | 2055-09-01      | 6.0000%  |  | $1923.55           | $2009.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0496 | 2055-10-01      | 6.0000%  |  | $1397.27           | $1445.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0469 | 2055-10-01      | 6.5000%  |  | $1988.84           | $2074.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF0479 | 2055-09-01      | 7.0000%  |  | $992.06            | $1068.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8061 | 2054-06-01      | 6.5000%  |  | $977.19            | $1032.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR9104 | 2051-05-01      | 2.5000%  |  | $513.81            | $440.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  |  | $411.66            | $368.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR7857 | 2051-05-01      | 2.5000%  |  | $655.09            | $554.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  |  | $623.18            | $504.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR7087 | 2051-02-01      | 2.0000%  |  | $1591.19           | $1298.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLBR3157 | 2051-02-01      | 1.5000%  |  | $1323.18           | $1014.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2231 | 2051-08-01      | 2.0000%  |  | $1503.56           | $1211.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6789 | 2046-03-01      | 3.5000%  |  | $132.42            | $123.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6612 | 2046-02-01      | 3.5000%  |  | $229.19            | $214.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7160 | 2046-05-01      | 3.5000%  |  | $489.56            | $455.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7155 | 2046-05-01      | 3.0000%  |  | $145.42            | $130.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  |  | $237.05            | $220.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5878 | 2045-09-01      | 3.5000%  |  | $171.01            | $159.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5819 | 2045-09-01      | 3.5000%  |  | $259.96            | $242.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTBM5330 | 2037-12-01      | 2.5000%  |  | $177.26            | $164.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  |  | $848.96            | $790.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  |  | $744.74            | $628.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $1421.78           | $1215.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2802 | 2052-02-01      | 2.0000%  |  | $747.76            | $606.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  |  | $1532.37           | $1234.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3485 | 2052-05-01      | 3.5000%  |  | $839.32            | $764.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBA0041 | 2046-02-01      | 3.0000%  |  | $235.30            | $212.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  |  | $49.34             | $47.41             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ8516 | 2045-09-01      | 4.0000%  |  | $155.83            | $149.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7765 | 2056-01-01      | 5.0000%  |  | $996.60            | $987.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  |  | $980.00            | $1036.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  |  | $848.39            | $855.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  |  | $99.05             | $94.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3225 | 2054-09-01      | 5.0000%  |  | $775.41            | $772.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCA1569 | 2048-04-01      | 5.0000%  |  | $190.90            | $192.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1275.58           | $1337.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0808 | 2052-10-01      | 5.0000%  |  | $1551.58           | $1546.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $532937.39         | $498504.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  |  | $723.55            | $720.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4913 | 2036-01-01      | 1.5000%  |  | $522.01            | $471.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8939 | 2054-05-01      | 5.5000%  |  | $740.74            | $747.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $1534.47           | $1597.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7306 | 2053-09-01      | 5.5000%  |  | $696.11            | $703.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8816 | 2053-03-01      | 6.0000%  |  | $708.57            | $731.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0143 | 2053-05-01      | 6.0000%  |  | $600.78            | $618.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0393 | 2052-09-01      | 5.0000%  |  | $2055.86           | $2041.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  |  | $138.06            | $131.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  |  | $394.81            | $348.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  |  | $396.41            | $351.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9489 | 2054-11-01      | 5.5000%  |  | $760.90            | $767.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  |  | $931.81            | $838.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4013 | 2055-02-01      | 6.0000%  |  | $1545.07           | $1583.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7288 | 2055-07-01      | 6.0000%  |  | $650.29            | $675.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  |  | $853.89            | $878.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  |  | $2738.81           | $2788.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  |  | $2760.02           | $2956.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7568 | 2056-02-01      | 5.0000%  |  | $996.82            | $983.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE4410 | 2055-11-01      | 5.5000%  |  | $951.74            | $968.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDF7297 | 2041-03-01      | 4.5000%  |  | $2974.24           | $2975.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3697 | 2052-06-01      | 2.5000%  |  | $998.04            | $852.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7231 | 2050-10-01      | 2.5000%  |  | $577.90            | $492.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1569 | 2047-07-01      | 3.5000%  |  | $273.76            | $255.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $520.21            | $496.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM3537 | 2031-01-01      | 3.0000%  |  | $44.19             | $43.66             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  |  | $212.21            | $202.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRBM1145 | 2043-03-01      | 3.0000%  |  | $448.57            | $409.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBM1150 | 2046-12-01      | 3.0000%  |  | $261.12            | $234.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  |  | $87.95             | $86.47             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK9507 | 2048-10-01      | 4.0000%  |  | $190.19            | $181.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  |  | $178.47            | $174.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  |  | $188.50            | $184.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $131.85            | $129.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8668 | 2053-03-01      | 5.0000%  |  | $756.26            | $747.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  |  | $195.37            | $183.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  |  | $52.23             | $48.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5858 | 2043-06-01      | 3.5000%  |  | $312.01            | $292.35            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U91619 G | 2043-06-01      | 4.0000%  |  | $371.72            | $359.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ7946 | 2042-12-01      | 3.5000%  |  | $112.83            | $105.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL2834 | 2027-06-01      | 3.5000%  |  | $6.75              | $6.73              | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR1202 | 2043-01-01      | 3.0000%  |  | $248.05            | $226.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ6972 | 2043-01-01      | 4.0000%  |  | $412.61            | $398.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8611 | 2043-07-01      | 3.5000%  |  | $122.89            | $115.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAL3801 | 2028-02-01      | 3.0000%  |  | $16.98             | $16.83             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  |  | $409.82            | $383.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU2598 | 2043-08-01      | 4.0000%  |  | $180.57            | $173.82            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  |  | $53.61             | $50.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR4210 | 2043-01-01      | 3.5000%  |  | $167.90            | $157.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6379 | 2043-02-01      | 3.0000%  |  | $210.83            | $192.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5405 | 2043-02-01      | 3.5000%  |  | $95.05             | $89.24             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAU4206 | 2028-08-01      | 2.5000%  |  | $37.15             | $36.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  |  | $200.05            | $187.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $26.88             | $26.74             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR9130 | 2043-04-01      | 2.5000%  |  | $188.49            | $166.90            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  |  | $191.63            | $185.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS9048 | 2043-09-01      | 3.5000%  |  | $87.87             | $82.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAV5021 | 2044-02-01      | 3.5000%  |  | $207.80            | $193.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAW4718 | 2034-06-01      | 4.5000%  |  | $107.90            | $107.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9301 | 2053-06-01      | 6.0000%  |  | $2240.87           | $2310.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  |  | $627.83            | $538.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2339 | 2053-05-01      | 6.0000%  |  | $1273.76           | $1335.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT0101 | 2036-05-01      | 2.0000%  |  | $848.15            | $781.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD7956 | 2055-05-01      | 6.5000%  |  | $585.91            | $615.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE5596 | 2055-08-01      | 6.5000%  |  | $2976.38           | $3142.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  |  | $822.46            | $885.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7541 | 2055-01-01      | 6.0000%  |  | $807.64            | $832.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  |  | $1723.31           | $1794.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2012 | 2055-05-01      | 6.0000%  |  | $535.88            | $549.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD3220 | 2055-02-01      | 5.0000%  |  | $982.72            | $983.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  |  | $658.11            | $710.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDC7050 | 2039-11-01      | 5.0000%  |  | $814.06            | $827.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5093 | 2056-03-01      | 5.5000%  |  | $998.05            | $1013.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF3139 | 2056-01-01      | 5.0000%  |  | $994.20            | $984.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG9803 | 2056-05-01      | 5.0000%  |  | $1999.59           | $1979.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE6971 | 2056-01-01      | 4.5000%  |  | $986.06            | $948.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3603 | 2055-11-01      | 5.5000%  |  | $991.34            | $1006.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  |  | $761.44            | $704.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  |  | $483.05            | $448.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4905 | 2055-03-01      | 6.0000%  |  | $2843.65           | $2915.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4797 | 2055-02-01      | 6.5000%  |  | $1975.89           | $2101.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4796 | 2055-02-01      | 6.0000%  |  | $987.64            | $1026.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7367 | 2053-07-01      | 5.5000%  |  | $754.55            | $770.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQG7209 | 2053-07-01      | 4.5000%  |  | $948.18            | $918.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8100 | 2053-07-01      | 5.5000%  |  | $1597.44           | $1625.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP7820 | 2050-07-01      | 3.0000%  |  | $369.53            | $331.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP6359 | 2050-05-01      | 3.0000%  |  | $585.97            | $525.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5800 | 2050-05-01      | 2.5000%  |  | $446.49            | $378.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $881.93            | $747.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  |  | $901.70            | $817.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  |  | $175.58            | $161.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP2337 | 2050-02-01      | 3.0000%  |  | $328.64            | $289.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 REBP1583 | 2050-02-01      | 2.5000%  |  | $210.86            | $179.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $727.44            | $719.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9041 | 2053-04-01      | 5.0000%  |  | $754.70            | $748.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9008 | 2053-04-01      | 5.5000%  |  | $617.15            | $632.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  |  | $595201.87         | $597632.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9844 | 2053-04-01      | 5.5000%  |  | $953.64            | $963.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8673 | 2053-04-01      | 5.0000%  |  | $2363.66           | $2339.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8434 | 2053-04-01      | 5.0000%  |  | $1183.30           | $1174.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX8880 | 2053-04-01      | 5.0000%  |  | $727.28            | $720.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX7780 | 2053-03-01      | 5.5000%  |  | $614.16            | $627.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE4782 | 2055-07-01      | 4.5000%  |  | $988.96            | $956.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM4179 | 2048-07-01      | 5.0000%  |  | $181.08            | $182.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6192 | 2045-11-01      | 3.5000%  |  | $316.08            | $294.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1294 | 2052-10-01      | 5.0000%  |  | $817.51            | $811.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  |  | $516.08            | $464.57            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q35744 G | 2045-09-01      | 3.5000%  |  | $175.22            | $163.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  |  | $1579.11           | $1492.05           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5168 | 2054-06-01      | 5.5000%  |  | $1836.52           | $1877.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBV2683 | 2037-03-01      | 2.0000%  |  | $1931.60           | $1775.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $769.02            | $724.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8126 | 2046-10-01      | 3.5000%  |  | $296.43            | $275.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  |  | $459.44            | $444.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW5298 | 2053-05-01      | 6.0000%  |  | $2010.17           | $2097.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3994 | 2052-12-01      | 5.0000%  |  | $781.33            | $776.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  |  | $2584.63           | $2491.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  |  | $290.63            | $285.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9957 | 2055-01-01      | 6.0000%  |  | $647.04            | $663.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTBV1454 | 2045-04-01      | 6.0000%  |  | $910.15            | $939.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0953 | 2055-06-01      | 5.5000%  |  | $988.83            | $998.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3022 | 2055-03-01      | 5.5000%  |  | $813.38            | $830.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBW4993 | 2053-03-01      | 2.5000%  |  | $929.25            | $780.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW4881 | 2053-04-01      | 5.5000%  |  | $1214.65           | $1246.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW5299 | 2053-05-01      | 6.0000%  |  | $961.26            | $1001.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5282 | 2053-05-01      | 5.0000%  |  | $806.91            | $798.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  |  | $294.64            | $297.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3907 | 2052-08-01      | 5.0000%  |  | $663.91            | $657.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  |  | $1354.65           | $1352.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW3330 | 2052-07-01      | 4.0000%  |  | $593.20            | $561.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2778 | 2056-05-01      | 5.0000%  |  | $998.69            | $998.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  |  | $695976.36         | $698304.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  |  | $633.80            | $627.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA6190 | 2050-01-01      | 4.5000%  |  | $488.89            | $477.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4629 | 2055-03-01      | 5.5000%  |  | $986.11            | $997.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4601 | 2055-03-01      | 5.5000%  |  | $780.57            | $789.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD4305 | 2055-03-01      | 5.5000%  |  | $948.67            | $965.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3926 | 2055-02-01      | 7.0000%  |  | $1976.63           | $2117.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDD3905 | 2055-02-01      | 7.5000%  |  | $1980.20           | $2139.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3894 | 2055-02-01      | 6.0000%  |  | $984.93            | $1027.46           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD3845 | 2055-03-01      | 7.0000%  |  | $922.33            | $984.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4379 | 2055-04-01      | 6.5000%  |  | $910.03            | $967.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  |  | $646.86            | $670.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0418 | 2055-10-01      | 5.0000%  |  | $1860.84           | $1836.86           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  |  | $371.85            | $352.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA7676 | 2053-12-01      | 7.5000%  |  | $144.28            | $155.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3455 | 2053-05-01      | 5.0000%  |  | $827.37            | $823.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE1023 | 2055-06-01      | 5.0000%  |  | $996.37            | $985.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDE4551 | 2055-07-01      | 4.5000%  |  | $989.77            | $953.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6093 | 2055-10-01      | 5.5000%  |  | $754.46            | $762.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  |  | $802.78            | $796.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5291 | 2036-04-01      | 4.5000%  |  | $1942.34           | $1944.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF4837 | 2055-11-01      | 6.0000%  |  | $950.72            | $985.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  |  | $997.25            | $1012.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2134 | 2055-01-01      | 6.5000%  |  | $820.53            | $855.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8453 | 2046-12-01      | 3.0000%  |  | $452.80            | $406.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  |  | $963.38            | $891.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6111 | 2045-11-01      | 4.0000%  |  | $146.41            | $139.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3484 | 2052-05-01      | 3.5000%  |  | $767.22            | $704.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7611 | 2045-02-01      | 3.5000%  |  | $14513960.28       | $13541716.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  |  | $351.10            | $328.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $98.95             | $93.84             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  |  | $245.37            | $246.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7863 | 2054-01-01      | 6.0000%  |  | $722.30            | $744.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8491 | 2049-01-01      | 3.5000%  |  | $472.86            | $437.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 KL793282 | 2034-05-01      | 5.5000%  |  | $115.40            | $115.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $22.05             | $22.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL832414 | 2035-07-01      | 5.0000%  |  | $15.37             | $15.55             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL851630 | 2036-04-01      | 6.0000%  |  | $5.01              | $5.23              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL878097 | 2036-04-01      | 6.0000%  |  | $7.53              | $7.90              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872247 | 2036-05-01      | 6.0000%  |  | $2.18              | $2.27              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  |  | $22.48             | $23.58             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP745962 | 2036-09-01      | 6.0000%  |  | $1.90              | $1.94              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP871040 | 2037-02-01      | 5.5000%  |  | $7.88              | $7.86              | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  |  | $13.03             | $13.71             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  |  | $219.60            | $212.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  |  | $124.13            | $120.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  |  | $46.89             | $44.60             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  |  | $282.69            | $273.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5107 | 2055-12-01      | 6.0000%  |  | $905.62            | $945.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5054 | 2055-11-01      | 5.0000%  |  | $961.05            | $950.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5036 | 2055-11-01      | 6.5000%  |  | $990.18            | $1041.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4879 | 2055-11-01      | 6.5000%  |  | $993.09            | $1050.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3467 | 2055-07-01      | 6.0000%  |  | $1833.59           | $1883.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5397 | 2055-07-01      | 6.0000%  |  | $1413.69           | $1468.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4335 | 2055-07-01      | 6.5000%  |  | $866.97            | $923.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3971 | 2055-07-01      | 6.5000%  |  | $2373.50           | $2488.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3278 | 2055-07-01      | 6.5000%  |  | $573.72            | $604.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFA0569 | 2037-02-01      | 2.5000%  |  | $804.15            | $761.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  |  | $856.72            | $792.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  |  | $402.25            | $384.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO7480 | 2049-12-01      | 3.0000%  |  | $277.15            | $246.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO7245 | 2050-01-01      | 3.0000%  |  | $274.60            | $243.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO4821 | 2049-12-01      | 4.0000%  |  | $66.64             | $63.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO5385 | 2049-12-01      | 3.5000%  |  | $315.78            | $293.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBO4421 | 2050-12-01      | 2.5000%  |  | $590.48            | $498.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO2265 | 2049-10-01      | 3.0000%  |  | $76755186.63       | $68042961.22       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $281.93            | $268.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6592 | 2055-06-01      | 6.5000%  |  | $299.57            | $312.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO1766 | 2049-07-01      | 4.5000%  |  | $274.31            | $267.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6798 | 2055-05-01      | 5.5000%  |  | $986.67            | $996.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6762 | 2055-05-01      | 6.5000%  |  | $1687.61           | $1782.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6536 | 2055-05-01      | 5.5000%  |  | $829.16            | $836.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6138 | 2055-03-01      | 6.5000%  |  | $711.59            | $747.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  |  | $635762.62         | $622150.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1033 | 2049-04-01      | 4.5000%  |  | $252.15            | $247.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  |  | $174.87            | $172.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  |  | $596.06            | $590.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRBM7715 | 2047-06-01      | 4.5000%  |  | $890.89            | $879.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U3BM7365 | 2043-02-01      | 3.5000%  |  | $584.76            | $562.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CWBM6665 | 2032-12-01      | 2.5000%  |  | $203.87            | $195.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  |  | $207.31            | $208.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  |  | $179.14            | $174.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5136 | 2046-06-01      | 4.0000%  |  | $282.85            | $269.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4811 | 2048-10-01      | 4.5000%  |  | $261.90            | $257.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  |  | $520.41            | $510.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7679 | 2054-12-01      | 6.5000%  |  | $807.49            | $849.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7618 | 2054-11-01      | 5.5000%  |  | $1966.76           | $2013.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7489 | 2054-12-01      | 6.0000%  |  | $1612.94           | $1661.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC7979 | 2054-12-01      | 7.0000%  |  | $858.90            | $916.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  |  | $657.11            | $687.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1429.75           | $1478.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8217 | 2052-11-01      | 6.0000%  |  | $667.20            | $690.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $1605.23           | $1624.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD6866 | 2055-02-01      | 4.5000%  |  | $980.85            | $950.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $327.40            | $311.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 GLCA1146 | 2048-02-01      | 3.5000%  |  | $396.31            | $362.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $225.87            | $209.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0382 | 2047-09-01      | 3.5000%  |  | $349726.99         | $324490.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0318 | 2047-09-01      | 3.5000%  |  | $320.48            | $296.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  |  | $224.10            | $207.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0060 | 2047-07-01      | 3.5000%  |  | $107.96            | $100.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  |  | $453.68            | $419.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  |  | $673039.26         | $710445.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  |  | $638.88            | $681.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  |  | $596.38            | $614.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  |  | $861027.97         | $901090.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6960 | 2053-07-01      | 6.5000%  |  | $825414.23         | $872948.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2497 | 2055-02-01      | 5.0000%  |  | $984.15            | $976.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2840 | 2055-07-01      | 7.0000%  |  | $756.63            | $828.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  |  | $987.61            | $974.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2713 | 2055-07-01      | 6.0000%  |  | $1982.73           | $2056.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  |  | $1971.56           | $2046.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9393 | 2055-05-01      | 6.0000%  |  | $1973.20           | $2077.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAU3169 | 2033-08-01      | 3.5000%  |  | $41.67             | $40.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  |  | $244.82            | $223.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0955 | 2043-08-01      | 3.5000%  |  | $369.45            | $346.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  |  | $387.74            | $359.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQAT8839 | 2033-06-01      | 3.5000%  |  | $422.86            | $409.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8618 | 2043-07-01      | 3.5000%  |  | $273.07            | $255.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4355 | 2049-11-01      | 3.5000%  |  | $539.64            | $503.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  |  | $1070.78           | $955.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4166 | 2049-11-01      | 3.0000%  |  | $519.89            | $460.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA3615 | 2049-10-01      | 3.0000%  |  | $279.51            | $248.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  |  | $394.75            | $366.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3079 | 2049-10-01      | 3.5000%  |  | $660.28            | $608.95            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G61410 G | 2048-05-01      | 4.5000%  |  | $156.63            | $154.15            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  |  | $291.74            | $263.22            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  |  | $551.31            | $515.02            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  |  | $243.60            | $219.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN7662 | 2049-07-01      | 3.5000%  |  | $252.07            | $232.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  |  | $509.20            | $498.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6785 | 2049-02-01      | 4.5000%  |  | $210.57            | $206.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  |  | $281.30            | $288.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  |  | $451.96            | $443.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6683 | 2049-06-01      | 3.5000%  |  | $125.21            | $115.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1402 | 2055-02-01      | 6.0000%  |  | $1054.60           | $1096.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  |  | $1971.19           | $2031.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0569 | 2055-03-01      | 6.5000%  |  | $2221.13           | $2345.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLDC6428 | 2054-11-01      | 4.0000%  |  | $841.65            | $793.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6386 | 2054-11-01      | 5.0000%  |  | $993.37            | $982.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5709 | 2054-11-01      | 4.5000%  |  | $909.31            | $876.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5707 | 2054-11-01      | 4.5000%  |  | $1809.35           | $1747.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  |  | $518.31            | $547.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5573 | 2054-11-01      | 5.5000%  |  | $2945.85           | $2970.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC5565 | 2054-10-01      | 6.0000%  |  | $1263.18           | $1303.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC5463 | 2054-11-01      | 4.5000%  |  | $1758.39           | $1701.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  |  | $346.39            | $324.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5314 | 2055-12-01      | 5.5000%  |  | $990.05            | $998.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4818 | 2055-11-01      | 6.5000%  |  | $995.40            | $1048.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4646 | 2055-11-01      | 5.5000%  |  | $947.27            | $964.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5353 | 2055-12-01      | 6.5000%  |  | $1992.22           | $2103.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5304 | 2055-12-01      | 5.5000%  |  | $994.03            | $1010.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4324 | 2056-03-01      | 5.0000%  |  | $997.09            | $995.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF4318 | 2056-03-01      | 5.5000%  |  | $658.29            | $667.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF3886 | 2055-11-01      | 7.0000%  |  | $894.35            | $963.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ3945 | 2054-09-01      | 6.0000%  |  | $447.70            | $459.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  |  | $493.97            | $515.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1152 | 2054-08-01      | 7.0000%  |  | $243.41            | $260.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0566 | 2054-08-01      | 6.0000%  |  | $681.84            | $708.28            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH8928 | 2054-02-01      | 6.0000%  |  | $868.04            | $898.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  |  | $966.50            | $930.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH7242 | 2054-01-01      | 6.5000%  |  | $1631.08           | $1706.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL872316 | 2036-05-01      | 6.0000%  |  | $5.46              | $5.71              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  |  | $44.71             | $46.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  |  | $6.91              | $7.23              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL850043 | 2036-06-01      | 6.5000%  |  | $219.42            | $238.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  |  | $17.47             | $18.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  |  | $15.58             | $15.97             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  |  | $2.52              | $2.60              | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  |  | $199.00            | $197.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $633.86            | $645.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6302 | 2053-02-01      | 5.5000%  |  | $773.20            | $784.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  |  | $495.47            | $512.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6114 | 2053-01-01      | 6.0000%  |  | $971.72            | $1003.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  |  | $1376.83           | $1397.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4940 | 2053-02-01      | 5.5000%  |  | $741.11            | $757.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX4161 | 2052-12-01      | 4.5000%  |  | $507.54            | $489.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $1147.13           | $1170.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4134 | 2052-12-01      | 5.0000%  |  | $655.46            | $650.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4138 | 2052-12-01      | 5.0000%  |  | $1295.01           | $1289.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  |  | $594.75            | $590.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  |  | $284900.11         | $276366.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBX3213 | 2052-09-01      | 4.0000%  |  | $946.87            | $890.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  |  | $479.71            | $488.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2814 | 2052-11-01      | 5.0000%  |  | $825.14            | $828.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3530 | 2055-09-01      | 6.0000%  |  | $1247.78           | $1281.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2470 | 2052-12-01      | 5.0000%  |  | $2295.86           | $2293.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7616 | 2046-07-01      | 3.5000%  |  | $181.95            | $169.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7728 | 2046-08-01      | 3.0000%  |  | $677.22            | $610.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  |  | $482.12            | $432.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7687 | 2046-08-01      | 3.5000%  |  | $274.17            | $256.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7544 | 2046-07-01      | 3.5000%  |  | $267.46            | $248.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS7401 | 2046-06-01      | 4.0000%  |  | $105.88            | $101.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7348 | 2046-06-01      | 3.5000%  |  | $111.64            | $103.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  |  | $560.73            | $505.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6940 | 2046-04-01      | 3.0000%  |  | $147.51            | $132.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $848.16            | $863.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS7077 | 2052-05-01      | 3.5000%  |  | $802.03            | $733.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $543.69            | $518.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  |  | $811.23            | $822.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $199.07            | $195.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM4774 | 2048-07-01      | 4.0000%  |  | $565.25            | $539.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0451 | 2049-06-01      | 3.5000%  |  | $280.57            | $259.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  |  | $43.64             | $43.46             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $792.23            | $798.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  |  | $707.40            | $603.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  |  | $366.04            | $378.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  |  | $623709.46         | $581987.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2639 | 2052-01-01      | 2.5000%  |  | $796.06            | $669.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIRC2195 | 2036-08-01      | 2.0000%  |  | $542.20            | $498.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL6670 | 2034-12-01      | 3.5000%  |  | $89.33             | $86.39             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2702 | 2054-03-01      | 5.0000%  |  | $1695.98           | $1678.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $483.68            | $434.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  |  | $1652.94           | $1661.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3394 | 2052-04-01      | 2.0000%  |  | $1577.40           | $1265.40           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH9923 | 2054-01-01      | 6.5000%  |  | $978.03            | $1027.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  |  | $985.60            | $1040.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC7008 | 2054-12-01      | 5.5000%  |  | $777.06            | $784.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9137 | 2055-05-01      | 5.5000%  |  | $700.21            | $716.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD4251 | 2055-03-01      | 6.0000%  |  | $2435.93           | $2507.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV5897 | 2055-07-01      | 6.0000%  |  | $1171.21           | $1207.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 DLDE6515 | 2055-09-01      | 6.5000%  |  | $1984.50           | $2073.02           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  |  | $1526.15           | $1620.84           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6833 | 2056-03-01      | 5.5000%  |  | $997.25            | $1028.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9894 | 2056-05-01      | 5.5000%  |  | $999.36            | $1013.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3583 | 2056-03-01      | 5.0000%  |  | $997.50            | $995.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG6973 | 2053-07-01      | 6.5000%  |  | $715.64            | $765.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ0560 | 2042-11-01      | 3.5000%  |  | $435.24            | $408.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ4057 | 2043-04-01      | 3.0000%  |  | $180.65            | $165.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ3651 | 2042-11-01      | 3.5000%  |  | $177.10            | $166.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ4394 | 2042-11-01      | 3.5000%  |  | $34.83             | $32.72             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ0537 | 2042-11-01      | 3.0000%  |  | $138.43            | $126.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5300 | 2052-12-01      | 5.5000%  |  | $2200.39           | $2230.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $874418.01         | $902893.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  |  | $1497.19           | $1536.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5282 | 2052-12-01      | 5.0000%  |  | $836.65            | $836.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5270 | 2052-12-01      | 5.0000%  |  | $2384.37           | $2395.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4351 | 2052-08-01      | 5.0000%  |  | $1456.99           | $1461.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4310 | 2052-08-01      | 5.0000%  |  | $2094.54           | $2079.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE3619 | 2047-05-01      | 4.0000%  |  | $99.25             | $94.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE3114 | 2046-11-01      | 3.0000%  |  | $656.09            | $591.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  |  | $148.86            | $135.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBD9317 | 2031-10-01      | 2.5000%  |  | $102.81            | $98.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  |  | $257.16            | $252.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  |  | $793.90            | $725.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  |  | $737.75            | $712.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1853 | 2052-11-01      | 5.5000%  |  | $616.03            | $633.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2609 | 2052-12-01      | 3.5000%  |  | $798.40            | $727.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2605 | 2053-04-01      | 5.5000%  |  | $745.03            | $757.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1584 | 2052-09-01      | 4.5000%  |  | $1441.59           | $1398.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $741.94            | $676.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  |  | $762.70            | $650.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0730 | 2051-09-01      | 2.0000%  |  | $705.64            | $576.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0488 | 2049-05-01      | 4.0000%  |  | $644.10            | $613.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0856 | 2052-01-01      | 2.0000%  |  | $782.54            | $629.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD0784 | 2051-12-01      | 2.0000%  |  | $1473.93           | $1194.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTSC0334 | 2043-01-01      | 4.5000%  |  | $608.44            | $599.72            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29169 G | 2044-10-01      | 4.0000%  |  | $110.68            | $106.06            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  |  | $131.45            | $126.96            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC K91056 G | 2033-09-01      | 3.5000%  |  | $240.01            | $233.80            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  |  | $481.35            | $459.36            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q20119 G | 2043-07-01      | 4.0000%  |  | $43.59             | $42.08             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18298 G | 2043-05-01      | 3.5000%  |  | $256.32            | $241.77            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  |  | $169.69            | $163.68            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q15786 G | 2043-02-01      | 3.0000%  |  | $212.79            | $194.48            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  |  | $179.59            | $176.15            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U50689 G | 2033-07-01      | 3.5000%  |  | $87.80             | $85.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  |  | $219.28            | $215.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9232 | 2055-05-01      | 5.5000%  |  | $1819.39           | $1860.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK8121 | 2050-10-01      | 2.5000%  |  | $1380.94           | $1158.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $64.29             | $60.25             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK8079 | 2048-07-01      | 5.0000%  |  | $22.86             | $22.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  |  | $244.25            | $240.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  |  | $170.72            | $167.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQG2418 | 2053-04-01      | 4.5000%  |  | $815.28            | $786.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2360 | 2053-05-01      | 6.0000%  |  | $909.30            | $936.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2225 | 2053-05-01      | 5.5000%  |  | $835.36            | $850.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  |  | $743.63            | $762.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1875 | 2053-05-01      | 5.5000%  |  | $639.04            | $645.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG1652 | 2053-04-01      | 6.0000%  |  | $714.17            | $736.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  |  | $956.72            | $949.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  |  | $742.77            | $741.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1048 | 2053-04-01      | 5.5000%  |  | $841.73            | $862.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  |  | $1676.29           | $1675.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1778 | 2053-05-01      | 5.5000%  |  | $700.47            | $718.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  |  | $940.12            | $952.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $747.87            | $682.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3828 | 2052-06-01      | 3.0000%  |  | $722.68            | $643.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  |  | $1424.16           | $1354.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3616 | 2052-05-01      | 4.0000%  |  | $749.11            | $706.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  |  | $660.79            | $677.35            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  |  | $838.66            | $857.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6421 | 2054-05-01      | 6.0000%  |  | $802.93            | $834.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI6140 | 2054-05-01      | 6.0000%  |  | $880.68            | $922.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAW4229 | 2029-07-01      | 3.0000%  |  | $63.60             | $62.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW5818 | 2044-08-01      | 4.0000%  |  | $166.03            | $158.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $65321127.89       | $66086546.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0118 | 2054-09-01      | 5.5000%  |  | $799.46            | $821.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  |  | $904.97            | $900.12            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q53638 G | 2048-01-01      | 4.0000%  |  | $1672.37           | $1593.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZT2092 | 2034-06-01      | 3.5000%  |  | $81.11             | $78.87             | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8125 | 2053-07-01      | 6.0000%  |  | $1443.08           | $1461.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV9960 | 2052-06-01      | 4.0000%  |  | $665.92            | $630.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA5967 | 2053-12-01      | 5.5000%  |  | $957.31            | $968.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  |  | $1410.42           | $1405.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $545.46            | $463.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8153 | 2054-07-01      | 6.0000%  |  | $490.31            | $503.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $920.58            | $932.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6685 | 2053-07-01      | 5.5000%  |  | $770.09            | $787.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  |  | $646.65            | $654.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  |  | $906.07            | $895.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9325 | 2054-10-01      | 5.5000%  |  | $790.44            | $799.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  |  | $983.84            | $1081.87           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9224 | 2054-09-01      | 6.5000%  |  | $619.15            | $645.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $891.99            | $901.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9058 | 2054-08-01      | 5.0000%  |  | $2778.18           | $2751.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  |  | $2105.02           | $2139.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  |  | $911.68            | $908.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  |  | $869.63            | $882.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8713 | 2054-06-01      | 6.0000%  |  | $872.57            | $901.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CJAJ2310 | 2026-10-01      | 3.5000%  |  | $1.95              | $1.95              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 REAI3464 | 2041-06-01      | 4.0000%  |  | $16.45             | $15.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAH5580 | 2041-02-01      | 4.5000%  |  | $68.42             | $67.92             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL628485 | 2032-03-01      | 6.5000%  |  | $3.84              | $4.00              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 ZC310225 | 2042-04-01      | 4.0000%  |  | $745.24            | $715.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  |  | $150.99            | $146.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 ZL310167 | 2044-02-01      | 4.5000%  |  | $103.01            | $102.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 GL252482 | 2029-04-01      | 7.0000%  |  | $1.92              | $1.96              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.640 ML109162 | 2028-03-01      | 6.6400%  |  | $140.37            | $140.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA5131 | 2049-12-01      | 3.5000%  |  | $242.52            | $223.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO5330 | 2041-05-01      | 5.0000%  |  | $996.11            | $1004.99           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO2140 | 2039-06-01      | 5.0000%  |  | $782.66            | $790.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $218.69            | $214.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN9486 | 2049-04-01      | 5.0000%  |  | $299.06            | $301.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  |  | $44.98             | $43.94             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7874 | 2049-05-01      | 4.5000%  |  | $444.55            | $436.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  |  | $343.50            | $335.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL2859 | 2031-11-01      | 6.5000%  |  | $24.12             | $25.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2772 | 2042-11-01      | 3.5000%  |  | $164.53            | $154.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2255 | 2042-08-01      | 3.5000%  |  | $75.91             | $71.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL2676 | 2042-11-01      | 3.5000%  |  | $324407.08         | $305007.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CZAL0315 | 2051-04-01      | 4.5000%  |  | $83.26             | $80.75             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK6733 | 2042-03-01      | 3.5000%  |  | $74.13             | $69.90             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  |  | $794804.55         | $748262.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2974 | 2042-05-01      | 3.5000%  |  | $189.31            | $178.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK2408 | 2042-02-01      | 3.5000%  |  | $59933.58          | $56516.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ8480 | 2041-12-01      | 4.0000%  |  | $71.59             | $69.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3526 | 2055-10-01      | 6.0000%  |  | $651.00            | $679.57            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  |  | $77.38             | $72.18             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q08394 G | 2042-05-01      | 3.5000%  |  | $133.75            | $126.04            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q07066 G | 2042-03-01      | 4.0000%  |  | $120.59            | $117.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  |  | $926.34            | $923.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0131 | 2055-09-01      | 5.5000%  |  | $989.11            | $1008.61           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5404 | 2046-06-01      | 4.5000%  |  | $2048.00           | $1998.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  |  | $808.86            | $745.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $233.85            | $222.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 GLCA9497 | 2051-03-01      | 2.5000%  |  | $749.43            | $620.47            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $380.90            | $373.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  |  | $417.18            | $410.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL5938 | 2044-10-01      | 3.5000%  |  | $194.25            | $182.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  |  | $661.55            | $697.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA2406 | 2033-10-01      | 4.0000%  |  | $122.21            | $121.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC5622 | 2046-05-01      | 3.5000%  |  | $128.52            | $119.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA8776 | 2050-04-01      | 4.0000%  |  | $242.23            | $229.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX3786 | 2053-01-01      | 4.5000%  |  | $946.16            | $912.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $322.75            | $301.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ7190 | 2054-10-01      | 6.5000%  |  | $1273.68           | $1328.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC3456 | 2054-09-01      | 6.0000%  |  | $735.54            | $755.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2088 | 2052-06-01      | 3.5000%  |  | $778.30            | $710.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  |  | $792.81            | $794.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV3367 | 2052-03-01      | 4.0000%  |  | $753.43            | $709.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  |  | $742799.73         | $765691.83         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q59980 G | 2048-11-01      | 4.0000%  |  | $204.01            | $194.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6392 | 2054-08-01      | 5.5000%  |  | $728.23            | $737.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  |  | $198.67            | $198.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5569 | 2053-06-01      | 5.5000%  |  | $751.45            | $765.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  |  | $1933.22           | $2021.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6191 | 2045-11-01      | 3.5000%  |  | $284.23            | $265.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  |  | $374.77            | $350.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8623 | 2054-05-01      | 5.5000%  |  | $973.51            | $991.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  |  | $581.84            | $627.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  |  | $538.62            | $574.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $704.24            | $737.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  |  | $750.48            | $797.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  |  | $805.23            | $797.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  |  | $866327.88         | $850185.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  |  | $211.01            | $206.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQI9984 | 2054-06-01      | 7.5000%  |  | $738.81            | $809.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  |  | $288.42            | $282.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3776 | 2052-06-01      | 4.0000%  |  | $756.87            | $713.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB1927 | 2054-09-01      | 6.0000%  |  | $963.04            | $1002.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  |  | $194.48            | $180.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX4083 | 2053-02-01      | 6.0000%  |  | $854.64            | $899.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX9555 | 2053-03-01      | 6.5000%  |  | $411.12            | $434.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4336 | 2053-11-01      | 6.0000%  |  | $1501.52           | $1568.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBU4773 | 2054-06-01      | 7.0000%  |  | $587.53            | $634.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  |  | $502.25            | $533.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6680 | 2052-02-01      | 3.0000%  |  | $724.06            | $639.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CQAZ1163 | 2035-05-01      | 3.0000%  |  | $318.75            | $299.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7580 | 2046-07-01      | 3.0000%  |  | $155.69            | $139.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  |  | $1203.29           | $1062.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBR2236 | 2051-08-01      | 2.5000%  |  | $699.63            | $591.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $682.12            | $601.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5761 | 2044-09-01      | 4.0000%  |  | $182.21            | $175.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  |  | $1154.96           | $939.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7619 | 2054-10-01      | 6.0000%  |  | $984.84            | $1023.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3616 | 2055-07-01      | 6.0000%  |  | $928.77            | $963.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8711 | 2055-09-01      | 5.5000%  |  | $987.25            | $1001.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  |  | $2747.55           | $2795.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0776 | 2055-10-01      | 5.5000%  |  | $992.89            | $1004.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD2836 | 2055-06-01      | 7.0000%  |  | $2005.56           | $2186.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3324 | 2055-08-01      | 6.0000%  |  | $882153.64         | $908781.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6250 | 2056-04-01      | 5.5000%  |  | $997.99            | $1013.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV9971 | 2052-06-01      | 5.0000%  |  | $621.15            | $619.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5269 | 2052-07-01      | 5.0000%  |  | $1622.99           | $1618.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8083 | 2036-01-01      | 1.5000%  |  | $475.06            | $429.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ0026 | 2047-11-01      | 3.5000%  |  | $299.03            | $275.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  |  | $289.26            | $267.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM3288 | 2046-12-01      | 3.5000%  |  | $468.25            | $433.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0531 | 2036-06-01      | 2.5000%  |  | $484.93            | $457.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  |  | $739.27            | $736.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3869 | 2049-10-01      | 3.5000%  |  | $262.55            | $241.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  |  | $1821.19           | $1813.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8224 | 2051-01-01      | 2.0000%  |  | $655.20            | $531.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1883 | 2052-06-01      | 4.0000%  |  | $763.45            | $718.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8316 | 2052-08-01      | 5.0000%  |  | $841.72            | $835.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD3656 | 2055-03-01      | 5.5000%  |  | $1581.36           | $1622.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICB7382 | 2038-10-01      | 5.0000%  |  | $14218.17          | $14451.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ8476 | 2041-12-01      | 3.5000%  |  | $152.55            | $143.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.875 CAAJ6327 | 2041-11-01      | 2.8750%  |  | $473.05            | $451.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAJ5626 | 2041-11-01      | 3.5000%  |  | $52.88             | $49.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  |  | $626.67            | $674.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $756.46            | $767.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7062 | 2053-09-01      | 6.5000%  |  | $704.13            | $746.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  |  | $5.87              | $6.05              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL882005 | 2036-04-01      | 6.0000%  |  | $11.00             | $11.53             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880086 | 2036-03-01      | 6.0000%  |  | $18.75             | $19.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $342.03            | $332.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $267986.94         | $259019.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7669 | 2052-07-01      | 4.5000%  |  | $703.87            | $684.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5765 | 2053-02-01      | 6.5000%  |  | $15393627.35       | $16139518.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  |  | $803.62            | $816.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  |  | $804.10            | $778.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $699.64            | $680.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6191 | 2053-05-01      | 6.0000%  |  | $707.81            | $743.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $730.33            | $747.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  |  | $733.71            | $755.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4890 | 2052-10-01      | 4.5000%  |  | $878.68            | $848.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $669.89            | $684.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  |  | $931.38            | $945.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  |  | $1368.40           | $1387.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4620 | 2052-09-01      | 5.0000%  |  | $2098.34           | $2093.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF8469 | 2053-03-01      | 6.5000%  |  | $655.46            | $700.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8233 | 2053-02-01      | 6.0000%  |  | $1713.23           | $1778.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8935 | 2053-03-01      | 6.0000%  |  | $1135.00           | $1170.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  |  | $1539.24           | $1559.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  |  | $998.81            | $1019.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7654 | 2053-02-01      | 5.5000%  |  | $824.22            | $848.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7478 | 2053-02-01      | 5.5000%  |  | $3700.75           | $3745.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  |  | $755.62            | $793.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7454 | 2053-02-01      | 6.0000%  |  | $1575.77           | $1620.71           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7343 | 2053-02-01      | 6.0000%  |  | $594.75            | $624.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  |  | $704.01            | $719.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7040 | 2053-02-01      | 5.5000%  |  | $679.77            | $687.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $739.83            | $752.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $808.01            | $736.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA4122 | 2053-12-01      | 2.0000%  |  | $1989.60           | $1600.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBK1096 | 2048-07-01      | 5.0000%  |  | $153.15            | $151.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK2042 | 2048-05-01      | 4.5000%  |  | $191.49            | $187.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  |  | $216.01            | $211.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $442.55            | $378.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBK0915 | 2048-07-01      | 4.0000%  |  | $87.68             | $83.50             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  |  | $410.69            | $384.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  |  | $205.10            | $183.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ8783 | 2048-02-01      | 3.5000%  |  | $223.09            | $206.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ8310 | 2048-01-01      | 4.5000%  |  | $859337.13         | $843344.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $750.07            | $656.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTCB2563 | 2042-01-01      | 2.0000%  |  | $692.41            | $603.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2090 | 2051-11-01      | 2.5000%  |  | $757.87            | $639.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1920 | 2051-06-01      | 3.0000%  |  | $732.05            | $642.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CICB1490 | 2036-08-01      | 3.5000%  |  | $397.25            | $382.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1332 | 2051-08-01      | 2.5000%  |  | $704.98            | $594.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0527 | 2055-02-01      | 5.5000%  |  | $956.18            | $981.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0401 | 2055-02-01      | 5.5000%  |  | $940.45            | $952.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0119 | 2055-02-01      | 7.0000%  |  | $725.63            | $782.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0113 | 2055-01-01      | 7.0000%  |  | $1012.10           | $1088.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9742 | 2055-01-01      | 5.0000%  |  | $927.18            | $920.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9630 | 2055-01-01      | 6.5000%  |  | $739.47            | $771.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9628 | 2055-01-01      | 6.0000%  |  | $883.86            | $909.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9410 | 2055-02-01      | 6.5000%  |  | $511.94            | $542.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  |  | $839.46            | $817.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  |  | $44625181.60       | $47086424.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  |  | $812.26            | $809.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6720 | 2053-07-01      | 4.5000%  |  | $851.53            | $821.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  |  | $831.95            | $845.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  |  | $863.81            | $888.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  |  | $876.93            | $870.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  |  | $757.81            | $769.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $68353078.75       | $69838307.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $1689.78           | $1688.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5989 | 2053-03-01      | 5.5000%  |  | $734.17            | $741.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD3715 | 2046-08-01      | 3.5000%  |  | $137.54            | $126.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBD1963 | 2046-07-01      | 4.0000%  |  | $317.86            | $301.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  |  | $245.92            | $235.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  |  | $246.65            | $229.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC8746 | 2046-06-01      | 4.0000%  |  | $167.17            | $159.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA4064 | 2034-08-01      | 3.0000%  |  | $250.17            | $239.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0883 | 2055-10-01      | 6.0000%  |  | $994.04            | $1019.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF5887 | 2055-12-01      | 6.0000%  |  | $2921.30           | $3009.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1993 | 2055-11-01      | 4.5000%  |  | $992.52            | $956.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5024 | 2055-11-01      | 4.5000%  |  | $988.94            | $951.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5727 | 2055-11-01      | 5.5000%  |  | $1986.18           | $2003.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  |  | $725.53            | $585.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7595 | 2046-07-01      | 3.5000%  |  | $814.22            | $766.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4627 | 2045-03-01      | 3.5000%  |  | $75.00             | $69.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  |  | $640.52            | $600.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC5482 | 2051-08-01      | 3.0000%  |  | $642.19            | $568.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1900 | 2052-06-01      | 3.5000%  |  | $781.63            | $712.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC0590 | 2051-04-01      | 3.0000%  |  | $1308.93           | $1176.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU5047 | 2054-09-01      | 5.5000%  |  | $884.74            | $897.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  |  | $1502.88           | $1289.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6870 | 2053-08-01      | 5.5000%  |  | $760.00            | $768.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0283 | 2054-03-01      | 5.5000%  |  | $1517.05           | $1530.09           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  |  | $607757.27         | $579716.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3875 | 2047-06-01      | 3.5000%  |  | $1510.36           | $1388.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  |  | $271.30            | $251.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD7724 | 2046-07-01      | 3.5000%  |  | $242.57            | $225.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $920.52            | $930.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  |  | $446.65            | $465.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ7216 | 2048-10-01      | 4.0000%  |  | $166.53            | $159.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB3610 | 2050-09-01      | 2.5000%  |  | $559.08            | $483.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2076 | 2045-09-01      | 3.5000%  |  | $272.72            | $254.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  |  | $241.02            | $226.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9752 | 2042-08-01      | 3.5000%  |  | $310.13            | $292.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO8112 | 2042-08-01      | 3.0000%  |  | $265.34            | $242.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP4715 | 2042-08-01      | 3.5000%  |  | $408.36            | $383.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP6340 | 2042-09-01      | 3.5000%  |  | $153.92            | $144.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  |  | $128.04            | $127.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK7376 | 2042-03-01      | 3.5000%  |  | $292.16            | $270.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO7949 | 2032-06-01      | 3.5000%  |  | $56.80             | $55.57             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB0519 | 2054-08-01      | 6.0000%  |  | $1866.34           | $1922.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0471 | 2054-05-01      | 5.5000%  |  | $841.85            | $853.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0454 | 2054-04-01      | 7.0000%  |  | $1923.84           | $2074.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0479 | 2054-05-01      | 6.5000%  |  | $666.68            | $699.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  |  | $981.68            | $998.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB0472 | 2054-06-01      | 6.0000%  |  | $1909.55           | $1972.40           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0436 | 2054-04-01      | 7.0000%  |  | $979.93            | $1063.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4438 | 2056-02-01      | 5.0000%  |  | $988.35            | $978.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  |  | $1859.43           | $1947.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  |  | $3761.30           | $3912.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA4445 | 2053-02-01      | 4.5000%  |  | $2929.19           | $2829.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3107 | 2053-12-01      | 5.5000%  |  | $939.37            | $950.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  |  | $2424.39           | $2560.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR2643 | 2051-02-01      | 2.0000%  |  | $591.48            | $483.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1615 | 2051-02-01      | 2.0000%  |  | $719.37            | $579.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  |  | $1453.45           | $1173.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBQ8435 | 2050-12-01      | 2.5000%  |  | $474.62            | $404.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  |  | $650.11            | $525.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1613 | 2054-10-01      | 5.5000%  |  | $636.92            | $642.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDC1514 | 2054-08-01      | 7.5000%  |  | $430.53            | $463.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  |  | $1788.10           | $1903.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH6169 | 2053-11-01      | 6.5000%  |  | $976.10            | $1024.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5042 | 2053-11-01      | 6.5000%  |  | $1352.34           | $1414.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH4699 | 2053-11-01      | 6.0000%  |  | $712.44            | $736.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  |  | $620.92            | $627.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH2818 | 2053-10-01      | 6.5000%  |  | $442.80            | $464.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH0432 | 2053-09-01      | 6.0000%  |  | $902.76            | $934.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0444 | 2053-09-01      | 5.5000%  |  | $951.04            | $964.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQH0306 | 2053-09-01      | 5.5000%  |  | $1684.55           | $1718.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG9740 | 2053-09-01      | 6.5000%  |  | $670.21            | $714.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1389 | 2056-02-01      | 5.5000%  |  | $995.97            | $1016.78           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1743 | 2040-12-01      | 4.5000%  |  | $2694.75           | $2678.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDG0782 | 2056-01-01      | 6.5000%  |  | $885.57            | $931.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG8208 | 2053-08-01      | 5.0000%  |  | $1196.39           | $1193.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA4661 | 2053-12-01      | 7.5000%  |  | $47.86             | $48.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  |  | $721.04            | $715.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0327 | 2045-12-01      | 3.5000%  |  | $188.48            | $176.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  |  | $293.91            | $274.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5639 | 2053-12-01      | 6.5000%  |  | $562.77            | $597.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5807 | 2051-09-01      | 2.0000%  |  | $681.45            | $551.20            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46970 G | 2047-03-01      | 4.0000%  |  | $533.17            | $508.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $616.60            | $636.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  |  | $1426.77           | $1359.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $892.04            | $899.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  |  | $2365.91           | $2471.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0818 | 2054-04-01      | 5.5000%  |  | $1541.69           | $1554.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA4285 | 2049-11-01      | 3.5000%  |  | $928.15            | $866.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $250.06            | $238.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA4030 | 2049-08-01      | 4.0000%  |  | $108.49            | $103.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3978 | 2049-08-01      | 4.5000%  |  | $265.52            | $259.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  |  | $417.05            | $384.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  |  | $131.35            | $128.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CICA3285 | 2034-03-01      | 4.0000%  |  | $168.16            | $166.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA2922 | 2048-12-01      | 3.0000%  |  | $174.13            | $154.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCA2822 | 2048-12-01      | 5.5000%  |  | $338.63            | $348.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  |  | $232.51            | $227.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2482 | 2048-10-01      | 4.5000%  |  | $339.67            | $333.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2479 | 2048-10-01      | 4.5000%  |  | $200.96            | $198.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  |  | $838.30            | $821.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  |  | $579.45            | $568.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTCA2080 | 2038-07-01      | 4.5000%  |  | $172.28            | $172.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF0421 | 2055-10-01      | 5.0000%  |  | $930.05            | $922.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0137 | 2055-09-01      | 5.5000%  |  | $1971.49           | $2006.10           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0884 | 2055-11-01      | 6.0000%  |  | $1988.96           | $2042.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8652 | 2047-01-01      | 3.5000%  |  | $749.58            | $700.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  |  | $302.35            | $296.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8579 | 2046-12-01      | 3.0000%  |  | $216.57            | $194.49            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  |  | $123.39            | $119.54            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  |  | $106.02            | $102.19            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q00866 G | 2041-05-01      | 4.5000%  |  | $135.73            | $134.91            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  |  | $705.63            | $683.46            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U70677 G | 2028-10-01      | 3.5000%  |  | $86.96             | $86.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  |  | $767.07            | $777.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2429.52           | $2596.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB8369 | 2040-03-01      | 4.0000%  |  | $846.47            | $823.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CISB8358 | 2039-12-01      | 6.5000%  |  | $721.51            | $753.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  |  | $492.66            | $503.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $515.11            | $526.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $458.48            | $469.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8240 | 2038-02-01      | 2.5000%  |  | $804.42            | $758.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  |  | $491.64            | $503.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  |  | $573.45            | $549.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  |  | $458.38            | $422.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8052 | 2035-07-01      | 2.0000%  |  | $325.90            | $300.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $564.73            | $586.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6785 | 2053-01-01      | 5.5000%  |  | $481.20            | $493.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  |  | $1899.06           | $1961.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA7735 | 2054-01-01      | 7.5000%  |  | $749.53            | $807.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB0060 | 2054-04-01      | 5.5000%  |  | $557.67            | $570.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  |  | $744.46            | $736.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA7771 | 2054-01-01      | 7.5000%  |  | $725.10            | $778.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA7463 | 2054-01-01      | 7.0000%  |  | $1186.15           | $1275.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8057 | 2054-01-01      | 7.5000%  |  | $578.50            | $629.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA6019 | 2054-04-01      | 5.5000%  |  | $768.27            | $775.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ4579 | 2041-11-01      | 4.0000%  |  | $46.96             | $45.51             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ4044 | 2041-10-01      | 4.0000%  |  | $214.67            | $208.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6934 | 2053-09-01      | 5.5000%  |  | $1644.53           | $1671.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH6454 | 2053-12-01      | 6.0000%  |  | $2869.86           | $2959.38           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH5988 | 2053-12-01      | 6.0000%  |  | $664.66            | $695.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH5456 | 2053-12-01      | 6.5000%  |  | $584.40            | $613.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY5373 | 2053-07-01      | 6.0000%  |  | $484.20            | $496.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $1506.19           | $1505.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  |  | $1090.04           | $1127.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $783.24            | $776.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY3263 | 2053-06-01      | 5.0000%  |  | $960.13            | $958.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  |  | $513.92            | $521.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY2591 | 2053-10-01      | 6.0000%  |  | $844.30            | $870.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  |  | $759.16            | $794.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2935 | 2052-11-01      | 5.5000%  |  | $456.82            | $465.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF2786 | 2052-11-01      | 6.0000%  |  | $469.04            | $485.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  |  | $643.53            | $655.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $653.74            | $662.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1105 | 2052-10-01      | 5.0000%  |  | $651.79            | $648.59            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1101 | 2052-10-01      | 5.0000%  |  | $641.53            | $636.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  |  | $828.74            | $826.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0730 | 2052-10-01      | 5.0000%  |  | $937.67            | $936.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0632 | 2052-09-01      | 5.0000%  |  | $1635.44           | $1620.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  |  | $811.03            | $785.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0385 | 2052-09-01      | 5.0000%  |  | $944.63            | $939.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0297 | 2052-09-01      | 5.0000%  |  | $753.89            | $754.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0809 | 2052-10-01      | 5.0000%  |  | $692.17            | $686.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  |  | $2832.96           | $2818.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA2986 | 2055-07-01      | 4.0000%  |  | $950.92            | $893.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0214 | 2054-01-01      | 7.0000%  |  | $2299.30           | $2484.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG3294 | 2056-03-01      | 6.0000%  |  | $998.35            | $1031.27           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2879 | 2056-02-01      | 5.0000%  |  | $996.34            | $987.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN6595 | 2049-05-01      | 3.5000%  |  | $113.00            | $104.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4145 | 2056-03-01      | 5.0000%  |  | $1994.92           | $1978.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  |  | $1758.61           | $1800.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD5030 | 2055-03-01      | 4.5000%  |  | $982.88            | $948.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  |  | $890.03            | $906.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4947 | 2055-11-01      | 6.5000%  |  | $863.42            | $919.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG1363 | 2056-03-01      | 4.5000%  |  | $1021.64           | $984.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6800 | 2056-01-01      | 5.5000%  |  | $977.04            | $991.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0729 | 2052-10-01      | 5.0000%  |  | $1129.77           | $1119.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0446 | 2054-05-01      | 6.5000%  |  | $1961.54           | $2056.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI9253 | 2054-07-01      | 7.0000%  |  | $616.92            | $665.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  |  | $637.03            | $658.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  |  | $1388.96           | $1431.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7279 | 2054-06-01      | 6.0000%  |  | $970.47            | $1014.45           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  |  | $826.84            | $835.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5257 | 2055-07-01      | 6.0000%  |  | $990.84            | $1023.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5117 | 2055-07-01      | 6.0000%  |  | $864.43            | $886.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5058 | 2055-08-01      | 6.0000%  |  | $779.82            | $800.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5056 | 2055-09-01      | 6.0000%  |  | $1909.93           | $1967.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4777 | 2055-07-01      | 6.0000%  |  | $1680.28           | $1753.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAX1583 | 2034-08-01      | 3.0000%  |  | $69.35             | $65.22             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  |  | $118.53            | $114.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX0868 | 2044-09-01      | 3.5000%  |  | $201.63            | $188.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX0832 | 2044-09-01      | 3.5000%  |  | $127.40            | $119.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  |  | $84.64             | $83.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  |  | $85.28             | $84.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAW3160 | 2044-07-01      | 3.5000%  |  | $21.56             | $21.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CZAW2723 | 2054-02-01      | 4.0000%  |  | $266.23            | $251.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAW2074 | 2029-04-01      | 3.5000%  |  | $105.06            | $104.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW1555 | 2044-04-01      | 4.5000%  |  | $13.16             | $13.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8835 | 2044-09-01      | 4.0000%  |  | $351.02            | $338.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV8711 | 2029-03-01      | 3.5000%  |  | $40.52             | $40.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAV7005 | 2029-08-01      | 3.0000%  |  | $222.78            | $218.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW6224 | 2052-08-01      | 6.0000%  |  | $350.45            | $363.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  |  | $484.87            | $484.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  |  | $541.08            | $573.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  |  | $12.86             | $13.42             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  |  | $11.58             | $12.09             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP878663 | 2036-02-01      | 6.5000%  |  | $17.35             | $17.54             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7616 | 2052-07-01      | 5.0000%  |  | $687.49            | $685.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7522 | 2052-06-01      | 4.5000%  |  | $663.79            | $641.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  |  | $1765.96           | $1817.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  |  | $1580.22           | $1601.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6564 | 2053-02-01      | 5.5000%  |  | $752.86            | $766.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6482 | 2053-01-01      | 6.0000%  |  | $490.60            | $507.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  |  | $673.66            | $636.21            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB0372 | 2033-01-01      | 4.0000%  |  | $214.26            | $212.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD7784 | 2055-05-01      | 4.5000%  |  | $1963.25           | $1893.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8702 | 2055-09-01      | 5.5000%  |  | $990.88            | $1008.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2085 | 2055-06-01      | 5.5000%  |  | $3698.60           | $3729.98           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3VSF5035 | 2047-01-01      | 3.0000%  |  | $955.43            | $869.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD0223 | 2055-03-01      | 5.5000%  |  | $975.42            | $983.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8871 | 2055-07-01      | 7.0000%  |  | $993.36            | $1083.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $552.85            | $576.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  |  | $2850.22           | $2970.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5361 | 2054-12-01      | 5.0000%  |  | $925.42            | $915.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9710 | 2054-12-01      | 6.0000%  |  | $845.33            | $866.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9966 | 2055-09-01      | 6.0000%  |  | $1596.86           | $1645.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF6316 | 2055-12-01      | 5.0000%  |  | $988.29            | $979.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF4157 | 2055-11-01      | 6.5000%  |  | $825.30            | $865.20            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDF2739 | 2056-02-01      | 7.0000%  |  | $1995.40           | $2128.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4139 | 2055-11-01      | 5.0000%  |  | $992.94            | $983.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7368 | 2055-12-01      | 5.0000%  |  | $989.14            | $980.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB5630 | 2054-06-01      | 7.0000%  |  | $969.69            | $1040.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD0976 | 2046-04-01      | 4.5000%  |  | $77.79             | $76.45             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  |  | $1322.08           | $1257.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO9217 | 2049-12-01      | 3.0000%  |  | $232.35            | $205.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY1580 | 2053-05-01      | 5.0000%  |  | $1712.11           | $1696.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1767 | 2052-11-01      | 5.5000%  |  | $1498.86           | $1516.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBJ2716 | 2033-04-01      | 4.0000%  |  | $107.99            | $107.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3807 | 2052-06-01      | 3.5000%  |  | $862.12            | $786.26            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q52358 G | 2047-11-01      | 4.0000%  |  | $349.68            | $333.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV8291 | 2052-07-01      | 5.0000%  |  | $1781.95           | $1790.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1692 | 2051-09-01      | 3.5000%  |  | $490.31            | $449.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB0543 | 2051-05-01      | 3.5000%  |  | $500.65            | $460.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  |  | $80548652.50       | $68767159.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CICA9422 | 2036-03-01      | 1.5000%  |  | $458.97            | $415.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $1195.88           | $1071.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9247 | 2051-02-01      | 2.0000%  |  | $694.00            | $567.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  |  | $678.11            | $547.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA9100 | 2035-12-01      | 3.0000%  |  | $178.74            | $172.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  |  | $878.42            | $852.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  |  | $525.52            | $515.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  |  | $1261.07           | $1270.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8871 | 2052-08-01      | 5.0000%  |  | $949.09            | $945.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE7496 | 2052-08-01      | 4.5000%  |  | $772.26            | $750.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7202 | 2052-08-01      | 5.0000%  |  | $1792.24           | $1780.50           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6196 | 2056-04-01      | 5.0000%  |  | $997.06            | $987.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5207 | 2056-04-01      | 5.5000%  |  | $999.11            | $1012.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG5098 | 2056-03-01      | 5.0000%  |  | $1117.46           | $1102.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4608 | 2056-04-01      | 5.0000%  |  | $998.99            | $994.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5370 | 2056-02-01      | 5.5000%  |  | $343527.13         | $348073.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4216 | 2056-04-01      | 5.0000%  |  | $998.64            | $989.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG4202 | 2056-03-01      | 5.0000%  |  | $998.01            | $988.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $892.16            | $912.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  |  | $647.93            | $677.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI2761 | 2054-04-01      | 5.0000%  |  | $2613.05           | $2594.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 3RRF5008 | 2035-09-01      | 1.5000%  |  | $497.45            | $452.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 ZLSI2126 | 2054-03-01      | 6.5000%  |  | $808.63            | $843.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2106 | 2051-05-01      | 2.5000%  |  | $863.52            | $730.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 ZLSI2075 | 2050-09-01      | 2.0000%  |  | $1647.60           | $1334.49           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  |  | $116.33            | $105.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3PRE6028 | 2050-04-01      | 3.0000%  |  | $135.20            | $117.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  |  | $694.51            | $545.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5261 | 2035-09-01      | 5.5000%  |  | $787.91            | $807.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CNRD5217 | 2034-10-01      | 4.0000%  |  | $747.72            | $733.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $895.63            | $863.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNRD5057 | 2031-05-01      | 1.5000%  |  | $340.35            | $321.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5815 | 2055-03-01      | 5.0000%  |  | $882.28            | $876.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBU5708 | 2045-02-01      | 5.5000%  |  | $749.15            | $773.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIBU5195 | 2039-11-01      | 5.0000%  |  | $792.58            | $805.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  |  | $1939.82           | $2020.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  |  | $457.62            | $488.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3014 | 2052-02-01      | 3.0000%  |  | $1403.45           | $1237.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8452 | 2046-12-01      | 3.0000%  |  | $212.30            | $190.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8422 | 2046-12-01      | 3.0000%  |  | $291.72            | $261.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS8410 | 2031-11-01      | 3.0000%  |  | $202.62            | $196.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN6023 | 2049-04-01      | 4.0000%  |  | $162.70            | $154.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8296 | 2046-11-01      | 3.0000%  |  | $902.59            | $817.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  |  | $354.26            | $317.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $852.56            | $768.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $718.19            | $634.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $691.50            | $634.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  |  | $774.45            | $712.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6987 | 2052-03-01      | 3.5000%  |  | $2142.30           | $1972.27           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6949 | 2052-03-01      | 3.5000%  |  | $666.29            | $610.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7195 | 2052-04-01      | 3.5000%  |  | $738.04            | $676.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6010 | 2051-10-01      | 3.5000%  |  | $550.41            | $507.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5846 | 2051-09-01      | 2.0000%  |  | $709.42            | $573.82            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA5794 | 2051-09-01      | 4.0000%  |  | $497.03            | $467.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  |  | $663.94            | $541.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2740 | 2055-08-01      | 6.0000%  |  | $954.96            | $990.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE2431 | 2055-05-01      | 6.5000%  |  | $1332.95           | $1407.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2153 | 2055-06-01      | 5.5000%  |  | $834.53            | $841.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2182 | 2055-06-01      | 7.0000%  |  | $877.60            | $945.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  |  | $989.98            | $1005.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1074 | 2055-06-01      | 6.5000%  |  | $1711.24           | $1785.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  |  | $923.04            | $934.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $922.86            | $949.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0755 | 2055-06-01      | 6.0000%  |  | $781.23            | $802.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0615 | 2055-06-01      | 6.0000%  |  | $848.05            | $872.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0299 | 2055-06-01      | 5.0000%  |  | $1987.86           | $1972.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  |  | $252.32            | $223.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $243.53            | $214.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4340 | 2049-10-01      | 3.0000%  |  | $411.58            | $369.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA4327 | 2034-10-01      | 3.0000%  |  | $842.24            | $807.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4149 | 2049-09-01      | 3.0000%  |  | $507.21            | $444.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDD4985 | 2055-05-01      | 4.5000%  |  | $1970.65           | $1902.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2727 | 2043-05-01      | 3.5000%  |  | $363.09            | $341.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2126 | 2043-04-01      | 3.5000%  |  | $136.00            | $127.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2014 | 2043-04-01      | 3.0000%  |  | $144.07            | $131.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2665 | 2043-04-01      | 3.0000%  |  | $255.75            | $232.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT1004 | 2043-04-01      | 3.5000%  |  | $137.16            | $128.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT0360 | 2043-05-01      | 3.5000%  |  | $118.90            | $111.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9986 | 2047-07-01      | 4.5000%  |  | $159.47            | $156.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  |  | $474.49            | $443.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9740 | 2047-06-01      | 3.5000%  |  | $337.99            | $313.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9487 | 2047-05-01      | 4.0000%  |  | $154.43            | $147.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  |  | $465.45            | $444.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9340 | 2032-03-01      | 3.5000%  |  | $125.14            | $122.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $278.78            | $261.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV1870 | 2043-12-01      | 4.5000%  |  | $45.32             | $44.56             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  |  | $686.85            | $554.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $2529.32           | $2065.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRAV3965 | 2034-01-01      | 4.5000%  |  | $284.41            | $282.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV0198 | 2028-10-01      | 3.5000%  |  | $16177.49          | $16049.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU9318 | 2043-10-01      | 4.0000%  |  | $164.68            | $158.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.025 CLAU6343 | 2043-07-01      | 3.0250%  |  | $642.44            | $588.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU5139 | 2043-08-01      | 3.5000%  |  | $119.56            | $111.97            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAU4738 | 2043-09-01      | 3.5000%  |  | $156.28            | $146.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAU4278 | 2043-09-01      | 2.5000%  |  | $185.30            | $162.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN5018 | 2036-01-01      | 2.0000%  |  | $507.04            | $466.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN4926 | 2036-02-01      | 1.5000%  |  | $524.91            | $472.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN1822 | 2035-03-01      | 2.5000%  |  | $972.74            | $922.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  |  | $466.14            | $429.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8834 | 2054-11-01      | 5.5000%  |  | $725.43            | $737.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $2974.58           | $2999.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ7872 | 2054-11-01      | 5.5000%  |  | $1719.27           | $1763.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1051 | 2051-06-01      | 3.0000%  |  | $586.18            | $513.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  |  | $1162.61           | $1232.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5853 | 2053-03-01      | 6.0000%  |  | $699.93            | $732.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB5878 | 2052-12-01      | 2.5000%  |  | $682.18            | $573.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBH9302 | 2033-02-01      | 3.0000%  |  | $224.56            | $217.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH9284 | 2048-02-01      | 4.5000%  |  | $249.69            | $245.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH7668 | 2047-10-01      | 4.5000%  |  | $291.27            | $281.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA4986 | 2051-04-01      | 2.0000%  |  | $660.06            | $535.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3908 | 2050-11-01      | 1.5000%  |  | $626.30            | $481.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $561.88            | $454.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3563 | 2050-09-01      | 2.0000%  |  | $580.74            | $473.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $357.17            | $319.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 3PQU8117 | 2053-05-01      | 6.0000%  |  | $469.62            | $475.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8895 | 2051-02-01      | 2.5000%  |  | $657.44            | $553.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7635 | 2050-11-01      | 2.0000%  |  | $1961.51           | $1607.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $1565.14           | $1273.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $2565.53           | $2074.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA7398 | 2050-10-01      | 3.5000%  |  | $420.39            | $387.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7253 | 2035-10-01      | 2.5000%  |  | $1238.66           | $1179.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $59346406.03       | $48255842.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA7056 | 2050-09-01      | 3.5000%  |  | $509.25            | $472.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $1148.17           | $985.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6951 | 2050-09-01      | 2.5000%  |  | $535.03            | $455.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD1658 | 2052-04-01      | 2.5000%  |  | $802.30            | $677.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6657 | 2054-07-01      | 6.5000%  |  | $518.33            | $542.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  |  | $776.95            | $786.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBP9421 | 2050-07-01      | 3.0000%  |  | $1004.23           | $887.73            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U99151 G | 2046-12-01      | 4.0000%  |  | $293.42            | $280.87            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  |  | $385.06            | $377.66            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q59245 G | 2048-10-01      | 4.0000%  |  | $250.08            | $238.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5833 | 2053-07-01      | 5.5000%  |  | $697.71            | $716.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $233.23            | $222.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY8301 | 2053-08-01      | 5.0000%  |  | $917.93            | $916.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  |  | $797.03            | $730.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAZ0857 | 2045-07-01      | 3.0000%  |  | $200.34            | $181.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  |  | $1590.90           | $1277.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $523.97            | $541.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6819 | 2053-02-01      | 6.0000%  |  | $696.48            | $716.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  |  | $325.42            | $292.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBW9690 | 2038-07-01      | 3.0000%  |  | $762.84            | $726.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDC2082 | 2039-10-01      | 4.5000%  |  | $1172.47           | $1172.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  |  | $1610.90           | $1633.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  |  | $731.96            | $754.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB6153 | 2054-08-01      | 6.5000%  |  | $553.75            | $588.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6438 | 2053-02-01      | 6.0000%  |  | $1485.25           | $1532.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLQC7455 | 2051-09-01      | 1.5000%  |  | $739.15            | $566.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2743 | 2054-04-01      | 5.5000%  |  | $1331.21           | $1357.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA0309 | 2054-01-01      | 7.0000%  |  | $545.09            | $581.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM1873 | 2047-09-01      | 3.5000%  |  | $513.18            | $478.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC4051 | 2054-10-01      | 5.5000%  |  | $1861.90           | $1888.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5141 | 2055-07-01      | 6.0000%  |  | $955.19            | $991.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $1750.94           | $1783.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  |  | $934.19            | $955.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE5161 | 2055-06-01      | 5.5000%  |  | $989.81            | $1002.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  |  | $772.74            | $784.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1782 | 2055-06-01      | 6.0000%  |  | $1656.28           | $1724.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD1880 | 2055-01-01      | 6.0000%  |  | $969.30            | $1005.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC4739 | 2055-07-01      | 6.0000%  |  | $992.28            | $1017.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7270 | 2054-12-01      | 6.0000%  |  | $803.46            | $828.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6402 | 2054-11-01      | 5.0000%  |  | $950.43            | $938.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7268 | 2055-09-01      | 5.5000%  |  | $991.69            | $1010.92           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  |  | $1977.37           | $2039.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF2340 | 2055-10-01      | 6.0000%  |  | $993.87            | $1031.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8677 | 2047-01-01      | 3.5000%  |  | $424.48            | $394.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  |  | $86.16             | $82.05             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  |  | $119.64            | $112.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8793 | 2047-02-01      | 3.0000%  |  | $638.48            | $574.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  |  | $449.09            | $474.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC6989 | 2054-12-01      | 5.0000%  |  | $812.26            | $809.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC6959 | 2054-11-01      | 7.0000%  |  | $726.26            | $774.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  |  | $811.89            | $851.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG9197 | 2053-08-01      | 5.5000%  |  | $672.55            | $683.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  |  | $816747.43         | $872133.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8518 | 2053-08-01      | 6.5000%  |  | $1772.15           | $1881.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8934 | 2053-08-01      | 6.0000%  |  | $1810.19           | $1873.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8097 | 2055-12-01      | 5.5000%  |  | $995.48            | $1007.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8017 | 2055-12-01      | 5.5000%  |  | $995.06            | $1009.48           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6795 | 2055-12-01      | 5.5000%  |  | $993.46            | $1009.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6440 | 2055-12-01      | 5.5000%  |  | $994.85            | $1008.59           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6417 | 2055-12-01      | 5.5000%  |  | $994.44            | $1012.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7145 | 2055-11-01      | 5.5000%  |  | $995.18            | $1019.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF6009 | 2055-12-01      | 5.5000%  |  | $1438.51           | $1460.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5770 | 2055-12-01      | 5.0000%  |  | $1989.72           | $1975.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5779 | 2055-12-01      | 4.5000%  |  | $994.00            | $956.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF5681 | 2055-11-01      | 6.5000%  |  | $507.08            | $529.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5564 | 2055-11-01      | 5.5000%  |  | $993.95            | $1008.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA2908 | 2045-11-01      | 4.0000%  |  | $52.93             | $50.64             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2626 | 2054-04-01      | 5.5000%  |  | $789.51            | $797.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDB1248 | 2054-03-01      | 4.5000%  |  | $872.51            | $842.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  |  | $901.52            | $896.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  |  | $981.61            | $1050.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 08.000 CLDB0628 | 2054-01-01      | 8.0000%  |  | $1956.50           | $2107.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $736.28            | $747.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3161 | 2053-06-01      | 5.0000%  |  | $807.48            | $808.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  |  | $752.44            | $720.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3553 | 2053-07-01      | 6.0000%  |  | $587.25            | $605.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $849.45            | $818.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  |  | $817.60            | $844.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  |  | $5322930.36        | $5466371.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI9263 | 2054-07-01      | 5.5000%  |  | $798.09            | $805.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0203 | 2054-01-01      | 6.5000%  |  | $1403.59           | $1471.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB4985 | 2054-06-01      | 6.5000%  |  | $721.24            | $765.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $184.91            | $176.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA6872 | 2035-08-01      | 2.5000%  |  | $368.12            | $348.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8420 | 2043-06-01      | 3.5000%  |  | $453.23            | $424.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT8881 | 2043-06-01      | 4.0000%  |  | $58.64             | $56.20             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT7933 | 2043-07-01      | 3.0000%  |  | $405.73            | $370.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7179 | 2052-08-01      | 5.0000%  |  | $1712.03           | $1699.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE7111 | 2052-07-01      | 4.0000%  |  | $784.46            | $741.27            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE4996 | 2052-07-01      | 5.0000%  |  | $692.37            | $693.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  |  | $667.90            | $664.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3755 | 2052-06-01      | 5.0000%  |  | $923.06            | $914.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $628.84            | $596.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  |  | $1534.01           | $1406.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV8518 | 2052-05-01      | 3.0000%  |  | $768.03            | $672.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBV8979 | 2037-04-01      | 2.5000%  |  | $634.08            | $601.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $1428.28           | $1418.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  |  | $722.90            | $717.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV6878 | 2052-04-01      | 4.0000%  |  | $1673.64           | $1587.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV6403 | 2055-11-01      | 6.0000%  |  | $845.47            | $866.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV6373 | 2055-11-01      | 5.5000%  |  | $1979.05           | $1995.90           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBV5974 | 2045-06-01      | 5.5000%  |  | $915.91            | $938.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  |  | $106.57            | $102.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP2126 | 2042-08-01      | 3.5000%  |  | $160.69            | $151.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0492 | 2042-08-01      | 3.5000%  |  | $166.90            | $156.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  |  | $94.76             | $88.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8754 | 2042-08-01      | 3.5000%  |  | $185.30            | $174.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8179 | 2042-09-01      | 3.5000%  |  | $100.38            | $94.28             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAO8115 | 2042-08-01      | 3.0000%  |  | $218.73            | $199.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7706 | 2042-07-01      | 3.5000%  |  | $162.64            | $153.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO6754 | 2042-06-01      | 3.5000%  |  | $314.91            | $295.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO6522 | 2042-06-01      | 3.5000%  |  | $419.12            | $392.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE6377 | 2052-07-01      | 4.5000%  |  | $574.53            | $554.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ4788 | 2045-10-01      | 4.0000%  |  | $2151321.52        | $2059154.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  |  | $655.78            | $685.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG3372 | 2053-05-01      | 6.0000%  |  | $514.78            | $529.12            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG2843 | 2053-05-01      | 5.5000%  |  | $844.70            | $865.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4773 | 2045-10-01      | 3.5000%  |  | $5924274.91        | $5527438.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ4751 | 2045-10-01      | 3.5000%  |  | $161.42            | $150.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  |  | $75.89             | $72.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  |  | $451.91            | $421.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  |  | $35.24             | $31.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ1193 | 2045-05-01      | 3.5000%  |  | $329.42            | $307.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  |  | $162.15            | $151.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAZ0834 | 2045-07-01      | 3.0000%  |  | $224.88            | $203.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7611 | 2045-04-01      | 3.0000%  |  | $136.26            | $123.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  |  | $560.29            | $507.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY6195 | 2045-04-01      | 3.0000%  |  | $176.83            | $160.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT4918 | 2043-05-01      | 4.0000%  |  | $111.54            | $108.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT2943 | 2043-05-01      | 3.0000%  |  | $190.61            | $174.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT4962 | 2043-05-01      | 3.5000%  |  | $202.19            | $189.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CRAT4191 | 2033-05-01      | 2.5000%  |  | $370.79            | $349.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  |  | $122.33            | $126.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  |  | $394.00            | $370.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAW8157 | 2027-01-01      | 3.0000%  |  | $6.61              | $6.58              | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58037 G | 2048-08-01      | 5.0000%  |  | $381.20            | $383.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4550 | 2049-11-01      | 3.0000%  |  | $207.61            | $183.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  |  | $134.57            | $132.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  |  | $520.43            | $492.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1414 | 2054-08-01      | 6.5000%  |  | $802.47            | $852.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA8061 | 2054-01-01      | 7.5000%  |  | $213.53            | $230.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $67216966.66       | $68552821.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP7125 | 2050-07-01      | 2.5000%  |  | $871.42            | $738.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8722 | 2052-08-01      | 5.0000%  |  | $845.30            | $847.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  |  | $172.78            | $164.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4196 | 2054-06-01      | 7.0000%  |  | $1546.04           | $1664.49           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0210 | 2041-01-01      | 4.0000%  |  | $678.69            | $664.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBK1958 | 2048-03-01      | 3.5000%  |  | $128.75            | $119.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  |  | $558237.90         | $561127.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4890 | 2045-05-01      | 3.5000%  |  | $74.59             | $69.59             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4922 | 2045-05-01      | 3.5000%  |  | $343.92            | $320.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  |  | $697.65            | $728.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  |  | $72.97             | $71.40             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8792 | 2047-02-01      | 3.0000%  |  | $350.22            | $317.08            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59602 G | 2048-11-01      | 5.0000%  |  | $594698.92         | $596406.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF2793 | 2052-11-01      | 5.5000%  |  | $1146.87           | $1182.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  |  | $931.91            | $887.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  |  | $950.29            | $998.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM4344 | 2048-06-01      | 4.5000%  |  | $242.97            | $239.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB9254 | 2054-08-01      | 5.5000%  |  | $955.81            | $978.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBT3457 | 2051-06-01      | 2.0000%  |  | $1361.82           | $1100.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC7761 | 2054-12-01      | 6.0000%  |  | $1966.51           | $2019.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  |  | $771.60            | $791.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $1901.62           | $1917.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5078 | 2056-03-01      | 5.5000%  |  | $1006.10           | $1029.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9505 | 2056-01-01      | 5.0000%  |  | $995.85            | $984.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG5389 | 2056-03-01      | 5.5000%  |  | $998.03            | $1025.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA5502 | 2054-08-01      | 6.5000%  |  | $1006.93           | $1079.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  |  | $977.22            | $1000.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8149 | 2044-10-01      | 3.5000%  |  | $155.00            | $145.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA1968 | 2049-08-01      | 4.0000%  |  | $320.07            | $304.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  |  | $210.94            | $206.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $704.57            | $713.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU7102 | 2051-12-01      | 2.5000%  |  | $713.88            | $601.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  |  | $214.66            | $190.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  |  | $667.38            | $677.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  |  | $2198.34           | $2339.95           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBN4482 | 2049-01-01      | 5.5000%  |  | $219.21            | $223.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CQCA4693 | 2049-03-01      | 5.0000%  |  | $921.12            | $937.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $763.36            | $642.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9124 | 2052-09-01      | 5.0000%  |  | $607.78            | $603.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  |  | $704.11            | $741.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  |  | $638.04            | $673.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  |  | $299.99            | $297.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY3439 | 2053-06-01      | 6.0000%  |  | $638.18            | $657.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA4360 | 2049-10-01      | 4.5000%  |  | $943.63            | $923.74            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8142 | 2052-08-01      | 5.0000%  |  | $1118.09           | $1129.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  |  | $398.48            | $416.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2196 | 2048-08-01      | 4.5000%  |  | $210.25            | $206.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAX5485 | 2045-10-01      | 4.5000%  |  | $314.21            | $308.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  |  | $79831.58          | $64499.48          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  |  | $580.94            | $576.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS5708 | 2030-08-01      | 3.5000%  |  | $73.51             | $72.65             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1469 | 2055-10-01      | 6.0000%  |  | $1985.98           | $2050.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  |  | $529.05            | $447.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  |  | $622.36            | $572.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  |  | $820.35            | $827.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDE2821 | 2040-06-01      | 6.0000%  |  | $961.19            | $994.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6406 | 2055-03-01      | 6.0000%  |  | $850.38            | $877.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $529.23            | $547.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC7048 | 2054-11-01      | 4.5000%  |  | $1960.05           | $1886.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBU5468 | 2055-01-01      | 5.0000%  |  | $981.51            | $980.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  |  | $68507317.87       | $67806206.38       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF5573 | 2055-12-01      | 5.5000%  |  | $1990.47           | $2023.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG9780 | 2056-05-01      | 5.5000%  |  | $999.25            | $1013.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CKBE2954 | 2036-12-01      | 3.0000%  |  | $32.96             | $30.52             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8833 | 2052-09-01      | 4.5000%  |  | $634.20            | $611.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQE8795 | 2052-08-01      | 5.5000%  |  | $720.73            | $739.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  |  | $385.08            | $362.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8631 | 2052-08-01      | 5.0000%  |  | $807239.48         | $811918.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8507 | 2052-08-01      | 5.0000%  |  | $552.53            | $551.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8439 | 2052-08-01      | 5.0000%  |  | $692.04            | $692.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  |  | $1625.03           | $1612.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ8645 | 2042-12-01      | 3.5000%  |  | $133.87            | $125.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAQ7306 | 2043-01-01      | 3.0000%  |  | $184.54            | $168.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CWAQ7008 | 2027-12-01      | 2.5000%  |  | $70.69             | $69.78             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ5707 | 2043-01-01      | 3.5000%  |  | $182.22            | $171.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ5682 | 2042-12-01      | 3.0000%  |  | $234.24            | $214.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAQ6286 | 2042-12-01      | 4.0000%  |  | $275.71            | $266.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ6261 | 2042-12-01      | 3.5000%  |  | $111.95            | $104.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  |  | $68.54             | $62.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFA0049 | 2031-07-01      | 1.5000%  |  | $658.74            | $619.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CIDG9916 | 2041-05-01      | 6.0000%  |  | $1998.99           | $2072.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG9808 | 2056-05-01      | 6.0000%  |  | $999.87            | $1031.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDG8254 | 2041-04-01      | 5.0000%  |  | $995.20            | $1004.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG8107 | 2056-04-01      | 5.0000%  |  | $999.01            | $992.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG7396 | 2056-05-01      | 4.5000%  |  | $3072.00           | $2956.51           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6657 | 2056-04-01      | 5.0000%  |  | $998.93            | $993.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6400 | 2056-04-01      | 5.0000%  |  | $1996.80           | $1981.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG6099 | 2056-04-01      | 5.0000%  |  | $997.04            | $984.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6024 | 2056-04-01      | 5.5000%  |  | $998.73            | $1026.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7337 | 2054-07-01      | 6.5000%  |  | $731.52            | $769.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY4198 | 2045-05-01      | 3.5000%  |  | $96.14             | $89.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX3315 | 2045-09-01      | 3.5000%  |  | $91.47             | $85.54             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY1380 | 2045-04-01      | 3.0000%  |  | $202.43            | $183.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7567 | 2045-01-01      | 3.5000%  |  | $168.29            | $157.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  |  | $192.58            | $179.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $899611.04         | $861634.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $1431.31           | $1440.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $1260.11           | $1223.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  |  | $774923.18         | $781772.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  |  | $833670.48         | $833426.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $776511.83         | $801108.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7380 | 2052-12-01      | 5.5000%  |  | $890.34            | $915.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1522.77           | $1283.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV2616 | 2052-07-01      | 3.0000%  |  | $731.26            | $640.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1684 | 2055-05-01      | 5.5000%  |  | $980.23            | $999.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV0178 | 2052-01-01      | 3.0000%  |  | $761.51            | $684.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU9889 | 2052-01-01      | 3.0000%  |  | $595.51            | $529.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8846 | 2052-05-01      | 3.5000%  |  | $762.89            | $698.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU8981 | 2051-12-01      | 3.0000%  |  | $1662.91           | $1456.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  |  | $808.28            | $681.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU7841 | 2051-12-01      | 3.0000%  |  | $1263.49           | $1130.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  |  | $2184.93           | $1753.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU5824 | 2055-03-01      | 6.5000%  |  | $2614.03           | $2782.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1967 | 2052-02-01      | 2.5000%  |  | $827.21            | $698.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1286 | 2051-07-01      | 2.5000%  |  | $595.65            | $509.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0087 | 2051-05-01      | 2.5000%  |  | $1601.80           | $1377.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7685 | 2054-07-01      | 6.0000%  |  | $828.38            | $853.56            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7484 | 2052-06-01      | 4.0000%  |  | $760.78            | $717.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  |  | $345.07            | $321.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  |  | $267.73            | $241.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5456 | 2045-07-01      | 3.5000%  |  | $335.23            | $312.77            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  |  | $680.98            | $602.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI8206 | 2054-06-01      | 5.5000%  |  | $845.92            | $855.75            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q29156 G | 2044-10-01      | 4.0000%  |  | $314.88            | $301.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5644 | 2045-08-01      | 3.5000%  |  | $517.14            | $487.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  |  | $466.43            | $462.46            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC U59041 G | 2033-12-01      | 3.0000%  |  | $192.53            | $184.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  |  | $1272.75           | $1350.11           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $677.52            | $584.01            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58036 G | 2048-08-01      | 5.0000%  |  | $256.80            | $258.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  |  | $322.89            | $322.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  |  | $291.27            | $271.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  |  | $783.39            | $639.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY1338 | 2054-02-01      | 5.5000%  |  | $920.14            | $944.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  |  | $1684.01           | $1362.76           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRA8431 | 2053-01-01      | 6.5000%  |  | $1099.89           | $1150.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2708 | 2048-05-01      | 4.0000%  |  | $122.89            | $116.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $612.43            | $578.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9999 | 2052-07-01      | 3.5000%  |  | $1485.62           | $1354.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  |  | $571.93            | $529.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  |  | $841.32            | $854.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA5464 | 2035-03-01      | 3.0000%  |  | $288.00            | $275.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6937 | 2050-09-01      | 3.0000%  |  | $546.11            | $482.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW2275 | 2052-08-01      | 5.0000%  |  | $618.63            | $613.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF9073 | 2053-02-01      | 4.5000%  |  | $885.61            | $857.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI8852 | 2054-07-01      | 7.0000%  |  | $319.32            | $344.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA6910 | 2050-02-01      | 3.5000%  |  | $312.93            | $291.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS6213 | 2045-11-01      | 4.0000%  |  | $58.41             | $55.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  |  | $3026.52           | $3127.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  |  | $210.53            | $206.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF1000 | 2052-10-01      | 5.0000%  |  | $650.93            | $653.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  |  | $203.65            | $190.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1473 | 2053-09-01      | 6.5000%  |  | $433.20            | $453.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI2239 | 2054-03-01      | 6.0000%  |  | $708.90            | $737.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC1290 | 2054-08-01      | 5.0000%  |  | $760.82            | $762.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1088 | 2054-09-01      | 5.5000%  |  | $763.22            | $769.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1025 | 2054-09-01      | 6.0000%  |  | $742.11            | $770.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC1750 | 2054-10-01      | 5.5000%  |  | $868.12            | $875.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0592 | 2054-09-01      | 7.0000%  |  | $580.26            | $622.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  |  | $697.63            | $742.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0393 | 2054-09-01      | 6.0000%  |  | $699.79            | $717.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC0411 | 2054-09-01      | 5.5000%  |  | $700.18            | $718.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0322 | 2054-07-01      | 7.0000%  |  | $984.03            | $1050.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0194 | 2054-07-01      | 6.5000%  |  | $463.20            | $482.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $698.05            | $659.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  |  | $868.23            | $834.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA8132 | 2050-12-01      | 2.5000%  |  | $1029.68           | $875.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF6188 | 2056-05-01      | 5.0000%  |  | $999.14            | $986.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF5230 | 2056-01-01      | 4.5000%  |  | $993.23            | $956.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8006 | 2054-07-01      | 6.5000%  |  | $824.24            | $863.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6970 | 2054-08-01      | 5.5000%  |  | $786.50            | $805.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7152 | 2042-08-01      | 3.5000%  |  | $95.85             | $90.29             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAO6086 | 2042-06-01      | 4.0000%  |  | $109.87            | $105.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5885 | 2042-06-01      | 3.5000%  |  | $121.08            | $113.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO5619 | 2042-06-01      | 3.5000%  |  | $121.15            | $113.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAO0883 | 2042-04-01      | 4.0000%  |  | $140.56            | $135.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG2842 | 2056-03-01      | 5.0000%  |  | $997.43            | $992.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG3596 | 2056-03-01      | 5.0000%  |  | $998.03            | $985.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  |  | $368.21            | $351.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBC6420 | 2031-04-01      | 2.5000%  |  | $160.81            | $155.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC4729 | 2046-10-01      | 3.0000%  |  | $212.09            | $190.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  |  | $205.18            | $195.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC1457 | 2046-07-01      | 3.0000%  |  | $290.30            | $263.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  |  | $234.72            | $218.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4567 | 2054-06-01      | 7.0000%  |  | $476.08            | $512.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5285 | 2054-06-01      | 5.5000%  |  | $1621.89           | $1637.93           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5277 | 2054-06-01      | 5.5000%  |  | $751.01            | $763.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB5275 | 2054-06-01      | 5.5000%  |  | $778.27            | $787.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB4207 | 2054-06-01      | 7.0000%  |  | $1726.87           | $1866.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $604.22            | $639.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4000 | 2054-05-01      | 5.5000%  |  | $704.94            | $714.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $198.62            | $185.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4595 | 2052-12-01      | 6.0000%  |  | $1356.99           | $1404.25           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ5642 | 2054-09-01      | 6.0000%  |  | $912.28            | $946.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBU8404 | 2051-12-01      | 3.5000%  |  | $922.37            | $842.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4922 | 2052-12-01      | 6.5000%  |  | $362.39            | $381.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAV7043 | 2044-12-01      | 4.5000%  |  | $245.84            | $241.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  |  | $954.64            | $966.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAY9314 | 2045-05-01      | 3.0000%  |  | $414.72            | $373.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CNRD5058 | 2031-05-01      | 2.0000%  |  | $323.96            | $309.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $778.16            | $681.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $297.75            | $284.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8264 | 2053-02-01      | 5.5000%  |  | $1437.53           | $1454.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6882 | 2053-02-01      | 5.5000%  |  | $565.22            | $573.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  |  | $845.98            | $914.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5843 | 2047-04-01      | 3.0000%  |  | $725.45            | $657.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2903 | 2045-09-01      | 3.5000%  |  | $199.94            | $186.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $819.08            | $858.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3653 | 2050-10-01      | 1.5000%  |  | $1184.07           | $910.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  |  | $227.81            | $213.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8069 | 2035-10-01      | 2.0000%  |  | $379.71            | $349.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $674.09            | $576.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $63675317.88       | $66137430.19       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG7754 | 2053-08-01      | 5.5000%  |  | $859.19            | $871.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD3032 | 2046-09-01      | 3.5000%  |  | $305.21            | $284.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6001 | 2045-10-01      | 3.5000%  |  | $62.79             | $58.48             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB5943 | 2054-06-01      | 6.0000%  |  | $768.52            | $792.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0399 | 2049-06-01      | 4.5000%  |  | $294.37            | $287.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7016 | 2046-04-01      | 3.5000%  |  | $105.44            | $98.32             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5614 | 2053-01-01      | 5.5000%  |  | $688.64            | $710.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6313 | 2053-07-01      | 5.0000%  |  | $807.59            | $802.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF3172 | 2055-10-01      | 6.5000%  |  | $994.55            | $1050.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC4439 | 2054-11-01      | 4.5000%  |  | $1959.02           | $1891.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8968 | 2055-10-01      | 5.5000%  |  | $1982.07           | $1998.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4695 | 2055-04-01      | 6.5000%  |  | $751.92            | $792.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8686 | 2055-09-01      | 6.5000%  |  | $944.29            | $999.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $529.81            | $493.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9994 | 2053-10-01      | 6.0000%  |  | $1498.03           | $1561.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U4BF0354 | 2053-01-01      | 3.5000%  |  | $459.06            | $426.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB3936 | 2054-06-01      | 6.5000%  |  | $1490.88           | $1588.55           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4076 | 2054-05-01      | 5.5000%  |  | $832.82            | $841.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB3998 | 2054-05-01      | 5.5000%  |  | $873.85            | $885.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB3937 | 2054-06-01      | 6.5000%  |  | $633.68            | $676.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB3918 | 2054-05-01      | 5.5000%  |  | $1956.53           | $1973.13           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3841 | 2054-06-01      | 6.0000%  |  | $2496.38           | $2572.86           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB3033 | 2054-05-01      | 5.0000%  |  | $854.81            | $847.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0882 | 2055-11-01      | 6.0000%  |  | $994.97            | $1021.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB0368 | 2034-03-01      | 4.0000%  |  | $237.23            | $235.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CISB0258 | 2034-06-01      | 4.0000%  |  | $14.19             | $14.07             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3RZT2054 | 2032-11-01      | 3.0000%  |  | $83.69             | $80.42             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6432 | 2053-01-01      | 5.5000%  |  | $820.33            | $831.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6320 | 2053-01-01      | 5.5000%  |  | $712.53            | $729.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6331 | 2053-01-01      | 5.5000%  |  | $778.63            | $796.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  |  | $609016.56         | $618026.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF6186 | 2052-12-01      | 5.5000%  |  | $861.45            | $874.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4930 | 2052-12-01      | 6.0000%  |  | $447.54            | $462.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4929 | 2052-12-01      | 6.0000%  |  | $618.19            | $637.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4923 | 2052-12-01      | 6.0000%  |  | $880.00            | $909.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQF4921 | 2052-12-01      | 6.5000%  |  | $475.09            | $499.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4945 | 2052-12-01      | 5.5000%  |  | $646.18            | $658.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4944 | 2052-12-01      | 5.5000%  |  | $684.19            | $692.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  |  | $668.78            | $711.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  |  | $1408.90           | $1434.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $1556.22           | $1584.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1519.90           | $1557.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  |  | $705.25            | $734.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD4385 | 2053-10-01      | 6.0000%  |  | $784.72            | $822.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4374 | 2053-12-01      | 6.5000%  |  | $1309.85           | $1371.77           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  |  | $522.95            | $545.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  |  | $498.33            | $519.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $58287641.70       | $58782141.11       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  |  | $270359.42         | $281914.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CNSA0035 | 2032-11-01      | 4.0000%  |  | $412.45            | $409.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6822 | 2046-03-01      | 3.5000%  |  | $182.23            | $170.25            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q39568 G | 2046-03-01      | 4.0000%  |  | $156.74            | $150.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI4567 | 2054-05-01      | 6.0000%  |  | $1761.02           | $1832.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 ZK310219 | 2048-10-01      | 3.0000%  |  | $1668.50           | $1492.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $556.29            | $574.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  |  | $744.23            | $737.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB3477 | 2054-06-01      | 6.0000%  |  | $878.01            | $912.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6903 | 2050-09-01      | 2.0000%  |  | $593.93            | $480.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS7162 | 2046-05-01      | 3.5000%  |  | $208.73            | $195.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6336 | 2053-01-01      | 6.0000%  |  | $741.37            | $770.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  |  | $1566.19           | $1372.33           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8413 | 2054-02-01      | 4.0000%  |  | $907.50            | $852.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM4287 | 2047-09-01      | 4.5000%  |  | $585685.75         | $573689.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBQ5081 | 2050-10-01      | 2.0000%  |  | $621.73            | $503.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $108.22            | $106.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU5517 | 2055-01-01      | 6.0000%  |  | $952.99            | $985.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  |  | $759.02            | $780.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9065 | 2054-11-01      | 5.5000%  |  | $1635.71           | $1661.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMB0298 | 2055-01-01      | 6.0000%  |  | $570.04            | $584.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE7987 | 2055-09-01      | 5.5000%  |  | $843.72            | $858.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD2729 | 2055-07-01      | 5.5000%  |  | $985.50            | $1002.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF4428 | 2055-11-01      | 5.0000%  |  | $992.28            | $984.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0147 | 2056-01-01      | 5.0000%  |  | $995.29            | $986.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF7763 | 2056-01-01      | 5.0000%  |  | $1991.91           | $1977.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8837 | 2056-01-01      | 5.5000%  |  | $882.43            | $894.14            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ5272 | 2054-09-01      | 5.5000%  |  | $874.00            | $881.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  |  | $1315.67           | $1376.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF4594 | 2052-12-01      | 6.0000%  |  | $598.89            | $629.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3672 | 2052-12-01      | 5.5000%  |  | $672.93            | $691.02            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  |  | $2236.82           | $2229.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0121 | 2049-06-01      | 3.5000%  |  | $798.01            | $743.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0841 | 2049-07-01      | 3.5000%  |  | $963865.45         | $892034.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4984 | 2045-05-01      | 3.5000%  |  | $693.65            | $650.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4982 | 2045-05-01      | 3.0000%  |  | $288.63            | $261.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5010 | 2045-05-01      | 3.5000%  |  | $85.63             | $79.81             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS4976 | 2045-05-01      | 3.0000%  |  | $139.90            | $126.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4649 | 2045-03-01      | 3.5000%  |  | $93.13             | $86.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  |  | $87.15             | $81.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5366 | 2045-07-01      | 3.5000%  |  | $150.62            | $140.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  |  | $441.21            | $413.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5310 | 2045-07-01      | 3.5000%  |  | $220.44            | $206.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4006 | 2045-01-01      | 3.5000%  |  | $338.09            | $316.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS3610 | 2044-10-01      | 3.5000%  |  | $178.61            | $167.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  |  | $199.70            | $192.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAR9350 | 2043-02-01      | 4.0000%  |  | $789.19            | $760.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR9225 | 2043-03-01      | 3.0000%  |  | $237.83            | $217.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6746 | 2043-03-01      | 3.0000%  |  | $216.56            | $198.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  |  | $56.72             | $53.19             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  |  | $211.89            | $193.42            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 PLAR8153 | 2042-12-01      | 3.0000%  |  | $229.86            | $206.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ7762 | 2049-04-01      | 4.5000%  |  | $320.98            | $314.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAT7738 | 2028-06-01      | 3.0000%  |  | $35.28             | $34.85             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT7607 | 2043-06-01      | 3.5000%  |  | $164.13            | $153.99            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT6311 | 2043-06-01      | 3.5000%  |  | $174.29            | $163.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT5611 | 2043-05-01      | 3.0000%  |  | $248.47            | $226.50            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5168 | 2043-05-01      | 3.5000%  |  | $168.06            | $157.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT4141 | 2043-05-01      | 3.0000%  |  | $232.03            | $211.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  |  | $250.96            | $238.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  |  | $184.47            | $167.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT3105 | 2043-04-01      | 3.5000%  |  | $268.47            | $251.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  |  | $580.09            | $530.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT2983 | 2043-05-01      | 3.5000%  |  | $196.67            | $184.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAL8620 | 2035-02-01      | 3.0000%  |  | $210.98            | $199.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  |  | $354.15            | $336.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $144.83            | $139.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAL9563 | 2046-11-01      | 3.0000%  |  | $296.26            | $266.58            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G60046 G | 2045-04-01      | 4.0000%  |  | $140.56            | $134.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA2143 | 2049-08-01      | 4.5000%  |  | $358.20            | $350.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA1129 | 2049-07-01      | 4.5000%  |  | $647.88            | $632.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1101 | 2049-07-01      | 3.5000%  |  | $898449.50         | $837385.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0980 | 2049-07-01      | 4.5000%  |  | $700.72            | $685.92            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0903 | 2049-06-01      | 4.5000%  |  | $338.64            | $329.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0721 | 2049-06-01      | 3.5000%  |  | $290.75            | $270.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0555 | 2049-06-01      | 4.5000%  |  | $113.48            | $111.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA0529 | 2049-06-01      | 3.5000%  |  | $499.85            | $466.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQA0312 | 2049-06-01      | 4.5000%  |  | $430.11            | $421.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8857 | 2054-12-01      | 6.5000%  |  | $673.33            | $707.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF0825 | 2055-10-01      | 6.5000%  |  | $802.88            | $838.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF0790 | 2055-10-01      | 5.5000%  |  | $956.88            | $979.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIDE9693 | 2040-09-01      | 4.5000%  |  | $1848.65           | $1842.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9573 | 2055-10-01      | 6.0000%  |  | $794.99            | $823.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9207 | 2055-10-01      | 6.0000%  |  | $659.24            | $677.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  |  | $836.39            | $855.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE9008 | 2055-10-01      | 5.5000%  |  | $951.37            | $966.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE9786 | 2055-10-01      | 6.0000%  |  | $917.33            | $943.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8709 | 2055-09-01      | 5.5000%  |  | $989.74            | $1004.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8563 | 2055-09-01      | 6.5000%  |  | $993.93            | $1042.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8701 | 2055-09-01      | 6.5000%  |  | $993.61            | $1036.26           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE8588 | 2055-09-01      | 7.0000%  |  | $181.52            | $195.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  |  | $788.03            | $833.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8535 | 2055-09-01      | 5.5000%  |  | $988.68            | $1006.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ5897 | 2045-10-01      | 3.5000%  |  | $134.60            | $125.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $140.44            | $131.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  |  | $847.12            | $839.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2204 | 2052-11-01      | 5.0000%  |  | $770.05            | $765.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2201 | 2052-07-01      | 5.0000%  |  | $800.49            | $794.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  |  | $1579.17           | $1581.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1347 | 2052-11-01      | 5.0000%  |  | $820.41            | $822.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  |  | $660641.29         | $658891.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0425 | 2052-11-01      | 5.5000%  |  | $607.68            | $618.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $979.02            | $991.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW9980 | 2052-09-01      | 4.5000%  |  | $939.30            | $908.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9535 | 2052-10-01      | 5.0000%  |  | $1315.63           | $1317.39           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  |  | $923.13            | $866.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $601.34            | $618.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $688.78            | $696.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  |  | $860.21            | $753.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $757.48            | $753.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  |  | $651.85            | $659.72            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $782.37            | $735.37            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8227 | 2052-07-01      | 4.0000%  |  | $772.46            | $728.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $600.73            | $619.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3504 | 2042-06-01      | 3.5000%  |  | $1972766.89        | $1864075.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS2690 | 2039-05-01      | 4.5000%  |  | $145757.93         | $144699.73         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC T65102 G | 2042-10-01      | 2.5000%  |  | $80.00             | $69.15             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5959 | 2049-05-01      | 4.5000%  |  | $898332.56         | $881599.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  |  | $39488.43          | $39613.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  |  | $321.20            | $315.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM5724 | 2048-02-01      | 4.5000%  |  | $759639.34         | $746129.92         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A86370 G | 2039-05-01      | 4.5000%  |  | $1043.24           | $1036.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  |  | $1288708.77        | $1197316.41        | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59601 G | 2048-11-01      | 5.0000%  |  | $166.75            | $167.13            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q59063 G | 2048-10-01      | 4.5000%  |  | $140.63            | $138.05            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59891 G | 2048-11-01      | 5.0000%  |  | $987.56            | $995.65            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q57827 G | 2048-07-01      | 4.5000%  |  | $522.12            | $511.00            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58035 G | 2048-08-01      | 5.0000%  |  | $272.84            | $275.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7312 | 2052-08-01      | 4.5000%  |  | $696.95            | $673.84            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q56865 G | 2048-06-01      | 4.5000%  |  | $433.07            | $423.44            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q55627 G | 2048-04-01      | 4.0000%  |  | $346.16            | $330.26            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q53142 G | 2047-12-01      | 4.5000%  |  | $345.56            | $338.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  |  | $333.33            | $330.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP6436 | 2050-07-01      | 2.5000%  |  | $1100.92           | $942.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  |  | $75.34             | $70.11             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  |  | $808.62            | $828.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  |  | $920.45            | $885.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBM1008 | 2032-03-01      | 3.0000%  |  | $151.02            | $146.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB4966 | 2054-06-01      | 6.0000%  |  | $970.28            | $1004.87           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG5544 | 2053-06-01      | 5.0000%  |  | $904.71            | $903.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2499 | 2054-05-01      | 5.5000%  |  | $1598.37           | $1612.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE3333 | 2052-05-01      | 3.0000%  |  | $743.94            | $659.92            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q58716 G | 2048-09-01      | 5.0000%  |  | $356.14            | $359.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  |  | $258.10            | $245.68            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q48657 G | 2047-06-01      | 3.5000%  |  | $252.58            | $235.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA2726 | 2053-12-01      | 6.5000%  |  | $237.91            | $248.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV7832 | 2052-07-01      | 3.0000%  |  | $764.94            | $669.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR4390 | 2051-03-01      | 2.0000%  |  | $658.83            | $532.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  |  | $693.02            | $724.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $746.62            | $785.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH6186 | 2053-12-01      | 6.5000%  |  | $699.04            | $733.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY8509 | 2053-08-01      | 6.0000%  |  | $517.39            | $534.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA1250 | 2049-07-01      | 3.5000%  |  | $267.09            | $248.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  |  | $1081.82           | $1043.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  |  | $791.09            | $745.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $763.63            | $767.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC7617 | 2054-11-01      | 5.0000%  |  | $980.54            | $971.66            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ8093 | 2048-03-01      | 4.0000%  |  | $403.44            | $383.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  |  | $292.90            | $270.80            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  |  | $170.45            | $164.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  |  | $162.30            | $152.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ2689 | 2048-04-01      | 4.0000%  |  | $334.37            | $318.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ0632 | 2048-03-01      | 4.0000%  |  | $135.22            | $128.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  |  | $1628.04           | $1629.30           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  |  | $986.09            | $1038.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  |  | $983.57            | $1039.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC7951 | 2054-12-01      | 6.5000%  |  | $240.70            | $251.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  |  | $198.17            | $181.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMB0311 | 2055-05-01      | 5.0000%  |  | $2861.02           | $2823.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  |  | $241.62            | $220.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  |  | $137.28            | $129.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAR1203 | 2042-12-01      | 3.0000%  |  | $356.13            | $325.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAQ9990 | 2043-02-01      | 2.5000%  |  | $184.05            | $162.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAQ9583 | 2042-12-01      | 3.0000%  |  | $173.88            | $158.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAQ9465 | 2033-01-01      | 3.0000%  |  | $97.34             | $92.89             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ9328 | 2043-01-01      | 3.5000%  |  | $145.46            | $136.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CRAQ9304 | 2033-01-01      | 3.0000%  |  | $121.09            | $116.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ9131 | 2042-12-01      | 3.5000%  |  | $352.18            | $329.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $18.15             | $17.96             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6683 | 2047-07-01      | 4.0000%  |  | $613737.47         | $584643.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5370 | 2047-08-01      | 4.0000%  |  | $203.15            | $193.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  |  | $290.46            | $285.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  |  | $71351394.63       | $66187852.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  |  | $217.97            | $213.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH1164 | 2047-05-01      | 4.0000%  |  | $256.29            | $243.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I5BF0494 | 2049-04-01      | 3.5000%  |  | $271.38            | $252.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0356 | 2051-11-01      | 4.0000%  |  | $390.42            | $371.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  |  | $269.56            | $241.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8866 | 2054-12-01      | 6.0000%  |  | $1500.28           | $1538.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  |  | $428.02            | $428.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8296 | 2052-10-01      | 5.0000%  |  | $2846.45           | $2818.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  |  | $814.77            | $814.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8946 | 2052-09-01      | 5.0000%  |  | $679.43            | $678.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE4395 | 2052-06-01      | 3.5000%  |  | $1315.47           | $1218.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  |  | $905.03            | $825.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE0338 | 2052-04-01      | 3.0000%  |  | $1664.41           | $1469.36           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD9192 | 2052-03-01      | 3.0000%  |  | $2090.70           | $1830.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6552 | 2052-02-01      | 3.0000%  |  | $1179.90           | $1050.34           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD2809 | 2051-11-01      | 3.0000%  |  | $1032.09           | $915.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD2148 | 2051-12-01      | 2.5000%  |  | $707.43            | $606.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD1527 | 2051-11-01      | 2.5000%  |  | $2168.40           | $1879.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQD0254 | 2051-11-01      | 2.0000%  |  | $754.64            | $613.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC9550 | 2051-10-01      | 3.0000%  |  | $1565.65           | $1403.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC9160 | 2051-10-01      | 3.0000%  |  | $690.02            | $609.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBV5849 | 2045-06-01      | 5.5000%  |  | $870.75            | $887.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  |  | $1571.45           | $1378.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  |  | $796.09            | $803.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBV4122 | 2052-03-01      | 2.0000%  |  | $1531.87           | $1231.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU3058 | 2051-12-01      | 2.5000%  |  | $1569.20           | $1316.34           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV4119 | 2052-03-01      | 2.5000%  |  | $771.13            | $649.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3042 | 2052-02-01      | 2.5000%  |  | $1406.71           | $1188.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4255 | 2053-10-01      | 6.0000%  |  | $701.25            | $733.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  |  | $725.13            | $609.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU2465 | 2051-10-01      | 2.0000%  |  | $3074.55           | $2476.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU1241 | 2052-03-01      | 3.0000%  |  | $767.84            | $673.41            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q52072 G | 2047-11-01      | 4.0000%  |  | $528.34            | $503.55            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q51578 G | 2047-10-01      | 4.0000%  |  | $185.70            | $177.20            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  |  | $187.78            | $179.05            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  |  | $228.92            | $217.68            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $244.95            | $228.58            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49665 G | 2047-08-01      | 4.0000%  |  | $273.28            | $261.13            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q49304 G | 2047-07-01      | 4.0000%  |  | $377.23            | $360.39            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48578 G | 2047-06-01      | 4.0000%  |  | $350.92            | $335.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $529.47            | $485.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $542.16            | $497.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1794.08           | $1831.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  |  | $764.02            | $744.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7540 | 2051-05-01      | 2.5000%  |  | $1117.85           | $956.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7534 | 2051-02-01      | 2.5000%  |  | $570.84            | $490.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7521 | 2050-07-01      | 2.5000%  |  | $1032.28           | $885.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $703.17            | $600.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  |  | $1370.01           | $1171.13           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  |  | $747.18            | $770.13            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  |  | $399.13            | $338.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8083 | 2050-08-01      | 2.5000%  |  | $428.36            | $362.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $318.37            | $281.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  |  | $91.99             | $84.75             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $826.42            | $827.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD6654 | 2052-06-01      | 3.5000%  |  | $887.00            | $808.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6509 | 2054-08-01      | 6.0000%  |  | $654.05            | $674.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD7129 | 2054-11-01      | 5.0000%  |  | $902.19            | $894.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1012 | 2055-06-01      | 5.5000%  |  | $1974.77           | $2000.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1486 | 2055-05-01      | 6.0000%  |  | $812.69            | $835.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF1554 | 2055-11-01      | 5.5000%  |  | $975.51            | $990.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6072 | 2055-07-01      | 6.5000%  |  | $1457.11           | $1533.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  |  | $716.43            | $739.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDC6985 | 2054-12-01      | 4.5000%  |  | $967.63            | $936.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA5317 | 2052-03-01      | 3.0000%  |  | $1018.10           | $906.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG8719 | 2053-08-01      | 5.5000%  |  | $1604.68           | $1638.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  |  | $685809.69         | $679074.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS9448 | 2047-04-01      | 3.0000%  |  | $458.91            | $411.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4079 | 2054-04-01      | 5.5000%  |  | $768.63            | $777.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF8462 | 2053-03-01      | 5.5000%  |  | $615.05            | $621.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC2489 | 2054-09-01      | 5.5000%  |  | $972.32            | $995.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB7506 | 2054-07-01      | 7.0000%  |  | $586.40            | $629.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  |  | $506.59            | $478.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4800 | 2045-04-01      | 3.5000%  |  | $231.96            | $218.57            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  |  | $712.45            | $754.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9431 | 2054-11-01      | 5.5000%  |  | $2032768.09        | $2056471.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF6490 | 2053-01-01      | 6.0000%  |  | $702.07            | $729.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQH5049 | 2053-11-01      | 6.0000%  |  | $705.79            | $730.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  |  | $686.85            | $632.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC0954 | 2054-07-01      | 7.0000%  |  | $982.85            | $1049.48           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q59887 G | 2048-11-01      | 5.0000%  |  | $1138.54           | $1146.14           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $555.84            | $524.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  |  | $66540648.32       | $67792728.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9823 | 2055-01-01      | 5.5000%  |  | $3120.37           | $3177.38           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 U3BF0209 | 2042-02-01      | 3.5000%  |  | $238.89            | $227.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  |  | $614.79            | $585.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  |  | $383.06            | $373.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  |  | $157.65            | $148.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  |  | $597.87            | $562.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 R3BF0007 | 2040-07-01      | 5.0000%  |  | $119.98            | $120.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE9375 | 2047-05-01      | 3.5000%  |  | $346.68            | $318.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBE8609 | 2047-03-01      | 4.0000%  |  | $314.71            | $299.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBE7425 | 2032-04-01      | 2.0000%  |  | $277.05            | $260.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6798 | 2050-08-01      | 2.0000%  |  | $1168.11           | $945.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  |  | $1153.06           | $933.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  |  | $914.70            | $774.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  |  | $452.08            | $384.29            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $459.54            | $413.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  |  | $977.73            | $912.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA5555 | 2050-04-01      | 3.5000%  |  | $668.77            | $616.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $2291765.76        | $1957856.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  |  | $410.70            | $370.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF3099 | 2055-12-01      | 5.5000%  |  | $993.55            | $1008.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2770 | 2056-03-01      | 5.0000%  |  | $997.21            | $991.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2769 | 2056-03-01      | 5.0000%  |  | $997.51            | $990.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1905 | 2055-10-01      | 6.0000%  |  | $935.37            | $958.88            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2716 | 2056-02-01      | 5.5000%  |  | $994.50            | $1018.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF2392 | 2055-11-01      | 5.0000%  |  | $993.29            | $988.32            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF2338 | 2055-10-01      | 6.5000%  |  | $1989.76           | $2094.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF1899 | 2055-10-01      | 4.5000%  |  | $1981.17           | $1912.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  |  | $727.72            | $612.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU0968 | 2051-11-01      | 2.0000%  |  | $824.88            | $660.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBT8059 | 2053-03-01      | 6.0000%  |  | $429.57            | $443.14            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $717.16            | $605.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  |  | $524.84            | $450.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBT3978 | 2036-06-01      | 2.0000%  |  | $563.91            | $518.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1368 | 2056-03-01      | 5.5000%  |  | $998.23            | $1014.71           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG1202 | 2056-02-01      | 5.5000%  |  | $996.92            | $1015.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDG1784 | 2056-02-01      | 4.5000%  |  | $991.85            | $954.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG0367 | 2056-01-01      | 5.5000%  |  | $611.99            | $620.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG0240 | 2056-04-01      | 5.0000%  |  | $997.55            | $988.69            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9933 | 2056-01-01      | 6.0000%  |  | $996.46            | $1036.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF8770 | 2056-02-01      | 5.0000%  |  | $996.96            | $987.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF8700 | 2055-12-01      | 4.5000%  |  | $993.06            | $956.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8572 | 2056-01-01      | 6.0000%  |  | $995.92            | $1035.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  |  | $783.82            | $808.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  |  | $1844.90           | $1888.69           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  |  | $681.03            | $698.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9988 | 2055-02-01      | 6.0000%  |  | $850.93            | $887.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $2039.44           | $2060.62           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9736 | 2055-01-01      | 4.5000%  |  | $943.84            | $910.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  |  | $774.62            | $820.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $257.96            | $252.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB2732 | 2054-04-01      | 5.0000%  |  | $963.58            | $960.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB2561 | 2054-06-01      | 5.5000%  |  | $968.42            | $992.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2222 | 2054-05-01      | 6.0000%  |  | $1950.93           | $2051.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  |  | $819.30            | $726.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  |  | $829.90            | $822.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $810.67            | $745.40            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48210 G | 2047-05-01      | 4.0000%  |  | $240.17            | $229.44            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  |  | $728276.52         | $695912.72         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q48899 G | 2047-06-01      | 4.0000%  |  | $283.13            | $269.96            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q47410 G | 2047-04-01      | 4.0000%  |  | $269.81            | $257.93            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q47338 G | 2047-04-01      | 4.0000%  |  | $252.05            | $240.83            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q46150 G | 2047-02-01      | 4.0000%  |  | $523.21            | $500.72            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  |  | $148.41            | $141.88            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q45560 G | 2047-01-01      | 3.0000%  |  | $306.91            | $276.35            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  |  | $173.68            | $162.08            | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q41916 G | 2046-07-01      | 3.5000%  |  | $124.81            | $116.18            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC N25013 G | 2045-03-01      | 3.0000%  |  | $80.33             | $73.04             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  |  | $351.79            | $335.88            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  |  | $146.89            | $142.81            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62283 G | 2049-03-01      | 4.5000%  |  | $810687.74         | $790363.80         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  |  | $120.54            | $114.80            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62179 G | 2049-03-01      | 4.5000%  |  | $196.37            | $192.64            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62038 G | 2049-03-01      | 4.0000%  |  | $110.81            | $105.48            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q61909 G | 2049-02-01      | 4.5000%  |  | $210.25            | $206.22            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  |  | $757670.11         | $764696.66         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q31066 G | 2045-02-01      | 4.0000%  |  | $237.65            | $226.13            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62230 G | 2049-03-01      | 4.5000%  |  | $107.68            | $105.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD4901 | 2054-02-01      | 5.5000%  |  | $795.65            | $809.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD5352 | 2050-07-01      | 4.0000%  |  | $805.53            | $771.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $119.99            | $110.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQA3343 | 2049-09-01      | 3.5000%  |  | $345.88            | $318.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  |  | $865.53            | $865.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  |  | $433.05            | $385.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2369 | 2053-05-01      | 6.5000%  |  | $799.26            | $852.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBX1001 | 2052-10-01      | 3.5000%  |  | $1877.05           | $1711.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $739.97            | $737.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8073 | 2035-11-01      | 1.5000%  |  | $1753.42           | $1584.37           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA1456 | 2054-11-01      | 6.0000%  |  | $805.68            | $832.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9289 | 2054-12-01      | 5.0000%  |  | $868.27            | $859.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF0462 | 2055-10-01      | 6.0000%  |  | $963.86            | $1002.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6548 | 2055-08-01      | 6.0000%  |  | $15877670.60       | $16399770.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF1079 | 2055-10-01      | 5.0000%  |  | $992.81            | $990.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD0039 | 2055-01-01      | 6.5000%  |  | $974.77            | $1028.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF2155 | 2055-10-01      | 5.5000%  |  | $969.98            | $996.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $464.82            | $480.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  |  | $7870767.34        | $7704536.73        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  |  | $275.20            | $263.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW4883 | 2053-04-01      | 4.5000%  |  | $785.86            | $759.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC0904 | 2046-05-01      | 3.5000%  |  | $266.85            | $251.26            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $682.46            | $686.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  |  | $827.04            | $776.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2870 | 2052-02-01      | 2.5000%  |  | $759.01            | $640.70            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  |  | $89.89             | $88.84             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE5512 | 2052-07-01      | 5.0000%  |  | $2805.16           | $2811.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8803 | 2047-02-01      | 3.5000%  |  | $195.25            | $181.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA3497 | 2053-10-01      | 7.0000%  |  | $915.43            | $977.22            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL9880 | 2047-02-01      | 3.5000%  |  | $608.70            | $568.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  |  | $185.01            | $173.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CQAL7846 | 2045-08-01      | 4.5000%  |  | $172.66            | $170.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7588 | 2045-10-01      | 3.5000%  |  | $27073683.69       | $25397503.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $197.02            | $185.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAL7414 | 2045-09-01      | 3.5000%  |  | $500.91            | $466.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL7384 | 2045-09-01      | 4.5000%  |  | $115.76            | $114.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7285 | 2045-09-01      | 3.5000%  |  | $299.39            | $280.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  |  | $373.82            | $349.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7047 | 2045-06-01      | 3.5000%  |  | $353.31            | $331.43            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAL6851 | 2043-10-01      | 2.5000%  |  | $244.98            | $216.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL7093 | 2045-05-01      | 4.0000%  |  | $165.92            | $155.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7069 | 2045-02-01      | 3.5000%  |  | $391.31            | $367.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  |  | $1392.04           | $1490.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7352 | 2053-09-01      | 6.5000%  |  | $381.34            | $405.94            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  |  | $1090.68           | $1120.43           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9654 | 2052-08-01      | 5.0000%  |  | $1186.18           | $1180.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9492 | 2052-09-01      | 4.5000%  |  | $700.60            | $676.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  |  | $1387.41           | $1386.88           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9307 | 2052-09-01      | 5.0000%  |  | $593.66            | $590.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9255 | 2052-09-01      | 5.0000%  |  | $664.20            | $659.78            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9194 | 2052-09-01      | 5.0000%  |  | $940.20            | $937.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE9156 | 2052-09-01      | 4.5000%  |  | $2340.09           | $2262.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9092 | 2052-08-01      | 5.0000%  |  | $602.53            | $598.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9091 | 2052-08-01      | 5.0000%  |  | $691.19            | $686.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB2151 | 2054-07-01      | 6.5000%  |  | $359.39            | $377.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB2016 | 2054-05-01      | 6.0000%  |  | $724.97            | $757.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB1961 | 2054-09-01      | 6.0000%  |  | $982.11            | $1011.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB1987 | 2054-10-01      | 5.5000%  |  | $778.34            | $794.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB1895 | 2054-03-01      | 7.0000%  |  | $666.45            | $717.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB1816 | 2054-04-01      | 6.5000%  |  | $672.97            | $706.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $1511.32           | $1603.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  |  | $672.10            | $668.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG5225 | 2053-06-01      | 6.0000%  |  | $697.44            | $720.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG5155 | 2053-06-01      | 5.5000%  |  | $2722.32           | $2799.84           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG4683 | 2053-06-01      | 5.0000%  |  | $2606.94           | $2610.17           | Agency Mortgage-Backed Securities |

### Security 95: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29969780.70
- **C.18.a - Value (excl. sponsor support):** $29969780.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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 96: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $104894232.45
- **C.18.a - Value (excl. sponsor support):** $104894232.45
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 2.8300%
- **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 97: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $57777916.26
- **C.18.a - Value (excl. sponsor support):** $57777916.26
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.4200%
- **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 98: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.540%, 10/1/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $61239331.30
- **C.18.a - Value (excl. sponsor support):** $61239331.30
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.470%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28475853.13
- **C.18.a - Value (excl. sponsor support):** $28475853.13
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 100: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.460%, 11/27/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55969780.29
- **C.18.a - Value (excl. sponsor support):** $55969780.29
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 101: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 6/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79975908.00
- **C.18.a - Value (excl. sponsor support):** $79975908.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 1.8300%
- **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 102: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.380%, 12/24/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19589310.40
- **C.18.a - Value (excl. sponsor support):** $19589310.40
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 103: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.390%, 1/21/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28322813.75
- **C.18.a - Value (excl. sponsor support):** $28322813.75
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 104: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.525%, 7/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83499857.28
- **C.18.a - Value (excl. sponsor support):** $83499857.28
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 105: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.500%, 8/20/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6944101.08
- **C.18.a - Value (excl. sponsor support):** $6944101.08
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 106: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.605%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9984854.20
- **C.18.a - Value (excl. sponsor support):** $9984854.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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 107: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94856114.90
- **C.18.a - Value (excl. sponsor support):** $94856114.90
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.0800%
- **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 108: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 6/23/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79822777.60
- **C.18.a - Value (excl. sponsor support):** $79822777.60
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.2400%
- **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 109: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54839336.75
- **C.18.a - Value (excl. sponsor support):** $54839336.75
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.3400%
- **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 110: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.656%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3884325.44
- **C.18.a - Value (excl. sponsor support):** $3884325.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 111: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.595%, 3/18/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11652976.32
- **C.18.a - Value (excl. sponsor support):** $11652976.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 112: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 7/7/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UN5, C.4 - ISIN: US912797UN51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79709900.00
- **C.18.a - Value (excl. sponsor support):** $79709900.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **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 113: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.610%, 7/21/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $52733896.01
- **C.18.a - Value (excl. sponsor support):** $52733896.01
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 114: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 8/4/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797US4, C.4 - ISIN: US912797US49, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $31794210.24
- **C.18.a - Value (excl. sponsor support):** $31794210.24
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.600%, 8/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UT2, C.4 - ISIN: US912797UT22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49646232.50
- **C.18.a - Value (excl. sponsor support):** $49646232.50
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-11
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **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 116: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.650%, 5/13/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UX3, C.4 - ISIN: US912797UX34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26056328.13
- **C.18.a - Value (excl. sponsor support):** $26056328.13
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-05-13
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.615%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45509555.82
- **C.18.a - Value (excl. sponsor support):** $45509555.82
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 118: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.590%, 9/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VD6, C.4 - ISIN: US912797VD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79090977.60
- **C.18.a - Value (excl. sponsor support):** $79090977.60
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-22
- **C.12 - Maturity Date (WAL):** 2026-09-22
- **C.13 - Final Legal Maturity Date:** 2026-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.630%, 9/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VE4, C.4 - ISIN: US912797VE44, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $54340113.85
- **C.18.a - Value (excl. sponsor support):** $54340113.85
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-09-29
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.375%, 5/15/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828X88, C.4 - ISIN: US912828X885, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14786572.20
- **C.18.a - Value (excl. sponsor support):** $14786572.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-15
- **C.12 - Maturity Date (WAL):** 2027-05-15
- **C.13 - Final Legal Maturity Date:** 2027-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.500%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15757500.00
- **C.18.a - Value (excl. sponsor support):** $15757500.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 122: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11939648.40
- **C.18.a - Value (excl. sponsor support):** $11939648.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.125%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15330166.04
- **C.18.a - Value (excl. sponsor support):** $15330166.04
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  1.250%, 12/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8868937.50
- **C.18.a - Value (excl. sponsor support):** $8868937.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 126: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  2.625%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CET4, C.4 - ISIN: US91282CET45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5925187.50
- **C.18.a - Value (excl. sponsor support):** $5925187.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 127: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 9/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28068359.48
- **C.18.a - Value (excl. sponsor support):** $28068359.48
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 128: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11507827.13
- **C.18.a - Value (excl. sponsor support):** $11507827.13
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14999853.45
- **C.18.a - Value (excl. sponsor support):** $14999853.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.500%, 9/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12988320.28
- **C.18.a - Value (excl. sponsor support):** $12988320.28
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.833%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25016966.75
- **C.18.a - Value (excl. sponsor support):** $25016966.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.250%, 11/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25058593.75
- **C.18.a - Value (excl. sponsor support):** $25058593.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 133: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.125%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16031875.04
- **C.18.a - Value (excl. sponsor support):** $16031875.04
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 134: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.726%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $60017222.40
- **C.18.a - Value (excl. sponsor support):** $60017222.40
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 3/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMV0, C.4 - ISIN: US91282CMV09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16003906.24
- **C.18.a - Value (excl. sponsor support):** $16003906.24
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 136: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.788%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72064717.20
- **C.18.a - Value (excl. sponsor support):** $72064717.20
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.875%, 5/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNE7, C.4 - ISIN: US91282CNE74, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $16995484.29
- **C.18.a - Value (excl. sponsor support):** $16995484.29
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-05-31
- **C.12 - Maturity Date (WAL):** 2027-05-31
- **C.13 - Final Legal Maturity Date:** 2027-05-31
- **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 138: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  3.640%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 5.5400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788510 C | 2056-03-20      | 5.0000%  |  | $33453403.88       | $33130742.08       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1145 M | 2056-05-20      | 6.5000%  |  | $166732484.00      | $174429781.83      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1143 M | 2056-05-20      | 5.5000%  |  | $98438012.00       | $99429556.24       | Agency Mortgage-Backed Securities |

### Security 139: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 GNPL PN DO5690   | 2061-05-15      | 5.1900%  |  | $29718850.00       | $30039239.03       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DP8236 C | 2066-02-20      | 6.0000%  |  | $29427711.69       | $30130141.37       | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG0419   | 2061-05-15      | 4.8000%  |  | $27547374.00       | $27084614.84       | Agency Mortgage-Backed Securities |
| GNMA GNII ET DS2612 C | 2066-05-20      | 6.5000%  |  | $14462249.00       | $15036364.94       | Agency Mortgage-Backed Securities |

### Security 140: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.660%, 6/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF BF9517 C | 2048-04-20      | 4.0000%  |  | $3535360.60        | $3298018.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4187 C | 2055-10-20      | 6.0000%  |  | $1734598.27        | $1808782.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR7366 C | 2056-05-20      | 5.0000%  |  | $3365284.00        | $3316749.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7859 C | 2056-04-20      | 6.0000%  |  | $2368937.52        | $2454171.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7815 C | 2056-03-20      | 5.0000%  |  | $3457729.60        | $3442895.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0148 C | 2056-03-20      | 6.5000%  |  | $3098137.22        | $3297686.87        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3799 C | 2056-01-20      | 6.5000%  |  | $3151948.97        | $3290314.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4901 C | 2055-11-20      | 5.5000%  |  | $3213802.61        | $3333111.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN1527 C | 2052-10-20      | 7.0000%  |  | $3358050.76        | $3490376.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7705 M | 2051-11-20      | 2.5000%  |  | $4059434.71        | $3479176.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DS2052 C | 2056-05-20      | 6.0000%  |  | $3227309.00        | $3382547.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR6359 C | 2056-05-20      | 6.0000%  |  | $3280205.00        | $3386305.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR0269 C | 2056-05-20      | 6.0000%  |  | $3246173.00        | $3353133.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB1142 M | 2056-05-20      | 5.0000%  |  | $3285106.00        | $3258910.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0460 M | 2040-07-20      | 6.0000%  |  | $3199940.78        | $3289800.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2232 C | 2056-04-20      | 4.5000%  |  | $3491125.02        | $3340975.23        | Agency Mortgage-Backed Securities |

### Security 141: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  |  | $5002600.00        | $5101634.48        | U.S. Treasuries (including strips) |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.710%, 9/28/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 0 1/8 TRIN D 30 | 2030-07-15      | 0.1250%  |  | $24854786.04       | $23561484.83       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31 | 2031-09-30      | 3.6250%  |  | $200.00            | $195.80            | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29 | 2029-07-15      | 0.2500%  |  | $2140088.60        | $2070887.58        | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44   | 2044-02-15      | 1.3750%  |  | $48816.47          | $40653.05          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 37   | 2037-02-15      | 4.7500%  |  | $300.00            | $311.63            | U.S. Treasuries (including strips) |

### Security 143: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.670%, 6/16/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has 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 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $500.00            | $484.48            | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN AE 30 | 2030-10-15      | 1.1250%  |  | $693457.10         | $684626.34         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $50318600.00       | $50710058.09       | U.S. Treasuries (including strips) |

### Security 144: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $93403000.00
- **C.18.a - Value (excl. sponsor support):** $93403000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 7/8 TRIN A 36       | 2036-01-15      | 1.8750%  |  | $2504339.24        | $2484200.87        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29       | 2029-07-15      | 0.2500%  |  | $77455.33          | $74950.77          | U.S. Treasuries (including strips)        |
| FMAC FERM 5651CA 12/25/48  | 2048-12-25      | 5.0000%  |  | $141838.83         | $140608.07         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $12691.60          | $12186.11          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-04-25      | 2.1200%  |  | $57335.07          | $53931.48          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-03-25      | 2.3500%  |  | $3592.42           | $3209.82           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-01-25      | 2.4760%  |  | $4310.91           | $3894.62           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC TRUST K-1 | 2031-08-25      | 1.6130%  |  | $2662.05           | $2467.39           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES Q- | 2051-05-25      | 1.4719%  |  | $175874.33         | $167009.00         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-27      | 2.0740%  |  | $3832.25           | $3469.89           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-03-25      | 1.5170%  |  | $13454.63          | $12178.85          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-01-25      | 2.0690%  |  | $16209.73          | $14987.00          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-08-25      | 2.4250%  |  | $308373.60         | $291417.40         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.2820%  |  | $55082.06          | $55011.11          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SEIRES Q- | 2046-10-25      | 3.9080%  |  | $3150.12           | $3136.56           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-06-25      | 2.9030%  |  | $122744.76         | $117965.93         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-04-25      | 3.0590%  |  | $74281.68          | $66632.17          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-04-25      | 3.0590%  |  | $588926.32         | $528278.82         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  |  | $975380.23         | $908201.78         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-09-25      | 4.0500%  |  | $34343.42          | $34201.38          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  |  | $958.31            | $905.40            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-12-25      | 3.7710%  |  | $69391.51          | $68623.62          | Agency Mortgage-Backed Securities         |
| FMAC FLMC REMIC SERIES K-0 | 2028-10-25      | 4.0600%  |  | $28164.60          | $28049.06          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES    | 2031-06-25      | 5.4300%  |  | $67170.84          | $69222.46          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-06-25      | 4.7770%  |  | $11160.19          | $11242.49          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 4.6600%  |  | $85930.76          | $86483.42          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-08-25      | 3.5300%  |  | $841632.88         | $798747.94         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-07-25      | 3.5000%  |  | $16220.94          | $15379.43          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-08-25      | 3.1230%  |  | $9340.30           | $8656.42           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  |  | $15662.96          | $15039.12          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-08-25      | 3.9000%  |  | $43109.08          | $42815.39          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-04-25      | 3.7500%  |  | $123158.18         | $117041.61         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-04-25      | 3.9000%  |  | $17387.33          | $17317.84          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  |  | $2241.28           | $2240.58           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-12-25      | 3.3640%  |  | $21253.49          | $21018.08          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-05-25      | 0.8630%  |  | $68590.89          | $64013.50          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-06-25      | 3.1170%  |  | $13889.51          | $13784.41          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2240%  |  | $82482.03          | $82147.12          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.7200%  |  | $7089.82           | $7082.47           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009  | 2029-06-25      | 2.9370%  |  | $6676.60           | $6462.88           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL011A1 R19M011  | 2029-06-25      | 2.6500%  |  | $13735.94          | $13171.42          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  |  | $89155.03          | $87479.66          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-11-25      | 4.1180%  |  | $17962.12          | $17623.82          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-12-25      | 3.9500%  |  | $35770.40          | $35778.89          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-04-25      | 3.2430%  |  | $82194.64          | $81753.94          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-07-25      | 2.5190%  |  | $5747.88           | $5456.74           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-08-25      | 2.6530%  |  | $2521.08           | $2515.03           | Agency Mortgage-Backed Securities         |
| 02MEVFHLMC REMIC SERIES K- | 2029-06-25      | 2.7850%  |  | $42677.99          | $40944.03          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2033-05-25      | 4.2000%  |  | $7184.85           | $7047.47           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-03-26      | 2.1200%  |  | $7184.85           | $6808.06           | Agency Mortgage-Backed Securities         |
| 02MEVFHLMC REMIC SERIES K- | 2029-04-25      | 3.2980%  |  | $35924.23          | $34983.20          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2032-08-25      | 3.1230%  |  | $31469.63          | $29165.48          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-27      | 2.0740%  |  | $43300.34          | $39206.04          | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-11-25      | 3.3470%  |  | $4049.17           | $4040.92           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-03-25      | 3.5420%  |  | $1493729.52        | $1390850.22        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-193 EF      | 2051-11-20      | 2.5000%  |  | $174340.90         | $144900.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-107 DB      | 2051-06-20      | 1.7500%  |  | $127156.83         | $102402.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-086 WB      | 2051-05-20      | 4.7385%  |  | $18610.13          | $17819.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.6751%  |  | $5434894.88        | $5488487.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FB      | 2055-07-20      | 4.7751%  |  | $4707392.78        | $4771106.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ED 12/25/52  | 2052-12-25      | 4.5000%  |  | $1090009.65        | $1076117.47        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  |  | $18211.69          | $17228.15          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC003CE R26F003  | 2048-04-25      | 4.5000%  |  | $2586747.36        | $2544262.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062HA R25F062  | 2051-11-25      | 5.0000%  |  | $69823.78          | $70090.71          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-061 VB      | 2037-04-20      | 5.0000%  |  | $11915.41          | $12030.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-047 KF      | 2056-03-20      | 4.8751%  |  | $21682558.64       | $21596734.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-010 AY      | 2056-01-20      | 4.5000%  |  | $63444.49          | $55209.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-060 AC      | 2049-08-20      | 5.0000%  |  | $94006.96          | $94098.70          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-005 PB      | 2054-07-20      | 5.5000%  |  | $3025951.33        | $3079631.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.2251%  |  | $8577.03           | $8667.27           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.8751%  |  | $3319664.48        | $3343495.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-026 LY      | 2054-02-20      | 5.7500%  |  | $4794612.05        | $4847109.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5543DC 11/25/52  | 2052-11-25      | 5.0000%  |  | $1053222.74        | $1057989.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $748119.52         | $746933.58         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF      | 2054-12-20      | 4.8251%  |  | $4085444.24        | $4109594.46        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4249GW 10/15/41  | 2041-10-15      | 3.5000%  |  | $96451.68          | $91201.93          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-086 JB      | 2051-05-20      | 5.5000%  |  | $327904.45         | $328837.27         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  |  | $28585.50          | $26053.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $150738.07         | $152736.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.7351%  |  | $2201223.13        | $2220597.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNII ET DS4069 C      | 2066-05-20      | 6.0000%  |  | $150.88            | $155.22            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DR1051 C      | 2066-03-20      | 5.5000%  |  | $344310.25         | $347569.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  |  | $137.70            | $139.09            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M      | 2055-08-20      | 5.5000%  |  | $253.30            | $255.85            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL3451 C      | 2065-08-20      | 7.0000%  |  | $1661819.00        | $1741234.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M      | 2050-08-20      | 3.0000%  |  | $88.80             | $79.29             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 794652 X      | 2042-07-15      | 3.5000%  |  | $19.97             | $18.47             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770443 X      | 2041-06-15      | 4.7500%  |  | $4.54              | $4.49              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTB5149  | 2056-06-01      | 6.0000%  |  | $521708.35         | $541363.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTB0629  | 2056-04-01      | 5.5000%  |  | $300529.81         | $305585.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6577  | 2056-05-01      | 5.5000%  |  | $143.70            | $145.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2853  | 2053-11-01      | 6.5000%  |  | $382873.85         | $400051.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2475  | 2055-05-01      | 5.5000%  |  | $119.37            | $120.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1586  | 2053-05-01      | 6.0000%  |  | $108.34            | $111.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1283  | 2055-05-01      | 5.5000%  |  | $125.29            | $126.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  |  | $160033.73         | $161449.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL890061  | 2036-06-01      | 5.5000%  |  | $104035.80         | $105655.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0286  | 2055-04-01      | 6.5000%  |  | $504904.21         | $529459.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA5896  | 2050-10-01      | 5.0000%  |  | $143.70            | $144.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG2921  | 2056-04-01      | 5.0000%  |  | $762614.68         | $755972.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470  | 2054-11-01      | 5.0000%  |  | $3748.64           | $3728.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9239  | 2054-09-01      | 5.5000%  |  | $38701.11          | $39033.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $2122940.24        | $2133769.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6634  | 2055-07-01      | 6.0000%  |  | $840984.66         | $862373.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL3681  | 2040-10-01      | 6.0000%  |  | $313715.11         | $329866.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ5826  | 2054-10-01      | 5.0000%  |  | $1224647.83        | $1210863.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA8814  | 2050-04-01      | 2.5000%  |  | $1927919.59        | $1619773.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  |  | $140960.04         | $121857.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  |  | $6363.58           | $5140.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  |  | $16221358.61       | $16384752.75       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTB0626  | 2056-04-01      | 5.0000%  |  | $428567.76         | $426903.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA5396  | 2052-01-01      | 2.0000%  |  | $863581.63         | $698519.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF6802  | 2056-01-01      | 5.5000%  |  | $758329.62         | $769457.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M      | 2046-11-20      | 3.0000%  |  | $19.93             | $17.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5913 C      | 2065-04-20      | 6.5000%  |  | $86.67             | $90.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3706  | 2055-08-01      | 6.5000%  |  | $384919.91         | $405180.77         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX9769  | 2055-04-01      | 5.5000%  |  | $774278.36         | $787621.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2636 C      | 2056-04-20      | 6.5000%  |  | $143.57            | $151.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $26609.46          | $24634.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA2653  | 2056-01-01      | 5.5000%  |  | $405589.29         | $409053.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4242  | 2053-11-01      | 5.5000%  |  | $511486.54         | $521975.48         | Agency Mortgage-Backed Securities         |

### Security 145: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE V 29 | 2029-02-28      | 4.2500%  |  | $91549600.00       | $92911219.19       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29 | 2029-04-15      | 2.1250%  |  | $62903333.38       | $64215349.91       | U.S. Treasuries (including strips) |
| USTR 1 7/8 TRIN D 35 | 2035-07-15      | 1.8750%  |  | $821.61            | $821.01            | U.S. Treasuries (including strips) |

### Security 146: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.630%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $10517000.00
- **C.18.a - Value (excl. sponsor support):** $10517000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788660 C     | 2056-05-20      | 5.0000%  |  | $833372.69         | $815851.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2262 | 2032-05-01      | 3.5000%  |  | $160.08            | $156.73            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4838 M     | 2047-11-20      | 4.0000%  |  | $922.57            | $877.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA3054 | 2050-07-01      | 2.5000%  |  | $5364.70           | $4504.22           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT1339 | 2051-07-01      | 2.5000%  |  | $800.18            | $670.93            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8427 M     | 2052-11-20      | 4.5000%  |  | $102308.71         | $99376.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $13089.21          | $13436.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9538 M     | 2054-03-20      | 4.0000%  |  | $24723.37          | $23130.84          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ0419       | 2061-05-15      | 5.2000%  |  | $27137.13          | $27609.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLRA1266 | 2048-09-01      | 3.0000%  |  | $57548.57          | $51395.09          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AK6890 X     | 2045-02-15      | 3.0000%  |  | $2003.72           | $1795.68           | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4136 C     | 2065-12-20      | 6.0000%  |  | $12357.82          | $12712.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6574 C     | 2056-02-20      | 6.0000%  |  | $7139.38           | $7434.75           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784605 X     | 2042-01-15      | 4.5000%  |  | $3.02              | $3.00              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9009 | 2032-10-01      | 3.0000%  |  | $3490.11           | $3378.35           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  |  | $532.12            | $478.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1532 | 2055-04-01      | 6.0000%  |  | $61638.26          | $63188.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8512 | 2055-07-01      | 6.0000%  |  | $1000.54           | $1025.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2505 | 2055-07-01      | 5.0000%  |  | $56599.99          | $56292.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ7887 C     | 2056-03-20      | 5.5000%  |  | $15218.11          | $15572.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $867.08            | $842.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  |  | $445.76            | $455.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $280.98            | $270.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5912 | 2052-05-01      | 4.0000%  |  | $42097.35          | $39702.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA0064 | 2055-11-01      | 6.5000%  |  | $28425.39          | $30175.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $232457.63         | $213119.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ2239 | 2047-11-01      | 3.0000%  |  | $1630.45           | $1460.82           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785240 C     | 2050-12-20      | 3.0000%  |  | $5.80              | $5.25              | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1141 C     | 2056-03-20      | 6.0000%  |  | $6622.94           | $6849.16           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2350 C     | 2056-04-20      | 5.5000%  |  | $14191.16          | $14481.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5632 | 2055-08-01      | 6.0000%  |  | $803552.24         | $823756.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ3637 C     | 2056-02-20      | 5.5000%  |  | $13673.88          | $13953.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAY5643 | 2030-06-01      | 2.5000%  |  | $967.87            | $940.92            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 784850 C     | 2048-01-20      | 3.5000%  |  | $5030.34           | $4518.71           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4776 C     | 2055-12-20      | 6.5000%  |  | $33688.76          | $35553.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8105 C     | 2056-03-20      | 5.5000%  |  | $23773.73          | $24313.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO2259 C     | 2055-11-20      | 6.5000%  |  | $58.12             | $63.18             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $6402.09           | $6384.07           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6040 M     | 2049-07-20      | 4.0000%  |  | $8470.81           | $8037.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4406 | 2052-08-01      | 5.0000%  |  | $9744.06           | $9678.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0875 | 2055-01-01      | 6.0000%  |  | $360798.66         | $369870.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG6283 | 2056-05-01      | 5.5000%  |  | $23385.74          | $24051.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6348 C     | 2056-01-20      | 6.5000%  |  | $3030.23           | $3197.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  |  | $69.12             | $63.88             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q54420 G | 2048-02-01      | 3.5000%  |  | $2562.03           | $2364.99           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 787712 X     | 2045-11-15      | 5.5000%  |  | $9.28              | $9.67              | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CP2704       | 2067-03-15      | 5.5800%  |  | $13394.83          | $13942.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIFM6507 | 2036-02-01      | 1.5000%  |  | $69833.63          | $62884.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1396 | 2052-03-01      | 2.0000%  |  | $282310.60         | $229548.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0683 M     | 2055-10-20      | 4.0000%  |  | $137148.46         | $127939.09         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DO4115 C     | 2065-12-20      | 3.5000%  |  | $32564.26          | $29229.43          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF4747 C     | 2048-03-20      | 4.0000%  |  | $3072.79           | $2881.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0749 | 2055-01-01      | 6.0000%  |  | $9600.66           | $9842.06           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DG0417       | 2061-03-15      | 4.9800%  |  | $12.02             | $11.91             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1854 C     | 2056-04-20      | 5.5000%  |  | $29799.29          | $30409.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4106 | 2053-07-01      | 6.5000%  |  | $1572.49           | $1669.01           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA5224 | 2050-02-01      | 3.0000%  |  | $366.50            | $327.84            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6416 M     | 2039-01-20      | 6.5000%  |  | $3.66              | $3.89              | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  |  | $1825.99           | $1887.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIDE6935 | 2040-12-01      | 3.5000%  |  | $16255.86          | $15579.78          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003108 M     | 2031-07-20      | 7.0000%  |  | $125.29            | $131.48            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 564755 X     | 2031-08-15      | 7.0000%  |  | $2412.90           | $2491.85           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 598001 X     | 2032-12-15      | 6.0000%  |  | $23.23             | $23.45             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 610850 X     | 2033-04-15      | 5.5000%  |  | $20.04             | $20.18             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 618511 X     | 2033-08-15      | 4.5000%  |  | $137.18            | $136.66            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 717148 X     | 2039-05-15      | 4.5000%  |  | $2.00              | $1.99              | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A92286 G | 2040-05-01      | 4.5000%  |  | $250.63            | $249.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE2873 | 2040-08-01      | 4.5000%  |  | $65.31             | $64.83             | Agency Mortgage-Backed Securities |
| GNMA GNII SF 737602 C     | 2040-11-20      | 4.0000%  |  | $3.62              | $3.46              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005234 M     | 2041-11-20      | 4.5000%  |  | $2.02              | $2.00              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 487613 X     | 2029-06-15      | 7.0000%  |  | $7.59              | $7.71              | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW2807 | 2056-05-01      | 6.0000%  |  | $58464.28          | $60908.94          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 563191 X     | 2031-06-15      | 7.0000%  |  | $39.45             | $39.74             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 558863 X     | 2032-03-15      | 7.0000%  |  | $261.71            | $267.95            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 553503 X     | 2032-02-15      | 7.0000%  |  | $65.61             | $67.15             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 741699 X     | 2041-08-15      | 4.0000%  |  | $1.99              | $1.89              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 736298 C     | 2032-06-20      | 6.0000%  |  | $1426.99           | $1447.33           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 424857 X     | 2027-08-15      | 7.5000%  |  | $7.88              | $8.03              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004804 M     | 2040-09-20      | 6.0000%  |  | $1209.72           | $1274.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003737 M     | 2035-07-20      | 6.0000%  |  | $4.20              | $4.41              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 589552 X     | 2032-12-15      | 6.0000%  |  | $4.14              | $4.19              | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 600123 X     | 2033-01-15      | 7.0000%  |  | $41.33             | $42.22             | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN5157 C     | 2055-11-20      | 6.5000%  |  | $13404.48          | $13723.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6218 C     | 2055-04-20      | 6.5000%  |  | $13.52             | $14.26             | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3889 C     | 2065-12-20      | 7.0000%  |  | $26815.27          | $28096.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0410 C     | 2056-04-20      | 6.5000%  |  | $8597.25           | $9073.19           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4865 C     | 2056-02-20      | 6.5000%  |  | $16092.76          | $16750.56          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4869 C     | 2055-06-20      | 6.5000%  |  | $7.78              | $8.21              | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF4296       | 2060-05-15      | 5.3900%  |  | $11.58             | $11.85             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1718 X     | 2043-02-15      | 3.0000%  |  | $4.25              | $3.92              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9960 M     | 2054-10-20      | 3.0000%  |  | $859.35            | $768.91            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9719 M     | 2054-06-20      | 2.5000%  |  | $596.17            | $511.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV6479 | 2055-12-01      | 6.5000%  |  | $14166.38          | $14774.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV5578 | 2052-05-01      | 3.0000%  |  | $59506.22          | $52189.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBU3793 | 2051-12-01      | 2.0000%  |  | $261293.10         | $210174.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0937 | 2048-12-01      | 4.5000%  |  | $1261.98           | $1231.99           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK4770 | 2048-08-01      | 4.5000%  |  | $4222.42           | $4117.94           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ1650 | 2047-11-01      | 4.5000%  |  | $34576.37          | $33806.84          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD8464 | 2046-11-01      | 3.0000%  |  | $6509.68           | $5869.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2374 | 2055-11-01      | 4.5000%  |  | $6965.67           | $6703.79           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE9248 | 2055-09-01      | 7.0000%  |  | $2707.84           | $2916.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD6416 | 2055-04-01      | 6.5000%  |  | $28510.30          | $29834.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC9710 | 2054-12-01      | 6.0000%  |  | $50378.78          | $51659.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8840 | 2054-12-01      | 6.0000%  |  | $43461.28          | $44909.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA1559 | 2053-10-01      | 6.5000%  |  | $4237.64           | $4421.44           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAU6675 | 2028-09-01      | 2.0000%  |  | $716.52            | $701.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAU1733 | 2028-04-01      | 2.0000%  |  | $4380.70           | $4308.67           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS2225 | 2029-04-01      | 3.0000%  |  | $13293.61          | $13108.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2007 | 2044-03-01      | 4.0000%  |  | $22698.39          | $21897.16          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5224 | 2054-05-01      | 6.5000%  |  | $8512.30           | $9030.23           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2092 | 2050-10-01      | 2.5000%  |  | $259401.93         | $219642.99         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AI3212 X     | 2044-05-15      | 4.0000%  |  | $2235.35           | $2119.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3655 C     | 2056-03-20      | 5.5000%  |  | $14398.04          | $14777.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR3577 C     | 2056-04-20      | 6.5000%  |  | $13152.04          | $13880.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1971 C     | 2056-04-20      | 5.0000%  |  | $12991.54          | $12935.80          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DR1138 C     | 2056-04-20      | 6.5000%  |  | $21106.94          | $22275.49          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8318 C     | 2056-04-20      | 6.0000%  |  | $7745.11           | $8103.56           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO0913 C     | 2056-01-20      | 5.5000%  |  | $34.93             | $36.23             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6304 C     | 2055-03-20      | 6.5000%  |  | $1414.57           | $1492.88           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0474 M     | 2055-07-20      | 6.5000%  |  | $3389.82           | $3493.63           | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0298 M     | 2055-04-20      | 7.0000%  |  | $3470.12           | $3562.69           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0235 M     | 2040-03-20      | 6.0000%  |  | $522.32            | $540.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $3478806.18        | $3517301.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0117 M     | 2039-12-20      | 3.0000%  |  | $28.38             | $27.22             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2217 C     | 2056-02-20      | 5.5000%  |  | $69.99             | $72.59             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4221 C     | 2056-05-20      | 5.5000%  |  | $25358.31          | $25923.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4122 C     | 2056-04-20      | 6.0000%  |  | $23.37             | $24.43             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4038 C     | 2056-03-20      | 5.5000%  |  | $12675.99          | $13010.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4520 | 2052-07-01      | 3.5000%  |  | $457197.38         | $416589.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT1321 | 2048-11-01      | 4.5000%  |  | $468.01            | $458.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIZT0780 | 2030-01-01      | 2.5000%  |  | $59.75             | $59.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIZS6483 | 2026-10-01      | 3.5000%  |  | $19.18             | $19.16             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  |  | $305.01            | $294.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL4689 | 2043-01-01      | 3.0000%  |  | $572.15            | $523.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZJ1290 | 2041-02-01      | 4.5000%  |  | $1011.08           | $1004.66           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC G08584 G | 2044-04-01      | 5.0000%  |  | $179.79            | $181.18            | Agency Mortgage-Backed Securities |
| GNMA GNII ET DQ2013 C     | 2066-01-20      | 6.5000%  |  | $59137.74          | $61913.29          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1470 C     | 2056-03-20      | 6.0000%  |  | $13969.34          | $14467.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ1041 C     | 2056-02-20      | 5.0000%  |  | $34.98             | $34.83             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9299 M     | 2053-10-20      | 2.5000%  |  | $15627.29          | $13416.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9851 M     | 2054-08-20      | 5.5000%  |  | $695628.91         | $703751.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9850 M     | 2054-08-20      | 5.0000%  |  | $200.24            | $198.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8151 M     | 2052-07-20      | 4.5000%  |  | $117.33            | $114.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8946 M     | 2053-06-20      | 4.5000%  |  | $111908.57         | $108424.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7941 M     | 2052-03-20      | 5.0000%  |  | $6.37              | $6.38              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $768.35            | $684.74            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $90.62             | $77.63             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6793 M     | 2035-08-20      | 2.5000%  |  | $3019.86           | $2853.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6711 M     | 2050-06-20      | 3.5000%  |  | $13.56             | $12.44             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6413 M     | 2050-01-20      | 5.0000%  |  | $3.10              | $3.14              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  |  | $16332.93          | $15037.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $443.84            | $422.35            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3173 M     | 2045-10-20      | 3.5000%  |  | $636.61            | $589.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2341 M     | 2029-11-20      | 3.5000%  |  | $495.02            | $490.46            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1995 M     | 2044-06-20      | 3.5000%  |  | $459.41            | $427.04            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0323 M     | 2042-08-20      | 6.0000%  |  | $22.12             | $23.31             | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AA5990 X     | 2043-01-15      | 3.0000%  |  | $4.51              | $4.13              | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA5200 | 2056-01-01      | 7.0000%  |  | $11.64             | $12.48             | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA3999 | 2055-12-01      | 7.0000%  |  | $2393.64           | $2577.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRA9123 | 2053-05-01      | 5.5000%  |  | $455.08            | $462.07            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB4938 | 2050-11-01      | 2.0000%  |  | $865.50            | $710.11            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP9761 C     | 2056-02-20      | 6.0000%  |  | $5350.92           | $5582.35           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DP6831       | 2061-05-15      | 5.7000%  |  | $58240.81          | $60391.89          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6490 C     | 2056-01-20      | 6.0000%  |  | $4206.43           | $4393.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2439 C     | 2056-04-20      | 5.5000%  |  | $16006.70          | $16355.10          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP2282 C     | 2056-04-20      | 5.5000%  |  | $33516.06          | $34087.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP0221 C     | 2056-03-20      | 5.0000%  |  | $11.66             | $11.72             | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8889 C     | 2056-02-20      | 5.5000%  |  | $13256.56          | $13748.70          | Agency Mortgage-Backed Securities |
| GNMA GNII BD DN7725 C     | 2055-11-20      | 5.5000%  |  | $12160.06          | $12183.81          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0297 | 2053-11-01      | 5.5000%  |  | $438.04            | $442.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4962 | 2056-04-01      | 5.0000%  |  | $131834.20         | $130857.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4147 | 2054-02-01      | 5.0000%  |  | $201241.24         | $199697.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3521 | 2054-05-01      | 5.5000%  |  | $108407.12         | $109958.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0266 | 2055-04-01      | 6.0000%  |  | $143647.17         | $147258.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA5913 | 2040-12-01      | 3.5000%  |  | $19626.29          | $18804.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $2953.73           | $2842.70           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $89072.43          | $89828.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5471 | 2054-09-01      | 6.0000%  |  | $44491.51          | $45610.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  |  | $135.51            | $134.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  |  | $33297.20          | $34296.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  |  | $181.38            | $186.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3691 | 2049-07-01      | 3.0000%  |  | $10333.25          | $9179.73           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $1.54              | $1.41              | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLFS6868 | 2052-04-01      | 1.5000%  |  | $220.46            | $168.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  |  | $79.44             | $84.15             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5555 | 2052-07-01      | 3.5000%  |  | $1053.88           | $961.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  |  | $35220.18          | $31213.65          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 711483 X     | 2040-01-15      | 4.0000%  |  | $333.39            | $323.09            | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 623700 X     | 2033-09-15      | 4.5000%  |  | $481.55            | $475.78            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788626 M     | 2052-03-20      | 5.5000%  |  | $25209.39          | $26036.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 788529 C     | 2056-03-20      | 6.0000%  |  | $139674.20         | $143927.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786095 C     | 2052-04-20      | 3.0000%  |  | $45.91             | $40.80             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $18.94             | $17.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2436 | 2052-07-01      | 4.5000%  |  | $8.15              | $7.95              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2584 | 2052-08-01      | 4.5000%  |  | $13217.48          | $12858.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $40214.33          | $35211.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM8856 | 2049-02-01      | 4.5000%  |  | $41840.56          | $41031.99          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8160 | 2051-07-01      | 2.5000%  |  | $1515.43           | $1300.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7751 | 2051-05-01      | 2.0000%  |  | $665.02            | $532.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM5296 | 2049-01-01      | 4.0000%  |  | $1088.47           | $1039.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1001 | 2048-11-01      | 3.5000%  |  | $775.04            | $711.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3663 | 2055-08-01      | 5.5000%  |  | $23.57             | $23.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  |  | $153659.20         | $130046.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDG1773 | 2056-01-01      | 5.0000%  |  | $13253.50          | $13212.24          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF9727 | 2056-01-01      | 6.5000%  |  | $11721.38          | $12528.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7427 | 2053-11-01      | 6.5000%  |  | $84730.57          | $88650.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4020 | 2052-07-01      | 4.0000%  |  | $41.76             | $39.31             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB3040 | 2052-03-01      | 2.0000%  |  | $4713.40           | $3789.45           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW3427 | 2052-06-01      | 4.0000%  |  | $65.73             | $62.61             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785535 C     | 2051-06-20      | 3.0000%  |  | $21.57             | $19.25             | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785256 C     | 2051-01-20      | 3.0000%  |  | $32054.84          | $29437.73          | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785247 C     | 2050-11-20      | 3.5000%  |  | $14.93             | $13.60             | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784714 X     | 2044-01-15      | 3.0000%  |  | $26.24             | $24.05             | Agency Mortgage-Backed Securities |
| GNMA GNII JP 784008 M     | 2030-05-20      | 3.0000%  |  | $937.96            | $919.21            | Agency Mortgage-Backed Securities |
| GNMA GNII SP 781427 M     | 2032-04-20      | 6.5000%  |  | $1461.87           | $1528.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU2690 | 2051-11-01      | 3.0000%  |  | $2576.73           | $2308.03           | Agency Mortgage-Backed Securities |
| GNMA GNII SP 785522 C     | 2051-06-20      | 3.0000%  |  | $8.14              | $7.26              | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3TZN0057 | 2033-10-01      | 4.0000%  |  | $3905.50           | $3819.91           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9274 M     | 2038-12-20      | 7.0000%  |  | $283.25            | $300.93            | Agency Mortgage-Backed Securities |

### Security 147: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 3/4 BOND 43   | 2043-11-15      | 3.7500%  |  | $100.00            | $86.11             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28 | 2028-03-31      | 1.2500%  |  | $16929700.00       | $16136476.30       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44   | 2044-02-15      | 3.6250%  |  | $100.00            | $85.29             | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIN D 33 | 2033-07-15      | 1.3750%  |  | $26579760.15       | $26039228.28       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28 | 2028-04-15      | 1.2500%  |  | $1759.07           | $1757.22           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55   | 2055-11-15      | 4.6250%  |  | $117286400.00      | $110868430.82      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40   | 2040-11-15      | 4.2500%  |  | $100.00            | $94.63             | U.S. Treasuries (including strips) |

### Security 148: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  3.620%, 6/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 GNPL PN CZ2399  | 2066-03-15      | 5.7400%  |  | $36947.48          | $38734.60          | Agency Mortgage-Backed Securities  |
| USTR TINT 02/15/30   | 2030-02-15      | 0.0000%  |  | $377117.92         | $323271.51         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30 | 2030-11-15      | 0.0000%  |  | $69974.70          | $58198.03          | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31 | 2031-08-15      | 0.0000%  |  | $188928.00         | $151983.51         | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29 | 2029-11-15      | 0.0000%  |  | $446326.00         | $387586.37         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28 | 2028-05-15      | 0.0000%  |  | $4.10              | $3.79              | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30   | 2030-05-15      | 0.0000%  |  | $515788.20         | $438280.71         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29   | 2029-05-15      | 0.0000%  |  | $72816.00          | $64461.82          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/30   | 2030-05-15      | 0.0000%  |  | $4710698.65        | $3994917.41        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29   | 2029-08-15      | 0.0000%  |  | $624208.60         | $547503.35         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28   | 2028-11-15      | 0.0000%  |  | $735896.54         | $665703.78         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29 | 2029-08-15      | 0.0000%  |  | $35506.00          | $31160.07          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  |  | $695540.40         | $540424.46         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/30   | 2030-11-15      | 0.0000%  |  | $86918.07          | $72183.37          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/31   | 2031-11-15      | 0.0000%  |  | $72816.00          | $57818.09          | U.S. Treasuries (including strips) |
| USTR TINT 11/15/33   | 2033-11-15      | 0.0000%  |  | $1849697.62        | $1336164.22        | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34     | 2034-02-15      | 0.0000%  |  | $134193.00         | $95923.71          | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33 | 2033-11-15      | 0.0000%  |  | $118941.00         | $86131.36          | U.S. Treasuries (including strips) |
| USTR TINT 08/15/30   | 2030-08-15      | 0.0000%  |  | $5667168.26        | $4754108.11        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29   | 2029-11-15      | 0.0000%  |  | $1068881.93        | $926356.15         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/29   | 2029-08-15      | 0.0000%  |  | $484620.00         | $424446.67         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/29   | 2029-02-15      | 0.0000%  |  | $3737460.41        | $3346077.29        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28   | 2028-05-15      | 0.0000%  |  | $1.52              | $1.40              | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28   | 2028-08-15      | 0.0000%  |  | $283.68            | $259.35            | U.S. Treasuries (including strips) |
| USTR TINT 11/15/34   | 2034-11-15      | 0.0000%  |  | $479856.83         | $329557.51         | U.S. Treasuries (including strips) |
| USTR TINT 05/15/34   | 2034-05-15      | 0.0000%  |  | $3778008.06        | $2662717.41        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/33   | 2033-05-15      | 0.0000%  |  | $1681273.27        | $1244574.30        | U.S. Treasuries (including strips) |
| USTR TINT 11/15/32   | 2032-11-15      | 0.0000%  |  | $1498510.72        | $1136687.82        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/32   | 2032-05-15      | 0.0000%  |  | $1979374.59        | $1537083.34        | U.S. Treasuries (including strips) |
| USTR TINT 05/15/31   | 2031-05-15      | 0.0000%  |  | $188099.68         | $152751.05         | U.S. Treasuries (including strips) |
| USTR TINT 08/15/34   | 2034-08-15      | 0.0000%  |  | $5327507.53        | $3706858.43        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/34   | 2034-02-15      | 0.0000%  |  | $2972231.12        | $2119810.10        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/33   | 2033-08-15      | 0.0000%  |  | $1987426.21        | $1453275.60        | U.S. Treasuries (including strips) |
| USTR TINT 02/15/33   | 2033-02-15      | 0.0000%  |  | $3604862.39        | $2701447.83        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/32   | 2032-08-15      | 0.0000%  |  | $701649.73         | $538417.94         | U.S. Treasuries (including strips) |
| USTR TINT 02/15/32   | 2032-02-15      | 0.0000%  |  | $2947774.42        | $2313375.04        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/31   | 2031-08-15      | 0.0000%  |  | $243480.30         | $195558.02         | U.S. Treasuries (including strips) |
| USTR 4 1/4 TPRN F 34 | 2034-11-15      | 0.0000%  |  | $306622.60         | $211342.39         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34 | 2034-08-15      | 0.0000%  |  | $203027.90         | $141645.66         | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33 | 2033-02-15      | 0.0000%  |  | $41504.30          | $31138.81          | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34 | 2034-05-15      | 0.0000%  |  | $393345.80         | $277858.29         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33 | 2033-08-15      | 0.0000%  |  | $47215.60          | $34608.75          | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33 | 2033-05-15      | 0.0000%  |  | $35182.10          | $26087.49          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32 | 2032-08-15      | 0.0000%  |  | $32508.90          | $24961.34          | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32 | 2032-02-15      | 0.0000%  |  | $18158.90          | $14272.35          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31 | 2031-11-15      | 0.0000%  |  | $1247199.50        | $991718.17         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30 | 2030-08-15      | 0.0000%  |  | $98564.00          | $82850.14          | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30 | 2030-02-15      | 0.0000%  |  | $4756.00           | $4085.44           | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29 | 2029-05-15      | 0.0000%  |  | $23554.50          | $20878.92          | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29 | 2029-02-15      | 0.0000%  |  | $3890.90           | $3485.02           | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28 | 2028-11-15      | 0.0000%  |  | $14432.00          | $13062.91          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28 | 2028-08-15      | 0.0000%  |  | $4.10              | $3.75              | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31   | 2031-02-15      | 0.0000%  |  | $65686.10          | $54096.64          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/31   | 2031-02-15      | 0.0000%  |  | $1785471.77        | $1466706.14        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2026-06-05

**By:** Stephen Van Meter

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

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