# EDGAR Filing Document

**Accession Number:** 0000314650
**File Stem:** 0001410368-26-022237
**Filing Date:** 2026-3
**Character Count:** 1320536
**Document Hash:** 7351a3d52ad96f285e7251c515e1b653
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022237.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022237

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02993
- **FILM NUMBER:** 26729397

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

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

**CIK Number of Registrant:** 0000314650

**LEI of Registrant:** 549300N9BD0BQUVMK160

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

**LEI of Series:** 549300N9BD0BQUVMK160

**EDGAR Series Identifier:** S000009066

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 47 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $34287830711.83

- **Amortized Cost of Portfolio Securities:** $34284087404.52

- **Cash:** $970508.32

- **Total Other Assets:** $58763412.47

- **Total Liabilities:** $381445424.12

- **Net Assets of Series:** $33962375901.19

- **Number of Shares Outstanding (Series):** 33961978165.4970

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $24221855562.02           | $28941563874.02            | 70.9800%                  | 84.8200%                   |
| 2026-02-03 | $23598533664.53           | $28881250743.23            | 69.3600%                  | 84.8900%                   |
| 2026-02-04 | $23842369753.75           | $29025605026.95            | 69.7800%                  | 84.9500%                   |
| 2026-02-05 | $23855318273.55           | $29138068491.15            | 69.4200%                  | 84.7900%                   |
| 2026-02-06 | $24348148747.69           | $29161909771.19            | 69.9600%                  | 83.7900%                   |
| 2026-02-09 | $24588834468.21           | $29363640672.91            | 70.9200%                  | 84.7000%                   |
| 2026-02-10 | $23627788999.98           | $28750614962.98            | 69.3500%                  | 84.3800%                   |
| 2026-02-11 | $24284332168.77           | $29457670348.37            | 69.8300%                  | 84.7000%                   |
| 2026-02-12 | $24037903048.25           | $29330756257.25            | 69.3700%                  | 84.6400%                   |
| 2026-02-13 | $24447553548.17           | $29142420923.17            | 70.9200%                  | 84.5400%                   |
| 2026-02-17 | $23385870872.84           | $28678797706.34            | 68.2800%                  | 83.7300%                   |
| 2026-02-18 | $23567140223.47           | $28960081369.97            | 68.1300%                  | 83.7200%                   |
| 2026-02-19 | $23573684767.59           | $28966641017.59            | 67.9500%                  | 83.5000%                   |
| 2026-02-20 | $23609459247.33           | $29002430600.83            | 67.1000%                  | 82.4300%                   |
| 2026-02-23 | $23647619595.63           | $29042635595.13            | 67.7400%                  | 83.2000%                   |
| 2026-02-24 | $22660365469.43           | $28353897886.43            | 66.2200%                  | 82.8600%                   |
| 2026-02-25 | $22764940164.23           | $28557987663.73            | 66.1300%                  | 82.9600%                   |
| 2026-02-26 | $22753024531.49           | $28591087114.99            | 65.8000%                  | 82.6900%                   |
| 2026-02-27 | $22520259296.35           | $28358338129.35            | 65.5700%                  | 82.5600%                   |

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

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0002                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Investment Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $24165197606.52

- **Number of Shares Outstanding:** 24164921141.0490

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $448748207.02             | $506925270.93           |
| 2026-02-03 | $512973589.73             | $453214484.67           |
| 2026-02-04 | $541220691.99             | $448919521.00           |
| 2026-02-05 | $516655851.59             | $445821070.33           |
| 2026-02-06 | $455537330.02             | $551748620.93           |
| 2026-02-09 | $431234716.76             | $411854417.25           |
| 2026-02-10 | $572092193.24             | $576920889.50           |
| 2026-02-11 | $474634782.39             | $472192834.91           |
| 2026-02-12 | $572668864.47             | $589722680.65           |
| 2026-02-13 | $449753315.75             | $585086333.40           |
| 2026-02-17 | $678218835.69             | $531399203.38           |
| 2026-02-18 | $664339356.46             | $628945856.45           |
| 2026-02-19 | $429362226.63             | $432749897.78           |
| 2026-02-20 | $503886207.79             | $454293277.15           |
| 2026-02-23 | $558038492.84             | $456681476.10           |
| 2026-02-24 | $423795910.24             | $446189380.44           |
| 2026-02-25 | $414378439.09             | $495481649.61           |
| 2026-02-26 | $425294998.98             | $445114982.42           |
| 2026-02-27 | $468714026.48             | $490985198.71           |

**Total Gross Subscriptions (Month):** $9541548037.16

**Total Gross Redemptions (Month):** $9424247045.61

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

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

### Class: Retirement Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9797178294.67

- **Number of Shares Outstanding:** 9797057024.4480

- **Expense Reimbursement/Waiver:** 3758424.07

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $623687517.80             | $628714817.44           |
| 2026-02-03 | $606030921.01             | $569660028.07           |
| 2026-02-04 | $653035427.65             | $603619140.57           |
| 2026-02-05 | $646854509.33             | $609635969.80           |
| 2026-02-06 | $631622981.69             | $604950816.73           |
| 2026-02-09 | $579963911.46             | $604881584.88           |
| 2026-02-10 | $589173431.53             | $765699015.60           |
| 2026-02-11 | $680008653.12             | $684412484.40           |
| 2026-02-12 | $672160008.30             | $635919971.44           |
| 2026-02-13 | $555552961.05             | $614070507.36           |
| 2026-02-17 | $588394759.43             | $588285172.09           |
| 2026-02-18 | $554348677.14             | $544145326.75           |
| 2026-02-19 | $695794145.17             | $649565665.43           |
| 2026-02-20 | $686048493.15             | $662698330.85           |
| 2026-02-23 | $591779208.91             | $566635253.66           |
| 2026-02-24 | $566222613.45             | $551241459.66           |
| 2026-02-25 | $638093464.16             | $656104121.18           |
| 2026-02-26 | $627871112.94             | $623389506.57           |
| 2026-02-27 | $616801875.50             | $668690569.53           |

**Total Gross Subscriptions (Month):** $11803444672.79

**Total Gross Redemptions (Month):** $11832319742.01

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

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

## Part C: Schedule of Portfolio Securities

### Security 1: Barclays Bank plc

- **C.1 - Title:** Barclays Repo Barclays Tri Party 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 00799J004_3.67_0306
- **C.18 - Value (incl. sponsor support):** $249500000.00
- **C.18.a - Value (excl. sponsor support):** $249500000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-070 GA      | 2052-02-20      | 5.0000%  | 0.0000% | $2128234.63        | $2148704.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FC      | 2055-05-20      | 5.3115%  | 0.0000% | $5318157.57        | $5375917.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  | 0.0000% | $8353689.60        | $8474221.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 JF      | 2053-12-20      | 4.4615%  | 0.0000% | $3941663.86        | $3953853.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-097 FA      | 2051-06-20      | 3.0000%  | 0.0000% | $50305.90          | $44426.91          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-096 GP      | 2051-06-20      | 1.0000%  | 0.0000% | $434469.79         | $345648.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  | 0.0000% | $128568.54         | $127580.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-005 JE      | 2042-07-20      | 2.0000%  | 0.0000% | $343819.14         | $321344.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.1817%  | 0.0000% | $30473.74          | $30496.18          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 DF      | 2055-05-20      | 5.3115%  | 0.0000% | $5142729.47        | $5188689.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-070 EA      | 2050-12-20      | 5.0000%  | 0.0000% | $2534630.97        | $2559445.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FA      | 2065-11-20      | 4.4615%  | 0.0000% | $21622176.38       | $21696178.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-171 CF      | 2055-10-20      | 4.9615%  | 0.0000% | $1741190.84        | $1754613.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-091 BA      | 2045-08-20      | 3.0000%  | 0.0000% | $45867.32          | $44308.00          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-137 FL      | 2055-08-20      | 4.8615%  | 0.0000% | $3913939.15        | $3941694.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-196 FB      | 2065-11-20      | 4.5615%  | 0.0000% | $6588343.66        | $6623017.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-147 FB      | 2054-09-20      | 4.7615%  | 0.0000% | $10732800.57       | $10820325.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 B       | 2056-01-20      | 4.5000%  | 0.0000% | $2347498.64        | $2333596.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 BY      | 2056-01-20      | 4.5000%  | 0.0000% | $57302.19          | $50563.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  | 0.0000% | $7401411.70        | $7446539.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DO8624 C      | 2055-12-20      | 6.0000%  | 0.0000% | $181998.80         | $186294.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7612 C      | 2055-12-20      | 6.0000%  | 0.0000% | $336823.70         | $344927.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4842 C      | 2055-12-20      | 5.5000%  | 0.0000% | $365413.74         | $375810.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4679 C      | 2065-12-20      | 7.0000%  | 0.0000% | $565753.77         | $592384.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3712 C      | 2055-12-20      | 6.0000%  | 0.0000% | $302416.11         | $309581.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6566 C      | 2056-02-20      | 6.0000%  | 0.0000% | $372143.28         | $389285.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  | 0.0000% | $2929.94           | $2960.49           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7134 C      | 2056-02-20      | 6.0000%  | 0.0000% | $533369.77         | $559233.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4522 C      | 2056-01-20      | 5.0000%  | 0.0000% | $383576.84         | $384961.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3812 C      | 2056-01-20      | 5.0000%  | 0.0000% | $568395.82         | $574199.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3748 C      | 2056-01-20      | 5.0000%  | 0.0000% | $456739.34         | $463015.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0477 C      | 2056-01-20      | 5.5000%  | 0.0000% | $472514.63         | $486407.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9354 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1260670.81        | $1272959.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6162 C      | 2055-12-20      | 5.0000%  | 0.0000% | $360680.73         | $365636.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1559        | 2060-11-15      | 5.4000%  | 0.0000% | $140398.13         | $148095.60         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1566        | 2060-11-15      | 5.3700%  | 0.0000% | $258421.25         | $271981.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2765 C      | 2055-10-20      | 6.5000%  | 0.0000% | $376508.90         | $388531.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2885  | 2050-04-01      | 3.0000%  | 0.0000% | $1510.63           | $1380.30           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08650 G  | 2045-06-01      | 3.5000%  | 0.0000% | $17815.67          | $17194.05          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $5392064.58        | $4480592.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA3989  | 2046-02-01      | 3.5000%  | 0.0000% | $21466.49          | $20631.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM4091  | 2035-08-01      | 2.5000%  | 0.0000% | $2851.52           | $2742.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  | 0.0000% | $14356.74          | $13180.56          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BS5065 X      | 2050-02-15      | 3.5000%  | 0.0000% | $10444.43          | $9818.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC2040 X      | 2047-08-15      | 4.5000%  | 0.0000% | $14877.41          | $14908.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  | 0.0000% | $1237928.13        | $1287240.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN5068  | 2049-04-01      | 4.5000%  | 0.0000% | $40224.84          | $40529.66          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BQ8595 X      | 2049-12-15      | 3.0000%  | 0.0000% | $42931.82          | $39364.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0117  | 2034-11-01      | 2.5000%  | 0.0000% | $6204.37           | $5951.93           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0069 C      | 2055-09-20      | 6.5000%  | 0.0000% | $403421.01         | $426768.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M      | 2055-06-20      | 5.5000%  | 0.0000% | $6468102.22        | $6579917.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1359  | 2055-05-01      | 6.5000%  | 0.0000% | $5933575.32        | $6322826.43        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7596        | 2064-12-15      | 4.3900%  | 0.0000% | $7575.30           | $7495.06           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $4157935.28        | $4229814.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5293  | 2055-11-01      | 5.5000%  | 0.0000% | $697462.88         | $719689.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5680 C      | 2055-11-20      | 6.0000%  | 0.0000% | $255559.26         | $262057.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M      | 2056-02-20      | 5.5000%  | 0.0000% | $602541.15         | $610014.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  | 0.0000% | $22413.80          | $23021.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9493 C      | 2056-02-20      | 5.5000%  | 0.0000% | $565723.58         | $581114.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  | 0.0000% | $342707.89         | $351582.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3274 C      | 2056-02-20      | 5.5000%  | 0.0000% | $639166.00         | $656553.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  | 0.0000% | $1380387.63        | $1426748.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3604 C      | 2055-11-20      | 6.0000%  | 0.0000% | $253469.95         | $258299.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7550 C      | 2055-11-20      | 6.5000%  | 0.0000% | $137.68            | $141.41            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1561        | 2060-11-15      | 5.4100%  | 0.0000% | $180974.09         | $191038.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7151 C      | 2056-02-20      | 5.0000%  | 0.0000% | $422752.67         | $428575.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6131  | 2045-11-01      | 3.5000%  | 0.0000% | $3328.12           | $3208.42           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08599 G  | 2044-08-01      | 3.5000%  | 0.0000% | $1163.36           | $1116.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011  | 2039-08-01      | 3.5000%  | 0.0000% | $1931.10           | $1885.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM1285  | 2047-05-01      | 4.5000%  | 0.0000% | $3009.97           | $3046.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0715  | 2048-09-01      | 3.0000%  | 0.0000% | $10759.80          | $9878.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC3059  | 2038-10-01      | 2.5000%  | 0.0000% | $9710.78           | $9242.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7826 M      | 2052-01-20      | 2.0000%  | 0.0000% | $40323074.92       | $34084427.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ2854  | 2048-03-01      | 4.0000%  | 0.0000% | $230518.01         | $227852.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8671  | 2028-11-01      | 2.5000%  | 0.0000% | $29607.72          | $29285.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLQB9274  | 2051-02-01      | 1.5000%  | 0.0000% | $281493.60         | $223058.72         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3572  | 2042-09-01      | 3.5000%  | 0.0000% | $4228.95           | $4104.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB4802  | 2037-07-01      | 2.5000%  | 0.0000% | $21641.50          | $20597.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  | 0.0000% | $4229.61           | $4230.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9927  | 2047-07-01      | 4.5000%  | 0.0000% | $910211.48         | $921507.20         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83169 G  | 2047-05-01      | 4.0000%  | 0.0000% | $623312.19         | $620248.54         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q32117 G  | 2045-03-01      | 3.5000%  | 0.0000% | $70780.67          | $68123.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5147  | 2052-11-01      | 6.0000%  | 0.0000% | $8432221.61        | $8745844.03        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q33547 G  | 2045-05-01      | 3.5000%  | 0.0000% | $5042.40           | $4866.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2205 C      | 2056-02-20      | 6.5000%  | 0.0000% | $395569.57         | $421280.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3749 C      | 2056-01-20      | 5.0000%  | 0.0000% | $540058.28         | $545572.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3015 C      | 2056-02-20      | 5.0000%  | 0.0000% | $568615.62         | $576429.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0871 M      | 2056-01-20      | 5.0000%  | 0.0000% | $4577377.83        | $4610752.00        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9248 C      | 2055-12-20      | 6.5000%  | 0.0000% | $247081.00         | $253777.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6293 C      | 2056-01-20      | 6.0000%  | 0.0000% | $539677.95         | $552810.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  | 0.0000% | $2197.10           | $2213.12           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9017 C      | 2056-01-20      | 6.5000%  | 0.0000% | $334920.81         | $352687.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3158 C      | 2056-01-20      | 6.5000%  | 0.0000% | $539784.25         | $554413.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8860 C      | 2056-01-20      | 6.0000%  | 0.0000% | $512959.96         | $525068.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8744 C      | 2056-01-20      | 6.5000%  | 0.0000% | $472840.30         | $487509.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8772 C      | 2056-01-20      | 5.0000%  | 0.0000% | $523777.84         | $529126.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8732 C      | 2056-01-20      | 5.0000%  | 0.0000% | $341460.03         | $346086.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8728 C      | 2053-01-20      | 6.0000%  | 0.0000% | $546675.32         | $558499.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8529 C      | 2056-02-20      | 6.0000%  | 0.0000% | $526613.58         | $539044.47         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DP6813        | 2068-03-15      | 5.3100%  | 0.0000% | $622436.15         | $629179.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0110 C      | 2055-12-20      | 6.5000%  | 0.0000% | $208385.06         | $214032.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $1327277.02        | $1336954.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0912 M      | 2041-02-20      | 5.0000%  | 0.0000% | $266904.99         | $271735.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  | 0.0000% | $82136.55          | $81360.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M      | 2056-01-20      | 4.5000%  | 0.0000% | $6731372.43        | $6667747.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7551 C      | 2056-02-20      | 5.0000%  | 0.0000% | $523013.77         | $530201.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3897 C      | 2056-02-20      | 5.5000%  | 0.0000% | $546337.57         | $555282.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3351 C      | 2056-02-20      | 5.0000%  | 0.0000% | $634742.97         | $640736.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3273 C      | 2056-02-20      | 5.0000%  | 0.0000% | $447233.87         | $451800.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3002 C      | 2056-02-20      | 5.5000%  | 0.0000% | $652732.73         | $661328.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8282  | 2046-11-01      | 3.5000%  | 0.0000% | $10972.13          | $10525.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005204 M      | 2041-10-20      | 4.5000%  | 0.0000% | $76092.55          | $77291.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BK5550 X      | 2049-10-15      | 3.0000%  | 0.0000% | $29661.00          | $27196.67          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08488 G  | 2042-04-01      | 3.5000%  | 0.0000% | $34929.30          | $33949.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960  | 2050-03-01      | 3.0000%  | 0.0000% | $44695.23          | $40868.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  | 0.0000% | $2194.12           | $2123.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN2396  | 2049-02-01      | 4.0000%  | 0.0000% | $22538.30          | $22232.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3423  | 2042-08-01      | 3.5000%  | 0.0000% | $1864.72           | $1809.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AY5213 X      | 2047-02-15      | 4.5000%  | 0.0000% | $30681.61          | $31089.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL3000  | 2042-12-01      | 3.5000%  | 0.0000% | $13306.47          | $12872.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAB8447  | 2028-02-01      | 2.5000%  | 0.0000% | $4903.13           | $4849.84           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08554 G  | 2043-10-01      | 3.5000%  | 0.0000% | $21966.03          | $21227.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752  | 2047-11-01      | 3.5000%  | 0.0000% | $80128.20          | $76733.47          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BC8549 X      | 2047-09-15      | 4.5000%  | 0.0000% | $14623.80          | $14610.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 595260 X      | 2032-12-15      | 5.5000%  | 0.0000% | $1232.80           | $1275.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AZ3489 X      | 2049-01-15      | 4.5000%  | 0.0000% | $3179.53           | $3180.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AV4036 X      | 2046-09-15      | 4.5000%  | 0.0000% | $39942.85          | $40185.82          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  | 0.0000% | $279413.22         | $252180.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9256 C      | 2066-01-20      | 7.0000%  | 0.0000% | $548102.25         | $573902.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB2812  | 2041-04-01      | 4.5000%  | 0.0000% | $211896.82         | $214992.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFS4327  | 2052-04-01      | 1.5000%  | 0.0000% | $1578079.84        | $1249301.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7502  | 2053-11-01      | 6.0000%  | 0.0000% | $403173.05         | $423166.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004661 M      | 2040-03-20      | 6.5000%  | 0.0000% | $1942.52           | $2105.58           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736078 X      | 2040-06-15      | 5.0000%  | 0.0000% | $1893.48           | $1956.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  | 0.0000% | $30282.64          | $31457.97          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03812 G  | 2038-02-01      | 5.5000%  | 0.0000% | $6191.98           | $6479.23           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004268 M      | 2038-10-20      | 6.0000%  | 0.0000% | $2924.47           | $3098.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004399 M      | 2039-03-20      | 5.5000%  | 0.0000% | $2338.88           | $2462.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2929  | 2047-03-01      | 3.5000%  | 0.0000% | $18898.61          | $18033.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2001 C      | 2056-02-20      | 6.0000%  | 0.0000% | $637593.07         | $653108.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1971 C      | 2056-02-20      | 5.0000%  | 0.0000% | $564170.48         | $569930.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9008 C      | 2056-01-20      | 5.5000%  | 0.0000% | $564872.05         | $580238.96         | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  | 0.0000% | $195567.32         | $132627.43         | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q14276 G  | 2043-01-01      | 3.0000%  | 0.0000% | $59827.39          | $56471.83          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q11553 G  | 2042-10-01      | 3.0000%  | 0.0000% | $1796.10           | $1695.37           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7397  | 2055-01-01      | 5.5000%  | 0.0000% | $9957361.08        | $10206516.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7135  | 2054-12-01      | 5.0000%  | 0.0000% | $15301094.02       | $15590087.48       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2090  | 2049-06-01      | 3.0000%  | 0.0000% | $9540.35           | $8744.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4992  | 2045-05-01      | 3.5000%  | 0.0000% | $22253.78          | $21453.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  | 0.0000% | $17427.25          | $16845.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3877  | 2044-11-01      | 4.5000%  | 0.0000% | $484199.67         | $490083.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAQ0578  | 2027-11-01      | 2.5000%  | 0.0000% | $3344.18           | $3310.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2422  | 2042-08-01      | 3.5000%  | 0.0000% | $6862.81           | $6650.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO4134  | 2042-06-01      | 3.5000%  | 0.0000% | $171277.78         | $166236.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO0780  | 2042-04-01      | 3.5000%  | 0.0000% | $44425.17          | $43103.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAL1176  | 2039-10-01      | 6.5000%  | 0.0000% | $5737.98           | $6097.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0309  | 2040-01-01      | 6.0000%  | 0.0000% | $1006.47           | $1068.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK7348  | 2042-03-01      | 3.5000%  | 0.0000% | $3231.99           | $3136.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5282 C      | 2055-11-20      | 5.5000%  | 0.0000% | $137650.18         | $143248.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7997 C      | 2055-07-20      | 6.0000%  | 0.0000% | $157990.35         | $161800.18         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7242        | 2067-03-15      | 5.7000%  | 0.0000% | $591910.56         | $631999.28         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AM8650 X      | 2045-05-15      | 4.0000%  | 0.0000% | $46808.77          | $45553.07          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL5835 X      | 2045-04-15      | 4.0000%  | 0.0000% | $25437.75          | $24727.52          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AH8961 X      | 2044-09-15      | 4.0000%  | 0.0000% | $1785.06           | $1755.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2163 X      | 2052-04-15      | 3.0000%  | 0.0000% | $195286.67         | $180501.84         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BT9206 X      | 2050-04-15      | 3.5000%  | 0.0000% | $4726.64           | $4443.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAH2680  | 2041-01-01      | 3.5000%  | 0.0000% | $25134.80          | $24523.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO1552  | 2037-12-01      | 3.0000%  | 0.0000% | $51931.59          | $50245.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIQO0971  | 2037-10-01      | 3.0000%  | 0.0000% | $24205.70          | $23416.18          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BL3846 X      | 2049-02-15      | 4.5000%  | 0.0000% | $26112.64          | $26471.58          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE6271 X      | 2048-03-15      | 3.5000%  | 0.0000% | $13458.42          | $12742.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9671 M      | 2054-05-20      | 7.0000%  | 0.0000% | $190152.95         | $198026.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8566 M      | 2053-01-20      | 3.5000%  | 0.0000% | $250734.54         | $237402.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M      | 2052-09-20      | 4.5000%  | 0.0000% | $66783.21          | $66621.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5762 M      | 2049-02-20      | 3.5000%  | 0.0000% | $166078.21         | $158773.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4718 M      | 2047-09-20      | 3.0000%  | 0.0000% | $6530.67           | $6056.91           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2224 M      | 2044-09-20      | 4.0000%  | 0.0000% | $3566.29           | $3515.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1678 M      | 2044-02-20      | 4.0000%  | 0.0000% | $7793.78           | $7689.96           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA5387 X      | 2042-06-15      | 3.0000%  | 0.0000% | $11870.61          | $11125.33          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 770409 X      | 2041-06-15      | 4.5000%  | 0.0000% | $1041.35           | $1054.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAE4303  | 2040-09-01      | 5.0000%  | 0.0000% | $216615.54         | $223644.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA4832  | 2037-12-01      | 3.5000%  | 0.0000% | $79291.30          | $77590.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4751  | 2037-08-01      | 2.0000%  | 0.0000% | $162445.65         | $151097.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2495  | 2046-01-01      | 3.5000%  | 0.0000% | $1800.09           | $1733.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2229  | 2045-04-01      | 3.5000%  | 0.0000% | $30519.38          | $29421.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7965  | 2043-02-01      | 3.5000%  | 0.0000% | $4124.69           | $3989.02           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6228  | 2042-09-01      | 3.5000%  | 0.0000% | $2999.25           | $2904.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4686  | 2027-11-01      | 2.5000%  | 0.0000% | $26687.81          | $26419.99          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A29948 G  | 2035-02-01      | 5.5000%  | 0.0000% | $2133.19           | $2217.11           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A88904 G  | 2039-09-01      | 6.0000%  | 0.0000% | $3728.97           | $3932.28           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A84116 G  | 2039-01-01      | 6.5000%  | 0.0000% | $761.35            | $804.24            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC C91075 G  | 2027-08-01      | 6.0000%  | 0.0000% | $889.00            | $915.53            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08654 G  | 2045-07-01      | 3.5000%  | 0.0000% | $27014.57          | $26071.97          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08671 G  | 2045-10-01      | 3.5000%  | 0.0000% | $2035.59           | $1964.03           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08541 G  | 2043-08-01      | 3.5000%  | 0.0000% | $7804.88           | $7546.49           | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC G08393 G  | 2040-03-01      | 5.0000%  | 0.0000% | $3682.83           | $3806.57           | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07664 G  | 2043-08-01      | 3.5000%  | 0.0000% | $29710.04          | $28749.15          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G07306 G  | 2043-02-01      | 3.0000%  | 0.0000% | $4416.52           | $4161.45           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G06886 G  | 2042-01-01      | 4.0000%  | 0.0000% | $207461.94         | $206987.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5644  | 2053-02-01      | 5.5000%  | 0.0000% | $10125151.35       | $10381937.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3444  | 2037-04-01      | 2.5000%  | 0.0000% | $155696.05         | $148185.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1988  | 2048-07-01      | 4.5000%  | 0.0000% | $13072.60          | $13191.82          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0237  | 2047-08-01      | 4.0000%  | 0.0000% | $245503.32         | $242816.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBW5564  | 2037-07-01      | 2.5000%  | 0.0000% | $187390.06         | $178347.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBT8211  | 2037-06-01      | 2.5000%  | 0.0000% | $46138.47          | $43948.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO5345  | 2049-11-01      | 3.0000%  | 0.0000% | $2789.51           | $2578.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN3197  | 2049-01-01      | 4.0000%  | 0.0000% | $157778.28         | $155952.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM5276  | 2029-09-01      | 6.0000%  | 0.0000% | $4542.53           | $4674.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTBM1865  | 2029-01-01      | 6.0000%  | 0.0000% | $4578.89           | $4711.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723434 X      | 2039-11-15      | 5.0000%  | 0.0000% | $2478.17           | $2567.88           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723341 X      | 2039-09-15      | 6.0000%  | 0.0000% | $1186.44           | $1239.84           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 412583 X      | 2026-04-15      | 6.5000%  | 0.0000% | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005063 M      | 2041-05-20      | 6.0000%  | 0.0000% | $1503.21           | $1588.63           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004344 M      | 2039-01-20      | 6.0000%  | 0.0000% | $4630.50           | $4905.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M      | 2038-07-20      | 6.5000%  | 0.0000% | $15708.78          | $16905.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003841 M      | 2036-04-20      | 5.5000%  | 0.0000% | $1051.87           | $1097.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003736 M      | 2035-07-20      | 5.5000%  | 0.0000% | $1438.78           | $1500.70           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 587345 X      | 2032-10-15      | 6.0000%  | 0.0000% | $1090.66           | $1153.79           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 785994 X      | 2052-02-15      | 4.0000%  | 0.0000% | $30763.00          | $29787.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784071 X      | 2041-06-15      | 6.0000%  | 0.0000% | $1160.42           | $1228.81           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 738002 X      | 2041-02-15      | 4.0000%  | 0.0000% | $10909.45          | $10686.65          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 723892 X      | 2040-04-15      | 4.5000%  | 0.0000% | $88829.88          | $90141.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8877 M      | 2053-05-20      | 4.5000%  | 0.0000% | $89391.60          | $88983.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7474 M      | 2051-07-20      | 3.5000%  | 0.0000% | $30439.86          | $28829.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  | 0.0000% | $1676463.47        | $1540273.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $520695.62         | $507911.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6340 M      | 2049-12-20      | 4.0000%  | 0.0000% | $14530.61          | $14165.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M      | 2049-03-20      | 5.0000%  | 0.0000% | $39319.66          | $40265.30          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G62009 G  | 2046-08-01      | 3.5000%  | 0.0000% | $13226.16          | $12785.16          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G61761 G  | 2046-01-01      | 4.0000%  | 0.0000% | $517878.49         | $516481.19         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61721 G  | 2046-11-01      | 3.5000%  | 0.0000% | $8243.15           | $7940.69           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60126 G  | 2041-11-01      | 4.5000%  | 0.0000% | $2304.28           | $2340.74           | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G60018 G  | 2043-12-01      | 4.5000%  | 0.0000% | $5337.43           | $5366.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA0055  | 2049-06-01      | 3.0000%  | 0.0000% | $12650.14          | $11613.76          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  | 0.0000% | $901152.58         | $861204.56         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3937% | 0.0000% | $2009826.03        | $1881207.40        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-040 DL      | 2055-08-16      | 4.0000%  | 0.0000% | $79332.23          | $74783.39          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-100 AT      | 2062-05-16      | 1.6500%  | 0.0000% | $1936922.54        | $1224103.41        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-166 AB      | 2058-04-16      | 4.5000%  | 0.0000% | $132740.18         | $132783.72         | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% | 0.0000% | $6230.42           | $5848.52           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  | 0.0000% | $369.89            | $249.51            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45219 G  | 2045-01-01      | 3.5000%  | 0.0000% | $29609.01          | $28576.39          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q43733 G  | 2046-10-01      | 3.0000%  | 0.0000% | $34262.77          | $31843.02          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q34980 G  | 2045-07-01      | 3.5000%  | 0.0000% | $12513.05          | $12066.77          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q31864 G  | 2040-11-01      | 5.0000%  | 0.0000% | $16912.09          | $17479.68          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q28431 G  | 2044-09-01      | 3.5000%  | 0.0000% | $26586.63          | $25659.23          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V83709 G  | 2043-01-01      | 3.5000%  | 0.0000% | $207167.51         | $200735.53         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q19384 G  | 2043-06-01      | 3.5000%  | 0.0000% | $22841.20          | $22179.32          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q17647 G  | 2043-04-01      | 3.5000%  | 0.0000% | $43115.88          | $41710.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM1888  | 2031-10-01      | 2.5000%  | 0.0000% | $8442.87           | $8341.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK4439  | 2048-06-01      | 4.0000%  | 0.0000% | $175480.49         | $173578.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD8997  | 2046-11-01      | 3.5000%  | 0.0000% | $1846.79           | $1777.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC6958  | 2046-04-01      | 3.5000%  | 0.0000% | $16625.40          | $16027.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC2521  | 2046-01-01      | 3.5000%  | 0.0000% | $2920.80           | $2812.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4365  | 2055-11-01      | 6.5000%  | 0.0000% | $372675.98         | $391206.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL782244  | 2034-07-01      | 5.5000%  | 0.0000% | $1745.92           | $1780.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAZ4898  | 2030-08-01      | 2.5000%  | 0.0000% | $1438.98           | $1403.49           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G05580 G  | 2039-04-01      | 6.5000%  | 0.0000% | $857.63            | $901.44            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05956 G  | 2038-07-01      | 5.5000%  | 0.0000% | $10949.55          | $11480.84          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03927 G  | 2038-01-01      | 5.5000%  | 0.0000% | $1134.88           | $1191.16           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03400 G  | 2037-03-01      | 5.5000%  | 0.0000% | $2410.21           | $2494.19           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G03202 G  | 2037-09-01      | 5.5000%  | 0.0000% | $2554.09           | $2679.83           | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A79390 G  | 2038-07-01      | 5.5000%  | 0.0000% | $10389.02          | $10835.01          | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A68726 G  | 2037-11-01      | 6.5000%  | 0.0000% | $2503.36           | $2658.36           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC A67394 G  | 2037-11-01      | 6.5000%  | 0.0000% | $707.86            | $744.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU9831  | 2043-11-01      | 3.5000%  | 0.0000% | $2539.60           | $2448.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3195  | 2043-08-01      | 3.0000%  | 0.0000% | $2936.15           | $2761.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7921  | 2046-09-01      | 3.5000%  | 0.0000% | $52796.37          | $50855.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6534  | 2046-01-01      | 3.5000%  | 0.0000% | $7298.22           | $7030.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6007  | 2045-10-01      | 3.5000%  | 0.0000% | $10777.71          | $10387.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  | 0.0000% | $4928.88           | $4750.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5056  | 2045-05-01      | 3.5000%  | 0.0000% | $77485.31          | $74698.84          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 658133 X      | 2036-10-15      | 6.5000%  | 0.0000% | $973.40            | $1031.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  | 0.0000% | $2537996.39        | $2628472.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786905 C      | 2053-07-20      | 6.0000%  | 0.0000% | $126941.08         | $131477.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFS3271  | 2037-08-01      | 3.0000%  | 0.0000% | $303932.16         | $295515.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654  | 2054-12-01      | 5.0000%  | 0.0000% | $11370865.95       | $11585628.76       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9507  | 2045-10-01      | 3.5000%  | 0.0000% | $1153.55           | $1112.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4792  | 2048-09-01      | 5.0000%  | 0.0000% | $18154.45          | $18628.67          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4788  | 2048-09-01      | 3.0000%  | 0.0000% | $19863.62          | $18315.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626  | 2045-08-01      | 3.5000%  | 0.0000% | $2888.15           | $2784.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5949  | 2048-11-01      | 4.5000%  | 0.0000% | $10036.58          | $10118.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA4615  | 2045-12-01      | 3.5000%  | 0.0000% | $9039.71           | $8714.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN2844  | 2049-01-01      | 4.0000%  | 0.0000% | $78415.57          | $77563.88          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL8469  | 2044-09-01      | 3.5000%  | 0.0000% | $11359.45          | $11008.59          | Agency Mortgage-Backed Securities         |

### Security 2: Barclays Bank plc

- **C.1 - Title:** Barclays Repo Barclays Tri Party 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00799J004, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 00799J004_3.68_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $9865.16           | $9953.64           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | 0.0000% | $450625.11         | $437846.64         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668973 X     | 2037-03-15      | 6.0000%  | 0.0000% | $3.58              | $3.71              | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $21440290.64       | $19709558.92       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $11644.61          | $12193.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $5460.31           | $5194.43           | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7010 C     | 2046-06-20      | 3.5000%  | 0.0000% | $205856.43         | $194325.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  | 0.0000% | $5782309.27        | $5770975.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $170.49            | $174.68            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $113777.20         | $110066.09         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 668745 X     | 2038-02-15      | 6.0000%  | 0.0000% | $1074.12           | $1119.02           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 783391 X     | 2040-07-15      | 6.0000%  | 0.0000% | $1132.45           | $1199.17           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 782916 X     | 2040-02-15      | 5.5000%  | 0.0000% | $2948.65           | $3084.14           | Agency Mortgage-Backed Securities |
| GNMA GNMI SP 784439 X     | 2045-02-15      | 3.0000%  | 0.0000% | $13838.11          | $12995.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004833 M     | 2040-10-20      | 4.0000%  | 0.0000% | $105585.87         | $104381.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $7.79              | $7.92              | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $36321.25          | $36915.65          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN AU4920       | 2041-09-15      | 3.0200%  | 0.0000% | $455.45            | $411.06            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  | 0.0000% | $1385.42           | $1447.84           | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  | 0.0000% | $61.03             | $62.85             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0745 M     | 2055-11-20      | 5.0000%  | 0.0000% | $19920310.32       | $20065551.51       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0735 M     | 2055-11-20      | 6.5000%  | 0.0000% | $807776.84         | $830228.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  | 0.0000% | $5463973.93        | $5559332.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0530 M     | 2040-09-20      | 6.0000%  | 0.0000% | $565665.48         | $583208.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0483 M     | 2055-07-20      | 4.5000%  | 0.0000% | $224.12            | $222.00            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  | 0.0000% | $222.48            | $224.07            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $9865792.90        | $9938317.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0871 M     | 2056-01-20      | 5.0000%  | 0.0000% | $39839106.82       | $40129578.17       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MB0860 M     | 2056-01-20      | 5.5000%  | 0.0000% | $631079.18         | $638905.96         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DP6813       | 2068-03-15      | 5.3100%  | 0.0000% | $817.33            | $826.19            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4444 C     | 2055-11-20      | 6.5000%  | 0.0000% | $718673.03         | $756798.95         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1562       | 2060-11-15      | 5.4100%  | 0.0000% | $462.50            | $488.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6438 C     | 2055-03-20      | 6.5000%  | 0.0000% | $298675.91         | $318845.03         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DE0020       | 2064-12-15      | 5.9800%  | 0.0000% | $253111.11         | $269635.44         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 689844 X     | 2038-09-15      | 6.5000%  | 0.0000% | $1664.85           | $1704.42           | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CQ9717       | 2060-01-15      | 5.6000%  | 0.0000% | $121033.48         | $128754.14         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  | 0.0000% | $37036.10          | $33159.74          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  | 0.0000% | $8854.60           | $8537.22           | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  | 0.0000% | $11165.60          | $10237.92          | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7573       | 2066-12-15      | 5.7800%  | 0.0000% | $480917.56         | $512259.17         | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $759244.00         | $809081.41         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  | 0.0000% | $41465.28          | $41602.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M     | 2053-03-20      | 5.0000%  | 0.0000% | $167.19            | $168.86            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8201 M     | 2052-08-20      | 4.5000%  | 0.0000% | $165.39            | $165.02            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8947 M     | 2053-06-20      | 5.0000%  | 0.0000% | $13445.35          | $13597.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  | 0.0000% | $2927525.05        | $2474562.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7881 M     | 2052-02-20      | 2.5000%  | 0.0000% | $163.58            | $144.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $5616862.85        | $4747846.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $77169.96          | $75231.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $37953727.65       | $34911989.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6545 M     | 2050-03-20      | 5.0000%  | 0.0000% | $2035.99           | $2095.28           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $31256.43          | $29968.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3105 M     | 2045-09-20      | 3.5000%  | 0.0000% | $4379063.47        | $4206763.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL3675 | 2055-12-01      | 6.5000%  | 0.0000% | $2180165.60        | $2296790.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2675 | 2053-09-01      | 5.5000%  | 0.0000% | $1987340.26        | $2050496.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $302434.50         | $277282.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $38518.38          | $35338.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $26933.69          | $28581.85          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 691693 X     | 2040-04-15      | 4.5000%  | 0.0000% | $184676.06         | $190429.64         | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 676843 X     | 2038-05-15      | 6.0000%  | 0.0000% | $1889.43           | $1998.84           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CR4180       | 2067-05-15      | 5.1800%  | 0.0000% | $225.56            | $226.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  | 0.0000% | $1947108.75        | $1956748.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $1592.91           | $1545.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $36527.68          | $34793.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $7096.10           | $6918.00           | Agency Mortgage-Backed Securities |
| GNMA GNCL CL CN7582       | 2060-04-15      | 5.7400%  | 0.0000% | $16790.00          | $17932.74          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  | 0.0000% | $104928.12         | $110395.24         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DE5551       | 2059-11-15      | 5.2700%  | 0.0000% | $439.05            | $459.57            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $46778240.67       | $46344512.82       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0936 M     | 2056-02-20      | 5.0000%  | 0.0000% | $5206035.11        | $5243992.89        | Agency Mortgage-Backed Securities |
| GNMA GNCL CL DH6644       | 2065-01-15      | 6.1600%  | 0.0000% | $223.33            | $240.81            | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3646 C     | 2055-11-20      | 6.5000%  | 0.0000% | $516353.50         | $553560.10         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DN1564       | 2060-11-15      | 5.4100%  | 0.0000% | $351.42            | $370.96            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0868 M     | 2056-01-20      | 3.5000%  | 0.0000% | $27140.52          | $25427.35          | Agency Mortgage-Backed Securities |
| GNMA GNMI SF 701417 X     | 2039-04-15      | 5.0000%  | 0.0000% | $14214.14          | $14668.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  | 0.0000% | $6976.96           | $6726.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $11585.66          | $11337.46          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $39159131.91       | $33102563.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9300 | 2054-10-01      | 6.0000%  | 0.0000% | $2925163.91        | $3051239.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  | 0.0000% | $1768873.21        | $1705317.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB1186 | 2051-07-01      | 2.0000%  | 0.0000% | $1478994.08        | $1228985.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  | 0.0000% | $27171.52          | $25929.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $16137.86          | $15611.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | 0.0000% | $68320.32          | $62184.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  | 0.0000% | $199922.88         | $197611.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $70576.80          | $69602.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $35338.74          | $34004.17          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $75679.55          | $75102.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $25135.45          | $26463.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $2428863.35        | $2408421.76        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | 0.0000% | $90783.93          | $88039.96          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | 0.0000% | $134172.71         | $132765.36         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  | 0.0000% | $6098.34           | $5756.26           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  | 0.0000% | $9966.63           | $10123.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $18862.04          | $17370.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $12310.10          | $11857.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $14288.70          | $14396.24          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  | 0.0000% | $68634.18          | $65694.28          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  | 0.0000% | $2770.12           | $2889.09           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $3675.58           | $3547.36           | Agency Mortgage-Backed Securities |

### Security 3: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc. 3.780000%
- **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: 01399X005, C.4 - ISIN: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 01399X005_3.78_0305
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 AQ 28 | 2028-07-15      | 3.8750%  | 0.0000% | $12.33             | $12.50             | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $934397.26         | $882352.13         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | 0.0000% | $334.25            | $334.13            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | 0.0000% | $409512.33         | $419299.30         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | 0.0000% | $16989.04          | $17308.02          | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | 0.0000% | $44760895.89       | $44999993.26       | U.S. Treasuries (including strips) |

### Security 4: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399G001, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.67_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.0615%  | 0.0000% | $1936837.12        | $1957993.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 4.9115%  | 0.0000% | $1898230.48        | $1920164.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  | 0.0000% | $1494426.19        | $1448261.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  | 0.0000% | $3174138.66        | $3159826.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  | 0.0000% | $1475660.34        | $1472275.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 4.6969%  | 0.0000% | $493626.71         | $496787.05         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 4.9166%  | 0.0000% | $1006751.35        | $1014807.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  | 0.0000% | $1542033.78        | $1552390.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.1266%  | 0.0000% | $960920.71         | $971852.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  | 0.0000% | $479447.75         | $465230.16         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  | 0.0000% | $257827.56         | $250633.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  | 0.0000% | $134639.80         | $131564.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.2317%  | 0.0000% | $2090128.78        | $2071066.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.0415%  | 0.0000% | $3036416.58        | $3030561.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 4.7969%  | 0.0000% | $1562843.98        | $1575522.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  | 0.0000% | $1077420.78        | $1089441.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.3469%  | 0.0000% | $1209186.69        | $1210151.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.6742%  | 0.0000% | $1013210.65        | $1022766.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-156 PC     | 2055-09-20      | 4.5000%  | 0.0000% | $2793612.63        | $2782027.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  | 0.0000% | $239960.84         | $213129.75         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  | 0.0000% | $573293.56         | $592696.81         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.2969%  | 0.0000% | $671284.32         | $671978.77         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 4.6969%  | 0.0000% | $389593.23         | $391994.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 4.7169%  | 0.0000% | $553255.24         | $556536.14         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 4.7969%  | 0.0000% | $407294.71         | $410291.07         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 4.7469%  | 0.0000% | $1012285.68        | $1018685.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 4.6969%  | 0.0000% | $1539560.77        | $1548442.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 4.5508%  | 0.0000% | $109346.93         | $110239.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 4.4569%  | 0.0000% | $820582.12         | $822661.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 GF     | 2053-05-20      | 4.6615%  | 0.0000% | $2493874.93        | $2504584.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 4.9615%  | 0.0000% | $2828824.79        | $2856778.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  | 0.0000% | $990963.58         | $982274.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 4.8615%  | 0.0000% | $3375119.04        | $3405472.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 4.4369%  | 0.0000% | $580293.70         | $581551.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.1266%  | 0.0000% | $865949.21         | $876866.08         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 4.9115%  | 0.0000% | $3092118.56        | $3121138.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.1469%  | 0.0000% | $40325.58          | $40266.52          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 4.7469%  | 0.0000% | $1069914.53        | $1079031.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  | 0.0000% | $1562431.25        | $1520457.58        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 4.5469%  | 0.0000% | $295424.02         | $296562.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 4.7069%  | 0.0000% | $425694.25         | $428224.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 4.8615%  | 0.0000% | $3531582.26        | $3563544.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.0469%  | 0.0000% | $681636.86         | $689592.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  | 0.0000% | $484023.84         | $469677.32         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 BF     | 2054-11-20      | 4.7115%  | 0.0000% | $2877866.08        | $2897404.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.1817%  | 0.0000% | $3008466.33        | $2973285.66        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  | 0.0000% | $1562454.81        | $1401388.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 4.5271%  | 0.0000% | $225173.86         | $226708.93         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  | 0.0000% | $285504.93         | $279876.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 4.6108%  | 0.0000% | $760950.77         | $767399.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  | 0.0000% | $394388.60         | $398080.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 4.4369%  | 0.0000% | $619573.33         | $620864.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 4.7317%  | 0.0000% | $151451.89         | $152754.23         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 4.3969%  | 0.0000% | $959155.88         | $960814.22         | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $19215094.62       | $19136504.88       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 NL     | 2055-11-20      | 5.0000%  | 0.0000% | $92737.81          | $93600.47          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  | 0.0000% | $1171424.08        | $1193800.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 4.8615%  | 0.0000% | $2528117.05        | $2554713.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 4.9115%  | 0.0000% | $3058505.88        | $3088457.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 4.7615%  | 0.0000% | $3092118.56        | $3112788.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 4.8615%  | 0.0000% | $3164318.97        | $3192134.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-104 FD     | 2054-06-20      | 4.8615%  | 0.0000% | $3112816.16        | $3138709.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  | 0.0000% | $625928.42         | $571214.90         | Agency Mortgage-Backed Securities         |

### Security 5: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 06399G001, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 06399G001_3.68_0306
- **C.18 - Value (incl. sponsor support):** $99500000.00
- **C.18.a - Value (excl. sponsor support):** $99500000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FTRM 5607KT 11/15/32 | 2032-11-15      | 4.2500%  | 0.0000% | $5407373.99        | $5423603.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL007PA R26F007 | 2051-08-25      | 4.5000%  | 0.0000% | $4875677.05        | $4886535.18        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616NG 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $8150660.42        | $8108883.75        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GC 02/15/33 | 2033-02-15      | 4.1000%  | 0.0000% | $14424312.48       | $14405605.75       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 4.9172%  | 0.0000% | $5361233.71        | $5397433.72        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL007FC R26F007 | 2056-02-25      | 4.4672%  | 0.0000% | $5954552.29        | $5969219.41        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GB 02/15/31 | 2031-02-15      | 4.2500%  | 0.0000% | $5271845.12        | $5288822.80        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5623GA 01/15/31 | 2031-01-15      | 4.2500%  | 0.0000% | $6981850.55        | $7010625.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5623DA 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $5637612.13        | $5665518.31        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616MG 07/15/31 | 2031-07-15      | 4.3500%  | 0.0000% | $9729721.47        | $9693971.23        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5616GL 01/15/33 | 2033-01-15      | 4.0500%  | 0.0000% | $3955496.95        | $3939318.97        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GH 04/15/31 | 2031-04-15      | 4.2500%  | 0.0000% | $9800890.31        | $9710471.64        | Agency Collateralized Mortgage Obligation |
| FMAC FTRM 5607GC 06/15/31 | 2031-06-15      | 4.2500%  | 0.0000% | $15357626.77       | $15468761.39       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL002A1 R26M002 | 2033-01-25      | 3.9500%  | 0.0000% | $1588832.36        | $1568609.34        | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40006381.60
- **C.18.a - Value (excl. sponsor support):** $40006381.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $37007346.72
- **C.18.a - Value (excl. sponsor support):** $37007346.72
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60022603.80
- **C.18.a - Value (excl. sponsor support):** $60022603.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30010130.40
- **C.18.a - Value (excl. sponsor support):** $30010130.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70032066.30
- **C.18.a - Value (excl. sponsor support):** $70032066.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99990191.00
- **C.18.a - Value (excl. sponsor support):** $99990191.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60029165.40
- **C.18.a - Value (excl. sponsor support):** $60029165.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199998656.00
- **C.18.a - Value (excl. sponsor support):** $199998656.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14000307.30
- **C.18.a - Value (excl. sponsor support):** $14000307.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VM3, C.4 - ISIN: US3130B7VM31, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99872633.00
- **C.18.a - Value (excl. sponsor support):** $99872633.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 16: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7VN1, C.4 - ISIN: US3130B7VN14, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99959095.00
- **C.18.a - Value (excl. sponsor support):** $99959095.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 17: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.850000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.4 - ISIN: US3130B83C44, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $59994274.20
- **C.18.a - Value (excl. sponsor support):** $59994274.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 18: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KW1, C.4 - ISIN: US3130B8KW15, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125004478.75
- **C.18.a - Value (excl. sponsor support):** $125004478.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 19: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $134936211.15
- **C.18.a - Value (excl. sponsor support):** $134936211.15
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 20: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8UW0, C.4 - ISIN: US3130B8UW05, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119893976.40
- **C.18.a - Value (excl. sponsor support):** $119893976.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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 21: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8VA7, C.4 - ISIN: US3130B8VA75, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119965696.80
- **C.18.a - Value (excl. sponsor support):** $119965696.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 22: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B92Z2, C.4 - ISIN: US3130B92Z20, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $129859011.10
- **C.18.a - Value (excl. sponsor support):** $129859011.10
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 23: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B94T4, C.4 - ISIN: US3130B94T42, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100038049.00
- **C.18.a - Value (excl. sponsor support):** $100038049.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 24: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.620000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95B2, C.4 - ISIN: US3130B95B25, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65874180.12
- **C.18.a - Value (excl. sponsor support):** $65874180.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 25: Federal Home Loan Bank System Notes

- **C.1 - Title:** Federal Home Loan Banks 3.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B95L0, C.4 - ISIN: US3130B95L07, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $125887149.36
- **C.18.a - Value (excl. sponsor support):** $125887149.36
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 26: Federal Home Loan Bank System Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9BT6, C.4 - ISIN: US3130B9BT69, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $199998278.00
- **C.18.a - Value (excl. sponsor support):** $199998278.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-03
- **C.13 - Final Legal Maturity Date:** 2028-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9FP0, C.4 - ISIN: US3130B9FP02, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29999844.30
- **C.18.a - Value (excl. sponsor support):** $29999844.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9NT3, C.4 - ISIN: US3130B9NT32, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $186984770.72
- **C.18.a - Value (excl. sponsor support):** $186984770.72
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 29: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385A97, C.4 - ISIN: US313385A970, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $167028545.27
- **C.18.a - Value (excl. sponsor support):** $167028545.27
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 30: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $204481563.52
- **C.18.a - Value (excl. sponsor support):** $204481563.52
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 31: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C79, C.4 - ISIN: US313385C794, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $150185422.39
- **C.18.a - Value (excl. sponsor support):** $150185422.39
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 32: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D60, C.4 - ISIN: US313385D602, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $122775555.00
- **C.18.a - Value (excl. sponsor support):** $122775555.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 33: Federal Home Loan Bank System Discount Notes

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UU8, C.4 - ISIN: US313385UU85, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149578833.00
- **C.18.a - Value (excl. sponsor support):** $149578833.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Banks
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XK7, C.4 - ISIN: US313385XK76, C.3 - LEI: 2549001DPIFGXC1TOL40, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39640550.00
- **C.18.a - Value (excl. sponsor support):** $39640550.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34997386.55
- **C.18.a - Value (excl. sponsor support):** $34997386.55
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30023696.10
- **C.18.a - Value (excl. sponsor support):** $30023696.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $7999183.92
- **C.18.a - Value (excl. sponsor support):** $7999183.92
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $25007627.50
- **C.18.a - Value (excl. sponsor support):** $25007627.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $11003202.76
- **C.18.a - Value (excl. sponsor support):** $11003202.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30005814.90
- **C.18.a - Value (excl. sponsor support):** $30005814.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007480.20
- **C.18.a - Value (excl. sponsor support):** $30007480.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35013109.95
- **C.18.a - Value (excl. sponsor support):** $35013109.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15000439.05
- **C.18.a - Value (excl. sponsor support):** $15000439.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20004787.60
- **C.18.a - Value (excl. sponsor support):** $20004787.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35015864.45
- **C.18.a - Value (excl. sponsor support):** $35015864.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60031384.20
- **C.18.a - Value (excl. sponsor support):** $60031384.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40021745.20
- **C.18.a - Value (excl. sponsor support):** $40021745.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40000093.60
- **C.18.a - Value (excl. sponsor support):** $40000093.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15006044.40
- **C.18.a - Value (excl. sponsor support):** $15006044.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $70002133.60
- **C.18.a - Value (excl. sponsor support):** $70002133.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20000866.40
- **C.18.a - Value (excl. sponsor support):** $20000866.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40003117.20
- **C.18.a - Value (excl. sponsor support):** $40003117.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $32002550.08
- **C.18.a - Value (excl. sponsor support):** $32002550.08
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $35013579.30
- **C.18.a - Value (excl. sponsor support):** $35013579.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $100042513.00
- **C.18.a - Value (excl. sponsor support):** $100042513.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $15009152.40
- **C.18.a - Value (excl. sponsor support):** $15009152.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $20008954.40
- **C.18.a - Value (excl. sponsor support):** $20008954.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $90018840.60
- **C.18.a - Value (excl. sponsor support):** $90018840.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2X4, C.4 - ISIN: US3133ET2X45, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49996206.50
- **C.18.a - Value (excl. sponsor support):** $49996206.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 60: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5A1, C.4 - ISIN: US3133ET5A15, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $9999731.10
- **C.18.a - Value (excl. sponsor support):** $9999731.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 61: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14999662.80
- **C.18.a - Value (excl. sponsor support):** $14999662.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 62: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6B8, C.4 - ISIN: US3133ET6B88, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69996929.10
- **C.18.a - Value (excl. sponsor support):** $69996929.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 63: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999494.50
- **C.18.a - Value (excl. sponsor support):** $49999494.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 64: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6Q5, C.4 - ISIN: US3133ET6Q57, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $34999534.85
- **C.18.a - Value (excl. sponsor support):** $34999534.85
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 65: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24998276.50
- **C.18.a - Value (excl. sponsor support):** $24998276.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39996014.40
- **C.18.a - Value (excl. sponsor support):** $39996014.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 67: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $86005134.20
- **C.18.a - Value (excl. sponsor support):** $86005134.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24000817.44
- **C.18.a - Value (excl. sponsor support):** $24000817.44
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ81, C.4 - ISIN: US3133ETJ814, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $69998453.00
- **C.18.a - Value (excl. sponsor support):** $69998453.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 70: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30007201.50
- **C.18.a - Value (excl. sponsor support):** $30007201.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99991323.00
- **C.18.a - Value (excl. sponsor support):** $99991323.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $99966576.00
- **C.18.a - Value (excl. sponsor support):** $99966576.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $79991108.00
- **C.18.a - Value (excl. sponsor support):** $79991108.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWJ2, C.4 - ISIN: US3133ETWJ24, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $24999041.25
- **C.18.a - Value (excl. sponsor support):** $24999041.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 75: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWX1, C.4 - ISIN: US3133ETWX18, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $62994391.11
- **C.18.a - Value (excl. sponsor support):** $62994391.11
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXE2, C.4 - ISIN: US3133ETXE28, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30000149.70
- **C.18.a - Value (excl. sponsor support):** $30000149.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 77: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY43, C.4 - ISIN: US3133ETY433, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $39997532.00
- **C.18.a - Value (excl. sponsor support):** $39997532.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 78: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAK6, C.4 - ISIN: US3133EWAK63, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44899502.06
- **C.18.a - Value (excl. sponsor support):** $44899502.06
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAT7, C.4 - ISIN: US3133EWAT72, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $84999212.05
- **C.18.a - Value (excl. sponsor support):** $84999212.05
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 80: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBJ8, C.4 - ISIN: US3133EWBJ81, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999514.00
- **C.18.a - Value (excl. sponsor support):** $49999514.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 81: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30014661.30
- **C.18.a - Value (excl. sponsor support):** $30014661.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 82: Federal Farm Credit System Floating Rate Notes

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49949320.18
- **C.18.a - Value (excl. sponsor support):** $49949320.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCV0, C.4 - ISIN: US3133EWCV01, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $54999359.25
- **C.18.a - Value (excl. sponsor support):** $54999359.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $14999780.10
- **C.18.a - Value (excl. sponsor support):** $14999780.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Farm Credit Banks 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEH9, C.4 - ISIN: US3133EWEH98, C.3 - LEI: N/A, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $44999920.80
- **C.18.a - Value (excl. sponsor support):** $44999920.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 86: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60024526.20
- **C.18.a - Value (excl. sponsor support):** $60024526.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40006773.20
- **C.18.a - Value (excl. sponsor support):** $40006773.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $98488612.42
- **C.18.a - Value (excl. sponsor support):** $98488612.42
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBN64, C.4 - ISIN: US3134HBN641, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119989082.40
- **C.18.a - Value (excl. sponsor support):** $119989082.40
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 90: Federal Home Loan Mortgage Corp. Floating Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $75136516.50
- **C.18.a - Value (excl. sponsor support):** $75136516.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 91: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $65017817.80
- **C.18.a - Value (excl. sponsor support):** $65017817.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $19005100.93
- **C.18.a - Value (excl. sponsor support):** $19005100.93
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60024814.20
- **C.18.a - Value (excl. sponsor support):** $60024814.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60176458.80
- **C.18.a - Value (excl. sponsor support):** $60176458.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 95: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $50043131.50
- **C.18.a - Value (excl. sponsor support):** $50043131.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $40020932.00
- **C.18.a - Value (excl. sponsor support):** $40020932.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130015254.20
- **C.18.a - Value (excl. sponsor support):** $130015254.20
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 98: Federal National Mortgage Association Floating Rate Notes

- **C.1 - Title:** Federal National Mortgage Assoc. 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49999524.00
- **C.18.a - Value (excl. sponsor support):** $49999524.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 99: Fixed Income Clearing Corp. - ING

- **C.1 - Title:** ING Bank NV 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 454991001, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 454991001_3.67_0302
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $15170998.67       | $15980922.65       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC A92668 G | 2040-06-01      | 5.5000%  | 0.0000% | $53.62             | $55.60             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2946 | 2053-05-01      | 5.5000%  | 0.0000% | $13498710.49       | $13920575.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL6392 | 2045-01-01      | 3.5000%  | 0.0000% | $5783067.14        | $5628565.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN5283 | 2049-02-01      | 4.5000%  | 0.0000% | $263.28            | $266.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3432 | 2052-11-01      | 5.5000%  | 0.0000% | $756.65            | $784.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6623 | 2055-08-01      | 6.5000%  | 0.0000% | $1749820.67        | $1849596.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF1084 | 2055-10-01      | 6.5000%  | 0.0000% | $2015015.76        | $2119791.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0247 | 2055-04-01      | 5.5000%  | 0.0000% | $17497001.37       | $18036595.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDF6363 | 2055-12-01      | 6.5000%  | 0.0000% | $997.99            | $1065.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1056 | 2054-03-01      | 5.0000%  | 0.0000% | $17246304.55       | $17508312.32       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9571 | 2055-04-01      | 6.5000%  | 0.0000% | $2136964.30        | $2240238.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE6393 | 2041-03-01      | 4.5000%  | 0.0000% | $1906459.74        | $1934294.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAE0411 | 2040-09-01      | 4.5000%  | 0.0000% | $93994.14          | $95376.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB8759 | 2043-03-01      | 3.5000%  | 0.0000% | $10822490.38       | $10413538.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL883992 | 2036-04-01      | 6.0000%  | 0.0000% | $22.82             | $23.70             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1506 | 2055-11-01      | 5.0000%  | 0.0000% | $1017.88           | $1029.78           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0850 | 2055-08-01      | 5.5000%  | 0.0000% | $3585297.59        | $3708743.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3910 | 2053-02-01      | 6.0000%  | 0.0000% | $651.77            | $690.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3758 | 2053-02-01      | 5.5000%  | 0.0000% | $76118414.02       | $79286936.02       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1843 | 2052-05-01      | 4.0000%  | 0.0000% | $916.77            | $901.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA3542 | 2052-02-01      | 3.0000%  | 0.0000% | $1011.38           | $918.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDG2966 | 2056-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8523 | 2054-05-01      | 5.0000%  | 0.0000% | $34819919.92       | $35516078.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4096 | 2052-07-01      | 4.5000%  | 0.0000% | $757.93            | $758.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  | 0.0000% | $30949.92          | $28250.83          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY0098 | 2053-05-01      | 6.5000%  | 0.0000% | $1173.24           | $1251.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX4912 | 2053-01-01      | 5.5000%  | 0.0000% | $8686125.45        | $8893638.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV6374 | 2055-10-01      | 4.5000%  | 0.0000% | $4274282.09        | $4239771.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $346.00            | $337.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6297 | 2055-04-01      | 5.0000%  | 0.0000% | $11560144.33       | $11714438.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC9422 | 2055-03-01      | 5.5000%  | 0.0000% | $463798.47         | $474025.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT7717 | 2043-06-01      | 3.5000%  | 0.0000% | $178.25            | $171.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS2007 | 2044-03-01      | 4.0000%  | 0.0000% | $4683387.36        | $4666877.90        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG2086 | 2053-05-01      | 6.0000%  | 0.0000% | $6645578.55        | $7025010.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF3685 | 2052-11-01      | 5.5000%  | 0.0000% | $5565976.15        | $5768361.84        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q46157 G | 2047-02-01      | 3.5000%  | 0.0000% | $254.76            | $244.97            | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q02084 G | 2041-07-01      | 5.0000%  | 0.0000% | $285.46            | $294.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD3764 | 2053-08-01      | 5.5000%  | 0.0000% | $3849810.40        | $4018213.51        | Agency Mortgage-Backed Securities |

### Security 100: J.P. Morgan Securities LLC

- **C.1 - Title:** J P Morgan Repo 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 466999000, C.4 - ISIN: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 466999000_3.67_0306
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | 0.0000% | $186428480.00      | $196825437.71      | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $9672960.00        | $9679073.85        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | 0.0000% | $45528480.00       | $42713310.20       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $35448160.00       | $18265756.28       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $74124160.00       | $76323365.99       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | 0.0000% | $163848990.00      | $166193060.72      | U.S. Treasuries (including strips) |

### Security 101: Royal Bank of Canada

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 74999S007_3.66_0306
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-005 FC     | 2056-01-20      | 4.6115%  | 0.0000% | $10511775.72       | $10553157.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-207 FM     | 2055-12-20      | 4.4615%  | 0.0000% | $13258061.89       | $13320872.25       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 HF     | 2055-10-20      | 4.7615%  | 0.0000% | $7089207.15        | $7131748.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-189 FG     | 2055-11-20      | 4.4615%  | 0.0000% | $25461561.59       | $25577883.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-168 F      | 2055-10-20      | 4.4615%  | 0.0000% | $4978770.02        | $5001107.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-095 F      | 2055-05-20      | 5.0315%  | 0.0000% | $8080883.36        | $8157177.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-104 FG     | 2055-06-20      | 5.0115%  | 0.0000% | $17278108.38       | $17432686.39       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FY     | 2055-05-20      | 4.9615%  | 0.0000% | $13255735.03       | $13415582.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 4.8115%  | 0.0000% | $7415147.40        | $7484409.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FG     | 2050-07-20      | 5.6615%  | 0.0000% | $2401057.34        | $2548080.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FC     | 2054-11-20      | 4.8615%  | 0.0000% | $5971963.17        | $6036068.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FM     | 2054-11-20      | 4.9115%  | 0.0000% | $4231012.84        | $4272079.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FX     | 2054-11-20      | 4.9115%  | 0.0000% | $14312822.70       | $14475660.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-057 FG     | 2054-04-20      | 4.8615%  | 0.0000% | $11679.08          | $11743.48          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-051 NF     | 2054-03-20      | 4.9115%  | 0.0000% | $3050267.21        | $3078354.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 MF     | 2054-01-20      | 4.9115%  | 0.0000% | $3666078.20        | $3710929.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-184 FD     | 2053-12-20      | 4.7615%  | 0.0000% | $5259731.40        | $5310997.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FJ     | 2053-10-20      | 4.8115%  | 0.0000% | $3305994.30        | $3341896.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FJ     | 2053-10-20      | 4.9615%  | 0.0000% | $677424.62         | $686382.03         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FL     | 2053-08-20      | 4.7815%  | 0.0000% | $3181763.03        | $3204327.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-065 KC     | 2053-05-20      | 7.0000%  | 0.0000% | $2685348.78        | $2983166.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-084 UF     | 2053-06-20      | 4.6615%  | 0.0000% | $13760852.65       | $13839873.11       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-001 JH     | 2052-01-20      | 1.5000%  | 0.0000% | $7294864.38        | $5956149.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-156 FH     | 2055-09-20      | 4.8115%  | 0.0000% | $11126581.09       | $11235961.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 NF     | 2051-05-20      | 4.5115%  | 0.0000% | $1365375.30        | $1379286.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 MF     | 2051-05-20      | 4.5115%  | 0.0000% | $1370451.27        | $1384413.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 UF     | 2054-02-20      | 4.6615%  | 0.0000% | $2333440.01        | $2356173.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  | 0.0000% | $622307.72         | $628438.12         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  | 0.0000% | $296155.60         | $298028.50         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5578FE 09/25/55 | 2055-09-25      | 4.8972%  | 0.0000% | $7054076.10        | $7108160.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-205 FP     | 2055-11-20      | 4.7115%  | 0.0000% | $54159747.46       | $54617837.75       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 GF     | 2054-01-20      | 4.9615%  | 0.0000% | $4304498.92        | $4339523.53        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 CF     | 2055-06-20      | 5.1615%  | 0.0000% | $14023153.67       | $14269521.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FD     | 2051-05-20      | 4.9115%  | 0.0000% | $5656497.55        | $5794182.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-023 FK     | 2051-04-20      | 6.4115%  | 0.0000% | $4080310.60        | $4467212.54        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5408LF 12/25/53 | 2053-12-25      | 5.0672%  | 0.0000% | $5939296.20        | $6015833.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 XF     | 2053-12-20      | 4.8115%  | 0.0000% | $3174179.03        | $3194089.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 FE     | 2053-10-20      | 4.9615%  | 0.0000% | $2195108.48        | $2217638.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-060 JF     | 2055-04-20      | 4.8115%  | 0.0000% | $5538423.53        | $5579903.98        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FB     | 2055-05-20      | 5.1615%  | 0.0000% | $4432327.23        | $4499519.69        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-184 FN     | 2054-11-20      | 4.8615%  | 0.0000% | $6713096.78        | $6759405.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FM     | 2053-08-20      | 4.8615%  | 0.0000% | $4545375.83        | $4582849.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-112 FD     | 2053-08-20      | 4.9615%  | 0.0000% | $6900290.07        | $6966420.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  | 0.0000% | $1274432.73        | $1281546.70        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-008 LF     | 2056-01-20      | 4.4615%  | 0.0000% | $8794659.67        | $8808471.86        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-135 FE     | 2055-08-20      | 4.8115%  | 0.0000% | $856784.73         | $863565.82         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FH     | 2055-09-20      | 4.8615%  | 0.0000% | $7432392.77        | $7486525.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-154 FG     | 2055-09-20      | 4.5615%  | 0.0000% | $4635085.69        | $4660175.25        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FH     | 2055-08-20      | 4.7315%  | 0.0000% | $8482739.24        | $8539421.09        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 4.6615%  | 0.0000% | $7259023.02        | $7299632.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF     | 2055-07-20      | 4.9815%  | 0.0000% | $14181378.75       | $14306027.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FW     | 2065-06-20      | 4.5615%  | 0.0000% | $6507177.25        | $6539387.55        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.0615%  | 0.0000% | $35329.52          | $35497.87          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-044 FA     | 2055-03-20      | 4.8615%  | 0.0000% | $13525369.50       | $13612896.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  | 0.0000% | $2269018.92        | $2281868.27        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FN 11/25/54 | 2054-11-25      | 4.2172%  | 0.0000% | $8575911.04        | $8517254.29        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  | 0.0000% | $756553.77         | $762250.92         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  | 0.0000% | $591784.28         | $596677.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  | 0.0000% | $1124133.34        | $1131434.41        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5439FK 08/25/54 | 2054-08-25      | 4.6672%  | 0.0000% | $1588403.76        | $1597624.90        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  | 0.0000% | $596514.88         | $584914.78         | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  | 0.0000% | $392773.19         | $386135.02         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL103FJ R24F103 | 2055-01-25      | 4.8672%  | 0.0000% | $621281.12         | $626198.18         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  | 0.0000% | $697110.41         | $704054.45         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  | 0.0000% | $879350.74         | $884833.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-155 FN     | 2051-03-20      | 4.5115%  | 0.0000% | $978556.88         | $988551.12         | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF CU3444 C     | 2053-05-20      | 6.0000%  | 0.0000% | $138480.60         | $144429.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7806 C     | 2054-12-20      | 5.5000%  | 0.0000% | $306937.60         | $315240.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0720 | 2055-07-01      | 6.0000%  | 0.0000% | $2906404.25        | $3050086.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6287 C     | 2055-02-20      | 6.5000%  | 0.0000% | $183655.38         | $197340.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7347 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1444300.23        | $1502936.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7348 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1341845.17        | $1421121.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7706 C     | 2063-10-20      | 4.5000%  | 0.0000% | $5741.81           | $5644.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $3769460.20        | $3851944.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3274 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1074134.86        | $1112524.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CW7531 C     | 2063-06-20      | 2.0000%  | 0.0000% | $15141.70          | $12081.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW6047 C     | 2053-11-20      | 6.5000%  | 0.0000% | $144233.31         | $152144.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV4691 C     | 2063-07-20      | 6.0000%  | 0.0000% | $50809.77          | $52256.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU9140 C     | 2053-06-20      | 6.0000%  | 0.0000% | $136633.97         | $142714.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7815 C     | 2053-11-20      | 7.5000%  | 0.0000% | $380585.24         | $405298.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7813 C     | 2053-11-20      | 7.5000%  | 0.0000% | $3424657.74        | $3609355.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7790 C     | 2053-11-20      | 7.0000%  | 0.0000% | $113763.13         | $119145.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $52010.95          | $49844.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6504 M     | 2050-01-20      | 3.5000%  | 0.0000% | $41361.34          | $38396.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785053 C     | 2050-06-20      | 4.5000%  | 0.0000% | $9877500.35        | $9707380.17        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ0855 | 2054-02-01      | 6.5000%  | 0.0000% | $4322459.49        | $4538134.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  | 0.0000% | $8887510.36        | $8989726.61        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3355 | 2055-11-01      | 5.5000%  | 0.0000% | $3656219.80        | $3742456.22        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1277 | 2054-09-01      | 6.5000%  | 0.0000% | $3509109.74        | $3712551.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1054 | 2054-10-01      | 5.5000%  | 0.0000% | $4088024.94        | $4181576.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  | 0.0000% | $3720157.77        | $3817518.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | 0.0000% | $4818194.09        | $4976969.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1850 | 2056-01-01      | 5.5000%  | 0.0000% | $6237764.87        | $6384341.26        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  | 0.0000% | $1185000.00        | $982115.76         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  | 0.0000% | $69509.96          | $66808.64          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3593 | 2055-04-01      | 5.5000%  | 0.0000% | $4832115.10        | $4989966.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4232 | 2055-04-01      | 5.5000%  | 0.0000% | $2533293.71        | $2591261.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4158 | 2056-02-01      | 5.0000%  | 0.0000% | $6788380.80        | $6933327.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3157 C     | 2055-03-20      | 6.5000%  | 0.0000% | $211612.54         | $222838.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $547558.99         | $583264.34         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 784794 X     | 2042-06-15      | 4.0000%  | 0.0000% | $86440.72          | $85252.41          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736644 X     | 2031-05-15      | 6.5000%  | 0.0000% | $15374.93          | $15929.54          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736641 X     | 2032-05-15      | 6.5000%  | 0.0000% | $24600.18          | $25562.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736306 C     | 2031-02-20      | 7.0000%  | 0.0000% | $17460.42          | $17883.96          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 733533 X     | 2041-01-15      | 3.5000%  | 0.0000% | $14130.96          | $13604.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AR8429 C     | 2037-05-20      | 5.5000%  | 0.0000% | $96528.09          | $100624.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3138 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1695156.60        | $1755747.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  | 0.0000% | $280360.07         | $290381.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2973698.45        | $3079988.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $252022.18         | $266911.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  | 0.0000% | $259738.89         | $274849.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK3334 C     | 2065-05-20      | 7.0000%  | 0.0000% | $1790348.85        | $1874621.56        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2126045.69        | $2202039.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH8875 C     | 2055-02-20      | 6.5000%  | 0.0000% | $158287.29         | $170026.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7157 C     | 2055-01-20      | 6.0000%  | 0.0000% | $159007.07         | $166572.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE7807 C     | 2054-12-20      | 5.5000%  | 0.0000% | $347501.42         | $356901.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7090 C     | 2055-01-20      | 7.0000%  | 0.0000% | $305568.65         | $329094.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG6307 C     | 2054-11-20      | 5.5000%  | 0.0000% | $153303.22         | $157449.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5602 C     | 2064-10-20      | 6.5000%  | 0.0000% | $756623.01         | $793351.34         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4407 C     | 2064-11-20      | 4.0000%  | 0.0000% | $133207.87         | $128901.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7746 C     | 2056-03-20      | 3.0000%  | 0.0000% | $15815.04          | $14344.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7736 C     | 2062-04-20      | 4.0000%  | 0.0000% | $9672.62           | $9336.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7709 C     | 2064-10-20      | 4.0000%  | 0.0000% | $21810.92          | $21105.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0915 C     | 2064-08-20      | 2.5000%  | 0.0000% | $91606.57          | $77284.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0900 C     | 2064-08-20      | 3.0000%  | 0.0000% | $129365.53         | $117645.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0878 C     | 2063-08-20      | 4.0000%  | 0.0000% | $44454.82          | $43017.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0871 C     | 2064-02-20      | 3.5000%  | 0.0000% | $17702.35          | $16496.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0829 C     | 2064-07-20      | 3.5000%  | 0.0000% | $91577.88          | $85338.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0808 C     | 2064-01-20      | 3.0000%  | 0.0000% | $30210.21          | $27473.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0802 C     | 2064-08-20      | 3.0000%  | 0.0000% | $24938.96          | $22679.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5359 C     | 2064-08-20      | 3.5000%  | 0.0000% | $108550.00         | $101154.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7383 C     | 2054-01-20      | 8.0000%  | 0.0000% | $924359.93         | $968368.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4872 C     | 2054-01-20      | 6.0000%  | 0.0000% | $229712.16         | $240918.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3124 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1346131.26        | $1426056.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3123 C     | 2053-12-20      | 8.0000%  | 0.0000% | $188032.29         | $199201.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9534 C     | 2052-07-20      | 4.5000%  | 0.0000% | $105559.61         | $105523.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN3251 C     | 2052-04-20      | 5.0000%  | 0.0000% | $169166.47         | $177000.25         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD7084 X     | 2047-10-15      | 4.0000%  | 0.0000% | $182835.37         | $177841.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9301 M     | 2053-11-20      | 3.5000%  | 0.0000% | $2076768.31        | $1974960.51        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA9058 M     | 2050-08-20      | 3.0000%  | 0.0000% | $52033.74          | $47002.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8379 M     | 2052-06-20      | 5.0000%  | 0.0000% | $10920.98          | $11152.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8381 M     | 2052-09-20      | 5.0000%  | 0.0000% | $9983.93           | $10122.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8299 M     | 2052-05-20      | 4.0000%  | 0.0000% | $8476.77           | $8066.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7866 M     | 2052-01-20      | 2.5000%  | 0.0000% | $86207.02          | $73585.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7811 M     | 2051-12-20      | 2.5000%  | 0.0000% | $16882.49          | $14396.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7691 M     | 2051-10-20      | 3.0000%  | 0.0000% | $17763.55          | $16176.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7690 M     | 2051-10-20      | 2.5000%  | 0.0000% | $41681.91          | $35551.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7612 M     | 2041-07-20      | 7.0000%  | 0.0000% | $8197.45           | $8273.80           | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7556 M     | 2051-08-20      | 3.0000%  | 0.0000% | $20721.50          | $18870.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7461 M     | 2045-04-20      | 3.5000%  | 0.0000% | $11636.78          | $10769.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7299 M     | 2051-03-20      | 2.5000%  | 0.0000% | $29635.48          | $25273.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6872 M     | 2050-09-20      | 6.0000%  | 0.0000% | $19065.01          | $20184.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6870 M     | 2050-09-20      | 5.0000%  | 0.0000% | $36338.19          | $37440.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6716 M     | 2050-06-20      | 6.0000%  | 0.0000% | $40977.59          | $43381.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3121 C     | 2053-12-20      | 8.0000%  | 0.0000% | $182084.94         | $192880.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0778 C     | 2054-01-20      | 6.5000%  | 0.0000% | $237918.24         | $254700.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6019 C     | 2053-10-20      | 7.5000%  | 0.0000% | $340725.55         | $367390.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7180 M     | 2051-01-20      | 2.5000%  | 0.0000% | $28834.16          | $24606.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $15562.80          | $15937.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $162732.69         | $166278.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4782 M     | 2047-10-20      | 5.5000%  | 0.0000% | $48301.81          | $50386.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $5886755.73        | $6089821.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | 0.0000% | $8829350.44        | $9088096.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  | 0.0000% | $5259524.09        | $5461070.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2650 C     | 2064-05-20      | 3.5000%  | 0.0000% | $146299.31         | $136331.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2613 C     | 2064-06-20      | 3.5000%  | 0.0000% | $69365.48          | $64639.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2608 C     | 2064-06-20      | 2.5000%  | 0.0000% | $119569.05         | $100875.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC1404 C     | 2054-05-20      | 6.5000%  | 0.0000% | $271381.21         | $288887.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB6276 C     | 2064-06-20      | 3.5000%  | 0.0000% | $51890.74          | $48355.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA9234 C     | 2063-06-20      | 2.0000%  | 0.0000% | $22408.58          | $17880.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2978 C     | 2053-10-20      | 7.5000%  | 0.0000% | $397262.56         | $428352.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2938 C     | 2053-10-20      | 7.5000%  | 0.0000% | $784666.06         | $846072.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2937 C     | 2053-10-20      | 7.5000%  | 0.0000% | $209607.02         | $226010.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2424 C     | 2053-11-20      | 7.5000%  | 0.0000% | $331889.27         | $345938.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY2423 C     | 2053-11-20      | 7.5000%  | 0.0000% | $128753.13         | $135591.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX7264 C     | 2054-01-20      | 7.5000%  | 0.0000% | $277750.97         | $293250.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $51015.93          | $52313.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3996 C     | 2063-08-20      | 2.0000%  | 0.0000% | $42570.27          | $33967.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7624 C     | 2054-01-20      | 8.0000%  | 0.0000% | $317180.98         | $336296.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7621 C     | 2054-01-20      | 7.5000%  | 0.0000% | $329663.43         | $351070.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1539 C     | 2053-09-20      | 7.5000%  | 0.0000% | $218680.82         | $232781.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1534 C     | 2053-09-20      | 7.5000%  | 0.0000% | $1018618.31        | $1076530.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU0485 C     | 2053-04-20      | 7.5000%  | 0.0000% | $121627.48         | $131144.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS5067 C     | 2053-01-20      | 7.5000%  | 0.0000% | $119049.66         | $128365.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9823 C     | 2053-01-20      | 7.5000%  | 0.0000% | $212264.98         | $228874.86         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CR2394 X     | 2053-05-15      | 6.0000%  | 0.0000% | $528800.96         | $571354.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR0057 C     | 2052-12-20      | 7.5000%  | 0.0000% | $167427.02         | $182533.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ3338 C     | 2062-09-20      | 4.5000%  | 0.0000% | $77531.37          | $76219.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AF3174 C     | 2035-08-20      | 5.5000%  | 0.0000% | $26503.81          | $26952.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3284 C     | 2050-04-20      | 4.0000%  | 0.0000% | $781671.12         | $765592.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE0896 C     | 2064-08-20      | 4.0000%  | 0.0000% | $52846.38          | $51138.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR2393 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1206985.35        | $1306513.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA5177 M     | 2048-05-20      | 3.5000%  | 0.0000% | $28921.24          | $26784.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8304 M     | 2045-10-20      | 3.5000%  | 0.0000% | $13402.52          | $12401.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7625 C     | 2054-01-20      | 8.0000%  | 0.0000% | $379886.07         | $402772.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7481 M     | 2038-12-20      | 7.0000%  | 0.0000% | $10616.14          | $11085.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7627 C     | 2054-01-20      | 7.5000%  | 0.0000% | $235337.86         | $250831.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU3426 C     | 2053-05-20      | 6.0000%  | 0.0000% | $133501.70         | $138152.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7380 C     | 2054-01-20      | 7.5000%  | 0.0000% | $863506.63         | $931083.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CG2269 C     | 2040-08-20      | 5.0000%  | 0.0000% | $156180.48         | $158137.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7447 C     | 2051-08-20      | 4.0000%  | 0.0000% | $66776.33          | $64836.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF7063 C     | 2051-08-20      | 4.0000%  | 0.0000% | $91201.36          | $88314.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CD0710 C     | 2051-05-20      | 2.5000%  | 0.0000% | $104027.86         | $91672.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC0198 C     | 2051-04-20      | 3.0000%  | 0.0000% | $816557.84         | $748750.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY1855 C     | 2050-12-20      | 4.0000%  | 0.0000% | $102078.78         | $98781.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE2211 C     | 2036-04-20      | 5.5000%  | 0.0000% | $15846.18          | $16389.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CL8529 C     | 2039-07-20      | 5.5000%  | 0.0000% | $97426.92          | $101039.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW9306 C     | 2050-08-20      | 2.0000%  | 0.0000% | $57891.22          | $48503.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CJ2186 C     | 2052-06-20      | 6.0000%  | 0.0000% | $165774.51         | $179443.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0214 | 2055-04-01      | 5.5000%  | 0.0000% | $13317602.18       | $13668523.95       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | 0.0000% | $24530797.22       | $25754772.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $4845114.38        | $5100031.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | 0.0000% | $32040790.13       | $32409198.69       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  | 0.0000% | $6586.68           | $6771.38           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3326 C     | 2050-05-20      | 3.0000%  | 0.0000% | $193131.22         | $178877.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3325 C     | 2050-05-20      | 3.0000%  | 0.0000% | $145144.36         | $133086.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3285 C     | 2050-04-20      | 4.0000%  | 0.0000% | $1004839.24        | $986185.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3283 C     | 2050-04-20      | 4.0000%  | 0.0000% | $550046.58         | $536695.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU0673 C     | 2050-04-20      | 4.0000%  | 0.0000% | $108800.88         | $104951.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9466 C     | 2050-04-20      | 4.0000%  | 0.0000% | $114407.47         | $110748.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9274 C     | 2050-05-20      | 4.0000%  | 0.0000% | $106736.70         | $103223.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9272 C     | 2050-05-20      | 4.0000%  | 0.0000% | $78195.59          | $75705.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9271 C     | 2050-05-20      | 4.0000%  | 0.0000% | $143145.94         | $138699.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3784 C     | 2050-04-20      | 4.0000%  | 0.0000% | $75376.45          | $72840.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3782 C     | 2050-04-20      | 4.0000%  | 0.0000% | $81345.73          | $78657.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3780 C     | 2050-04-20      | 4.0000%  | 0.0000% | $68722.79          | $66493.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3787 C     | 2050-04-20      | 4.0000%  | 0.0000% | $99379.75          | $97258.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3785 C     | 2050-04-20      | 4.0000%  | 0.0000% | $138798.80         | $134500.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT1002 C     | 2050-06-20      | 4.5000%  | 0.0000% | $65559.58          | $67684.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5373 C     | 2052-12-20      | 7.5000%  | 0.0000% | $105443.95         | $110106.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP5275 C     | 2053-01-20      | 7.5000%  | 0.0000% | $98652.81          | $103301.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2577 C     | 2064-05-20      | 3.5000%  | 0.0000% | $164421.20         | $153218.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO9570 C     | 2052-07-20      | 4.5000%  | 0.0000% | $130450.57         | $130405.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ7381 C     | 2054-01-20      | 8.0000%  | 0.0000% | $164585.22         | $172419.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY6018 C     | 2053-10-20      | 7.5000%  | 0.0000% | $154692.94         | $166798.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX3997 C     | 2063-05-20      | 1.5000%  | 0.0000% | $20338.97          | $14884.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA7867 M     | 2051-08-20      | 3.0000%  | 0.0000% | $16176.00          | $14732.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7620 C     | 2054-01-20      | 7.5000%  | 0.0000% | $470238.35         | $500562.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BM9834 C     | 2049-06-20      | 6.0000%  | 0.0000% | $56430.01          | $59989.52          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  | 0.0000% | $9238328.37        | $9754607.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8411 M     | 2052-10-20      | 5.0000%  | 0.0000% | $9328.45           | $9458.13           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ3122 C     | 2053-12-20      | 8.0000%  | 0.0000% | $197879.11         | $209629.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3781 C     | 2050-04-20      | 4.0000%  | 0.0000% | $20361.35          | $19664.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9465 C     | 2050-04-20      | 4.0000%  | 0.0000% | $167920.44         | $163813.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0433 C     | 2054-03-20      | 6.0000%  | 0.0000% | $230289.16         | $242363.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9273 C     | 2050-05-20      | 4.0000%  | 0.0000% | $152712.34         | $147780.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3783 C     | 2050-04-20      | 4.0000%  | 0.0000% | $72554.44          | $70113.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU1540 C     | 2053-09-20      | 7.5000%  | 0.0000% | $192786.87         | $205305.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CW7626 C     | 2054-01-20      | 8.0000%  | 0.0000% | $387065.46         | $410381.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8030 M     | 2051-08-20      | 3.0000%  | 0.0000% | $36354.24          | $33140.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP7290 X     | 2045-10-15      | 4.5000%  | 0.0000% | $57721.85          | $57741.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD5420 C     | 2064-08-20      | 4.0000%  | 0.0000% | $123413.82         | $119424.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6873 M     | 2039-01-20      | 6.5000%  | 0.0000% | $16368.30          | $17705.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CL3171 C     | 2052-01-20      | 4.0000%  | 0.0000% | $127642.74         | $123575.77         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 798441 X     | 2042-05-15      | 4.5000%  | 0.0000% | $40250.53          | $41458.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA8997 M     | 2053-07-20      | 6.0000%  | 0.0000% | $12691.91          | $12883.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CU7816 C     | 2053-11-20      | 7.5000%  | 0.0000% | $285061.74         | $303828.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT9270 C     | 2050-05-20      | 4.0000%  | 0.0000% | $112210.79         | $108794.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $37331.61          | $38922.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU5005 C     | 2050-05-20      | 3.5000%  | 0.0000% | $195052.71         | $184726.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3786 C     | 2050-04-20      | 4.0000%  | 0.0000% | $45253.29          | $43731.33          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CJ2187 X     | 2052-06-15      | 5.5000%  | 0.0000% | $214429.87         | $228386.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT3788 C     | 2050-04-20      | 4.0000%  | 0.0000% | $30435.86          | $29358.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6584 M     | 2050-04-20      | 3.5000%  | 0.0000% | $15659.50          | $14495.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BU3391 C     | 2050-05-20      | 5.0000%  | 0.0000% | $69146.13          | $70207.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6481 M     | 2050-02-20      | 6.5000%  | 0.0000% | $73275.86          | $78410.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6157 M     | 2049-09-20      | 5.0000%  | 0.0000% | $18538.62          | $19011.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5358 C     | 2063-03-20      | 5.5000%  | 0.0000% | $58607.11          | $59513.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9519 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4497764.39        | $4787935.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE7724 C     | 2063-12-20      | 7.5000%  | 0.0000% | $45300.49          | $47300.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0085 | 2056-01-01      | 5.5000%  | 0.0000% | $14362296.96       | $14655147.39       | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $42072825.00       | $42650677.91       | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $44895.00          | $47875.79          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $6192990.00        | $6094014.73        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | 0.0000% | $90450.00          | $84369.85          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $45000.00          | $44128.36          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $7500000.00        | $5478372.51        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 41        | 2041-02-15      | 1.8750%  | 0.0000% | $5550.00           | $3985.84           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $7500.00           | $4124.01           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $2985.00           | $1938.51           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  | 0.0000% | $6000.00           | $4664.04           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | 0.0000% | $3750000.00        | $2901633.90        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $3806250.00        | $3267422.53        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  | 0.0000% | $25965.00          | $23043.33          | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  | 0.0000% | $15.00             | $12.48             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  | 0.0000% | $13950.00          | $11648.05          | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  | 0.0000% | $75000.00          | $82464.35          | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $45.00             | $48.67             | U.S. Treasuries (including strips)        |
| USTR 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | 0.0000% | $1500.00           | $1524.37           | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $5854365.00        | $5805890.86        | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  | 0.0000% | $36330.00          | $36179.92          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $213480.00         | $159806.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $38532945.00       | $39886412.56       | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $225.00            | $151.13            | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  | 0.0000% | $8700.00           | $6462.72           | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $4313670.00        | $3730379.93        | U.S. Treasuries (including strips)        |

### Security 102: RBC Dominion Securities Inc.

- **C.1 - Title:** Rbc Dain Rauscher Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 74999S007, C.4 - ISIN: N/A, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: 74999S007_3.68_0302
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 2.9400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-019 FA     | 2052-01-20      | 2.5000%  | 0.0000% | $29362131.54       | $24890252.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-006 FA     | 2052-01-20      | 3.5000%  | 0.0000% | $11558643.81       | $10326209.83       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FH     | 2054-07-20      | 4.9615%  | 0.0000% | $10132253.28       | $10232377.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 FX     | 2055-08-20      | 4.7115%  | 0.0000% | $15654485.40       | $15751780.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-010 FB     | 2055-01-20      | 4.7315%  | 0.0000% | $262.88            | $265.07            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 AF     | 2055-08-20      | 4.9115%  | 0.0000% | $15206225.10       | $15323146.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA     | 2055-07-20      | 4.8115%  | 0.0000% | $3870708.05        | $3899009.03        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5638FA 03/25/56 | 2056-03-25      | 4.5792%  | 0.0000% | $8913620.95        | $8972151.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $55331820.90       | $48530839.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 TF     | 2053-01-20      | 4.6615%  | 0.0000% | $12258558.73       | $12293721.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-058 AF     | 2054-04-20      | 4.7115%  | 0.0000% | $5262929.21        | $5290718.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-149 FA     | 2054-09-20      | 4.7715%  | 0.0000% | $19290978.68       | $19448389.19       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-223 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $22651833.99       | $19243890.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FG     | 2055-05-20      | 5.0615%  | 0.0000% | $11673738.04       | $11787851.03       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-062 FE     | 2055-04-20      | 4.7115%  | 0.0000% | $10397208.64       | $10458148.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-187 FD     | 2054-11-20      | 4.7115%  | 0.0000% | $288.89            | $290.85            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $23718082.82       | $20151953.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-175 BF     | 2051-10-20      | 3.5000%  | 0.0000% | $2538241.74        | $2232428.17        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-174 YF     | 2055-09-20      | 4.6615%  | 0.0000% | $4667609.48        | $4694086.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-121 FD     | 2055-07-20      | 4.9615%  | 0.0000% | $14330897.94       | $14447017.53       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-115 FC     | 2055-07-20      | 4.7615%  | 0.0000% | $317.46            | $319.57            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-169 FC     | 2055-10-20      | 4.6615%  | 0.0000% | $764.83            | $768.77            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-193 FE     | 2055-11-20      | 5.1115%  | 0.0000% | $63883440.81       | $64203874.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-100 FJ     | 2055-06-20      | 4.8615%  | 0.0000% | $1439411.61        | $1451441.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-080 FD     | 2055-05-20      | 5.0615%  | 0.0000% | $11196189.52       | $11303507.10       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FN     | 2055-04-20      | 4.9615%  | 0.0000% | $10249183.33       | $10357678.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-004 FH     | 2055-01-20      | 4.9615%  | 0.0000% | $2435498.38        | $2459825.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-164 FH     | 2054-10-20      | 4.8615%  | 0.0000% | $18400205.42       | $18518064.23       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-171 FA     | 2054-10-20      | 4.8115%  | 0.0000% | $1329.91           | $1337.00           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-110 FL     | 2054-07-20      | 4.9615%  | 0.0000% | $14302974.60       | $14450334.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-084 FA     | 2054-05-20      | 4.7915%  | 0.0000% | $638358.47         | $643121.06         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-068 FA     | 2053-05-20      | 4.6615%  | 0.0000% | $218.00            | $219.16            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $68358906.99       | $64499142.78       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $13583708.77       | $12369821.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 TF     | 2052-02-20      | 3.5000%  | 0.0000% | $370.03            | $330.15            | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF MA9306 M     | 2053-11-20      | 6.0000%  | 0.0000% | $123009.20         | $127105.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1256698.46        | $1313016.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $11329715.81       | $11624392.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9015 M     | 2053-07-20      | 4.5000%  | 0.0000% | $2069545.65        | $2059425.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M     | 2054-07-20      | 7.0000%  | 0.0000% | $180636.09         | $188057.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8647 M     | 2053-02-20      | 5.0000%  | 0.0000% | $564772.04         | $571589.47         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 712446 X     | 2039-06-15      | 4.5000%  | 0.0000% | $40509.90          | $40873.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 782779 C     | 2035-12-20      | 6.0000%  | 0.0000% | $296.09            | $311.03            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781929 X     | 2035-06-15      | 6.0000%  | 0.0000% | $47222.98          | $50116.39          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781815 X     | 2034-10-15      | 5.0000%  | 0.0000% | $30114.81          | $30893.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7083 | 2053-09-01      | 4.5000%  | 0.0000% | $9263492.33        | $9194914.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $5458524.42        | $5428235.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4167422.78        | $4360175.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7294 | 2050-10-01      | 2.5000%  | 0.0000% | $10495362.29       | $9249106.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $5588068.74        | $4889105.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6265 | 2050-07-01      | 2.5000%  | 0.0000% | $17299191.89       | $15222174.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM3663 | 2047-04-01      | 3.0000%  | 0.0000% | $65709.03          | $60966.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF7429 | 2055-12-01      | 6.0000%  | 0.0000% | $12896.96          | $13365.11          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  | 0.0000% | $223.57            | $222.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA5247 | 2051-05-01      | 2.0000%  | 0.0000% | $3981395.98        | $3322237.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4183 | 2055-05-01      | 6.5000%  | 0.0000% | $2978042.86        | $3130207.28        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC V81932 G | 2045-10-01      | 3.5000%  | 0.0000% | $988391.32         | $953904.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | 0.0000% | $262.47            | $265.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8036 | 2050-01-01      | 3.0000%  | 0.0000% | $1756564.91        | $1608849.51        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZT1962 | 2033-02-01      | 3.5000%  | 0.0000% | $197.01            | $196.15            | Agency Mortgage-Backed Securities         |
| FMAC 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  | 0.0000% | $25.12             | $26.20             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $26.73             | $27.87             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $8639642.86        | $8198025.59        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $222.42            | $203.94            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB6851 C     | 2054-06-20      | 6.5000%  | 0.0000% | $866976.24         | $912964.51         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4189       | 2059-09-15      | 5.2000%  | 0.0000% | $101406.12         | $105819.68         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR2284       | 2057-12-15      | 4.8200%  | 0.0000% | $150905.41         | $155002.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CH8922 C     | 2051-09-20      | 3.5000%  | 0.0000% | $254.34            | $239.44            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9727 M     | 2054-06-20      | 6.5000%  | 0.0000% | $2697581.65        | $2826020.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $4662402.27        | $4508803.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9664 M     | 2054-05-20      | 3.5000%  | 0.0000% | $8482698.76        | $7998445.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M     | 2054-02-20      | 5.5000%  | 0.0000% | $2907807.30        | $2979171.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  | 0.0000% | $13781841.05       | $13924622.45       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $6315.70           | $5571.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $5505176.64        | $5050045.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $126230.82         | $115813.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $78637922.93       | $76345540.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $5732352.23        | $5565855.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $191189.26         | $180766.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $342645.92         | $325918.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6416 M     | 2039-01-20      | 6.5000%  | 0.0000% | $10054.76          | $10682.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $34940721.92       | $33349443.81       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $31.47             | $29.99             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5466 M     | 2048-09-20      | 4.0000%  | 0.0000% | $5831779.40        | $5708722.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $264.84            | $270.77            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $11199909.63       | $11290180.90       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6631 M     | 2035-05-20      | 3.5000%  | 0.0000% | $8100.78           | $7930.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4780 M     | 2047-10-20      | 4.5000%  | 0.0000% | $201.54            | $203.60            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9487 M     | 2054-02-20      | 5.0000%  | 0.0000% | $7922514.82        | $8006621.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM2161 | 2046-12-01      | 3.0000%  | 0.0000% | $586927.48         | $543896.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS7974 | 2054-05-01      | 7.0000%  | 0.0000% | $11814848.42       | $12727800.14       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP0907       | 2063-03-15      | 5.2000%  | 0.0000% | $162558.76         | $169720.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $2448394.54        | $2338407.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $11980.35          | $11167.09          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | 0.0000% | $10342815.78       | $10421411.99       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $3470802.59        | $3578009.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3741 | 2053-09-01      | 6.5000%  | 0.0000% | $7150237.14        | $7626760.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  | 0.0000% | $332117.03         | $344336.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8269 M     | 2052-09-20      | 5.0000%  | 0.0000% | $246.30            | $249.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $3547751.78        | $3687775.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0288 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1676273.18        | $1723725.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $7528214.06        | $7674052.30        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRJ4050 | 2055-04-01      | 7.0000%  | 0.0000% | $266.44            | $286.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2328 C     | 2055-06-20      | 5.5000%  | 0.0000% | $15758.49          | $16187.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA2203 | 2055-08-01      | 7.0000%  | 0.0000% | $256.53            | $270.61            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3005       | 2060-04-15      | 5.7000%  | 0.0000% | $77708.79          | $83595.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1991 C     | 2055-12-20      | 6.5000%  | 0.0000% | $324192.03         | $341487.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4868 C     | 2045-12-20      | 6.5000%  | 0.0000% | $371291.87         | $390095.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M     | 2056-02-20      | 6.0000%  | 0.0000% | $2711171.75        | $2789967.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $3936550.02        | $4011660.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6905 | 2054-11-01      | 6.0000%  | 0.0000% | $2948346.41        | $3069559.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  | 0.0000% | $485697.80         | $512810.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5627 C     | 2055-12-20      | 6.0000%  | 0.0000% | $376584.48         | $390044.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6085 C     | 2056-02-20      | 6.0000%  | 0.0000% | $392629.21         | $412144.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0175 C     | 2056-01-20      | 6.0000%  | 0.0000% | $695228.20         | $728517.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA4422 | 2054-12-01      | 7.0000%  | 0.0000% | $308.94            | $326.52            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0912 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1586.68           | $1637.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6966 C     | 2056-01-20      | 5.5000%  | 0.0000% | $1584.22           | $1635.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 753719 X     | 2040-09-15      | 4.0000%  | 0.0000% | $246.88            | $243.48            | Agency Mortgage-Backed Securities         |
| GNMA GNII AP 787887 M     | 2055-01-20      | 4.0000%  | 0.0000% | $1796118.69        | $1689305.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787873 C     | 2055-03-20      | 7.0000%  | 0.0000% | $21942.06          | $22790.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 736303 C     | 2028-03-20      | 6.0000%  | 0.0000% | $8095.82           | $8147.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7616 C     | 2055-12-20      | 6.0000%  | 0.0000% | $493992.68         | $514310.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7330 C     | 2055-12-20      | 6.0000%  | 0.0000% | $567123.21         | $587394.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6136 C     | 2056-01-20      | 5.0000%  | 0.0000% | $622216.62         | $630767.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6086 C     | 2056-02-20      | 5.5000%  | 0.0000% | $1208252.06        | $1249970.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2550 | 2055-06-01      | 5.5000%  | 0.0000% | $739678.83         | $768930.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $235.52            | $186.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $13563742.51       | $10751888.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB3735 | 2041-10-01      | 3.0000%  | 0.0000% | $20.57             | $19.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $7760566.64        | $8129616.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $15399388.35       | $13570873.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2716 | 2055-08-01      | 5.0000%  | 0.0000% | $314.02            | $319.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA2434 | 2055-07-01      | 5.5000%  | 0.0000% | $7181014.77        | $7388131.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDG1986 | 2056-02-01      | 7.0000%  | 0.0000% | $1412523.17        | $1500964.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $285.99            | $290.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  | 0.0000% | $11736637.27       | $12112248.78       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9175 | 2054-09-01      | 7.0000%  | 0.0000% | $4183433.90        | $4495721.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $288.52            | $300.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $208.49            | $225.15            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3716 C     | 2055-12-20      | 5.5000%  | 0.0000% | $381185.86         | $393416.30         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1260 | 2055-12-01      | 5.5000%  | 0.0000% | $1494063.57        | $1535701.96        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2445 M     | 2044-12-20      | 3.5000%  | 0.0000% | $3036.01           | $2922.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2073 M     | 2044-07-20      | 3.5000%  | 0.0000% | $132588.17         | $127781.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1841 M     | 2044-04-20      | 5.0000%  | 0.0000% | $56811.94          | $58641.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5197 M     | 2048-05-20      | 6.5000%  | 0.0000% | $5807.35           | $6118.01           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $172932.32         | $160386.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $63.11             | $61.94             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $1570576.97        | $1455679.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $60558.69          | $58222.81          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 736731 X     | 2040-05-15      | 4.5000%  | 0.0000% | $69.21             | $69.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | 0.0000% | $10015485.02       | $9286374.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $277784.96         | $265477.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4653 M     | 2047-08-20      | 4.0000%  | 0.0000% | $798117.78         | $783173.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8571 M     | 2053-01-20      | 6.0000%  | 0.0000% | $2462331.31        | $2542357.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8338 | 2054-04-01      | 6.0000%  | 0.0000% | $706678.47         | $730234.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9668 | 2051-11-01      | 2.0000%  | 0.0000% | $18190841.44       | $15226579.14       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $47749119.24       | $40365407.63       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711685 X     | 2037-09-15      | 4.0000%  | 0.0000% | $17252.88          | $16991.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M     | 2052-04-20      | 4.0000%  | 0.0000% | $159893.92         | $155181.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BW5983 C     | 2050-07-20      | 3.5000%  | 0.0000% | $3849.73           | $3724.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CI1525 C     | 2052-05-20      | 3.5000%  | 0.0000% | $275.87            | $263.99            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9670 M     | 2054-05-20      | 6.5000%  | 0.0000% | $8781.24           | $9166.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AZ3532 C     | 2047-11-20      | 4.5000%  | 0.0000% | $173774.22         | $177960.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS2467 | 2052-01-01      | 2.5000%  | 0.0000% | $4154196.03        | $3685908.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1728189.83        | $1798893.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3540 C     | 2055-11-20      | 5.0000%  | 0.0000% | $713332.64         | $721381.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1835 C     | 2055-12-20      | 5.0000%  | 0.0000% | $715002.09         | $723289.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8327 C     | 2055-04-20      | 6.5000%  | 0.0000% | $177786.17         | $187217.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1661 C     | 2055-03-20      | 5.0000%  | 0.0000% | $635756.72         | $641856.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $8009080.09        | $8114168.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $92077.08          | $93088.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  | 0.0000% | $15072257.23       | $15464244.77       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $38288772.88       | $38195999.19       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1757760.79        | $1782454.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7939 M     | 2052-03-20      | 4.0000%  | 0.0000% | $4105593.28        | $3985241.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M     | 2055-10-20      | 5.5000%  | 0.0000% | $316.55            | $322.17            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M     | 2055-09-20      | 6.0000%  | 0.0000% | $3776.94           | $3877.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $283.82            | $288.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $17741463.23       | $18095551.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0027 M     | 2054-11-20      | 6.0000%  | 0.0000% | $4141086.45        | $4251004.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1920 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1829.52           | $1920.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0432 C     | 2056-02-20      | 5.0000%  | 0.0000% | $353212.06         | $358065.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7149 C     | 2056-02-20      | 5.0000%  | 0.0000% | $614973.97         | $623425.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7647 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1039389.23        | $1095776.56        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK1400       | 2067-11-15      | 6.2100%  | 0.0000% | $135223.49         | $148265.12         | Agency Mortgage-Backed Securities         |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $1072476.19        | $1030853.03        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  | 0.0000% | $26095.24          | $25790.05          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $22666.67          | $23070.52          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | 0.0000% | $1650.79           | $1379.96           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  | 0.0000% | $11682.54          | $7553.31           | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  | 0.0000% | $222.22            | $226.90            | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  | 0.0000% | $174.30            | $124.36            | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  | 0.0000% | $222.22            | $220.43            | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $4253.97           | $3406.51           | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  | 0.0000% | $37.11             | $34.66             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  | 0.0000% | $2011714.29        | $2076427.41        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $317.46            | $321.03            | U.S. Treasuries (including strips)        |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  | 0.0000% | $324349.21         | $313489.99         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  | 0.0000% | $80.98             | $56.34             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $29206.35          | $29788.57          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $190.48            | $195.09            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $5810.66           | $6090.72           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $1668825.40        | $1641290.15        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  | 0.0000% | $31.75             | $31.84             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $31.75             | $31.60             | U.S. Treasuries (including strips)        |

### Security 103: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 78099D000, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 78099D000_3.66_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-027 GF | 2055-08-20      | 4.3115%  | 0.0000% | $6254248.40        | $6250385.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 QT | 2051-05-20      | 6.5000%  | 0.0000% | $2491729.70        | $2669288.97        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M  | 2056-01-20      | 4.5000%  | 0.0000% | $4600253.70        | $4582869.34        | Agency Collateralized Mortgage Obligation |
| USTR 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | 0.0000% | $6186700.00        | $6271671.78        | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | 0.0000% | $2959260.00        | $1941239.18        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | 0.0000% | $498660.00         | $507272.79         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | 0.0000% | $6211110.00        | $6380285.48        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $42477130.00       | $42481889.79       | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | 0.0000% | $138460.00         | $122700.46         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | 0.0000% | $1560000.00        | $1549053.71        | U.S. Treasuries (including strips)        |
| USTR BILL 07/16/26    | 2026-07-16      | 0.0000%  | 0.0000% | $1099990.00        | $1084920.14        | U.S. Treasuries (including strips)        |
| USTR BILL 06/25/26    | 2026-06-25      | 0.0000%  | 0.0000% | $2589450.00        | $2559205.22        | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26    | 2026-05-21      | 0.0000%  | 0.0000% | $7090420.00        | $7031711.32        | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26    | 2026-03-05      | 0.0000%  | 0.0000% | $1378900.00        | $1378072.66        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33      | 2033-01-31      | 4.0000%  | 0.0000% | $1386000.00        | $1408762.87        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $16496990.00       | $16782845.67       | U.S. Treasuries (including strips)        |

### Security 104: Fixed Income Clearing Corp. - SSB

- **C.1 - Title:** Fixed Income Clearing Corp. 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 85748R009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 11.7800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $10000000.00       | $10438244.44       | U.S. Treasuries (including strips) |
| UST - 3.6250 - 08/31/2029 | 2029-08-31      | 3.6250%  | 0.0000% | $50000000.00       | $51119993.09       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  | 0.0000% | $50000000.00       | $51852189.61       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50685179.36       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2028 | 2028-09-15      | 3.3750%  | 0.0000% | $34414000.00       | $34885595.25       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $50000000.00       | $47519931.13       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  | 0.0000% | $465800.00         | $442695.68         | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50280137.93       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 01/15/2029 | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50280137.93       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $50000000.00       | $49941181.52       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 08/15/2034 | 2034-08-15      | 3.8750%  | 0.0000% | $34780000.00       | $34739085.86       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 05/31/2031 | 2031-05-31      | 4.6250%  | 0.0000% | $50000000.00       | $52959948.96       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $56087707.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $56087707.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $56087707.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 08/31/2028 | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $52191222.18       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $637355364.71
- **C.18.a - Value (excl. sponsor support):** $637355364.71
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $307849870.63
- **C.18.a - Value (excl. sponsor support):** $307849870.63
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $789162986.59
- **C.18.a - Value (excl. sponsor support):** $789162986.59
- **C.19 - Percentage of Net Assets:** 2.3200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $158004159.60
- **C.18.a - Value (excl. sponsor support):** $158004159.60
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $315223934.34
- **C.18.a - Value (excl. sponsor support):** $315223934.34
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $318153197.90
- **C.18.a - Value (excl. sponsor support):** $318153197.90
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $303904171.32
- **C.18.a - Value (excl. sponsor support):** $303904171.32
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $97463468.30
- **C.18.a - Value (excl. sponsor support):** $97463468.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $149426437.50
- **C.18.a - Value (excl. sponsor support):** $149426437.50
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $320217914.15
- **C.18.a - Value (excl. sponsor support):** $320217914.15
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $453998407.46
- **C.18.a - Value (excl. sponsor support):** $453998407.46
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $198340022.90
- **C.18.a - Value (excl. sponsor support):** $198340022.90
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $344486759.28
- **C.18.a - Value (excl. sponsor support):** $344486759.28
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TC1, C.4 - ISIN: US912797TC16, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $119141979.18
- **C.18.a - Value (excl. sponsor support):** $119141979.18
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TM9, C.4 - ISIN: US912797TM97, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $246310124.60
- **C.18.a - Value (excl. sponsor support):** $246310124.60
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $504370805.87
- **C.18.a - Value (excl. sponsor support):** $504370805.87
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $38349123.93
- **C.18.a - Value (excl. sponsor support):** $38349123.93
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UA3, C.4 - ISIN: US912797UA31, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $643160238.50
- **C.18.a - Value (excl. sponsor support):** $643160238.50
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UB1, C.4 - ISIN: US912797UB14, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $497240906.53
- **C.18.a - Value (excl. sponsor support):** $497240906.53
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $345851775.50
- **C.18.a - Value (excl. sponsor support):** $345851775.50
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $91196591.17
- **C.18.a - Value (excl. sponsor support):** $91196591.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 126: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $29853750.00
- **C.18.a - Value (excl. sponsor support):** $29853750.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $60555843.75
- **C.18.a - Value (excl. sponsor support):** $60555843.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $64986496.18
- **C.18.a - Value (excl. sponsor support):** $64986496.18
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $76518609.88
- **C.18.a - Value (excl. sponsor support):** $76518609.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 130: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $49945068.15
- **C.18.a - Value (excl. sponsor support):** $49945068.15
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 131: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $137340989.86
- **C.18.a - Value (excl. sponsor support):** $137340989.86
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 132: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKA8, C.4 - ISIN: US91282CKA89, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $52180179.04
- **C.18.a - Value (excl. sponsor support):** $52180179.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2027-02-15
- **C.12 - Maturity Date (WAL):** 2027-02-15
- **C.13 - Final Legal Maturity Date:** 2027-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.772900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $139022750.13
- **C.18.a - Value (excl. sponsor support):** $139022750.13
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $63495340.00
- **C.18.a - Value (excl. sponsor support):** $63495340.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 135: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $78828934.57
- **C.18.a - Value (excl. sponsor support):** $78828934.57
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 136: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $58298146.11
- **C.18.a - Value (excl. sponsor support):** $58298146.11
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 137: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $30093515.70
- **C.18.a - Value (excl. sponsor support):** $30093515.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 138: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.827900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $130132392.00
- **C.18.a - Value (excl. sponsor support):** $130132392.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $142317304.65
- **C.18.a - Value (excl. sponsor support):** $142317304.65
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $247923715.40
- **C.18.a - Value (excl. sponsor support):** $247923715.40
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.720900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $335114824.60
- **C.18.a - Value (excl. sponsor support):** $335114824.60
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 142: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.782900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77, C.5 - Other ID: N/A
- **C.18 - Value (incl. sponsor support):** $397472688.05
- **C.18.a - Value (excl. sponsor support):** $397472688.05
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **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 143: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.4 - ISIN: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: 921AZS005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $96000000.00
- **C.18.a - Value (excl. sponsor support):** $96000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  | 0.0000% | $3556881.55        | $3639622.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  | 0.0000% | $3823434.53        | $3799606.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  | 0.0000% | $3898363.39        | $3795539.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  | 0.0000% | $3364834.89        | $3406111.69        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $74.82             | $74.43             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  | 0.0000% | $5314875.32        | $5310681.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7145 | 2056-03-01      | 5.5000%  | 0.0000% | $1963094.30        | $2002698.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA8531 | 2053-02-01      | 5.0000%  | 0.0000% | $844830.47         | $861153.54         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CTQK1777 | 2045-10-01      | 6.5000%  | 0.0000% | $62258.93          | $65064.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  | 0.0000% | $304044.55         | $310496.71         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q37812 G | 2045-12-01      | 3.0000%  | 0.0000% | $5991.52           | $5587.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $1948005.44        | $1987320.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $3655620.82        | $3734791.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  | 0.0000% | $209780.76         | $215714.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8088 | 2046-10-01      | 3.0000%  | 0.0000% | $1546507.34        | $1449955.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1500741.28        | $1532215.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $3090881.32        | $3160649.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $2025651.08        | $2073074.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  | 0.0000% | $1856876.24        | $1882937.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  | 0.0000% | $76554.61          | $79796.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  | 0.0000% | $2040225.10        | $1854863.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $3900253.34        | $3946300.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  | 0.0000% | $1597426.19        | $1712422.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB1967 | 2054-10-01      | 5.0000%  | 0.0000% | $1498585.74        | $1510652.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3100 | 2054-12-01      | 6.5000%  | 0.0000% | $506347.50         | $532220.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  | 0.0000% | $137547.47         | $144074.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0374 | 2055-05-01      | 6.0000%  | 0.0000% | $1746504.90        | $1819072.76        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $2124969.02        | $2212495.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $228008.66         | $231289.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  | 0.0000% | $1643225.00        | $1698787.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF3568 | 2055-10-01      | 6.0000%  | 0.0000% | $101672.01         | $106466.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | 0.0000% | $1804749.87        | $1829173.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA6906 | 2056-01-01      | 5.5000%  | 0.0000% | $673065.22         | $694050.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA2528 | 2056-01-01      | 6.5000%  | 0.0000% | $87722.70          | $93057.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  | 0.0000% | $200809.68         | $198529.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  | 0.0000% | $2232163.62        | $2253025.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2429 | 2048-10-01      | 4.0000%  | 0.0000% | $2163017.33        | $2138006.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4478 | 2054-09-01      | 5.5000%  | 0.0000% | $1884841.72        | $1938922.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRR0003 | 2040-06-01      | 5.5000%  | 0.0000% | $75.13             | $77.42             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRQ0008 | 2055-04-01      | 5.5000%  | 0.0000% | $604901.36         | $617109.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | 0.0000% | $1737092.92        | $1817962.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4629 | 2055-08-01      | 5.5000%  | 0.0000% | $5959729.03        | $6148957.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4579 | 2055-08-01      | 5.5000%  | 0.0000% | $334015.24         | $341754.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  | 0.0000% | $242211.12         | $255022.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  | 0.0000% | $1539207.22        | $1610819.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0852 | 2054-02-01      | 6.5000%  | 0.0000% | $1193247.44        | $1276917.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0453 | 2054-04-01      | 5.5000%  | 0.0000% | $1354839.41        | $1383304.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7176 | 2055-11-01      | 5.5000%  | 0.0000% | $1936335.04        | $1986614.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3061 | 2055-05-01      | 6.0000%  | 0.0000% | $1609046.34        | $1658713.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $504997.48         | $520131.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $148597.33         | $152088.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  | 0.0000% | $6039.05           | $5992.89           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  | 0.0000% | $8563.44           | $8067.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  | 0.0000% | $98282.17          | $85049.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM9919 | 2051-12-01      | 3.0000%  | 0.0000% | $1684413.31        | $1546673.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $17523.35          | $16781.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG0869 | 2056-01-01      | 6.0000%  | 0.0000% | $208499.69         | $220406.76         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF8787 | 2055-12-01      | 6.0000%  | 0.0000% | $295947.28         | $309475.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $878168.62         | $933021.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7127 | 2053-09-01      | 6.0000%  | 0.0000% | $1807261.41        | $1901190.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  | 0.0000% | $1281999.10        | $1301794.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2793 | 2048-12-01      | 4.5000%  | 0.0000% | $1232693.65        | $1246019.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0133 | 2053-05-01      | 5.5000%  | 0.0000% | $1542702.57        | $1580687.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | 0.0000% | $2690.06           | $2660.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  | 0.0000% | $56243.33          | $55639.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF1044 | 2055-09-01      | 6.0000%  | 0.0000% | $95861.73          | $99983.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  | 0.0000% | $614927.14         | $639266.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3245 | 2054-09-01      | 5.5000%  | 0.0000% | $1039013.93        | $1060408.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  | 0.0000% | $1638.10           | $1576.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  | 0.0000% | $101365.43         | $97535.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  | 0.0000% | $26910.41          | $26692.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL0538 | 2041-07-01      | 4.5000%  | 0.0000% | $866844.46         | $877719.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAK0861 | 2042-01-01      | 3.5000%  | 0.0000% | $1331064.46        | $1295049.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $293935.51         | $298218.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5350 | 2045-06-01      | 5.5000%  | 0.0000% | $620979.52         | $636986.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA8667 | 2053-03-01      | 4.5000%  | 0.0000% | $1716243.21        | $1707073.32        | Agency Mortgage-Backed Securities |

### Security 144: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank Repo Repo 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932UNT009, C.4 - ISIN: N/A, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: 932UNT009_3.67_0302
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| CASH                      | 2026-03-02      | 0.0000%  | 0.0000% | $8592031.43        | $8592031.43        | Cash                                      |
| GNMA GNRA 2013-187 F      | 2043-12-20      | 4.1317%  | 0.0000% | $1430496.60        | $1418768.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-67 F       | 2046-08-20      | 4.1817%  | 0.0000% | $2404922.39        | $2380656.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-139 AF     | 2051-08-20      | 3.5000%  | 0.0000% | $8124841.60        | $7225986.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-002 AF     | 2056-01-20      | 4.6115%  | 0.0000% | $33295050.33       | $33344682.87       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-125 FE     | 2049-10-20      | 4.2317%  | 0.0000% | $1095185.79        | $1086196.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FX     | 2055-04-20      | 5.0315%  | 0.0000% | $36997625.42       | $37506207.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-010 FE     | 2056-01-20      | 4.3615%  | 0.0000% | $3382165.43        | $3382845.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 GF     | 2055-04-20      | 5.0115%  | 0.0000% | $32226469.58       | $32595348.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-071 FB     | 2055-04-20      | 5.0115%  | 0.0000% | $8117081.80        | $8228484.41        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-158 AF     | 2051-09-20      | 3.5000%  | 0.0000% | $1768289.95        | $1571605.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-009 KF     | 2050-01-20      | 4.2317%  | 0.0000% | $34.34             | $33.91             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-140 CF     | 2049-11-20      | 4.1817%  | 0.0000% | $2296631.45        | $2262407.31        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 F       | 2049-10-20      | 4.1817%  | 0.0000% | $2231516.93        | $2197932.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-51 FA      | 2048-11-20      | 4.1317%  | 0.0000% | $3505251.53        | $3445817.85        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FB R22F001 | 2052-02-25      | 3.0000%  | 0.0000% | $1492945.67        | $1318906.52        | Agency Collateralized Mortgage Obligation |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $79174.82          | $76249.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9457 | 2054-07-01      | 6.5000%  | 0.0000% | $106.87            | $111.50            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $25784341.33       | $21818540.59       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $138.11            | $114.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $511853.78         | $518605.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA4516 | 2051-02-01      | 3.5000%  | 0.0000% | $567167.49         | $538240.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0710 | 2055-07-01      | 5.5000%  | 0.0000% | $149.99            | $153.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  | 0.0000% | $118.09            | $124.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL2771 | 2055-04-01      | 6.5000%  | 0.0000% | $4422725.12        | $4668550.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4133 | 2055-05-01      | 5.0000%  | 0.0000% | $156.86            | $158.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3071 | 2055-01-01      | 6.5000%  | 0.0000% | $146.10            | $152.43            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $1252179.43        | $1306416.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  | 0.0000% | $4213868.86        | $4494720.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  | 0.0000% | $3067326.41        | $3295561.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  | 0.0000% | $4766812.32        | $4365287.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0167 | 2057-02-01      | 3.0000%  | 0.0000% | $59.74             | $53.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7531 | 2056-01-01      | 5.5000%  | 0.0000% | $166.48            | $171.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  | 0.0000% | $165.76            | $180.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD9823 | 2055-05-01      | 7.0000%  | 0.0000% | $144.10            | $154.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG2778 | 2056-02-01      | 6.0000%  | 0.0000% | $168.00            | $174.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDG2748 | 2056-02-01      | 5.5000%  | 0.0000% | $340700.00         | $351120.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDF9717 | 2056-01-01      | 4.5000%  | 0.0000% | $780277.97         | $777606.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9214 | 2056-01-01      | 5.0000%  | 0.0000% | $469320.55         | $477925.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9318 | 2054-10-01      | 5.5000%  | 0.0000% | $146.76            | $152.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $152.99            | $157.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5566 | 2055-12-01      | 5.5000%  | 0.0000% | $163.39            | $167.03            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  | 0.0000% | $2554784.60        | $2576301.28        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2660 | 2056-01-01      | 6.0000%  | 0.0000% | $2075969.76        | $2153686.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $16266457.83       | $16576825.46       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4357 | 2056-01-01      | 6.0000%  | 0.0000% | $170.67            | $177.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4356 | 2056-01-01      | 6.0000%  | 0.0000% | $9405002.67        | $9808819.00        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSL4347 | 2050-04-01      | 3.0000%  | 0.0000% | $2334042.67        | $2151354.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4365 | 2055-02-01      | 6.0000%  | 0.0000% | $170.50            | $179.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4331 | 2053-06-01      | 5.0000%  | 0.0000% | $170.67            | $173.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSL4068 | 2055-09-01      | 7.0000%  | 0.0000% | $8487499.33        | $8966182.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3708 | 2055-12-01      | 5.5000%  | 0.0000% | $166.71            | $172.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3703 | 2055-12-01      | 5.0000%  | 0.0000% | $166.19            | $168.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL4372 | 2056-01-01      | 6.0000%  | 0.0000% | $170.67            | $176.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4371 | 2054-08-01      | 5.5000%  | 0.0000% | $166.67            | $171.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3183 | 2055-09-01      | 5.5000%  | 0.0000% | $157.46            | $160.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3117 | 2055-09-01      | 6.0000%  | 0.0000% | $160.07            | $166.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2315 | 2055-08-01      | 6.0000%  | 0.0000% | $154.94            | $160.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2088 | 2055-07-01      | 6.0000%  | 0.0000% | $6031337.14        | $6280270.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1831 | 2055-05-01      | 6.5000%  | 0.0000% | $130.17            | $136.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1625 | 2055-05-01      | 6.0000%  | 0.0000% | $146.03            | $151.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1717 | 2055-05-01      | 5.5000%  | 0.0000% | $161.29            | $164.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  | 0.0000% | $9370108.41        | $9573085.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $154.95            | $157.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0079 | 2055-02-01      | 5.0000%  | 0.0000% | $771068.98         | $780627.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $154.13            | $162.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4678 | 2055-09-01      | 6.0000%  | 0.0000% | $165.96            | $173.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ3398 | 2055-09-01      | 6.0000%  | 0.0000% | $167.18            | $173.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2473 | 2055-09-01      | 6.0000%  | 0.0000% | $2735842.24        | $2868974.71        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1648 | 2055-08-01      | 6.5000%  | 0.0000% | $165.88            | $174.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1592 | 2055-08-01      | 6.0000%  | 0.0000% | $157.51            | $164.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1355 | 2055-08-01      | 6.0000%  | 0.0000% | $5645888.35        | $5852422.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  | 0.0000% | $165.71            | $170.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  | 0.0000% | $166.78            | $173.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0524 | 2055-06-01      | 5.5000%  | 0.0000% | $166.43            | $170.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL4282 | 2056-02-01      | 5.5000%  | 0.0000% | $170.67            | $176.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL1719 | 2055-06-01      | 6.0000%  | 0.0000% | $15088284.13       | $15585961.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY7064 | 2055-06-01      | 6.5000%  | 0.0000% | $263750.89         | $276229.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3013 | 2056-01-01      | 5.0000%  | 0.0000% | $285024.29         | $288349.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9785 | 2055-08-01      | 6.0000%  | 0.0000% | $165.39            | $173.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  | 0.0000% | $168.82            | $170.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $141.16            | $145.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY5834 | 2055-06-01      | 6.0000%  | 0.0000% | $143.28            | $147.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  | 0.0000% | $145.15            | $154.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $3376540.68        | $3515911.90        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY2285 | 2055-03-01      | 6.5000%  | 0.0000% | $1149054.40        | $1208078.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY1516 | 2055-05-01      | 6.0000%  | 0.0000% | $142.47            | $147.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  | 0.0000% | $134.84            | $141.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8883 | 2055-03-01      | 6.5000%  | 0.0000% | $3261462.64        | $3408448.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX8882 | 2055-03-01      | 6.5000%  | 0.0000% | $122.51            | $129.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX7342 | 2055-02-01      | 6.0000%  | 0.0000% | $164.98            | $170.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $111.83            | $115.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $170.67            | $172.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5825 | 2055-09-01      | 7.0000%  | 0.0000% | $146.36            | $154.53            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $134829.54         | $138361.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $386949.77         | $389794.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4235 | 2056-01-01      | 6.0000%  | 0.0000% | $166.52            | $174.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3663 | 2056-01-01      | 5.0000%  | 0.0000% | $167.55            | $169.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4395 | 2056-01-01      | 6.0000%  | 0.0000% | $166.44            | $172.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA3055 | 2056-01-01      | 5.5000%  | 0.0000% | $166.49            | $171.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2974 | 2056-01-01      | 5.0000%  | 0.0000% | $147.48            | $149.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2414 | 2056-01-01      | 6.0000%  | 0.0000% | $166.20            | $174.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA2233 | 2056-01-01      | 5.0000%  | 0.0000% | $167.60            | $169.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA2663 | 2056-01-01      | 6.0000%  | 0.0000% | $166.35            | $172.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1548 | 2055-12-01      | 5.5000%  | 0.0000% | $170.32            | $174.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  | 0.0000% | $2872026.00        | $3045394.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5190 | 2053-11-01      | 6.0000%  | 0.0000% | $119.96            | $125.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5189 | 2053-11-01      | 6.0000%  | 0.0000% | $115.96            | $120.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQD9682 | 2052-04-01      | 4.0000%  | 0.0000% | $116.82            | $113.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  | 0.0000% | $112.43            | $102.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD0239 | 2051-11-01      | 2.5000%  | 0.0000% | $118645.16         | $104538.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQC8573 | 2051-10-01      | 2.5000%  | 0.0000% | $46370.56          | $40864.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8529 | 2055-03-01      | 3.5000%  | 0.0000% | $3746850.50        | $3531173.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | 0.0000% | $5449917.51        | $5808219.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  | 0.0000% | $166097.65         | $162839.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  | 0.0000% | $123.35            | $117.48            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0684 | 2036-05-01      | 3.0000%  | 0.0000% | $80.67             | $78.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  | 0.0000% | $5319072.61        | $4930618.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1883 | 2056-01-01      | 6.0000%  | 0.0000% | $166.38            | $172.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3119 | 2055-09-01      | 6.0000%  | 0.0000% | $164.00            | $169.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSL4363 | 2052-01-01      | 3.5000%  | 0.0000% | $170.67            | $163.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0102 | 2056-03-01      | 5.0000%  | 0.0000% | $170.67            | $172.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1089 | 2056-02-01      | 6.0000%  | 0.0000% | $166.56            | $174.71            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLTA3114 | 2056-01-01      | 5.0000%  | 0.0000% | $1848013.69        | $1877033.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3970 | 2055-12-01      | 5.5000%  | 0.0000% | $168.08            | $173.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA1819 | 2055-12-01      | 5.5000%  | 0.0000% | $166.35            | $171.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF5240 | 2056-01-01      | 5.0000%  | 0.0000% | $170.41            | $172.63            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4375 | 2053-11-01      | 5.0000%  | 0.0000% | $2922549.33        | $2997162.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9742 | 2056-01-01      | 5.0000%  | 0.0000% | $166.46            | $168.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLTA4396 | 2056-01-01      | 6.0000%  | 0.0000% | $166.10            | $172.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0084 | 2056-01-01      | 5.0000%  | 0.0000% | $166.52            | $167.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $149.19            | $155.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLRQ0030 | 2055-07-01      | 7.0000%  | 0.0000% | $30982314.30       | $32683260.58       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ2747 | 2055-09-01      | 5.5000%  | 0.0000% | $1043012.83        | $1071730.33        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ0105 | 2055-08-01      | 6.5000%  | 0.0000% | $165.74            | $175.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5999 | 2056-03-01      | 6.0000%  | 0.0000% | $170.67            | $176.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ2467 | 2054-09-01      | 6.5000%  | 0.0000% | $3201692.37        | $3401681.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  | 0.0000% | $141.48            | $140.65            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2650 | 2050-05-01      | 3.0000%  | 0.0000% | $930770.60         | $856190.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4811 | 2054-09-01      | 5.5000%  | 0.0000% | $609434.37         | $621795.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2141 | 2054-08-01      | 6.5000%  | 0.0000% | $90.78             | $95.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5720 | 2056-01-01      | 5.0000%  | 0.0000% | $170.17            | $173.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ5050 | 2055-10-01      | 5.5000%  | 0.0000% | $168.75            | $173.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ4817 | 2055-09-01      | 5.5000%  | 0.0000% | $164.04            | $168.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ4689 | 2055-08-01      | 5.0000%  | 0.0000% | $162.57            | $164.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4190 | 2055-05-01      | 6.0000%  | 0.0000% | $1458905.04        | $1505561.31        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3993 | 2055-04-01      | 5.0000%  | 0.0000% | $1215465.98        | $1230856.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ4404 | 2055-06-01      | 6.5000%  | 0.0000% | $3113198.26        | $3277862.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4534 | 2055-09-01      | 6.5000%  | 0.0000% | $167.27            | $175.59            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  | 0.0000% | $168.28            | $171.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | 0.0000% | $1466341.48        | $1528975.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY1984 | 2055-05-01      | 6.5000%  | 0.0000% | $142848.29         | $150681.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5763 | 2055-07-01      | 7.0000%  | 0.0000% | $4095228.49        | $4320058.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY6173 | 2055-06-01      | 6.0000%  | 0.0000% | $132.18            | $136.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL1262 | 2055-05-01      | 5.5000%  | 0.0000% | $4952775.65        | $5105441.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLTA5461 | 2056-02-01      | 5.5000%  | 0.0000% | $263152.06         | $269629.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1875 | 2056-01-01      | 6.0000%  | 0.0000% | $170.28            | $178.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3601 | 2056-01-01      | 6.0000%  | 0.0000% | $169.25            | $177.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ6057 | 2056-02-01      | 5.5000%  | 0.0000% | $170.67            | $176.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $153.96            | $157.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $120.37            | $124.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  | 0.0000% | $1503526.63        | $1545518.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1881 | 2056-01-01      | 6.0000%  | 0.0000% | $169.73            | $175.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  | 0.0000% | $150.03            | $155.21            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1161 | 2055-08-01      | 6.0000%  | 0.0000% | $165.83            | $170.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ1050 | 2055-08-01      | 6.0000%  | 0.0000% | $1458340.28        | $1506945.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8576 | 2055-07-01      | 6.5000%  | 0.0000% | $222887.03         | $235409.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY8298 | 2055-07-01      | 6.5000%  | 0.0000% | $105.92            | $111.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | 0.0000% | $152.98            | $159.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO0306 | 2042-04-01      | 4.0000%  | 0.0000% | $24.76             | $24.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  | 0.0000% | $58.71             | $54.03             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI9213 | 2054-07-01      | 6.5000%  | 0.0000% | $115.73            | $120.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7707 | 2052-07-01      | 5.0000%  | 0.0000% | $14266.78          | $14684.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | 0.0000% | $150.77            | $160.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0147 | 2055-03-01      | 6.5000%  | 0.0000% | $134.88            | $141.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS7926 | 2054-05-01      | 6.5000%  | 0.0000% | $119.88            | $127.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFS1689 | 2039-04-01      | 4.5000%  | 0.0000% | $65.83             | $66.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM7199 | 2035-02-01      | 3.0000%  | 0.0000% | $35242.94          | $34809.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA4763 | 2051-11-01      | 3.0000%  | 0.0000% | $170.67            | $157.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4000 | 2055-06-01      | 5.0000%  | 0.0000% | $9309592.26        | $9514637.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  | 0.0000% | $10690618.87       | $11321776.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2730 | 2055-08-01      | 6.0000%  | 0.0000% | $158.08            | $164.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA1018 | 2055-12-01      | 7.0000%  | 0.0000% | $166.39            | $175.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $25.78             | $26.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  | 0.0000% | $144.64            | $150.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ1055 | 2054-07-01      | 7.0000%  | 0.0000% | $79.35             | $83.81             | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $6.64              | $6.63              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQA9142 | 2050-05-01      | 2.5000%  | 0.0000% | $70.17             | $61.34             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $121.08            | $120.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $597761.71         | $594321.59         | Agency Mortgage-Backed Securities         |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $216750.00         | $220082.44         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AG 30     | 2030-11-30      | 3.5000%  | 0.0000% | $16.67             | $16.79             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $80883.33          | $82211.64          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 TRIB 28        | 2028-04-15      | 3.6250%  | 0.0000% | $651901.40         | $697657.95         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $136050.00         | $139605.27         | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $14166.67          | $12195.30          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  | 0.0000% | $539966.67         | $548139.76         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | 0.0000% | $791850.00         | $816723.51         | U.S. Treasuries (including strips)        |
| USTR BILL 05/05/26        | 2026-05-05      | 0.0000%  | 0.0000% | $11833.33          | $11757.99          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  | 0.0000% | $5183.33           | $4170.97           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $50750.00          | $47823.23          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  | 0.0000% | $388333.33         | $398484.29         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $1729283.33        | $1711453.00        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  | 0.0000% | $2283450.00        | $2369126.48        | U.S. Treasuries (including strips)        |
| USTR BILL 06/09/26        | 2026-06-09      | 0.0000%  | 0.0000% | $131983.33         | $130684.09         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE BL 27     | 2027-11-30      | 3.3750%  | 0.0000% | $3184850.00        | $3208637.84        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $3231350.00        | $2143332.50        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  | 0.0000% | $1868216.67        | $1787538.33        | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $13166.67          | $13162.72          | U.S. Treasuries (including strips)        |
| USTR BILL 08/27/26        | 2026-08-27      | 0.0000%  | 0.0000% | $814150.00         | $800000.89         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $46666.67          | $40536.25          | U.S. Treasuries (including strips)        |
| USTR BILL 04/09/26        | 2026-04-09      | 0.0000%  | 0.0000% | $276833.33         | $275775.55         | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $3889316.67        | $3877193.67        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $3990000.00        | $4061131.94        | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $190650.00         | $181997.11         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $10370733.33       | $8946324.86        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  | 0.0000% | $8166866.67        | $8220103.67        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $193833.33         | $196627.58         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  | 0.0000% | $2533416.67        | $2572220.43        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $4116.67           | $4179.73           | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $209833.33         | $214595.26         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $500000.00         | $510279.93         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | 0.0000% | $16666.67          | $16828.37          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | 0.0000% | $25133.33          | $25810.68          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | 0.0000% | $9483.33           | $9797.90           | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $270983.33         | $275500.38         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  | 0.0000% | $96733.33          | $98117.23          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $8333333.33        | $8604194.94        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIN AE 28     | 2028-10-15      | 2.3750%  | 0.0000% | $94057.09          | $98734.40          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $82383.33          | $83700.75          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  | 0.0000% | $16.67             | $16.90             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  | 0.0000% | $156950.00         | $161909.33         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $16.67             | $17.12             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  | 0.0000% | $16.67             | $16.60             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  | 0.0000% | $16.67             | $14.81             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $16.67             | $15.87             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  | 0.0000% | $2106766.67        | $2004539.87        | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  | 0.0000% | $16.67             | $15.76             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | 0.0000% | $1166666.67        | $1113182.89        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $503433.33         | $479140.86         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $23333.33          | $23663.02          | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  | 0.0000% | $3310181.37        | $3196097.56        | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  | 0.0000% | $7489544.81        | $7530568.65        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 56        | 2056-02-15      | 4.7500%  | 0.0000% | $8964350.00        | $9147577.60        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $1287066.67        | $1312648.78        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $16.67             | $16.86             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | 0.0000% | $394250.00         | $404693.13         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $14833.33          | $14680.39          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | 0.0000% | $1000483.33        | $948752.75         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  | 0.0000% | $16.67             | $16.84             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $71850.00          | $71735.09          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $102833.33         | $105909.64         | U.S. Treasuries (including strips)        |
| USTR 4 BOND 42            | 2042-11-15      | 4.0000%  | 0.0000% | $1497383.33        | $1429422.66        | U.S. Treasuries (including strips)        |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  | 0.0000% | $391333.33         | $339925.45         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  | 0.0000% | $9933.33           | $7297.78           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  | 0.0000% | $13000000.00       | $8233496.13        | U.S. Treasuries (including strips)        |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  | 0.0000% | $17333.33          | $12597.74          | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $561433.33         | $372394.92         | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  | 0.0000% | $16.67             | $9.74              | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $193666.67         | $107201.96         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | 0.0000% | $16.67             | $8.59              | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  | 0.0000% | $16.67             | $10.20             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $16.67             | $11.25             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $16033.33          | $10475.04          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $83400.00          | $64552.32          | U.S. Treasuries (including strips)        |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  | 0.0000% | $416666.67         | $337188.24         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $5361283.33        | $4903105.28        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  | 0.0000% | $16.67             | $13.35             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 40        | 2040-05-15      | 4.3750%  | 0.0000% | $5100.00           | $5201.76           | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  | 0.0000% | $4066.67           | $4176.86           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  | 0.0000% | $198333.33         | $185334.41         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 TRIB 27        | 2027-01-15      | 2.3750%  | 0.0000% | $788520.55         | $802376.54         | U.S. Treasuries (including strips)        |
| USTR BILL 06/16/26        | 2026-06-16      | 0.0000%  | 0.0000% | $17533.33          | $17348.66          | U.S. Treasuries (including strips)        |
| USTR BILL 06/02/26        | 2026-06-02      | 0.0000%  | 0.0000% | $162500.00         | $161012.48         | U.S. Treasuries (including strips)        |
| USTR BILL 05/26/26        | 2026-05-26      | 0.0000%  | 0.0000% | $304950.00         | $302380.19         | U.S. Treasuries (including strips)        |
| USTR BILL 05/19/26        | 2026-05-19      | 0.0000%  | 0.0000% | $9666.67           | $9591.80           | U.S. Treasuries (including strips)        |
| USTR BILL 05/12/26        | 2026-05-12      | 0.0000%  | 0.0000% | $272500.00         | $270574.52         | U.S. Treasuries (including strips)        |
| USTR BILL 07/23/26        | 2026-07-23      | 0.0000%  | 0.0000% | $232933.33         | $229666.21         | U.S. Treasuries (including strips)        |
| USTR BILL 04/28/26        | 2026-04-28      | 0.0000%  | 0.0000% | $324833.33         | $322981.13         | U.S. Treasuries (including strips)        |
| USTR BILL 04/21/26        | 2026-04-21      | 0.0000%  | 0.0000% | $243166.67         | $241944.76         | U.S. Treasuries (including strips)        |
| USTR BILL 04/14/26        | 2026-04-14      | 0.0000%  | 0.0000% | $175300.00         | $174541.48         | U.S. Treasuries (including strips)        |
| USTR BILL 04/07/26        | 2026-04-07      | 0.0000%  | 0.0000% | $982666.67         | $979105.48         | U.S. Treasuries (including strips)        |
| USTR BILL 03/31/26        | 2026-03-31      | 0.0000%  | 0.0000% | $5000.00           | $4985.45           | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  | 0.0000% | $85833.33          | $85643.99          | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  | 0.0000% | $596833.33         | $588070.63         | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $4000.00           | $3962.79           | U.S. Treasuries (including strips)        |
| USTR BILL 05/07/26        | 2026-05-07      | 0.0000%  | 0.0000% | $15500.00          | $15397.70          | U.S. Treasuries (including strips)        |
| USTR BILL 04/30/26        | 2026-04-30      | 0.0000%  | 0.0000% | $592000.00         | $588479.38         | U.S. Treasuries (including strips)        |
| USTR BILL 04/23/26        | 2026-04-23      | 0.0000%  | 0.0000% | $32166.67          | $31998.82          | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $1347000.00        | $1342801.40        | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  | 0.0000% | $1385666.67        | $1382332.75        | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $9873966.67        | $9871004.48        | U.S. Treasuries (including strips)        |
| USTR BILL 09/03/26        | 2026-09-03      | 0.0000%  | 0.0000% | $1091000.00        | $1071489.65        | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  | 0.0000% | $315833.33         | $311813.09         | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $38316.67          | $37933.69          | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $150333.33         | $149652.62         | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $323166.67         | $322615.35         | U.S. Treasuries (including strips)        |
| USTR BILL 03/10/26        | 2026-03-10      | 0.0000%  | 0.0000% | $101666.67         | $101585.03         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $338666.67         | $323252.31         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE P 32      | 2032-08-31      | 3.8750%  | 0.0000% | $16.67             | $17.16             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $91666.67          | $76018.54          | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | 0.0000% | $666666.67         | $661498.74         | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 45        | 2045-02-15      | 2.5000%  | 0.0000% | $605133.33         | $444475.11         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE B 36      | 2036-02-15      | 4.1250%  | 0.0000% | $1494166.67        | $1514880.90        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $1575350.00        | $1373961.64        | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $166366.67         | $157683.00         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  | 0.0000% | $875366.67         | $818937.55         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $16.67             | $17.21             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE BD 26     | 2026-06-30      | 4.6250%  | 0.0000% | $1603333.33        | $1620343.45        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $920000.00         | $947522.18         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 55        | 2055-11-15      | 4.6250%  | 0.0000% | $619333.33         | $626397.01         | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $318300.00         | $282831.77         | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AK 29     | 2029-02-15      | 3.5000%  | 0.0000% | $1671416.67        | $1677805.19        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE G 33          | 2033-01-31      | 4.0000%  | 0.0000% | $200000.00         | $203909.29         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AH 30     | 2030-12-31      | 3.6250%  | 0.0000% | $233333.33         | $235655.70         | U.S. Treasuries (including strips)        |

### Security 145: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXN000, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: 933CXN000_3.70_0306
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2026-025 LF | 2054-10-20      | 4.3115%  | 0.0000% | $6451301.97        | $6447930.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 NT | 2056-02-20      | 3.0000%  | 0.0000% | $1217542.30        | $1172498.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 PB | 2056-01-20      | 4.5000%  | 0.0000% | $11946864.86       | $11895887.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 GP | 2056-02-20      | 6.5000%  | 0.0000% | $19931581.08       | $20716455.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 MF | 2066-02-20      | 4.4642%  | 0.0000% | $11486486.49       | $11518924.77       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 P  | 2056-02-20      | 4.5000%  | 0.0000% | $21128501.69       | $21019288.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 FS | 2056-02-20      | 4.4582%  | 0.0000% | $11486486.49       | $11530926.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2026-025 HF | 2066-02-20      | 4.5579%  | 0.0000% | $22972972.97       | $23083386.84       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 KP | 2056-02-20      | 4.5000%  | 0.0000% | $4594594.59        | $4582129.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-025 HT | 2056-02-20      | 5.0000%  | 0.0000% | $25849311.64       | $26103800.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF 005326 M | 2027-03-20      | 3.0000%  | 0.0000% | $2198.09           | $2190.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005276 M | 2027-01-20      | 3.0000%  | 0.0000% | $1067.65           | $1064.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004373 M | 2039-02-20      | 7.0000%  | 0.0000% | $629.79            | $663.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003462 M | 2033-10-20      | 7.0000%  | 0.0000% | $33.48             | $34.73             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003261 M | 2032-07-20      | 6.5000%  | 0.0000% | $36.95             | $38.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003251 M | 2032-06-20      | 7.0000%  | 0.0000% | $37.85             | $39.57             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8688 C | 2056-01-20      | 6.0000%  | 0.0000% | $230431.12         | $239927.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8513 C | 2055-12-20      | 5.5000%  | 0.0000% | $391954.50         | $402617.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8397 C | 2055-11-20      | 5.0000%  | 0.0000% | $246392.96         | $248719.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 680436 C | 2049-01-20      | 5.0000%  | 0.0000% | $25942.42          | $26297.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783276 X | 2041-03-15      | 4.5000%  | 0.0000% | $11099.30          | $11267.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 787946 C | 2055-05-20      | 5.0000%  | 0.0000% | $220372.33         | $223399.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII JP 786610 M | 2037-12-20      | 2.5000%  | 0.0000% | $52104.38          | $49630.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786340 C | 2052-09-20      | 5.0000%  | 0.0000% | $6824.52           | $6918.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9903 C | 2065-12-20      | 6.5000%  | 0.0000% | $63520.41          | $66278.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9928 C | 2056-01-20      | 6.5000%  | 0.0000% | $465334.45         | $488192.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9731 C | 2056-02-20      | 6.5000%  | 0.0000% | $241281.00         | $254225.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9899 C | 2065-12-20      | 7.0000%  | 0.0000% | $375451.03         | $393123.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9897 C | 2065-12-20      | 6.5000%  | 0.0000% | $120375.62         | $126219.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9853 C | 2056-01-20      | 6.5000%  | 0.0000% | $381519.76         | $397384.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9773 C | 2056-02-20      | 5.5000%  | 0.0000% | $446450.32         | $458595.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8667 C | 2056-02-20      | 6.0000%  | 0.0000% | $1175262.84        | $1221727.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8666 C | 2056-02-20      | 6.0000%  | 0.0000% | $815620.49         | $849165.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8557 C | 2056-02-20      | 6.0000%  | 0.0000% | $374262.12         | $386957.59         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6575   | 2055-12-15      | 5.2100%  | 0.0000% | $286843.70         | $298882.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3703 C | 2065-09-20      | 7.0000%  | 0.0000% | $58904.84          | $61677.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4468 C | 2065-11-20      | 7.0000%  | 0.0000% | $693113.01         | $725738.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4462 C | 2065-12-20      | 7.0000%  | 0.0000% | $1203031.31        | $1259658.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4461 C | 2065-12-20      | 6.5000%  | 0.0000% | $5163138.52        | $5413775.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4429 C | 2055-11-20      | 5.5000%  | 0.0000% | $307556.27         | $314515.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3436 C | 2065-11-20      | 7.0000%  | 0.0000% | $149735.16         | $156783.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8553 C | 2066-01-20      | 6.5000%  | 0.0000% | $494606.50         | $518616.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 793049 C | 2042-02-20      | 3.7400%  | 0.0000% | $16105.73          | $15322.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9715 M | 2054-06-20      | 7.0000%  | 0.0000% | $62201.50          | $63936.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9714 M | 2054-06-20      | 6.5000%  | 0.0000% | $1439747.97        | $1485711.12        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB4099 C | 2054-06-20      | 7.5000%  | 0.0000% | $209165.48         | $228040.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4112 H | 2074-02-20      | 6.0850%  | 0.0000% | $87934.32          | $90769.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2556 C | 2065-03-20      | 3.0000%  | 0.0000% | $60604.94          | $55114.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7825 C | 2065-03-20      | 4.0000%  | 0.0000% | $263191.06         | $254682.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0309 M | 2055-04-20      | 6.0000%  | 0.0000% | $174412.13         | $178846.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2964 C | 2051-04-20      | 3.5000%  | 0.0000% | $339227.28         | $323371.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7473 M | 2051-07-20      | 3.0000%  | 0.0000% | $431910.68         | $396267.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9243 M | 2053-10-20      | 6.5000%  | 0.0000% | $152886.52         | $159702.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1970 C | 2064-03-20      | 7.5000%  | 0.0000% | $35335.11          | $36895.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6447 C | 2047-02-20      | 4.0000%  | 0.0000% | $213338.26         | $205393.52         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4118 H | 2074-03-20      | 6.0750%  | 0.0000% | $72685.39          | $74846.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1605 C | 2042-09-20      | 3.7400%  | 0.0000% | $38646.15          | $36909.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB7683 C | 2064-06-20      | 7.5000%  | 0.0000% | $51053.90          | $53307.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0601 M | 2027-12-20      | 2.5000%  | 0.0000% | $1020.05           | $1009.67           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3078 M | 2030-09-20      | 3.0000%  | 0.0000% | $13292.21          | $13111.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8399 M | 2037-11-20      | 5.5000%  | 0.0000% | $66465.32          | $69928.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3597 M | 2046-04-20      | 3.5000%  | 0.0000% | $1164415.85        | $1118605.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5331 M | 2048-07-20      | 4.5000%  | 0.0000% | $8145.11           | $8211.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7313 M | 2051-04-20      | 3.0000%  | 0.0000% | $209851.63         | $192634.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8065 C | 2043-01-20      | 3.7400%  | 0.0000% | $30452.04          | $29082.52          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE0706 H | 2074-09-20      | 6.9480%  | 0.0000% | $677958.58         | $712800.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BN8603 C | 2049-05-20      | 5.0000%  | 0.0000% | $51257.65          | $51783.82          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4114 H | 2074-02-20      | 6.0650%  | 0.0000% | $333271.34         | $343890.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9107 M | 2053-08-20      | 6.0000%  | 0.0000% | $1243814.07        | $1282600.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3886 C | 2036-06-20      | 6.5000%  | 0.0000% | $209185.58         | $224397.44         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AG8181 H | 2064-08-20      | 4.5620%  | 0.0000% | $8814.75           | $8880.02           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM AO0392 H | 2066-01-20      | 4.7500%  | 0.0000% | $13530.36          | $13683.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3802 C | 2064-08-20      | 4.0000%  | 0.0000% | $22747.22          | $22011.87          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CE5527 H | 2071-08-20      | 6.9070%  | 0.0000% | $2802110.29        | $3002768.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8463 M | 2037-11-20      | 6.5000%  | 0.0000% | $4022.35           | $4282.78           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M | 2047-07-20      | 3.5000%  | 0.0000% | $29056.97          | $27859.44          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3455 H | 2074-08-20      | 7.0530%  | 0.0000% | $47563.96          | $51080.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7152 C | 2055-06-20      | 5.0000%  | 0.0000% | $287521.25         | $291515.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0059 C | 2055-10-20      | 6.5000%  | 0.0000% | $233475.37         | $245860.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1422 C | 2065-05-20      | 3.5000%  | 0.0000% | $30661.13          | $28532.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8303 C | 2065-01-20      | 4.5000%  | 0.0000% | $56338.55          | $55525.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3423 C | 2053-09-20      | 6.5000%  | 0.0000% | $360566.30         | $384167.69         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9856 H | 2075-01-20      | 6.0750%  | 0.0000% | $54286.12          | $56432.62          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH9858 H | 2075-01-20      | 5.4720%  | 0.0000% | $672970.37         | $720860.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0464 M | 2029-11-20      | 8.0000%  | 0.0000% | $10729.36          | $11045.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9379 C | 2055-04-20      | 5.5000%  | 0.0000% | $341958.65         | $352012.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3526 C | 2065-01-20      | 3.0000%  | 0.0000% | $65313.65          | $59396.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF5787 C | 2054-11-20      | 6.5000%  | 0.0000% | $359349.85         | $380710.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0344 C | 2065-09-20      | 7.0000%  | 0.0000% | $850075.60         | $890089.13         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CE9963   | 2064-02-15      | 2.6000%  | 0.0000% | $1409407.74        | $1193999.19        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DM2173 H | 2075-09-20      | 5.9400%  | 0.0000% | $313261.15         | $343465.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2202 C | 2055-11-20      | 5.0000%  | 0.0000% | $623719.16         | $629607.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3358 C | 2053-11-20      | 6.5000%  | 0.0000% | $142091.21         | $150541.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7097 C | 2065-08-20      | 3.0000%  | 0.0000% | $52939.97          | $48274.67          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP3611 H | 2075-12-20      | 5.5140%  | 0.0000% | $68606.16          | $72630.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9732 C | 2056-02-20      | 6.5000%  | 0.0000% | $237083.61         | $249946.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6501 C | 2056-02-20      | 5.5000%  | 0.0000% | $331490.35         | $340508.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0741 M | 2055-11-20      | 3.0000%  | 0.0000% | $382629.08         | $350827.50         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2546   | 2065-12-15      | 6.7200%  | 0.0000% | $169939.13         | $189965.49         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2545   | 2065-12-15      | 6.7200%  | 0.0000% | $577563.38         | $639221.93         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2543   | 2065-12-15      | 6.7200%  | 0.0000% | $150419.09         | $168145.13         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2107 H | 2074-11-20      | 6.8940%  | 0.0000% | $312215.03         | $328035.21         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG2095 H | 2074-10-20      | 6.9500%  | 0.0000% | $334570.58         | $353737.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG0706 C | 2064-12-20      | 4.0000%  | 0.0000% | $108023.71         | $104531.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9546 M | 2054-03-20      | 8.0000%  | 0.0000% | $854881.92         | $906148.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9545 M | 2054-03-20      | 7.5000%  | 0.0000% | $18243.47          | $19064.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9531 M | 2054-03-20      | 7.0000%  | 0.0000% | $29949.80          | $30623.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8302 C | 2064-11-20      | 4.0000%  | 0.0000% | $15773.08          | $15263.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8284 C | 2064-12-20      | 4.5000%  | 0.0000% | $98831.48          | $97404.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO2502 C | 2052-06-20      | 4.5000%  | 0.0000% | $655329.41         | $652328.00         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CO1908 X | 2052-08-15      | 6.0000%  | 0.0000% | $283407.62         | $306210.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CN9840 C | 2039-01-20      | 6.5000%  | 0.0000% | $271476.09         | $289099.90         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN7618 H | 2072-05-20      | 5.4600%  | 0.0000% | $2549967.48        | $2700378.59        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7026   | 2065-04-15      | 5.6400%  | 0.0000% | $22948.09          | $24598.43          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN6143 H | 2072-05-20      | 5.3920%  | 0.0000% | $3424280.34        | $3623420.70        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN6131 H | 2072-05-20      | 5.2120%  | 0.0000% | $3691024.60        | $3861669.07        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9673 M | 2054-05-20      | 8.0000%  | 0.0000% | $123402.23         | $127202.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9657 M | 2054-05-20      | 6.5000%  | 0.0000% | $73459.74          | $75804.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9668 M | 2054-05-20      | 5.5000%  | 0.0000% | $13599.76          | $13917.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9609 M | 2054-04-20      | 7.5000%  | 0.0000% | $982040.31         | $1025903.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE3137 C | 2054-10-20      | 4.5000%  | 0.0000% | $259330.03         | $254149.66         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779250 X | 2027-05-15      | 3.0000%  | 0.0000% | $11064.83          | $11027.06          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 778668 X | 2026-12-15      | 3.0000%  | 0.0000% | $1329.03           | $1325.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778372 C | 2042-02-20      | 3.5000%  | 0.0000% | $80377.75          | $75644.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778370 C | 2042-01-20      | 3.5000%  | 0.0000% | $191961.64         | $180685.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 778374 C | 2042-03-20      | 3.5000%  | 0.0000% | $102602.11         | $96590.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE2037 C | 2064-09-20      | 7.5000%  | 0.0000% | $141195.66         | $147428.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE1950 C | 2064-09-20      | 7.5000%  | 0.0000% | $234864.93         | $246147.99         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE1249 H | 2074-09-20      | 6.3520%  | 0.0000% | $146776.32         | $155792.92         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE0707 H | 2074-09-20      | 6.3290%  | 0.0000% | $651491.66         | $688438.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD9175 C | 2064-06-20      | 7.5000%  | 0.0000% | $69935.83          | $73023.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD8405 C | 2064-01-20      | 7.5000%  | 0.0000% | $72077.56          | $75259.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD8413 C | 2064-07-20      | 7.5000%  | 0.0000% | $69781.04          | $72861.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD7862 C | 2064-06-20      | 4.5000%  | 0.0000% | $40395.33          | $39811.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD7553 C | 2053-03-20      | 7.0000%  | 0.0000% | $270224.41         | $284840.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD4865 C | 2054-09-20      | 6.5000%  | 0.0000% | $30224.75          | $31979.37          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD4709   | 2067-05-15      | 5.9500%  | 0.0000% | $5088.74           | $5534.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD2436 C | 2050-01-20      | 5.0000%  | 0.0000% | $282379.34         | $284881.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2188 H | 2074-08-20      | 6.0840%  | 0.0000% | $223566.41         | $230988.18         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2185 H | 2074-07-20      | 5.8940%  | 0.0000% | $41825.49          | $42988.21          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2176 H | 2074-06-20      | 6.0040%  | 0.0000% | $460486.48         | $475368.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9730 M | 2054-06-20      | 8.0000%  | 0.0000% | $12289.72          | $13269.14          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DD2184 H | 2074-07-20      | 4.7500%  | 0.0000% | $471029.96         | $478104.98         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2179 H | 2074-06-20      | 6.0840%  | 0.0000% | $148165.96         | $152997.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8906 C | 2054-01-20      | 6.5000%  | 0.0000% | $381308.19         | $405216.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG6717 C | 2064-10-20      | 3.0000%  | 0.0000% | $89906.67          | $81761.72          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG5691   | 2060-11-15      | 5.3000%  | 0.0000% | $286488.85         | $299864.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4755 C | 2055-02-20      | 4.5000%  | 0.0000% | $261117.60         | $256313.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5433 C | 2065-03-20      | 4.0000%  | 0.0000% | $67451.60          | $65271.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8823 C | 2054-01-20      | 6.5000%  | 0.0000% | $249000.43         | $263808.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5177 C | 2065-03-20      | 4.0000%  | 0.0000% | $262709.91         | $254217.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2678 M | 2045-03-20      | 3.5000%  | 0.0000% | $884466.35         | $849704.86         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AB8459 H | 2063-10-20      | 5.7370%  | 0.0000% | $3084.58           | $3183.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE6420 C | 2048-03-20      | 4.0000%  | 0.0000% | $396666.02         | $381888.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $389797.41         | $343858.06         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3397 H | 2074-05-20      | 6.3450%  | 0.0000% | $184499.71         | $192825.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7216 C | 2054-01-20      | 8.0000%  | 0.0000% | $178596.73         | $191534.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7214 C | 2054-01-20      | 8.0000%  | 0.0000% | $189423.97         | $202687.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $1389206.13        | $1424588.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M | 2055-05-20      | 5.5000%  | 0.0000% | $172297.21         | $175275.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0361 M | 2055-05-20      | 3.0000%  | 0.0000% | $80743.89          | $74059.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0311 M | 2055-04-20      | 7.0000%  | 0.0000% | $41412.92          | $43014.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0310 M | 2055-04-20      | 6.5000%  | 0.0000% | $100158.44         | $104479.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  | 0.0000% | $414246.12         | $398616.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7968 C | 2055-10-20      | 6.0000%  | 0.0000% | $549210.52         | $571840.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7967 C | 2055-10-20      | 5.5000%  | 0.0000% | $511711.08         | $528129.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7664 C | 2065-11-20      | 7.0000%  | 0.0000% | $973082.52         | $1018886.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DM7512 C | 2050-06-20      | 3.5000%  | 0.0000% | $266869.28         | $249731.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7477 C | 2065-08-20      | 3.0000%  | 0.0000% | $179708.91         | $163872.36         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DJ1364 H | 2075-03-20      | 6.0580%  | 0.0000% | $822848.18         | $849440.35         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DJ1357 H | 2075-02-20      | 6.1160%  | 0.0000% | $84587.14          | $88693.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1735 C | 2055-04-20      | 5.0000%  | 0.0000% | $592996.09         | $602107.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ0744 C | 2055-09-20      | 6.0000%  | 0.0000% | $1225398.81        | $1266464.79        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0366   | 2060-12-15      | 5.2200%  | 0.0000% | $22936.49          | $23880.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CC9820 C | 2051-05-20      | 3.5000%  | 0.0000% | $11772.37          | $11120.39          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CC8487   | 2063-05-15      | 3.0000%  | 0.0000% | $83324.12          | $74706.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CB2835 C | 2051-04-20      | 3.5000%  | 0.0000% | $588841.86         | $551865.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ8540 C | 2051-01-20      | 3.5000%  | 0.0000% | $13504.99          | $12757.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6435 C | 2050-10-20      | 3.5000%  | 0.0000% | $32991.52          | $31156.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BY6419 C | 2050-10-20      | 3.5000%  | 0.0000% | $28074.78          | $26519.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6511 C | 2055-09-20      | 6.5000%  | 0.0000% | $968381.76         | $1031323.13        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6443   | 2060-12-15      | 5.4000%  | 0.0000% | $286724.37         | $303551.07         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6442   | 2060-12-15      | 5.4000%  | 0.0000% | $286724.37         | $303551.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7192 C | 2055-09-20      | 5.5000%  | 0.0000% | $958958.30         | $985514.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5789 C | 2055-10-20      | 6.5000%  | 0.0000% | $1000044.97        | $1058105.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5776 C | 2055-10-20      | 5.5000%  | 0.0000% | $492474.87         | $505383.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC4804 C | 2064-04-20      | 7.5000%  | 0.0000% | $27104.78          | $28301.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $62437.98          | $57365.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $23715.97          | $23120.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII FS MA6525 M | 2050-03-20      | 3.5000%  | 0.0000% | $137750.80         | $127621.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6473 M | 2050-02-20      | 2.5000%  | 0.0000% | $47079.32          | $41669.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $388261.70         | $357335.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $42591.98          | $39159.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6038 M | 2049-07-20      | 3.0000%  | 0.0000% | $89615.53          | $82569.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5712 M | 2049-01-20      | 5.0000%  | 0.0000% | $12297.49          | $12595.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M | 2049-01-20      | 4.5000%  | 0.0000% | $110109.74         | $111031.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7347 C | 2050-01-20      | 4.0000%  | 0.0000% | $835159.14         | $822548.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2741 C | 2049-11-20      | 3.5000%  | 0.0000% | $176003.38         | $166029.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC8656 C | 2064-06-20      | 7.5000%  | 0.0000% | $110738.51         | $115627.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  | 0.0000% | $4026.79           | $4069.79           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4585 M | 2047-07-20      | 3.0000%  | 0.0000% | $145127.58         | $134642.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4509 M | 2047-06-20      | 3.0000%  | 0.0000% | $10467.12          | $9727.27           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0311 C | 2054-12-20      | 5.0000%  | 0.0000% | $735798.20         | $749236.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0802 C | 2054-12-20      | 6.5000%  | 0.0000% | $176099.41         | $187300.64         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF9983   | 2067-04-15      | 5.0500%  | 0.0000% | $75680.78          | $76389.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9508 C | 2054-11-20      | 4.5000%  | 0.0000% | $1266550.90        | $1260755.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF9773 C | 2054-12-20      | 5.0000%  | 0.0000% | $182012.28         | $184732.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF8862 C | 2064-10-20      | 7.5000%  | 0.0000% | $114424.46         | $119475.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB3229 C | 2063-12-20      | 4.5000%  | 0.0000% | $76667.93          | $75560.85          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3040 H | 2074-10-20      | 6.6650%  | 0.0000% | $93284.81          | $97981.82          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3016 H | 2074-05-20      | 6.6610%  | 0.0000% | $77535.78          | $81662.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4560 C | 2055-02-20      | 6.5000%  | 0.0000% | $376909.43         | $403499.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG4236 C | 2063-11-20      | 7.5000%  | 0.0000% | $27686.43          | $28903.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3163 C | 2064-12-20      | 4.0000%  | 0.0000% | $239755.15         | $232004.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3160 C | 2064-12-20      | 3.5000%  | 0.0000% | $560030.83         | $521875.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3148 C | 2064-12-20      | 3.5000%  | 0.0000% | $54195.51          | $50503.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3147 C | 2063-12-20      | 7.5000%  | 0.0000% | $73887.51          | $77149.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3064 C | 2064-12-20      | 4.0000%  | 0.0000% | $65907.41          | $63776.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8481 C | 2064-11-20      | 7.5000%  | 0.0000% | $61984.97          | $64721.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8203 M | 2052-08-20      | 5.5000%  | 0.0000% | $11845.51          | $12150.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8202 M | 2052-08-20      | 5.0000%  | 0.0000% | $197277.42         | $200048.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $426004.96         | $425037.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M | 2052-08-20      | 4.0000%  | 0.0000% | $79275.55          | $76932.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8152 M | 2052-07-20      | 5.0000%  | 0.0000% | $4917.94           | $4968.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8148 M | 2052-07-20      | 3.0000%  | 0.0000% | $113992.67         | $104650.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8949 M | 2053-06-20      | 6.0000%  | 0.0000% | $168089.03         | $173212.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M | 2053-06-20      | 5.5000%  | 0.0000% | $22894.85          | $23400.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8946 M | 2053-06-20      | 4.5000%  | 0.0000% | $57583.89          | $57266.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $379800.14         | $389826.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7938 M | 2052-03-20      | 3.5000%  | 0.0000% | $809411.29         | $768038.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7852 M | 2037-02-20      | 2.0000%  | 0.0000% | $215710.08         | $202783.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0930 H | 2067-10-20      | 6.8220%  | 0.0000% | $2460439.58        | $2555656.13        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0929 H | 2067-10-20      | 6.8660%  | 0.0000% | $2925941.97        | $3037997.74        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0750 H | 2068-01-20      | 6.5470%  | 0.0000% | $1656250.93        | $1722799.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB8774 C | 2047-09-20      | 4.0000%  | 0.0000% | $222235.87         | $214164.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BB3665 C | 2047-10-20      | 4.0000%  | 0.0000% | $43240.73          | $41710.44          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BB0155 H | 2067-10-20      | 6.8680%  | 0.0000% | $2108054.84        | $2193623.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0007 M | 2027-04-20      | 3.0000%  | 0.0000% | $2404.36           | $2395.18           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8195 C | 2043-02-20      | 3.7400%  | 0.0000% | $33584.21          | $31843.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC7778 C | 2042-12-20      | 3.7400%  | 0.0000% | $43183.35          | $41217.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AC8064 C | 2042-07-20      | 3.7400%  | 0.0000% | $30805.45          | $29306.59          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AB8472 H | 2063-10-20      | 5.9300%  | 0.0000% | $5246.45           | $5494.72           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB2098 C | 2042-11-20      | 3.7400%  | 0.0000% | $12525.30          | $11969.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AB1870 C | 2042-09-20      | 3.7400%  | 0.0000% | $63099.97          | $60139.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AA0291 C | 2042-05-20      | 3.7400%  | 0.0000% | $61272.96          | $58472.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 793312 C | 2042-03-20      | 3.7400%  | 0.0000% | $11767.66          | $11239.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0742 M | 2055-11-20      | 3.5000%  | 0.0000% | $625726.87         | $586229.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0716 M | 2040-11-20      | 4.5000%  | 0.0000% | $57275.66          | $57711.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0687 M | 2055-10-20      | 6.0000%  | 0.0000% | $58275.61          | $59828.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0686 M | 2055-10-20      | 5.5000%  | 0.0000% | $1204444.28        | $1225813.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0681 M | 2055-10-20      | 3.0000%  | 0.0000% | $303632.93         | $278396.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3352 C | 2047-12-20      | 3.0000%  | 0.0000% | $236379.35         | $216094.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3366 C | 2053-07-20      | 7.0000%  | 0.0000% | $229013.39         | $240834.73         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3190   | 2060-10-15      | 5.3400%  | 0.0000% | $11449.91          | $12024.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3185   | 2060-10-15      | 5.2500%  | 0.0000% | $22900.17          | $23882.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ6529 C | 2065-04-20      | 3.0000%  | 0.0000% | $84416.10          | $76768.31          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ6459   | 2060-07-15      | 5.6600%  | 0.0000% | $11428.01          | $12231.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9454 C | 2055-10-20      | 6.5000%  | 0.0000% | $495845.49         | $522150.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9282 C | 2055-09-20      | 6.5000%  | 0.0000% | $242393.46         | $255544.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9088 C | 2065-01-20      | 4.0000%  | 0.0000% | $73828.74          | $71442.22          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CL2689   | 2063-07-15      | 2.2200%  | 0.0000% | $34115.21          | $28494.98          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9662 H | 2072-01-20      | 5.3750%  | 0.0000% | $4889894.13        | $5166926.46        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9659 H | 2072-01-20      | 5.3180%  | 0.0000% | $5906216.11        | $6241972.69        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9645 H | 2071-12-20      | 5.4140%  | 0.0000% | $7138532.48        | $7543829.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CK6093 C | 2043-11-20      | 3.0000%  | 0.0000% | $247662.98         | $227119.25         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK2815 H | 2072-05-20      | 5.3440%  | 0.0000% | $4656396.91        | $4905868.54        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK2814 H | 2072-05-20      | 5.3090%  | 0.0000% | $2671605.38        | $2814109.99        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ9613   | 2063-12-15      | 2.8700%  | 0.0000% | $36133.25          | $31665.84          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CJ7159 H | 2071-12-20      | 5.2090%  | 0.0000% | $1281454.27        | $1338218.99        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CJ1386   | 2049-01-15      | 3.3000%  | 0.0000% | $463617.10         | $401502.29         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CI1786   | 2063-08-15      | 3.8300%  | 0.0000% | $17484.11          | $16759.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9119 C | 2052-04-20      | 3.5000%  | 0.0000% | $197451.76         | $184734.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9118 C | 2052-04-20      | 3.5000%  | 0.0000% | $277448.10         | $259472.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CF9204 C | 2044-10-20      | 3.5000%  | 0.0000% | $238638.70         | $224707.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CE9951 C | 2051-09-20      | 3.5000%  | 0.0000% | $20646.26          | $19241.79          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD0955   | 2063-05-15      | 2.9000%  | 0.0000% | $17573.31          | $15723.73          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD0235   | 2060-12-15      | 5.2000%  | 0.0000% | $516067.36         | $510917.81         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ7738 H | 2074-01-20      | 6.3140%  | 0.0000% | $476879.21         | $505632.17         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CZ6011   | 2066-07-15      | 5.9000%  | 0.0000% | $57432.43          | $60757.95          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ6004 H | 2074-01-20      | 6.0060%  | 0.0000% | $47452.76          | $48896.41          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DB4122 H | 2074-03-20      | 4.5530%  | 0.0000% | $20788.85          | $21045.92          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4117 H | 2074-03-20      | 6.1640%  | 0.0000% | $157641.38         | $163356.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8348 C | 2065-01-20      | 4.0000%  | 0.0000% | $382494.07         | $370129.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8356 C | 2064-11-20      | 3.0000%  | 0.0000% | $73607.24          | $66938.62          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892990 H | 2060-11-20      | 5.0200%  | 0.0000% | $17183.81          | $17515.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9394 C | 2055-04-20      | 6.5000%  | 0.0000% | $834497.79         | $892212.02         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9174   | 2060-10-15      | 5.7300%  | 0.0000% | $11453.85          | $12326.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8700 C | 2065-03-20      | 3.5000%  | 0.0000% | $62866.15          | $58583.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4187 C | 2055-10-20      | 6.0000%  | 0.0000% | $773494.57         | $804429.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4068 C | 2055-10-20      | 6.0000%  | 0.0000% | $245710.72         | $255537.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4067 C | 2055-10-20      | 6.0000%  | 0.0000% | $241747.19         | $251415.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4051 C | 2055-10-20      | 5.5000%  | 0.0000% | $146426.23         | $150387.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4050 C | 2055-10-20      | 5.5000%  | 0.0000% | $243157.58         | $249772.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4018 C | 2055-10-20      | 6.5000%  | 0.0000% | $475464.29         | $500684.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3864 C | 2065-11-20      | 4.0000%  | 0.0000% | $95622.84          | $92531.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3830 C | 2065-10-20      | 7.0000%  | 0.0000% | $184093.89         | $192759.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0945 C | 2056-01-20      | 6.0000%  | 0.0000% | $241502.75         | $251454.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0936 C | 2056-01-20      | 5.0000%  | 0.0000% | $280685.77         | $283335.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1703 C | 2055-11-20      | 5.0000%  | 0.0000% | $380009.14         | $385463.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1682 C | 2055-10-20      | 4.5000%  | 0.0000% | $304823.26         | $303428.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0691 C | 2055-11-20      | 6.5000%  | 0.0000% | $453248.45         | $477293.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0677 C | 2055-11-20      | 6.5000%  | 0.0000% | $816115.25         | $859408.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0308 C | 2055-10-20      | 5.5000%  | 0.0000% | $293773.37         | $303199.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0160 C | 2055-12-20      | 5.0000%  | 0.0000% | $483143.80         | $487705.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0031 C | 2055-11-20      | 5.0000%  | 0.0000% | $231725.55         | $234277.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0778 C | 2063-12-20      | 7.0000%  | 0.0000% | $39559.80          | $41421.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9682 C | 2055-05-20      | 6.5000%  | 0.0000% | $807506.88         | $863351.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9652 C | 2055-05-20      | 5.5000%  | 0.0000% | $479687.52         | $493790.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9580 C | 2055-05-20      | 5.5000%  | 0.0000% | $712031.47         | $732965.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9604 C | 2055-05-20      | 6.5000%  | 0.0000% | $308390.56         | $329718.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3797 C | 2065-11-20      | 7.0000%  | 0.0000% | $860009.01         | $900490.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3789 C | 2065-06-20      | 3.0000%  | 0.0000% | $57055.78          | $51886.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3749 C | 2065-08-20      | 7.0000%  | 0.0000% | $10755.59          | $11261.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  | 0.0000% | $340525.09         | $356554.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3713 C | 2065-08-20      | 2.0000%  | 0.0000% | $149215.47         | $119060.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3712 C | 2065-11-20      | 7.0000%  | 0.0000% | $1710775.76        | $1791304.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0428 M | 2055-06-20      | 7.5000%  | 0.0000% | $251177.42         | $261945.82         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892975 H | 2060-09-20      | 5.0200%  | 0.0000% | $2051.15           | $2091.54           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 893149 H | 2060-07-20      | 5.7140%  | 0.0000% | $14569.86          | $14970.21          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892950 H | 2060-07-20      | 4.6930%  | 0.0000% | $1787.72           | $1803.22           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 892614 H | 2060-08-20      | 6.2010%  | 0.0000% | $14307.14          | $14785.93          | Agency Mortgage-Backed Securities         |
| GNMA GNPL RX 728041   | 2041-01-15      | 4.5000%  | 0.0000% | $64476.89          | $64988.90          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 891562 H | 2058-08-20      | 4.8390%  | 0.0000% | $1124.35           | $1133.53           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 891588 H | 2058-03-20      | 4.5170%  | 0.0000% | $1338.63           | $1351.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AY6491 C | 2047-03-20      | 4.0000%  | 0.0000% | $403127.24         | $388113.53         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BY5325   | 2063-12-15      | 2.6600%  | 0.0000% | $532448.85         | $461042.19         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL BW0712   | 2063-03-15      | 2.7500%  | 0.0000% | $758062.16         | $670453.00         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BT5627   | 2061-02-15      | 5.0500%  | 0.0000% | $746621.62         | $775660.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0433 C | 2050-03-20      | 4.0000%  | 0.0000% | $66704.70          | $64221.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BT0432 C | 2050-03-20      | 3.5000%  | 0.0000% | $24747.13          | $23345.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS0976 C | 2049-12-20      | 3.5000%  | 0.0000% | $171480.59         | $161766.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ1367 C | 2054-04-20      | 8.0000%  | 0.0000% | $260022.89         | $282607.38         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ0307 H | 2074-03-20      | 6.2410%  | 0.0000% | $65509.79          | $67902.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ0246 C | 2053-12-20      | 7.0000%  | 0.0000% | $666773.59         | $699341.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7219 C | 2054-02-20      | 8.0000%  | 0.0000% | $321747.83         | $344168.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7218 C | 2054-02-20      | 8.0000%  | 0.0000% | $146487.63         | $157107.22         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ6002 H | 2074-01-20      | 5.9690%  | 0.0000% | $29225.86          | $30091.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ5339 C | 2065-02-20      | 6.5000%  | 0.0000% | $37508.20          | $39328.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5335 C | 2055-11-20      | 5.5000%  | 0.0000% | $207639.74         | $214809.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5332 C | 2055-09-20      | 6.0000%  | 0.0000% | $296009.59         | $310721.96         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4336 H | 2074-01-20      | 5.9390%  | 0.0000% | $40196.93          | $41168.22          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4335 H | 2074-01-20      | 6.2950%  | 0.0000% | $175677.09         | $183665.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ4649 C | 2065-03-20      | 4.5000%  | 0.0000% | $494281.47         | $487145.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5348 C | 2065-04-20      | 3.0000%  | 0.0000% | $37227.66          | $33855.19          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3141 C | 2055-09-20      | 6.0000%  | 0.0000% | $542732.04         | $565094.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3573 C | 2055-08-20      | 5.5000%  | 0.0000% | $173220.48         | $178757.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3503 C | 2055-07-20      | 6.5000%  | 0.0000% | $536789.69         | $571678.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3474 C | 2051-02-20      | 3.0000%  | 0.0000% | $273485.63         | $250008.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2318 C | 2055-07-20      | 5.5000%  | 0.0000% | $170055.50         | $174681.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2142 C | 2055-07-20      | 7.5000%  | 0.0000% | $248670.91         | $265154.47         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1811 H | 2075-12-20      | 6.5010%  | 0.0000% | $74014.28          | $77941.17          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1809 H | 2075-12-20      | 5.4410%  | 0.0000% | $181230.14         | $196981.71         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1806 H | 2075-11-20      | 5.7540%  | 0.0000% | $69477.54          | $77566.98          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1804 H | 2075-09-20      | 6.5320%  | 0.0000% | $66305.96          | $69190.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2592 C | 2055-08-20      | 5.5000%  | 0.0000% | $141021.65         | $145770.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL1584 C | 2055-10-20      | 5.0000%  | 0.0000% | $344227.45         | $346473.57         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1795 H | 2075-07-20      | 5.4710%  | 0.0000% | $75395.02          | $80910.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8530 C | 2055-12-20      | 5.0000%  | 0.0000% | $936862.88         | $946628.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8521 C | 2065-10-20      | 7.0000%  | 0.0000% | $88213.09          | $92365.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8497 C | 2055-12-20      | 6.5000%  | 0.0000% | $1411421.57        | $1470113.34        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8462 C | 2056-02-20      | 6.5000%  | 0.0000% | $316554.01         | $333538.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8461 C | 2056-01-20      | 6.5000%  | 0.0000% | $246536.76         | $260061.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8404 C | 2056-02-20      | 6.5000%  | 0.0000% | $231840.72         | $248196.95         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO8312   | 2060-12-15      | 5.4000%  | 0.0000% | $974862.85         | $1032073.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0657 M | 2040-10-20      | 5.0000%  | 0.0000% | $66008.78          | $67122.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0624 M | 2055-09-20      | 6.0000%  | 0.0000% | $168375.47         | $172856.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6638 C | 2065-11-20      | 5.0000%  | 0.0000% | $91810.31          | $92169.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6634 C | 2055-11-20      | 6.5000%  | 0.0000% | $302018.18         | $318039.17         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6576   | 2060-12-15      | 5.8000%  | 0.0000% | $820865.40         | $903094.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2862 C | 2056-01-20      | 6.0000%  | 0.0000% | $237715.68         | $250137.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2852 C | 2056-01-20      | 6.5000%  | 0.0000% | $1253749.53        | $1320260.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2855 C | 2056-01-20      | 6.5000%  | 0.0000% | $326932.13         | $344374.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3498 C | 2056-02-20      | 5.5000%  | 0.0000% | $686906.82         | $705594.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1973 C | 2065-08-20      | 6.5000%  | 0.0000% | $24700.16          | $25899.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8422 C | 2055-10-20      | 6.0000%  | 0.0000% | $445578.47         | $465559.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8331 C | 2055-10-20      | 5.5000%  | 0.0000% | $294919.65         | $304094.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8297 C | 2055-10-20      | 5.5000%  | 0.0000% | $272935.58         | $281692.78         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8158   | 2060-12-15      | 4.3400%  | 0.0000% | $286607.77         | $281574.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8120   | 2050-11-15      | 5.6100%  | 0.0000% | $854935.75         | $912120.41         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8119   | 2061-01-15      | 5.4400%  | 0.0000% | $470728.78         | $498048.89         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DM8129   | 2068-11-15      | 5.5300%  | 0.0000% | $5743.24           | $5882.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8946 C | 2056-02-20      | 5.5000%  | 0.0000% | $277170.99         | $282681.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8909 C | 2055-11-20      | 6.5000%  | 0.0000% | $722008.46         | $760310.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0262 M | 2055-03-20      | 7.0000%  | 0.0000% | $263682.58         | $273777.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0256 M | 2055-03-20      | 4.0000%  | 0.0000% | $51756.73          | $49829.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2521 C | 2064-11-20      | 3.5000%  | 0.0000% | $64283.91          | $59904.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2479 C | 2056-02-20      | 7.0000%  | 0.0000% | $474007.32         | $497160.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2293 C | 2055-06-20      | 5.5000%  | 0.0000% | $1398726.61        | $1436777.88        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9463 M | 2030-12-20      | 8.0000%  | 0.0000% | $5409.94           | $5647.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  | 0.0000% | $354048.85         | $369989.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9426 M | 2054-01-20      | 7.0000%  | 0.0000% | $998989.87         | $1043090.84        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ5556 C | 2054-03-20      | 6.5000%  | 0.0000% | $54770.07          | $57310.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4636 C | 2054-02-20      | 8.0000%  | 0.0000% | $55506.40          | $59145.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ4614 C | 2063-12-20      | 3.0000%  | 0.0000% | $1967.04           | $1788.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ4606 C | 2054-03-20      | 6.5000%  | 0.0000% | $21359.70          | $22223.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9425 M | 2054-01-20      | 6.5000%  | 0.0000% | $614450.33         | $641592.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9423 M | 2054-01-20      | 5.5000%  | 0.0000% | $171417.35         | $175574.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9367 M | 2053-12-20      | 8.0000%  | 0.0000% | $155011.48         | $161416.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  | 0.0000% | $418098.45         | $436739.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9360 M | 2053-12-20      | 4.5000%  | 0.0000% | $2952.99           | $2934.52           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  | 0.0000% | $15930.60          | $16120.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9246 M | 2053-10-20      | 8.0000%  | 0.0000% | $273828.90         | $292885.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9173 M | 2053-09-20      | 6.5000%  | 0.0000% | $2902.90           | $3033.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9171 M | 2053-09-20      | 5.5000%  | 0.0000% | $8037.92           | $8195.96           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  | 0.0000% | $19415.33          | $18839.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9143 M | 2031-07-20      | 8.0000%  | 0.0000% | $4815.36           | $4917.11           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0936 C | 2064-07-20      | 4.5000%  | 0.0000% | $110993.83         | $109117.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0935 C | 2062-04-20      | 3.5000%  | 0.0000% | $53583.23          | $49670.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DD0909 C | 2041-05-20      | 5.0000%  | 0.0000% | $281137.83         | $284661.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0437 C | 2061-05-20      | 3.5000%  | 0.0000% | $58136.29          | $53887.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0856 C | 2064-06-20      | 7.5000%  | 0.0000% | $44648.27          | $46619.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC9622 C | 2063-12-20      | 7.5000%  | 0.0000% | $29420.35          | $30713.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC9228 C | 2054-11-20      | 5.0000%  | 0.0000% | $269274.18         | $271626.59         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8271 H | 2074-07-20      | 6.3210%  | 0.0000% | $717030.65         | $757898.21         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8241 H | 2074-05-20      | 6.3040%  | 0.0000% | $447715.29         | $474989.61         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8260 H | 2074-06-20      | 6.4040%  | 0.0000% | $437417.90         | $465530.26         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DC8253 H | 2074-06-20      | 6.0930%  | 0.0000% | $91580.36          | $94409.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC7286 C | 2064-04-20      | 7.5000%  | 0.0000% | $60409.42          | $63076.30          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7268   | 2067-05-15      | 5.7300%  | 0.0000% | $54792.61          | $58950.02          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7257   | 2067-01-15      | 5.6000%  | 0.0000% | $57432.43          | $60144.07          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7214   | 2066-11-15      | 5.8700%  | 0.0000% | $461382.30         | $484748.75         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7211   | 2066-08-15      | 5.2400%  | 0.0000% | $220365.26         | $228821.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC6446 C | 2064-05-20      | 7.5000%  | 0.0000% | $26983.05          | $28174.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC6382 C | 2064-05-20      | 7.5000%  | 0.0000% | $164318.93         | $171573.23         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7194   | 2067-02-15      | 5.3200%  | 0.0000% | $657232.41         | $686046.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC5887 C | 2064-04-20      | 7.5000%  | 0.0000% | $62190.47          | $64935.97          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4111 H | 2074-02-20      | 6.1000%  | 0.0000% | $117362.01         | $120698.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4072 C | 2064-04-20      | 7.5000%  | 0.0000% | $32702.70          | $34140.50          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3413 H | 2074-06-20      | 6.2830%  | 0.0000% | $157605.75         | $163283.25         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3396 H | 2074-05-20      | 6.5220%  | 0.0000% | $624081.70         | $659645.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0138 M | 2027-06-20      | 2.5000%  | 0.0000% | $1358.03           | $1347.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  | 0.0000% | $17929.31          | $15163.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $117257.92         | $107742.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB2816 C | 2054-04-20      | 6.5000%  | 0.0000% | $273826.40         | $285303.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB1895 C | 2064-04-20      | 7.5000%  | 0.0000% | $29478.76          | $30780.12          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB0955 H | 2074-03-20      | 5.9050%  | 0.0000% | $65849.16          | $67477.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1227 C | 2055-10-20      | 5.5000%  | 0.0000% | $338853.12         | $349725.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN1187 C | 2065-10-20      | 6.5000%  | 0.0000% | $2258865.37        | $2368520.74        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN1186 C | 2065-09-20      | 6.5000%  | 0.0000% | $5460135.87        | $5725195.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1064 C | 2055-10-20      | 6.0000%  | 0.0000% | $241080.79         | $252039.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0374 C | 2056-02-20      | 5.0000%  | 0.0000% | $995150.14         | $1004547.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0373 C | 2056-02-20      | 5.0000%  | 0.0000% | $1254532.23        | $1266378.92        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8807 C | 2056-02-20      | 5.0000%  | 0.0000% | $543821.96         | $548957.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8806 C | 2056-02-20      | 5.0000%  | 0.0000% | $929083.54         | $937856.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8687 C | 2065-09-20      | 7.0000%  | 0.0000% | $59992.75          | $62816.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8625 C | 2055-12-20      | 6.5000%  | 0.0000% | $264940.06         | $275989.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8532 C | 2055-12-20      | 5.0000%  | 0.0000% | $1272861.36        | $1284879.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4671 C | 2056-02-20      | 6.5000%  | 0.0000% | $262559.95         | $276330.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4652 C | 2056-02-20      | 6.0000%  | 0.0000% | $333713.45         | $347464.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4633 C | 2056-02-20      | 6.0000%  | 0.0000% | $287576.82         | $299427.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4612 C | 2056-02-20      | 5.5000%  | 0.0000% | $285402.89         | $294560.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4909 C | 2066-02-20      | 6.5000%  | 0.0000% | $1319740.78        | $1383805.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4556 C | 2056-02-20      | 5.0000%  | 0.0000% | $652650.22         | $662020.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4555 C | 2056-02-20      | 5.0000%  | 0.0000% | $885374.70         | $898086.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4554 C | 2056-02-20      | 5.0000%  | 0.0000% | $449445.08         | $455897.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4552 C | 2056-02-20      | 5.0000%  | 0.0000% | $274963.51         | $279248.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3960 C | 2056-02-20      | 6.5000%  | 0.0000% | $256766.62         | $270387.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4532 C | 2056-02-20      | 5.0000%  | 0.0000% | $233257.46         | $236606.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4530 C | 2056-02-20      | 5.0000%  | 0.0000% | $522081.26         | $529576.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4529 C | 2056-02-20      | 5.0000%  | 0.0000% | $254489.08         | $258142.56         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM3186 H | 2075-12-20      | 6.9420%  | 0.0000% | $267054.28         | $282300.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2747 C | 2065-07-20      | 4.0000%  | 0.0000% | $38292.55          | $37054.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2739 C | 2065-07-20      | 3.5000%  | 0.0000% | $219055.62         | $204130.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3579 C | 2055-10-20      | 6.5000%  | 0.0000% | $432262.71         | $462157.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2563 C | 2055-11-20      | 6.0000%  | 0.0000% | $527270.50         | $555758.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2499 C | 2065-04-20      | 3.0000%  | 0.0000% | $58852.02          | $53520.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9071 C | 2065-02-20      | 4.5000%  | 0.0000% | $113385.52         | $111748.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9050 C | 2065-04-20      | 4.5000%  | 0.0000% | $90008.97          | $88709.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9058 C | 2065-02-20      | 3.0000%  | 0.0000% | $54266.19          | $49350.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9820 C | 2055-10-20      | 6.5000%  | 0.0000% | $572071.73         | $612428.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH2667 C | 2055-01-20      | 5.0000%  | 0.0000% | $545913.34         | $552190.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0432 C | 2055-02-20      | 5.5000%  | 0.0000% | $711177.24         | $730132.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0282 C | 2055-01-20      | 5.5000%  | 0.0000% | $831823.33         | $856151.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9610 C | 2066-01-20      | 6.5000%  | 0.0000% | $340788.23         | $357331.60         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DG9019 H | 2074-11-20      | 6.5930%  | 0.0000% | $169446.90         | $177338.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9798 C | 2065-01-20      | 4.5000%  | 0.0000% | $45840.66          | $45178.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2854 C | 2056-01-20      | 6.5000%  | 0.0000% | $345399.17         | $363931.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0628 C | 2055-12-20      | 6.5000%  | 0.0000% | $890337.62         | $927361.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0380 C | 2056-02-20      | 6.0000%  | 0.0000% | $1159452.38        | $1200896.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3799 C | 2056-01-20      | 6.5000%  | 0.0000% | $726077.81         | $756271.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8255 C | 2066-02-20      | 6.0000%  | 0.0000% | $439900.04         | $453226.96         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CH0464   | 2061-01-15      | 5.3400%  | 0.0000% | $1171957.97        | $1227014.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0932 C | 2056-01-20      | 6.5000%  | 0.0000% | $266599.03         | $277717.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0707 C | 2055-12-20      | 5.5000%  | 0.0000% | $226086.13         | $233119.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1571   | 2061-01-15      | 5.3900%  | 0.0000% | $725186.02         | $764423.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3659 C | 2055-11-20      | 6.5000%  | 0.0000% | $1262174.77        | $1300809.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3302 C | 2056-01-20      | 7.5000%  | 0.0000% | $296130.73         | $321967.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9189 C | 2065-04-20      | 7.0000%  | 0.0000% | $81278.68          | $85104.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  | 0.0000% | $254559.28         | $266541.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2935 C | 2056-01-20      | 5.5000%  | 0.0000% | $393713.11         | $404424.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8853 C | 2056-02-20      | 5.5000%  | 0.0000% | $463009.24         | $475603.66         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1572   | 2061-01-15      | 5.3900%  | 0.0000% | $802798.44         | $846235.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5296 C | 2065-10-20      | 7.0000%  | 0.0000% | $54876.47          | $57426.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7709 C | 2065-09-20      | 7.0000%  | 0.0000% | $81174.99          | $84995.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4719 C | 2055-04-20      | 7.5000%  | 0.0000% | $767315.90         | $836561.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0020 C | 2055-12-20      | 6.5000%  | 0.0000% | $268356.48         | $279548.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9400 C | 2055-11-20      | 6.5000%  | 0.0000% | $332604.23         | $350249.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8216 C | 2065-11-20      | 7.0000%  | 0.0000% | $180838.19         | $189350.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3684 C | 2065-03-20      | 6.5000%  | 0.0000% | $195075.53         | $204544.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3096 C | 2055-08-20      | 7.0000%  | 0.0000% | $368077.07         | $394785.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3511 C | 2065-02-20      | 4.0000%  | 0.0000% | $15456.98          | $14928.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3492 C | 2064-11-20      | 4.5000%  | 0.0000% | $85646.54          | $84410.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3490 C | 2065-01-20      | 4.0000%  | 0.0000% | $93875.17          | $90840.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2542 C | 2065-05-20      | 4.0000%  | 0.0000% | $73669.58          | $71288.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2523 C | 2064-12-20      | 4.5000%  | 0.0000% | $46199.37          | $45532.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ2522 C | 2064-12-20      | 4.0000%  | 0.0000% | $88657.46          | $85791.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8223 C | 2066-01-20      | 6.0000%  | 0.0000% | $402694.16         | $414894.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2909 C | 2056-02-20      | 6.5000%  | 0.0000% | $435305.22         | $460499.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2907 C | 2056-02-20      | 6.5000%  | 0.0000% | $245955.08         | $260190.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2906 C | 2056-02-20      | 6.5000%  | 0.0000% | $235992.16         | $250618.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2921 C | 2056-02-20      | 6.0000%  | 0.0000% | $233681.08         | $243168.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2453 C | 2055-10-20      | 5.5000%  | 0.0000% | $647868.38         | $665493.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2397 C | 2065-07-20      | 7.0000%  | 0.0000% | $60526.71          | $63375.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2127 C | 2055-12-20      | 6.5000%  | 0.0000% | $315228.53         | $328548.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2148 C | 2065-07-20      | 7.0000%  | 0.0000% | $132877.13         | $139131.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2021 C | 2055-09-20      | 7.0000%  | 0.0000% | $283192.93         | $300927.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1980 C | 2056-01-20      | 6.5000%  | 0.0000% | $240187.90         | $253490.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1972 C | 2056-01-20      | 6.5000%  | 0.0000% | $681618.13         | $716492.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1965 C | 2056-02-20      | 5.5000%  | 0.0000% | $238958.66         | $244001.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1963 C | 2056-02-20      | 6.0000%  | 0.0000% | $335946.19         | $348974.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3377 C | 2055-09-20      | 6.5000%  | 0.0000% | $353481.08         | $378205.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH0270 C | 2055-01-20      | 5.0000%  | 0.0000% | $290324.53         | $296185.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CH6585   | 2064-01-15      | 2.4300%  | 0.0000% | $531639.19         | $453193.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3992 C | 2055-05-20      | 6.5000%  | 0.0000% | $1071129.33        | $1146693.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7125 C | 2065-03-20      | 4.5000%  | 0.0000% | $21861.23          | $21545.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7334 C | 2065-03-20      | 4.5000%  | 0.0000% | $27878.50          | $27476.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8660 C | 2065-03-20      | 3.0000%  | 0.0000% | $70179.01          | $63821.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0309 C | 2055-10-20      | 5.5000%  | 0.0000% | $295158.50         | $304628.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3142 C | 2064-12-20      | 4.0000%  | 0.0000% | $36388.54          | $35212.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9570 C | 2064-12-20      | 4.0000%  | 0.0000% | $143568.22         | $138927.37         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF4990   | 2066-08-15      | 5.4000%  | 0.0000% | $417573.76         | $440831.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ4646 C | 2065-03-20      | 3.0000%  | 0.0000% | $82769.06          | $75270.57          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7017 C | 2052-09-20      | 6.0000%  | 0.0000% | $19473.17          | $19806.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6225 C | 2054-04-20      | 6.5000%  | 0.0000% | $476697.21         | $506601.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5896 C | 2055-04-20      | 5.5000%  | 0.0000% | $841856.67         | $868765.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2651 C | 2062-05-20      | 4.0000%  | 0.0000% | $26510.49          | $25588.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9286 C | 2055-09-20      | 6.5000%  | 0.0000% | $1171014.85        | $1253624.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7553 C | 2054-11-20      | 6.0000%  | 0.0000% | $291807.98         | $302592.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG2640 C | 2055-02-20      | 5.5000%  | 0.0000% | $140201.50         | $145020.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG7094 C | 2064-01-20      | 7.5000%  | 0.0000% | $111531.21         | $116454.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4998 C | 2056-01-20      | 5.0000%  | 0.0000% | $1501976.42        | $1516159.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2289 C | 2055-12-20      | 5.0000%  | 0.0000% | $325663.88         | $330148.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO1699 C | 2065-08-20      | 7.0000%  | 0.0000% | $75098.24          | $78633.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9478 C | 2065-11-20      | 6.5000%  | 0.0000% | $198738.28         | $207367.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8509 C | 2056-01-20      | 6.0000%  | 0.0000% | $678248.36         | $701093.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8430 C | 2055-11-20      | 6.5000%  | 0.0000% | $338245.27         | $352290.38         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7510   | 2060-11-15      | 4.8000%  | 0.0000% | $286409.10         | $287840.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6778 C | 2056-01-20      | 6.5000%  | 0.0000% | $1017658.97        | $1071646.23        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5177 C | 2055-12-20      | 5.5000%  | 0.0000% | $144734.44         | $149360.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7065 C | 2065-06-20      | 3.5000%  | 0.0000% | $234235.94         | $219796.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9722 C | 2055-11-20      | 5.5000%  | 0.0000% | $343104.53         | $352438.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CV7753   | 2060-11-15      | 4.9600%  | 0.0000% | $441828.48         | $455329.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ9265 C | 2065-09-20      | 6.5000%  | 0.0000% | $95373.45          | $100003.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9320 C | 2066-02-20      | 6.0000%  | 0.0000% | $782495.53         | $806202.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1964 C | 2056-02-20      | 5.5000%  | 0.0000% | $235874.54         | $242290.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0007 C | 2066-02-20      | 7.0000%  | 0.0000% | $1167758.26        | $1222726.45        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4468 C | 2055-11-20      | 6.5000%  | 0.0000% | $1383719.11        | $1450027.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8945 C | 2056-02-20      | 5.0000%  | 0.0000% | $302953.55         | $305070.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5299 C | 2065-11-20      | 6.5000%  | 0.0000% | $3729189.77        | $3903467.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4494 C | 2056-02-20      | 5.0000%  | 0.0000% | $542387.53         | $550174.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3701 C | 2062-04-20      | 3.5000%  | 0.0000% | $40005.70          | $37081.56          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4570 C | 2056-01-20      | 6.5000%  | 0.0000% | $319545.32         | $335159.72         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6820   | 2061-03-15      | 5.1600%  | 0.0000% | $2514162.16        | $2581440.31        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0380   | 2060-12-15      | 5.2500%  | 0.0000% | $1834939.07        | $1914314.25        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6688 C | 2066-02-20      | 6.0000%  | 0.0000% | $186233.39         | $191875.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5237 C | 2056-01-20      | 5.5000%  | 0.0000% | $882568.02         | $910778.62         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1521 H | 2076-01-20      | 5.0770%  | 0.0000% | $4548782.35        | $4893660.67        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DP3614 H | 2076-01-20      | 6.3290%  | 0.0000% | $567630.69         | $603035.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9107 H | 2076-01-20      | 4.9200%  | 0.0000% | $275640.30         | $288559.10         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1813 H | 2076-01-20      | 4.9330%  | 0.0000% | $175135.15         | $186869.16         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1855 H | 2076-01-20      | 4.8380%  | 0.0000% | $1500223.81        | $1587236.96        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DQ3820 H | 2076-01-20      | 5.9630%  | 0.0000% | $135742.93         | $143271.59         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM3197 H | 2076-01-20      | 6.8590%  | 0.0000% | $217041.30         | $226877.33         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DJ2377 H | 2076-01-20      | 5.2610%  | 0.0000% | $733825.22         | $788083.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1960 C | 2056-02-20      | 6.5000%  | 0.0000% | $282798.91         | $297886.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1578   | 2061-02-15      | 5.6300%  | 0.0000% | $8822494.59        | $9257868.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8891 C | 2056-01-20      | 5.5000%  | 0.0000% | $293534.77         | $302953.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7813 C | 2056-02-20      | 5.0000%  | 0.0000% | $232312.81         | $235647.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7401 C | 2056-02-20      | 6.0000%  | 0.0000% | $501495.64         | $516834.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7983 C | 2056-01-20      | 7.0000%  | 0.0000% | $78559.30          | $82276.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7981 C | 2056-02-20      | 6.5000%  | 0.0000% | $463903.35         | $490752.43         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6821   | 2061-03-15      | 5.1600%  | 0.0000% | $1389405.41        | $1426585.43        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6819   | 2061-03-15      | 5.1600%  | 0.0000% | $1632000.00        | $1675671.78        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6645 C | 2056-02-20      | 5.5000%  | 0.0000% | $365040.54         | $370213.98         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DP1852 H | 2075-11-20      | 6.5250%  | 0.0000% | $205494.14         | $216155.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1839 C | 2066-01-20      | 7.0000%  | 0.0000% | $197946.39         | $207264.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1838 C | 2056-01-20      | 6.5000%  | 0.0000% | $293810.08         | $309396.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1823 C | 2056-01-20      | 6.5000%  | 0.0000% | $326265.74         | $339833.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1599 C | 2055-12-20      | 6.0000%  | 0.0000% | $345614.85         | $362793.06         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1518 H | 2075-12-20      | 5.5970%  | 0.0000% | $4330356.65        | $4725408.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1494 C | 2056-02-20      | 5.0000%  | 0.0000% | $409278.91         | $413143.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1489 C | 2056-01-20      | 5.5000%  | 0.0000% | $468972.34         | $475889.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1480 C | 2056-02-20      | 6.0000%  | 0.0000% | $520983.38         | $539605.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1423 C | 2056-01-20      | 5.5000%  | 0.0000% | $561094.10         | $579355.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1179 C | 2066-01-20      | 5.5000%  | 0.0000% | $331458.19         | $336988.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1148 C | 2066-01-20      | 5.5000%  | 0.0000% | $594477.36         | $604395.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785156 C | 2050-10-20      | 2.5000%  | 0.0000% | $63913.99          | $56125.08          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 899665 H | 2063-04-20      | 5.8690%  | 0.0000% | $6350.18           | $6453.35           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 897923 H | 2062-08-20      | 4.7680%  | 0.0000% | $8848.65           | $8946.73           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 896352 H | 2062-04-20      | 4.3560%  | 0.0000% | $9473.09           | $9557.89           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 892978 H | 2060-11-20      | 4.5930%  | 0.0000% | $17634.35          | $17723.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M | 2055-01-20      | 5.5000%  | 0.0000% | $974374.56         | $992965.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5033 C | 2065-03-20      | 3.0000%  | 0.0000% | $54655.83          | $49704.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9361 C | 2055-03-20      | 6.5000%  | 0.0000% | $908891.45         | $971748.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI2389 C | 2055-04-20      | 7.0000%  | 0.0000% | $489222.34         | $512826.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0939 M | 2056-02-20      | 6.5000%  | 0.0000% | $130331.65         | $136577.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9896 C | 2065-12-20      | 6.0000%  | 0.0000% | $81242.67          | $83580.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0668 C | 2056-02-20      | 5.0000%  | 0.0000% | $832271.76         | $840130.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7433 C | 2054-02-20      | 7.0000%  | 0.0000% | $144054.56         | $151000.23         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL3184   | 2060-09-15      | 4.6300%  | 0.0000% | $56828.74          | $56985.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3770 C | 2065-11-20      | 7.0000%  | 0.0000% | $1079915.53        | $1130747.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6089 C | 2055-11-20      | 5.0000%  | 0.0000% | $563178.35         | $570570.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0121 C | 2065-10-20      | 7.0000%  | 0.0000% | $21261.49          | $22316.45          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9845 H | 2075-01-20      | 6.1180%  | 0.0000% | $521412.85         | $538327.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6810 C | 2065-01-20      | 4.5000%  | 0.0000% | $42345.36          | $41734.06          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DJ1368 H | 2075-03-20      | 4.4670%  | 0.0000% | $66109.71          | $66850.16          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9168   | 2061-01-15      | 4.4300%  | 0.0000% | $6414077.10        | $6322628.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0746 M | 2055-11-20      | 5.5000%  | 0.0000% | $1134890.68        | $1155026.16        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5162 C | 2065-11-20      | 5.0000%  | 0.0000% | $32600.77          | $32768.51          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2244 C | 2066-01-20      | 4.5000%  | 0.0000% | $44757.78          | $44301.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8876 C | 2065-11-20      | 7.0000%  | 0.0000% | $34451.88          | $36073.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ1782 C | 2066-02-20      | 6.0000%  | 0.0000% | $8554184.51        | $8813327.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3238 C | 2065-09-20      | 7.0000%  | 0.0000% | $435639.57         | $456145.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7259 C | 2056-01-20      | 5.5000%  | 0.0000% | $386034.26         | $398419.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5181 C | 2065-11-20      | 4.0000%  | 0.0000% | $47723.08          | $46180.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN7672 C | 2055-12-20      | 6.0000%  | 0.0000% | $815819.02         | $849435.93         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1569   | 2061-01-15      | 5.3900%  | 0.0000% | $607171.98         | $640024.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1096 C | 2056-02-20      | 6.5000%  | 0.0000% | $392954.31         | $413800.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2092 C | 2065-11-20      | 7.0000%  | 0.0000% | $111299.43         | $116538.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9789 C | 2065-12-20      | 7.0000%  | 0.0000% | $215073.26         | $225197.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3799 C | 2065-07-20      | 7.0000%  | 0.0000% | $21561.57          | $22576.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2853 C | 2056-01-20      | 6.5000%  | 0.0000% | $439745.56         | $463605.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6014 C | 2065-12-20      | 5.0000%  | 0.0000% | $218210.04         | $219064.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0946 C | 2056-01-20      | 6.0000%  | 0.0000% | $334086.36         | $347853.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7662 C | 2058-08-20      | 3.0000%  | 0.0000% | $44812.51          | $40643.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7146 C | 2055-12-20      | 5.0000%  | 0.0000% | $346363.56         | $349633.62         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CN7592   | 2065-02-15      | 4.4700%  | 0.0000% | $11436.06          | $11402.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4581 C | 2066-01-20      | 6.5000%  | 0.0000% | $32882.14          | $34478.41          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL AT8560   | 2067-05-15      | 5.8300%  | 0.0000% | $577624.16         | $621116.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7235 C | 2065-04-20      | 4.0000%  | 0.0000% | $37201.81          | $35999.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5802 C | 2055-11-20      | 6.5000%  | 0.0000% | $924357.62         | $977856.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN2128 C | 2065-11-20      | 7.0000%  | 0.0000% | $423246.80         | $443169.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8909 C | 2065-11-20      | 7.0000%  | 0.0000% | $79912.90          | $83674.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8680 C | 2066-01-20      | 6.0000%  | 0.0000% | $376376.78         | $387778.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9321 C | 2066-02-20      | 6.0000%  | 0.0000% | $2399644.42        | $2472344.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9348 C | 2066-02-20      | 6.0000%  | 0.0000% | $1132092.26        | $1166390.50        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9312 C | 2065-12-20      | 7.0000%  | 0.0000% | $31899.35          | $33491.11          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9103 H | 2075-12-20      | 5.4500%  | 0.0000% | $184737.30         | $198067.76         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DO9100 H | 2075-12-20      | 5.5200%  | 0.0000% | $163138.69         | $176092.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9075 C | 2056-02-20      | 5.0000%  | 0.0000% | $276801.12         | $280944.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9045 C | 2055-12-20      | 6.5000%  | 0.0000% | $275758.81         | $295213.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9858 C | 2065-12-20      | 7.0000%  | 0.0000% | $226060.61         | $236701.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  | 0.0000% | $677377.16         | $709262.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0933 M | 2056-02-20      | 3.5000%  | 0.0000% | $841015.50         | $787920.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4136 C | 2055-08-20      | 6.0000%  | 0.0000% | $1128919.77        | $1169956.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3842 C | 2055-10-20      | 5.5000%  | 0.0000% | $315712.29         | $325842.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3754 C | 2055-08-20      | 5.5000%  | 0.0000% | $227565.43         | $234644.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3720 C | 2055-08-20      | 5.5000%  | 0.0000% | $259041.32         | $267099.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3448 C | 2054-09-20      | 6.5000%  | 0.0000% | $939621.45         | $1001127.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3463 C | 2045-12-20      | 3.0000%  | 0.0000% | $231944.31         | $213421.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3409 C | 2053-11-20      | 7.0000%  | 0.0000% | $240661.73         | $253085.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3389 C | 2053-12-20      | 7.0000%  | 0.0000% | $372792.93         | $392037.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7195 C | 2066-01-20      | 7.0000%  | 0.0000% | $254987.36         | $266989.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7092 C | 2066-01-20      | 7.0000%  | 0.0000% | $265147.61         | $277628.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6041 C | 2066-02-20      | 6.5000%  | 0.0000% | $1321779.18        | $1385942.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5867 C | 2055-12-20      | 5.5000%  | 0.0000% | $568042.41         | $586268.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5130 C | 2056-02-20      | 5.0000%  | 0.0000% | $370269.19         | $374220.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4704 C | 2056-02-20      | 5.5000%  | 0.0000% | $265797.30         | $269411.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4699 C | 2056-02-20      | 6.5000%  | 0.0000% | $314126.69         | $330791.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4720 C | 2056-02-20      | 5.5000%  | 0.0000% | $241317.07         | $247882.15         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6749   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.02         | $296416.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6748   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.01         | $298226.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5165 C | 2055-12-20      | 5.5000%  | 0.0000% | $638792.99         | $659211.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5135 C | 2055-11-20      | 6.5000%  | 0.0000% | $336062.53         | $353890.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5024 C | 2055-12-20      | 5.5000%  | 0.0000% | $327908.64         | $338949.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4744 C | 2065-10-20      | 3.5000%  | 0.0000% | $75601.22          | $70450.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4753 C | 2063-06-20      | 5.0000%  | 0.0000% | $55719.60          | $55937.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DO4697 C | 2048-05-20      | 3.5000%  | 0.0000% | $304159.52         | $284633.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4675 C | 2065-12-20      | 4.5000%  | 0.0000% | $95859.84          | $94594.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6166 C | 2062-05-20      | 4.5000%  | 0.0000% | $54958.11          | $54029.32          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6165 C | 2062-05-20      | 4.0000%  | 0.0000% | $76566.66          | $73902.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6121 C | 2065-05-20      | 4.5000%  | 0.0000% | $300343.88         | $296007.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6120 C | 2065-06-20      | 4.0000%  | 0.0000% | $134399.51         | $130054.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5419 C | 2065-05-20      | 4.0000%  | 0.0000% | $180821.42         | $174975.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5418 C | 2065-05-20      | 3.5000%  | 0.0000% | $69153.57          | $64441.84          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6391 H | 2072-04-20      | 5.3190%  | 0.0000% | $3493016.50        | $3668629.26        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6390 H | 2072-04-20      | 5.2340%  | 0.0000% | $3590072.63        | $3797369.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CM2528 C | 2032-11-20      | 7.0000%  | 0.0000% | $160759.83         | $169430.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CM2632 C | 2036-09-20      | 6.0000%  | 0.0000% | $158512.29         | $164566.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5432 C | 2065-05-20      | 4.5000%  | 0.0000% | $38510.35          | $37954.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ5135 C | 2054-02-20      | 6.5000%  | 0.0000% | $257117.46         | $273237.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5100 C | 2064-08-20      | 4.0000%  | 0.0000% | $52798.39          | $51091.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5061 C | 2064-12-20      | 2.5000%  | 0.0000% | $50475.79          | $42583.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ4869 C | 2055-05-20      | 6.5000%  | 0.0000% | $164111.45         | $176283.02         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4704   | 2067-11-15      | 6.2400%  | 0.0000% | $35452.35          | $36131.15          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4692   | 2060-06-15      | 4.9200%  | 0.0000% | $11407.43          | $11505.24          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CL8175 H | 2072-06-20      | 5.5090%  | 0.0000% | $4726351.90        | $5022568.65        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CL8162 H | 2072-05-20      | 5.5350%  | 0.0000% | $2461668.62        | $2608675.64        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CL6602   | 2064-02-15      | 3.1100%  | 0.0000% | $340925.78         | $309397.68         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM0235 H | 2072-03-20      | 5.3430%  | 0.0000% | $1123146.94        | $1181229.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4493 C | 2056-02-20      | 5.0000%  | 0.0000% | $448746.47         | $455189.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2947 C | 2056-02-20      | 6.5000%  | 0.0000% | $1085238.65        | $1142811.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2946 C | 2056-02-20      | 6.5000%  | 0.0000% | $873894.65         | $920256.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2951 C | 2056-02-20      | 6.5000%  | 0.0000% | $1072157.61        | $1129036.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2744 C | 2066-01-20      | 7.0000%  | 0.0000% | $245976.22         | $257554.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2735 C | 2066-01-20      | 7.0000%  | 0.0000% | $7557.88           | $7913.64           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2733 C | 2056-02-20      | 5.0000%  | 0.0000% | $255532.05         | $259051.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2721 C | 2056-02-20      | 6.0000%  | 0.0000% | $280891.00         | $289604.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2717 C | 2056-02-20      | 6.0000%  | 0.0000% | $961951.89         | $991793.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2732 C | 2056-02-20      | 5.0000%  | 0.0000% | $857338.95         | $869145.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2726 C | 2056-02-20      | 5.5000%  | 0.0000% | $593597.04         | $611557.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2360 C | 2056-02-20      | 6.0000%  | 0.0000% | $387214.97         | $399857.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2359 C | 2056-02-20      | 6.0000%  | 0.0000% | $256868.16         | $267726.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2372 C | 2066-02-20      | 6.5000%  | 0.0000% | $597488.20         | $626492.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2238 C | 2056-02-20      | 5.0000%  | 0.0000% | $378538.77         | $382671.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2234 C | 2056-02-20      | 5.5000%  | 0.0000% | $786628.14         | $808028.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2233 C | 2056-02-20      | 5.0000%  | 0.0000% | $1127163.64        | $1137806.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2220 C | 2056-02-20      | 5.5000%  | 0.0000% | $33975.88          | $34900.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2242 C | 2056-02-20      | 6.5000%  | 0.0000% | $309663.27         | $326091.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0321 C | 2065-08-20      | 2.0000%  | 0.0000% | $119324.77         | $95209.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0308 C | 2065-08-20      | 2.5000%  | 0.0000% | $74731.03          | $63046.50          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM0292 C | 2065-08-20      | 2.5000%  | 0.0000% | $131386.77         | $110843.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7321 C | 2065-03-20      | 3.5000%  | 0.0000% | $120913.40         | $112675.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7227 C | 2065-04-20      | 4.5000%  | 0.0000% | $55666.40          | $54862.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7226 C | 2065-03-20      | 4.0000%  | 0.0000% | $42202.69          | $40838.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ7008 C | 2055-05-20      | 5.5000%  | 0.0000% | $203366.61         | $210388.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2453 C | 2065-01-20      | 3.5000%  | 0.0000% | $49229.65          | $45875.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2343 C | 2065-01-20      | 4.5000%  | 0.0000% | $27989.43          | $27585.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7139 C | 2055-12-20      | 5.0000%  | 0.0000% | $243356.62         | $246251.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7134 C | 2055-12-20      | 6.5000%  | 0.0000% | $726997.65         | $765565.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7105 C | 2065-11-20      | 7.0000%  | 0.0000% | $43301.36          | $45339.58          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5953 C | 2055-12-20      | 5.5000%  | 0.0000% | $429272.20         | $441893.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5932 C | 2055-12-20      | 6.5000%  | 0.0000% | $1187165.21        | $1250144.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5904 C | 2065-11-20      | 5.0000%  | 0.0000% | $66970.08          | $67376.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5834 C | 2055-11-20      | 6.5000%  | 0.0000% | $928583.50         | $956551.92         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5670   | 2061-01-15      | 5.3800%  | 0.0000% | $624387.49         | $657694.54         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO5668   | 2061-01-15      | 5.1800%  | 0.0000% | $513425.74         | $534951.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0074 C | 2066-01-20      | 7.0000%  | 0.0000% | $118645.99         | $124372.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0092 C | 2056-02-20      | 5.5000%  | 0.0000% | $398581.54         | $409424.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0054 C | 2065-11-20      | 7.0000%  | 0.0000% | $28237.23          | $29566.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0053 C | 2065-11-20      | 6.5000%  | 0.0000% | $229683.55         | $240833.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0023 C | 2065-11-20      | 6.5000%  | 0.0000% | $26790.62          | $27944.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0805 C | 2056-02-20      | 6.0000%  | 0.0000% | $401440.76         | $415789.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0788 C | 2056-02-20      | 5.5000%  | 0.0000% | $315875.62         | $324469.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9975 C | 2056-02-20      | 6.5000%  | 0.0000% | $523215.43         | $548918.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9909 C | 2066-01-20      | 6.5000%  | 0.0000% | $1102407.00        | $1152095.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5756 C | 2055-10-20      | 6.0000%  | 0.0000% | $1435581.33        | $1494189.42        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM5780 C | 2055-10-20      | 5.5000%  | 0.0000% | $173992.83         | $178009.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM5642 C | 2065-09-20      | 2.5000%  | 0.0000% | $9828.58           | $8291.85           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CV2965 C | 2064-03-20      | 2.5000%  | 0.0000% | $4010.44           | $3383.42           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CU9053 H | 2073-04-20      | 4.4860%  | 0.0000% | $51908.42          | $52472.35          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3288 C | 2055-08-20      | 6.5000%  | 0.0000% | $243793.43         | $256741.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3276 C | 2055-08-20      | 5.5000%  | 0.0000% | $276592.62         | $284724.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7213 C | 2054-02-20      | 8.0000%  | 0.0000% | $94277.48          | $100012.64         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5084 H | 2074-01-20      | 6.3160%  | 0.0000% | $503733.86         | $532193.48         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CY5068 H | 2073-12-20      | 6.3640%  | 0.0000% | $440345.78         | $465680.00         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY5050 H | 2073-11-20      | 5.9060%  | 0.0000% | $39681.18          | $40895.53          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT8108   | 2065-10-15      | 5.2400%  | 0.0000% | $58426.24          | $60121.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CT7759 C | 2055-04-20      | 6.5000%  | 0.0000% | $462588.16         | $495222.57         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CT8004 H | 2073-04-20      | 4.5190%  | 0.0000% | $41883.71          | $42276.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT5330 C | 2061-08-20      | 3.5000%  | 0.0000% | $40766.00          | $37786.69          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS8949   | 2066-12-15      | 5.6500%  | 0.0000% | $729969.89         | $774094.79         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6222 H | 2073-03-20      | 4.6080%  | 0.0000% | $51312.00          | $52037.57          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6212 H | 2073-02-20      | 4.5800%  | 0.0000% | $35135.60          | $35546.03          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS5203 H | 2072-12-20      | 4.7180%  | 0.0000% | $44801.53          | $45243.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3928 C | 2053-03-20      | 5.5000%  | 0.0000% | $510581.80         | $524390.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0286 M | 2033-10-20      | 7.0000%  | 0.0000% | $8785.26           | $9188.57           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $604053.45         | $614492.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0150 M | 2055-01-20      | 7.0000%  | 0.0000% | $18282.88          | $18989.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0030 M | 2054-11-20      | 7.5000%  | 0.0000% | $34127.12          | $35596.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0029 M | 2054-11-20      | 7.0000%  | 0.0000% | $5499.43           | $5717.95           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0876 M | 2056-01-20      | 7.5000%  | 0.0000% | $338703.02         | $353244.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0863 M | 2056-01-20      | 7.0000%  | 0.0000% | $207036.30         | $212190.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0845 M | 2041-08-20      | 4.5000%  | 0.0000% | $522291.13         | $526270.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0818 M | 2055-12-20      | 7.5000%  | 0.0000% | $41311.39          | $43241.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0809 M | 2055-12-20      | 3.0000%  | 0.0000% | $87539.41          | $80263.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7302 C | 2065-08-20      | 3.0000%  | 0.0000% | $120097.92         | $109515.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7301 C | 2065-08-20      | 3.5000%  | 0.0000% | $83186.39          | $77518.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM7214 C | 2065-08-20      | 3.5000%  | 0.0000% | $121900.11         | $113594.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8010 C | 2056-01-20      | 6.0000%  | 0.0000% | $787292.84         | $819734.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8009 C | 2056-01-20      | 5.5000%  | 0.0000% | $1387995.66        | $1432531.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6607 C | 2055-10-20      | 6.0000%  | 0.0000% | $566325.00         | $602722.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM6569 C | 2055-10-20      | 6.5000%  | 0.0000% | $505733.22         | $538604.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4654 M | 2047-08-20      | 4.5000%  | 0.0000% | $3748.61           | $3787.48           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1530 C | 2049-10-20      | 3.5000%  | 0.0000% | $103109.97         | $96630.00          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML BQ9584 H | 2070-01-20      | 5.9700%  | 0.0000% | $51288.31          | $52776.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ9533 C | 2049-11-20      | 3.5000%  | 0.0000% | $119374.18         | $111871.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9492 M | 2054-02-20      | 7.5000%  | 0.0000% | $39985.54          | $41778.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9491 M | 2054-02-20      | 7.0000%  | 0.0000% | $1975.19           | $2058.84           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6869 M | 2050-09-20      | 4.5000%  | 0.0000% | $204558.08         | $206395.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF8405 H | 2074-11-20      | 6.1100%  | 0.0000% | $60764.40          | $62532.68          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DF8403 H | 2074-11-20      | 6.3000%  | 0.0000% | $819956.51         | $868552.73         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF8394 H | 2074-10-20      | 6.0520%  | 0.0000% | $38932.62          | $40155.55          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF8960   | 2067-09-15      | 5.2800%  | 0.0000% | $559423.59         | $578401.67         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DF8944   | 2061-07-15      | 5.9400%  | 0.0000% | $304619.55         | $319336.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7744 C | 2054-11-20      | 4.5000%  | 0.0000% | $669644.59         | $666580.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7659 C | 2054-10-20      | 4.5000%  | 0.0000% | $967388.44         | $962961.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7429 C | 2054-11-20      | 5.0000%  | 0.0000% | $563690.88         | $571332.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF6150 C | 2064-08-20      | 4.5000%  | 0.0000% | $30532.57          | $30091.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5696 C | 2062-05-20      | 4.5000%  | 0.0000% | $41242.45          | $40545.54          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0365   | 2060-12-15      | 5.0200%  | 0.0000% | $22934.81          | $23613.22          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ0357   | 2067-02-15      | 5.3800%  | 0.0000% | $57432.43          | $59935.43          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9863 H | 2075-02-20      | 5.9970%  | 0.0000% | $868323.22         | $894830.14         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH9861 H | 2075-02-20      | 6.9520%  | 0.0000% | $673789.54         | $709855.70         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DH9859 H | 2075-01-20      | 5.9730%  | 0.0000% | $102601.63         | $105308.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5654 C | 2062-04-20      | 3.5000%  | 0.0000% | $12841.64          | $11903.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5598 C | 2062-05-20      | 4.5000%  | 0.0000% | $26626.04          | $26175.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9076 M | 2032-03-20      | 8.0000%  | 0.0000% | $5237.11           | $5402.26           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9075 M | 2031-02-20      | 7.5000%  | 0.0000% | $3472.27           | $3550.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9074 M | 2038-09-20      | 7.0000%  | 0.0000% | $10378.11          | $11026.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9855 M | 2054-08-20      | 7.5000%  | 0.0000% | $653991.53         | $681441.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $140049.54         | $146147.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9848 M | 2054-08-20      | 4.0000%  | 0.0000% | $8699.35           | $8389.03           | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA9840 M | 2054-08-20      | 6.5000%  | 0.0000% | $174727.24         | $180305.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9781 M | 2054-07-20      | 6.5000%  | 0.0000% | $58072.45          | $60577.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9780 M | 2054-07-20      | 6.0000%  | 0.0000% | $106653.28         | $109502.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  | 0.0000% | $1245475.84        | $1254444.65        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6544 C | 2065-06-20      | 6.5000%  | 0.0000% | $719819.22         | $754762.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4399 C | 2054-12-20      | 5.0000%  | 0.0000% | $230657.53         | $233829.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0310 C | 2054-12-20      | 5.0000%  | 0.0000% | $1426305.63        | $1444633.82        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4299   | 2066-05-15      | 5.1500%  | 0.0000% | $87267.20          | $88435.66          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7270   | 2060-09-15      | 5.2000%  | 0.0000% | $11401.64          | $11842.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9546 C | 2055-05-20      | 6.5000%  | 0.0000% | $637034.91         | $681090.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH6108 C | 2065-03-20      | 4.0000%  | 0.0000% | $100345.62         | $97101.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6718 C | 2064-11-20      | 4.5000%  | 0.0000% | $29862.25          | $29431.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8666 C | 2055-05-20      | 6.5000%  | 0.0000% | $295145.37         | $314328.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5058 C | 2064-11-20      | 4.0000%  | 0.0000% | $30119.55          | $29145.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7255 C | 2065-05-20      | 4.5000%  | 0.0000% | $16343.87          | $16107.92          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8405 C | 2062-04-20      | 3.5000%  | 0.0000% | $15181.06          | $14071.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI4347 C | 2065-03-20      | 4.5000%  | 0.0000% | $87465.26          | $86202.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9310 C | 2066-02-20      | 6.0000%  | 0.0000% | $82958.85          | $85472.20          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2908 C | 2056-02-20      | 6.5000%  | 0.0000% | $351737.81         | $372094.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1711 C | 2056-02-20      | 5.0000%  | 0.0000% | $1298785.53        | $1311050.10        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1573   | 2061-01-15      | 5.3900%  | 0.0000% | $286943.28         | $302468.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5821 C | 2055-11-20      | 5.0000%  | 0.0000% | $778745.07         | $788129.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0805 M | 2055-10-20      | 7.5000%  | 0.0000% | $158233.27         | $162373.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5560 C | 2055-12-20      | 5.0000%  | 0.0000% | $463663.91         | $468041.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7682 C | 2055-09-20      | 7.0000%  | 0.0000% | $426594.60         | $447689.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M | 2055-06-20      | 6.5000%  | 0.0000% | $287890.60         | $300311.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8219 C | 2055-09-20      | 5.5000%  | 0.0000% | $281162.18         | $289909.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1593 C | 2055-04-20      | 7.0000%  | 0.0000% | $315787.61         | $332536.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ5109 C | 2053-12-20      | 7.0000%  | 0.0000% | $206656.26         | $216985.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4987 C | 2054-12-20      | 5.0000%  | 0.0000% | $435941.28         | $442091.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0487 M | 2055-07-20      | 6.5000%  | 0.0000% | $245924.52         | $256534.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8031   | 2060-09-15      | 4.5300%  | 0.0000% | $11432.99          | $11385.65          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CR3475   | 2065-05-15      | 5.1800%  | 0.0000% | $11451.87          | $11878.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9634 C | 2065-06-20      | 7.0000%  | 0.0000% | $990966.63         | $1037611.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3527 C | 2065-03-20      | 3.5000%  | 0.0000% | $97862.74          | $91195.13          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2122 C | 2055-05-20      | 7.0000%  | 0.0000% | $242300.74         | $254281.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8293 C | 2055-08-20      | 6.5000%  | 0.0000% | $842660.89         | $886853.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL9054 C | 2065-02-20      | 3.0000%  | 0.0000% | $68775.20          | $62544.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH9348 C | 2064-11-20      | 4.5000%  | 0.0000% | $104656.32         | $103145.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF8867 C | 2055-02-20      | 7.0000%  | 0.0000% | $292869.76         | $307000.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5433 C | 2065-05-20      | 4.0000%  | 0.0000% | $173937.35         | $168314.46         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE8045 H | 2074-10-20      | 6.9070%  | 0.0000% | $284647.11         | $300582.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2923 C | 2055-07-20      | 5.0000%  | 0.0000% | $1297971.45        | $1316003.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM3885 C | 2055-09-20      | 5.5000%  | 0.0000% | $183764.82         | $189006.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK8693 C | 2065-06-20      | 4.5000%  | 0.0000% | $34772.34          | $34270.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4375 C | 2055-09-20      | 7.0000%  | 0.0000% | $340583.56         | $353753.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3146 C | 2055-09-20      | 6.5000%  | 0.0000% | $374305.13         | $393935.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ9242 C | 2055-05-20      | 6.5000%  | 0.0000% | $440980.54         | $469026.66         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC2110   | 2067-02-15      | 5.5500%  | 0.0000% | $550423.47         | $580062.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4860 C | 2065-06-20      | 6.0000%  | 0.0000% | $300542.24         | $309099.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG7152 C | 2054-12-20      | 6.5000%  | 0.0000% | $758929.39         | $805096.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9253 C | 2065-04-20      | 4.0000%  | 0.0000% | $39599.94          | $38319.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7481 C | 2054-01-20      | 7.0000%  | 0.0000% | $158154.99         | $165780.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8360 C | 2065-01-20      | 4.5000%  | 0.0000% | $142871.53         | $140809.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0656 M | 2040-10-20      | 4.5000%  | 0.0000% | $59030.72          | $59479.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3353 C | 2054-08-20      | 6.5000%  | 0.0000% | $744259.26         | $792976.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4209 C | 2055-02-20      | 7.0000%  | 0.0000% | $354731.86         | $372908.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF7432 C | 2054-11-20      | 5.0000%  | 0.0000% | $620243.00         | $628271.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1602 C | 2065-04-20      | 3.0000%  | 0.0000% | $67773.95          | $61633.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3640 C | 2055-10-20      | 7.0000%  | 0.0000% | $229584.75         | $244030.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8579   | 2060-09-15      | 5.4500%  | 0.0000% | $11442.89          | $12115.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8192 C | 2055-09-20      | 6.5000%  | 0.0000% | $290508.35         | $305800.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7596 C | 2055-06-20      | 7.5000%  | 0.0000% | $774017.01         | $843869.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7549 C | 2055-08-20      | 5.5000%  | 0.0000% | $151702.74         | $155991.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6959 C | 2054-05-20      | 6.5000%  | 0.0000% | $498828.68         | $531177.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6945 C | 2054-06-20      | 6.5000%  | 0.0000% | $374462.83         | $397941.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6911 C | 2053-12-20      | 7.0000%  | 0.0000% | $574364.66         | $603073.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6868 C | 2054-08-20      | 6.5000%  | 0.0000% | $257158.03         | $273280.41         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DO6574   | 2055-12-15      | 5.2100%  | 0.0000% | $497818.40         | $522075.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6311 C | 2055-11-20      | 6.5000%  | 0.0000% | $308847.55         | $324857.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9819 C | 2055-10-20      | 6.0000%  | 0.0000% | $609136.16         | $634236.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8816 C | 2055-09-20      | 6.5000%  | 0.0000% | $277649.03         | $292210.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8792 C | 2055-08-20      | 7.5000%  | 0.0000% | $398289.67         | $434234.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8422 C | 2065-07-20      | 5.0000%  | 0.0000% | $112464.98         | $112905.51         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL8452 C | 2065-08-20      | 4.0000%  | 0.0000% | $140728.77         | $136178.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL8340 C | 2051-08-20      | 3.0000%  | 0.0000% | $371482.48         | $339587.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7622 C | 2051-08-20      | 7.0000%  | 0.0000% | $378456.05         | $387054.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2325 C | 2065-07-20      | 7.5000%  | 0.0000% | $27573.97          | $28791.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2242 C | 2055-09-20      | 6.5000%  | 0.0000% | $254408.79         | $267905.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2149 C | 2055-12-20      | 5.0000%  | 0.0000% | $304192.07         | $304127.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2563 C | 2055-07-20      | 6.5000%  | 0.0000% | $363250.58         | $386860.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2404 C | 2065-04-20      | 4.5000%  | 0.0000% | $60212.12          | $59342.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK2632 C | 2065-05-20      | 6.5000%  | 0.0000% | $393230.23         | $412318.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK1421 C | 2065-05-20      | 4.0000%  | 0.0000% | $43507.57          | $42101.14          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0695 C | 2055-09-20      | 6.0000%  | 0.0000% | $244706.81         | $250527.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK0086 C | 2055-06-20      | 5.5000%  | 0.0000% | $187577.65         | $193413.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DJ9685 C | 2051-06-20      | 3.0000%  | 0.0000% | $242789.05         | $221942.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9665 C | 2065-06-20      | 7.0000%  | 0.0000% | $608878.88         | $637539.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9622 C | 2065-06-20      | 7.0000%  | 0.0000% | $946932.84         | $991505.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9254 C | 2065-05-20      | 4.5000%  | 0.0000% | $108300.54         | $106737.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9252 C | 2065-05-20      | 3.5000%  | 0.0000% | $151077.34         | $140784.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ9251 C | 2065-05-20      | 3.0000%  | 0.0000% | $35318.46          | $32118.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9725 M | 2054-06-20      | 5.5000%  | 0.0000% | $723486.86         | $735990.32         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML 892615 H | 2060-09-20      | 5.6290%  | 0.0000% | $1695.73           | $1759.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004834 M | 2040-10-20      | 4.5000%  | 0.0000% | $1997.82           | $2030.42           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CS6201 H | 2073-01-20      | 4.5240%  | 0.0000% | $60790.48          | $61472.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6411 M | 2050-01-20      | 4.0000%  | 0.0000% | $6387.96           | $6221.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6220 M | 2049-10-20      | 4.0000%  | 0.0000% | $837.64            | $811.86            | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2180 H | 2074-06-20      | 5.9860%  | 0.0000% | $53749.16          | $55314.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3188 C | 2064-11-20      | 3.5000%  | 0.0000% | $77618.77          | $72330.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF3533 C | 2054-10-20      | 6.5000%  | 0.0000% | $28339.13          | $30215.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF2265 C | 2064-09-20      | 7.5000%  | 0.0000% | $22589.29          | $23586.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF1033 C | 2063-12-20      | 7.5000%  | 0.0000% | $53603.67          | $55970.09          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DH5829 H | 2075-02-20      | 5.3260%  | 0.0000% | $1178197.74        | $1239418.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5523 C | 2055-02-20      | 5.5000%  | 0.0000% | $146276.19         | $150233.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH5196 C | 2055-01-20      | 4.5000%  | 0.0000% | $238514.84         | $233751.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5176 C | 2065-03-20      | 3.5000%  | 0.0000% | $23280.43          | $21694.33          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH5325 C | 2066-01-20      | 5.5000%  | 0.0000% | $208628.59         | $212109.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3828 C | 2054-03-20      | 7.0000%  | 0.0000% | $108048.29         | $113257.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ1549 C | 2049-10-20      | 4.0000%  | 0.0000% | $15463.09          | $14941.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ1446 C | 2049-09-20      | 4.0000%  | 0.0000% | $17460.36          | $16935.86          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BP9899 H | 2069-10-20      | 6.0440%  | 0.0000% | $292811.56         | $307531.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7822 C | 2050-01-20      | 3.5000%  | 0.0000% | $135766.61         | $127237.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7680 C | 2049-11-20      | 3.5000%  | 0.0000% | $339362.61         | $322216.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8618 M | 2038-06-20      | 6.0000%  | 0.0000% | $18532.13          | $19035.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8617 M | 2038-12-20      | 5.5000%  | 0.0000% | $59577.78          | $62121.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8572 M | 2053-01-20      | 6.5000%  | 0.0000% | $95943.75          | $100443.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $4316.11           | $4428.36           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8569 M | 2053-01-20      | 5.0000%  | 0.0000% | $167673.04         | $169873.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8487 M | 2052-12-20      | 3.5000%  | 0.0000% | $9079.79           | $8577.79           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DC2125 H | 2074-05-20      | 6.3860%  | 0.0000% | $18307.18          | $19058.59          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC2107   | 2060-10-15      | 5.4700%  | 0.0000% | $22903.70          | $24311.61          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1949 C | 2064-05-20      | 7.5000%  | 0.0000% | $34253.57          | $35765.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1654 C | 2064-04-20      | 7.5000%  | 0.0000% | $31665.94          | $33063.92          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC1793   | 2051-10-15      | 6.2300%  | 0.0000% | $730237.76         | $810781.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC0328 C | 2064-05-20      | 7.5000%  | 0.0000% | $42683.16          | $44567.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC0231 C | 2063-12-20      | 7.5000%  | 0.0000% | $73556.43          | $76582.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9425 C | 2054-05-20      | 8.0000%  | 0.0000% | $132025.85         | $143479.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH6042 C | 2065-03-20      | 3.5000%  | 0.0000% | $434418.45         | $404820.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB9404 C | 2054-04-20      | 8.0000%  | 0.0000% | $72404.52          | $77450.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB9820 C | 2063-12-20      | 7.5000%  | 0.0000% | $22035.43          | $23008.22          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB8331   | 2054-10-15      | 5.3700%  | 0.0000% | $289004.82         | $290309.78         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB8273 H | 2074-03-20      | 6.5010%  | 0.0000% | $102032.47         | $106623.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ3216 C | 2049-09-20      | 3.5000%  | 0.0000% | $99629.61          | $94025.62          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM6396 H | 2072-04-20      | 5.2860%  | 0.0000% | $2467501.69        | $2595035.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO5097 C | 2052-07-20      | 4.5000%  | 0.0000% | $298271.91         | $296905.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9305 M | 2053-11-20      | 5.5000%  | 0.0000% | $10816.14          | $11048.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4069 M | 2046-11-20      | 3.5000%  | 0.0000% | $29450.04          | $28276.10          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AF7359 H | 2064-04-20      | 6.4810%  | 0.0000% | $37347.84          | $38249.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7768 M | 2051-12-20      | 3.0000%  | 0.0000% | $225087.36         | $206394.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  | 0.0000% | $7299.59           | $6693.84           | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7183   | 2066-11-15      | 5.6000%  | 0.0000% | $649979.15         | $681741.97         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4113 H | 2074-02-20      | 5.8690%  | 0.0000% | $64345.96          | $66375.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CZ8436 C | 2054-03-20      | 6.5000%  | 0.0000% | $81634.54          | $85481.28          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CG9121 C | 2052-04-20      | 3.5000%  | 0.0000% | $172387.86         | $162417.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  | 0.0000% | $49675.54          | $43821.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4198 M | 2047-01-20      | 4.5000%  | 0.0000% | $1206.61           | $1221.16           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY5036 H | 2073-09-20      | 4.4610%  | 0.0000% | $41974.64          | $42340.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5677 C | 2054-09-20      | 5.0000%  | 0.0000% | $475414.81         | $480936.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7740 C | 2049-11-20      | 3.5000%  | 0.0000% | $49319.20          | $46402.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4342 C | 2053-11-20      | 8.0000%  | 0.0000% | $159299.03         | $168983.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786474 C | 2053-01-20      | 5.0000%  | 0.0000% | $6772.35           | $6869.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CT1136 C | 2063-12-20      | 7.5000%  | 0.0000% | $196362.63         | $205031.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7345 C | 2050-01-20      | 4.0000%  | 0.0000% | $671802.59         | $646787.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB9233 C | 2063-10-20      | 7.5000%  | 0.0000% | $9890.88           | $10327.53          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3412 H | 2074-06-20      | 6.3450%  | 0.0000% | $582870.10         | $616855.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  | 0.0000% | $436.30            | $455.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CX7661 C | 2052-12-20      | 6.5000%  | 0.0000% | $160972.37         | $171506.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA2130 C | 2054-03-20      | 6.5000%  | 0.0000% | $186437.09         | $194170.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BJ9859 C | 2048-04-20      | 3.5000%  | 0.0000% | $122898.68         | $116136.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9493 M | 2054-02-20      | 8.0000%  | 0.0000% | $530006.79         | $563993.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR2728 C | 2049-12-20      | 4.0000%  | 0.0000% | $118645.23         | $114225.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $732844.81         | $740628.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD5565 C | 2054-07-20      | 8.0000%  | 0.0000% | $133773.11         | $145416.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  | 0.0000% | $57038.56          | $58577.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2577 C | 2065-07-20      | 3.5000%  | 0.0000% | $683890.14         | $637295.18         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DM1420   | 2065-08-15      | 6.4400%  | 0.0000% | $216230.58         | $243308.94         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM1363 H | 2075-09-20      | 7.0260%  | 0.0000% | $134603.82         | $142318.88         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DM1324 H | 2075-07-20      | 6.1360%  | 0.0000% | $262031.91         | $270989.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1789 C | 2055-10-20      | 6.0000%  | 0.0000% | $1284585.53        | $1343756.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1688 C | 2055-09-20      | 6.5000%  | 0.0000% | $953651.31         | $1020640.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1684 C | 2055-09-20      | 6.5000%  | 0.0000% | $855724.41         | $914866.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM1678 C | 2065-09-20      | 4.0000%  | 0.0000% | $204912.90         | $198288.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM1677 C | 2065-08-20      | 3.5000%  | 0.0000% | $181887.42         | $169494.84         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0517 C | 2055-11-20      | 5.0000%  | 0.0000% | $638198.51         | $645320.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0516 C | 2055-11-20      | 5.0000%  | 0.0000% | $520621.63         | $526975.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7618 C | 2055-08-20      | 7.0000%  | 0.0000% | $325299.31         | $342553.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7615 C | 2055-08-20      | 6.5000%  | 0.0000% | $115001.35         | $121032.53         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7522   | 2060-11-15      | 5.1000%  | 0.0000% | $57291.57          | $59316.67          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5987   | 2060-10-15      | 5.1100%  | 0.0000% | $286223.07         | $296398.18         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5986   | 2060-10-15      | 5.6500%  | 0.0000% | $22906.48          | $24954.38          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5819   | 2061-01-15      | 4.7300%  | 0.0000% | $1101727.77        | $1122261.89        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5811   | 2060-11-15      | 5.3500%  | 0.0000% | $22919.71          | $24003.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ5613 C | 2065-03-20      | 4.5000%  | 0.0000% | $24627.02          | $24271.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ8679 C | 2065-04-20      | 3.5000%  | 0.0000% | $253024.76         | $235784.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ8170 C | 2065-05-20      | 6.5000%  | 0.0000% | $597398.82         | $626399.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7707 C | 2065-11-20      | 7.0000%  | 0.0000% | $181230.81         | $189761.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7386 C | 2065-05-20      | 6.5000%  | 0.0000% | $641143.48         | $672266.79         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2178 H | 2074-06-20      | 6.0520%  | 0.0000% | $94548.81          | $97353.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BX4968 C | 2050-09-20      | 3.5000%  | 0.0000% | $8554.02           | $8080.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9364 M | 2053-12-20      | 6.5000%  | 0.0000% | $3718.97           | $3880.61           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8850 M | 2038-11-20      | 6.5000%  | 0.0000% | $4590.56           | $4964.89           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ4351 H | 2074-01-20      | 6.7620%  | 0.0000% | $32038.43          | $33424.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7215 C | 2054-02-20      | 8.0000%  | 0.0000% | $232075.28         | $252192.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8800 M | 2053-04-20      | 5.0000%  | 0.0000% | $62820.44          | $63466.30          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN0149 H | 2072-03-20      | 5.4260%  | 0.0000% | $1690144.85        | $1770517.15        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE5722 H | 2074-07-20      | 7.0990%  | 0.0000% | $67110.89          | $69828.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC8191 C | 2064-06-20      | 7.5000%  | 0.0000% | $96410.68          | $100666.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9490 M | 2054-02-20      | 6.5000%  | 0.0000% | $244185.26         | $254971.77         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CJ3128 H | 2071-11-20      | 6.2830%  | 0.0000% | $339064.32         | $349779.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9366 M | 2053-12-20      | 7.5000%  | 0.0000% | $30176.17          | $31495.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6900 C | 2054-06-20      | 6.5000%  | 0.0000% | $852653.66         | $907949.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1799 H | 2075-08-20      | 6.5520%  | 0.0000% | $61018.55          | $64326.04          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1796 H | 2075-07-20      | 6.6260%  | 0.0000% | $129467.58         | $135031.54         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ4969   | 2060-04-15      | 5.7500%  | 0.0000% | $2050785.77        | $2205332.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH4703 C | 2055-05-20      | 6.5000%  | 0.0000% | $409343.65         | $434812.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6917 C | 2054-01-20      | 7.0000%  | 0.0000% | $208503.21         | $218557.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6949 C | 2064-09-20      | 3.5000%  | 0.0000% | $34677.45          | $32314.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5630 C | 2062-05-20      | 4.0000%  | 0.0000% | $56612.35          | $54642.97          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DJ4690   | 2067-09-15      | 5.2500%  | 0.0000% | $939620.55         | $961955.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8350 C | 2065-12-20      | 7.0000%  | 0.0000% | $55799.05          | $58425.55          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK0167   | 2066-11-15      | 5.6800%  | 0.0000% | $11486.49          | $12140.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0911 M | 2041-06-20      | 4.5000%  | 0.0000% | $491793.46         | $495540.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1999 C | 2055-11-20      | 7.5000%  | 0.0000% | $267306.17         | $278622.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7354 C | 2055-11-20      | 5.5000%  | 0.0000% | $290409.22         | $299691.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2235 C | 2056-02-20      | 6.0000%  | 0.0000% | $396514.89         | $410688.85         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4188   | 2068-02-15      | 4.2800%  | 0.0000% | $530126.16         | $508118.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0682 M | 2055-10-20      | 3.5000%  | 0.0000% | $887564.80         | $831539.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8831 C | 2053-10-20      | 7.0000%  | 0.0000% | $74620.53          | $78218.85          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BY8320   | 2063-03-15      | 2.6500%  | 0.0000% | $55411.67          | $48527.26          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7259   | 2067-02-15      | 6.1300%  | 0.0000% | $422702.70         | $460468.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6197 C | 2063-12-20      | 8.0000%  | 0.0000% | $20790.98          | $21905.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7892 C | 2065-04-20      | 6.5000%  | 0.0000% | $1654266.15        | $1734569.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM0515 C | 2055-11-20      | 5.0000%  | 0.0000% | $268811.50         | $272513.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7890 C | 2065-09-20      | 7.0000%  | 0.0000% | $99791.23          | $104488.46         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DL1810 H | 2075-12-20      | 5.1650%  | 0.0000% | $91256.10          | $97590.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3744 C | 2065-10-20      | 7.0000%  | 0.0000% | $90237.71          | $94485.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6908 C | 2053-12-20      | 6.5000%  | 0.0000% | $702690.64         | $748259.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG3164 C | 2064-12-20      | 4.5000%  | 0.0000% | $161508.23         | $159176.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ1494 C | 2055-05-20      | 7.0000%  | 0.0000% | $313208.76         | $329070.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO0094 C | 2065-08-20      | 5.0000%  | 0.0000% | $185085.71         | $185810.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2239 C | 2056-02-20      | 5.0000%  | 0.0000% | $528367.35         | $533356.78         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3167   | 2060-12-15      | 5.4200%  | 0.0000% | $286726.35         | $302897.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4553 C | 2056-02-20      | 5.0000%  | 0.0000% | $255623.95         | $259293.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO6326 C | 2065-07-20      | 7.0000%  | 0.0000% | $529880.97         | $554823.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2341 C | 2056-02-20      | 6.5000%  | 0.0000% | $249742.18         | $262991.11         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3168   | 2060-12-15      | 5.4200%  | 0.0000% | $713719.24         | $753971.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3189 C | 2064-11-20      | 4.0000%  | 0.0000% | $175151.08         | $169488.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0926 M | 2056-02-20      | 6.0000%  | 0.0000% | $1090887.24        | $1104057.89        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL1808 H | 2075-11-20      | 6.6140%  | 0.0000% | $66628.64          | $69796.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0787 C | 2056-02-20      | 5.5000%  | 0.0000% | $951868.59         | $977764.39         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ0347   | 2060-11-15      | 5.1000%  | 0.0000% | $286457.84         | $296326.98         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM6441   | 2060-12-15      | 5.4000%  | 0.0000% | $286724.37         | $303551.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2950 C | 2056-02-20      | 6.5000%  | 0.0000% | $1325069.14        | $1395364.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4910 C | 2065-12-20      | 6.5000%  | 0.0000% | $134879.15         | $141426.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1314 C | 2055-10-20      | 5.5000%  | 0.0000% | $730872.73         | $750755.55         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6757   | 2060-12-15      | 5.2500%  | 0.0000% | $57341.85          | $59811.60          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156   | 2061-02-15      | 4.9300%  | 0.0000% | $689189.19         | $709685.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP6720 C | 2066-01-20      | 6.5000%  | 0.0000% | $135887.20         | $142483.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3723 C | 2065-11-20      | 7.0000%  | 0.0000% | $25241.61          | $26429.77          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6901 H | 2075-12-20      | 6.8960%  | 0.0000% | $432985.40         | $453901.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9803 C | 2066-02-20      | 5.5000%  | 0.0000% | $378059.09         | $384366.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM2082 C | 2065-11-20      | 7.0000%  | 0.0000% | $42361.83          | $44355.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9890 C | 2064-02-20      | 5.5000%  | 0.0000% | $30727.08          | $31220.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4378 C | 2065-09-20      | 7.0000%  | 0.0000% | $22123.97          | $23165.36          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5812   | 2060-11-15      | 5.2000%  | 0.0000% | $515652.29         | $534034.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4745 C | 2065-11-20      | 3.0000%  | 0.0000% | $48720.85          | $44427.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2324 C | 2055-12-20      | 6.5000%  | 0.0000% | $374053.75         | $389654.20         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7509   | 2060-11-15      | 4.7800%  | 0.0000% | $22912.46          | $23169.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO3657 C | 2065-11-20      | 7.0000%  | 0.0000% | $213987.96         | $224060.49         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9173   | 2061-01-15      | 5.3100%  | 0.0000% | $286939.27         | $301858.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM4692 C | 2055-11-20      | 5.5000%  | 0.0000% | $391389.45         | $404903.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0814 M | 2055-12-20      | 5.5000%  | 0.0000% | $51712.19          | $52713.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7118 C | 2056-01-20      | 6.0000%  | 0.0000% | $603356.24         | $633345.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3161 C | 2056-01-20      | 6.5000%  | 0.0000% | $1306236.44        | $1360558.17        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6759   | 2060-12-15      | 5.2500%  | 0.0000% | $57341.85          | $59811.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2308 C | 2055-11-20      | 6.0000%  | 0.0000% | $511470.17         | $545138.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9916 C | 2066-01-20      | 6.5000%  | 0.0000% | $206360.49         | $215661.66         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LS DG2544   | 2065-12-15      | 6.7200%  | 0.0000% | $250315.74         | $279814.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD0945 C | 2064-03-20      | 7.5000%  | 0.0000% | $14859.58          | $15515.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8147 M | 2052-07-20      | 2.5000%  | 0.0000% | $1464.08           | $1292.66           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3813 C | 2064-08-20      | 4.0000%  | 0.0000% | $101271.81         | $97998.09          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4982 H | 2074-03-20      | 6.0520%  | 0.0000% | $86845.79          | $89545.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7936 M | 2052-03-20      | 2.5000%  | 0.0000% | $31734.03          | $27994.03          | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2177 H | 2074-06-20      | 7.0010%  | 0.0000% | $213557.89         | $225355.26         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CU4602   | 2065-07-15      | 5.9000%  | 0.0000% | $11054.36          | $11860.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC1084 C | 2064-06-20      | 7.5000%  | 0.0000% | $155038.72         | $161883.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CW9897 H | 2073-10-20      | 6.0680%  | 0.0000% | $35147.46          | $36163.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9782 M | 2054-07-20      | 7.0000%  | 0.0000% | $714.57            | $743.93            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0900 C | 2054-03-20      | 6.5000%  | 0.0000% | $124154.75         | $129130.68         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DD2189 H | 2074-08-20      | 4.3500%  | 0.0000% | $53801.79          | $54235.66          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CK9658 H | 2072-01-20      | 5.3280%  | 0.0000% | $6149654.70        | $6503181.27        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $4159.34           | $4014.71           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CQ9713   | 2058-12-15      | 5.7800%  | 0.0000% | $4611315.06        | $4977935.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9854 M | 2054-08-20      | 7.0000%  | 0.0000% | $9442.17           | $9900.52           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3433 H | 2074-07-20      | 5.9870%  | 0.0000% | $41477.32          | $42441.82          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8347 C | 2065-01-20      | 3.5000%  | 0.0000% | $293252.90         | $273272.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3375 C | 2054-07-20      | 6.5000%  | 0.0000% | $868859.50         | $925205.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  | 0.0000% | $1186401.57        | $1207450.97        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3729 C | 2054-02-20      | 7.0000%  | 0.0000% | $256784.06         | $269166.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6856 C | 2054-03-20      | 7.0000%  | 0.0000% | $431054.42         | $453307.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ5489 C | 2055-04-20      | 7.0000%  | 0.0000% | $237821.22         | $251574.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG8349 C | 2064-12-20      | 4.5000%  | 0.0000% | $94027.88          | $92670.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6232 C | 2063-11-20      | 7.5000%  | 0.0000% | $15865.38          | $16565.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4147 C | 2055-09-20      | 6.5000%  | 0.0000% | $1313629.22        | $1385987.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0068 M | 2039-12-20      | 6.0000%  | 0.0000% | $118679.48         | $123851.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8296 C | 2055-10-20      | 5.5000%  | 0.0000% | $992524.29         | $1024370.65        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DH5824 H | 2075-01-20      | 6.9520%  | 0.0000% | $234511.48         | $245916.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DG8890 C | 2054-01-20      | 7.0000%  | 0.0000% | $254642.17         | $267369.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL9455 C | 2055-10-20      | 6.5000%  | 0.0000% | $247735.07         | $260951.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG0667 C | 2054-11-20      | 6.5000%  | 0.0000% | $305930.33         | $325389.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0555 M | 2055-08-20      | 5.0000%  | 0.0000% | $11340.56          | $11421.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9485 C | 2056-01-20      | 5.0000%  | 0.0000% | $299140.04         | $302332.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9511 C | 2065-11-20      | 6.0000%  | 0.0000% | $210578.22         | $216957.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9457 C | 2065-12-20      | 7.0000%  | 0.0000% | $160697.95         | $168262.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9358 C | 2066-02-20      | 6.0000%  | 0.0000% | $293427.12         | $302316.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9333 C | 2066-01-20      | 7.0000%  | 0.0000% | $427602.61         | $447730.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8273 C | 2066-02-20      | 6.0000%  | 0.0000% | $652842.27         | $672621.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8539 C | 2056-02-20      | 7.0000%  | 0.0000% | $232003.36         | $243753.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8537 C | 2056-02-20      | 5.5000%  | 0.0000% | $510194.35         | $524072.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8544 C | 2056-02-20      | 6.0000%  | 0.0000% | $707365.41         | $731191.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8541 C | 2056-02-20      | 5.5000%  | 0.0000% | $287853.65         | $297089.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8349 C | 2066-01-20      | 6.5000%  | 0.0000% | $57811.95          | $60618.45          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DK8585   | 2067-10-15      | 6.0000%  | 0.0000% | $757059.39         | $829299.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DK8569 H | 2075-06-20      | 6.4860%  | 0.0000% | $270235.42         | $298753.18         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DD2187 H | 2074-08-20      | 7.1350%  | 0.0000% | $259943.10         | $277727.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BC1919 C | 2047-09-20      | 3.5000%  | 0.0000% | $7866.63           | $7433.16           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BI6059 C | 2048-09-20      | 4.0000%  | 0.0000% | $31058.92          | $30035.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2959 M | 2045-07-20      | 2.5000%  | 0.0000% | $39213.36          | $35445.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BZ1666 C | 2043-03-20      | 5.0000%  | 0.0000% | $83812.94          | $85446.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3024 C | 2053-12-20      | 8.0000%  | 0.0000% | $44962.25          | $47696.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $1580302.51        | $1335852.54        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CD6024   | 2063-09-15      | 2.4100%  | 0.0000% | $35399.60          | $30718.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BS1020 C | 2049-12-20      | 3.5000%  | 0.0000% | $118696.49         | $111239.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5659 C | 2063-12-20      | 7.5000%  | 0.0000% | $41717.69          | $43559.30          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9460 C | 2055-04-20      | 6.5000%  | 0.0000% | $419315.52         | $448313.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1518 C | 2055-03-20      | 5.5000%  | 0.0000% | $448278.55         | $462538.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7225 C | 2065-04-20      | 3.5000%  | 0.0000% | $120732.68         | $112506.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5629 C | 2062-04-20      | 3.5000%  | 0.0000% | $17485.84          | $16208.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ2371 C | 2066-02-20      | 6.0000%  | 0.0000% | $929023.58         | $957169.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8538 C | 2056-02-20      | 6.0000%  | 0.0000% | $251641.12         | $261170.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8800 C | 2055-08-20      | 6.5000%  | 0.0000% | $824616.66         | $859900.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9842 C | 2065-12-20      | 7.0000%  | 0.0000% | $772645.62         | $809015.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1042 C | 2056-02-20      | 5.5000%  | 0.0000% | $229996.22         | $237375.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8696 C | 2055-12-20      | 5.5000%  | 0.0000% | $127217.13         | $131609.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0700 C | 2056-02-20      | 5.5000%  | 0.0000% | $382878.59         | $393294.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6950 C | 2065-03-20      | 4.0000%  | 0.0000% | $70192.40          | $67923.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0690 M | 2055-10-20      | 7.5000%  | 0.0000% | $229105.53         | $238941.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8969 C | 2056-02-20      | 6.0000%  | 0.0000% | $320022.47         | $331461.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7698 C | 2063-11-20      | 7.2500%  | 0.0000% | $129891.91         | $136244.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7627 C | 2065-12-20      | 7.0000%  | 0.0000% | $167111.32         | $174977.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7558 C | 2065-11-20      | 6.5000%  | 0.0000% | $2704308.12        | $2844481.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8090 C | 2065-11-20      | 7.0000%  | 0.0000% | $29005.12          | $30370.44          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7506   | 2060-10-15      | 4.9500%  | 0.0000% | $22895.11          | $23431.57          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7513   | 2060-11-15      | 5.4100%  | 0.0000% | $286505.41         | $302438.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8044 C | 2055-09-20      | 6.5000%  | 0.0000% | $363917.90         | $389590.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6950 C | 2056-01-20      | 6.5000%  | 0.0000% | $429085.79         | $451848.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0560 M | 2055-08-20      | 7.5000%  | 0.0000% | $1418219.03        | $1479949.37        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M | 2055-08-20      | 5.5000%  | 0.0000% | $601090.60         | $611580.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0552 M | 2055-08-20      | 3.5000%  | 0.0000% | $1361.33           | $1275.40           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7428 C | 2054-02-20      | 7.0000%  | 0.0000% | $91622.26          | $96040.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7426 C | 2054-06-20      | 6.5000%  | 0.0000% | $235558.43         | $249565.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7455 C | 2054-04-20      | 6.5000%  | 0.0000% | $311413.60         | $329933.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7202 C | 2065-03-20      | 4.0000%  | 0.0000% | $49557.46          | $47955.47          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6890 C | 2065-03-20      | 4.0000%  | 0.0000% | $216304.33         | $209311.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6889 C | 2065-03-20      | 3.5000%  | 0.0000% | $164563.76         | $153351.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6877 C | 2065-03-20      | 4.0000%  | 0.0000% | $84184.12          | $81462.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6875 C | 2065-02-20      | 3.0000%  | 0.0000% | $68300.60          | $62112.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6805 C | 2065-01-20      | 4.0000%  | 0.0000% | $79512.20          | $76941.95          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY5037 H | 2073-09-20      | 4.5910%  | 0.0000% | $1737.09           | $1757.83           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY3718 C | 2053-12-20      | 8.0000%  | 0.0000% | $113175.33         | $120055.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CY2541 C | 2063-12-20      | 8.0000%  | 0.0000% | $153748.13         | $161997.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CY2534 C | 2063-12-20      | 8.0000%  | 0.0000% | $323009.28         | $340339.30         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CY1791 H | 2073-09-20      | 4.5750%  | 0.0000% | $41812.98          | $42286.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX7212 C | 2064-06-20      | 7.5000%  | 0.0000% | $64950.51          | $67817.79          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CX6379   | 2065-04-15      | 6.0500%  | 0.0000% | $11469.81          | $12466.33          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CX6376   | 2058-10-15      | 5.6200%  | 0.0000% | $2909106.04        | $3105048.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CX7084 C | 2064-01-20      | 7.5000%  | 0.0000% | $36496.19          | $38107.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CX4167 C | 2054-02-20      | 5.0000%  | 0.0000% | $1134667.42        | $1145378.81        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW8881   | 2065-11-15      | 5.8500%  | 0.0000% | $145212.68         | $157161.65         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CW3879 H | 2073-08-20      | 4.5310%  | 0.0000% | $45554.39          | $46059.82          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CW0789   | 2060-10-15      | 5.2200%  | 0.0000% | $286245.97         | $297844.37         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CV7761   | 2064-10-15      | 5.0400%  | 0.0000% | $287162.16         | $267090.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5776 C | 2053-12-20      | 8.0000%  | 0.0000% | $161151.09         | $170960.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1527 C | 2052-10-20      | 7.0000%  | 0.0000% | $833816.93         | $866054.42         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1433   | 2060-11-15      | 5.4900%  | 0.0000% | $11460.69          | $12170.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1236 C | 2055-10-20      | 6.0000%  | 0.0000% | $357607.96         | $372343.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN1234 C | 2055-10-20      | 5.5000%  | 0.0000% | $329008.93         | $339565.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9636 C | 2055-11-20      | 6.0000%  | 0.0000% | $992930.34         | $1047329.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1120 C | 2056-01-20      | 6.0000%  | 0.0000% | $354761.83         | $363297.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0664 C | 2056-02-20      | 5.5000%  | 0.0000% | $357356.54         | $367078.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3301 C | 2056-01-20      | 7.5000%  | 0.0000% | $311275.34         | $338433.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3136 C | 2056-01-20      | 5.5000%  | 0.0000% | $1122011.49        | $1158013.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3128 C | 2065-11-20      | 7.0000%  | 0.0000% | $44171.79          | $46251.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3146 C | 2065-12-20      | 5.0000%  | 0.0000% | $114747.81         | $115197.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3093 C | 2065-12-20      | 2.0000%  | 0.0000% | $1639.88           | $1308.46           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP3059 C | 2065-11-20      | 2.0000%  | 0.0000% | $83427.16          | $66566.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3520 C | 2055-11-20      | 5.0000%  | 0.0000% | $1465869.49        | $1482914.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2361 C | 2055-12-20      | 5.0000%  | 0.0000% | $291080.86         | $294633.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2290 C | 2055-12-20      | 5.0000%  | 0.0000% | $343632.94         | $347468.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2105 C | 2055-10-20      | 6.5000%  | 0.0000% | $300916.45         | $316970.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3555 C | 2055-11-20      | 6.0000%  | 0.0000% | $315453.54         | $332831.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0085 C | 2055-10-20      | 5.5000%  | 0.0000% | $329209.13         | $340575.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0068 C | 2055-10-20      | 6.5000%  | 0.0000% | $514813.84         | $542123.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0049 C | 2055-11-20      | 6.0000%  | 0.0000% | $504250.78         | $525641.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0022 C | 2055-11-20      | 5.0000%  | 0.0000% | $251811.24         | $254507.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM9614 C | 2055-10-20      | 6.5000%  | 0.0000% | $563070.35         | $592219.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  | 0.0000% | $30762.98          | $31563.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8771 M | 2038-04-20      | 5.5000%  | 0.0000% | $4541.99           | $4661.69           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  | 0.0000% | $757001.23         | $764554.68         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8697 M | 2038-05-20      | 6.0000%  | 0.0000% | $7700.52           | $8028.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8696 M | 2038-07-20      | 5.5000%  | 0.0000% | $127178.48         | $129518.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8619 M | 2038-11-20      | 6.5000%  | 0.0000% | $4845.17           | $5159.97           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DC3838 H | 2074-06-20      | 4.6150%  | 0.0000% | $87156.32          | $88154.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2974 C | 2064-04-20      | 7.5000%  | 0.0000% | $62022.22          | $64760.29          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DC2969 C | 2064-04-20      | 7.5000%  | 0.0000% | $25630.08          | $26761.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DC2565 C | 2049-05-20      | 5.0000%  | 0.0000% | $216198.02         | $218113.99         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7615 C | 2055-01-20      | 6.5000%  | 0.0000% | $430961.27         | $457774.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH7569 C | 2065-01-20      | 4.0000%  | 0.0000% | $248284.14         | $240258.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG4607 C | 2055-01-20      | 6.5000%  | 0.0000% | $833018.19         | $881376.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7704 M | 2051-11-20      | 2.0000%  | 0.0000% | $226951.90         | $191840.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $552000.62         | $506336.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $1068897.20        | $942928.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M | 2051-07-20      | 2.5000%  | 0.0000% | $1591296.41        | $1403850.53        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $96791.02          | $88842.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MA7364 M | 2051-04-20      | 5.0000%  | 0.0000% | $44792.71          | $44858.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7312 M | 2051-04-20      | 2.5000%  | 0.0000% | $199854.37         | $176310.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7311 M | 2051-04-20      | 2.0000%  | 0.0000% | $424894.60         | $359178.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8047 M | 2052-05-20      | 5.0000%  | 0.0000% | $2286.66           | $2313.53           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $110164.93         | $101027.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7990 M | 2052-04-20      | 4.0000%  | 0.0000% | $23665.62          | $22968.17          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $576331.40         | $528528.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7053 M | 2050-12-20      | 3.0000%  | 0.0000% | $137060.15         | $126008.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7052 M | 2050-12-20      | 2.5000%  | 0.0000% | $257533.47         | $227268.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6994 M | 2050-11-20      | 2.0000%  | 0.0000% | $34301.23          | $29000.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6867 M | 2050-09-20      | 3.5000%  | 0.0000% | $263735.41         | $250860.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6866 M | 2050-09-20      | 3.0000%  | 0.0000% | $1167214.57        | $1073191.54        | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DD2174 H | 2074-05-20      | 5.8590%  | 0.0000% | $49083.37          | $50367.49          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB3363 H | 2074-03-20      | 6.1580%  | 0.0000% | $45687.06          | $47265.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CV5777 C | 2053-12-20      | 8.0000%  | 0.0000% | $199916.31         | $212181.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ8554 C | 2066-02-20      | 6.0000%  | 0.0000% | $604952.12         | $622578.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ7580 C | 2056-02-20      | 5.5000%  | 0.0000% | $931807.68         | $957156.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ7063 C | 2065-10-20      | 6.5000%  | 0.0000% | $73216.01          | $76770.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ6377 C | 2056-02-20      | 5.5000%  | 0.0000% | $261230.96         | $269613.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5947 C | 2056-02-20      | 6.5000%  | 0.0000% | $442973.14         | $466473.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5720 C | 2056-02-20      | 5.0000%  | 0.0000% | $341081.11         | $344301.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ5719 C | 2056-02-20      | 5.0000%  | 0.0000% | $389492.97         | $393171.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ4900 C | 2056-02-20      | 5.5000%  | 0.0000% | $992437.26         | $1019434.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7583 C | 2055-01-20      | 6.5000%  | 0.0000% | $465769.55         | $487804.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH7580 C | 2055-01-20      | 6.5000%  | 0.0000% | $158644.07         | $168360.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6076 C | 2055-02-20      | 5.0000%  | 0.0000% | $845490.34         | $856354.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  | 0.0000% | $73171.99          | $67818.99          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4068 M | 2046-11-20      | 3.0000%  | 0.0000% | $61462.61          | $57167.40          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3939 M | 2046-09-20      | 4.5000%  | 0.0000% | $12740.74          | $12910.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3662 M | 2046-05-20      | 3.0000%  | 0.0000% | $70312.74          | $65413.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3312 M | 2045-12-20      | 4.5000%  | 0.0000% | $438.07            | $443.36            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2960 M | 2045-07-20      | 3.0000%  | 0.0000% | $6469.96           | $6024.22           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2936 M | 2030-07-20      | 3.5000%  | 0.0000% | $7817.25           | $7779.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2864 M | 2030-06-20      | 3.0000%  | 0.0000% | $179.03            | $176.72            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2724 M | 2030-04-20      | 3.0000%  | 0.0000% | $10090.72          | $9960.62           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3521 M | 2046-03-20      | 3.5000%  | 0.0000% | $9318.48           | $8951.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3520 M | 2046-03-20      | 3.0000%  | 0.0000% | $74942.93          | $69745.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1424 M | 2028-11-20      | 3.0000%  | 0.0000% | $4323.27           | $4288.87           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1287 M | 2043-09-20      | 4.5000%  | 0.0000% | $16455.38          | $16674.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0987 M | 2028-05-20      | 3.0000%  | 0.0000% | $10722.58          | $10646.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0908 M | 2028-04-20      | 2.5000%  | 0.0000% | $3634.86           | $3591.37           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0757 M | 2028-02-20      | 3.0000%  | 0.0000% | $3652.00           | $3628.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF5597 C | 2062-05-20      | 4.0000%  | 0.0000% | $22674.44          | $21885.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF6210 C | 2054-11-20      | 6.5000%  | 0.0000% | $438933.39         | $466851.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4986 C | 2054-12-20      | 5.0000%  | 0.0000% | $400340.61         | $405988.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4901 C | 2054-11-20      | 6.5000%  | 0.0000% | $570884.35         | $605644.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF4841 C | 2064-10-20      | 7.5000%  | 0.0000% | $50052.52          | $52262.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4790 C | 2054-10-20      | 6.5000%  | 0.0000% | $315246.34         | $336438.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3813 C | 2064-12-20      | 3.0000%  | 0.0000% | $38080.99          | $34631.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3275 C | 2064-12-20      | 4.0000%  | 0.0000% | $200507.32         | $194025.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0756 M | 2028-02-20      | 2.5000%  | 0.0000% | $1635.54           | $1617.39           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0602 M | 2027-12-20      | 3.0000%  | 0.0000% | $3766.25           | $3745.41           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF2145 C | 2064-09-20      | 7.5000%  | 0.0000% | $122125.18         | $127516.60         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  | 0.0000% | $38896.29          | $37770.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9610 M | 2054-04-20      | 8.0000%  | 0.0000% | $8368.20           | $8870.14           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR1535 C | 2049-11-20      | 4.0000%  | 0.0000% | $380907.56         | $375752.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA0220 C | 2054-01-20      | 8.5000%  | 0.0000% | $169043.90         | $188100.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005265 M | 2041-12-20      | 3.0000%  | 0.0000% | $3022.90           | $2844.94           | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DB3030 H | 2074-08-20      | 6.6460%  | 0.0000% | $101456.04         | $108187.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2756 C | 2035-05-20      | 5.5000%  | 0.0000% | $142325.51         | $145566.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005300 M | 2027-02-20      | 3.0000%  | 0.0000% | $1418.53           | $1414.09           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DF4244 C | 2054-10-20      | 4.5000%  | 0.0000% | $269545.36         | $264160.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6868 M | 2050-09-20      | 4.0000%  | 0.0000% | $302475.43         | $294619.80         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC0753 H | 2074-03-20      | 7.0940%  | 0.0000% | $87305.74          | $90831.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  | 0.0000% | $254166.95         | $266130.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5028 C | 2055-12-20      | 6.0000%  | 0.0000% | $270907.72         | $284372.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7323 C | 2055-10-20      | 6.0000%  | 0.0000% | $612608.21         | $642313.79         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP1457 C | 2065-12-20      | 7.0000%  | 0.0000% | $56696.87          | $59365.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5350 C | 2065-11-20      | 7.0000%  | 0.0000% | $791685.58         | $828949.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2920 C | 2056-02-20      | 6.0000%  | 0.0000% | $237611.76         | $247504.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8551 C | 2056-02-20      | 6.0000%  | 0.0000% | $275908.16         | $285201.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8577 C | 2056-02-20      | 6.0000%  | 0.0000% | $603009.53         | $623319.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5559 C | 2065-11-20      | 7.0000%  | 0.0000% | $110358.35         | $115552.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5514 C | 2065-11-20      | 7.0000%  | 0.0000% | $198139.02         | $207465.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5459 C | 2065-12-20      | 6.5000%  | 0.0000% | $47698.32          | $50013.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5238 C | 2056-01-20      | 6.0000%  | 0.0000% | $1182911.19        | $1234529.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5190 C | 2065-11-20      | 7.0000%  | 0.0000% | $61432.75          | $64324.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6875 C | 2054-01-20      | 6.5000%  | 0.0000% | $397993.07         | $422947.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6830 C | 2054-04-20      | 7.0000%  | 0.0000% | $144856.11         | $151840.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6837 C | 2053-07-20      | 5.5000%  | 0.0000% | $293063.70         | $299483.91         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6758   | 2060-12-15      | 5.2500%  | 0.0000% | $57341.85          | $59811.60          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6756   | 2060-12-15      | 5.2500%  | 0.0000% | $57341.85          | $59811.60          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6755   | 2060-12-15      | 5.2500%  | 0.0000% | $286709.23         | $299057.99         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6753   | 2060-12-15      | 5.2500%  | 0.0000% | $286709.23         | $299057.99         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6751   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.01         | $296416.69         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6750   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.02         | $296416.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1758 C | 2056-01-20      | 6.5000%  | 0.0000% | $284088.74         | $299160.34         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP0680   | 2061-02-15      | 5.1000%  | 0.0000% | $661621.62         | $689882.35         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP0679   | 2061-02-15      | 5.1000%  | 0.0000% | $287162.16         | $299428.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0519 C | 2056-02-20      | 5.0000%  | 0.0000% | $349447.64         | $353348.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP0192 C | 2066-01-20      | 5.5000%  | 0.0000% | $140066.74         | $142403.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0142 C | 2055-12-20      | 6.0000%  | 0.0000% | $427337.47         | $445984.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0777 C | 2056-01-20      | 6.5000%  | 0.0000% | $633965.55         | $667597.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9558 C | 2065-12-20      | 5.5000%  | 0.0000% | $684766.57         | $696191.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9371 C | 2065-09-20      | 5.0000%  | 0.0000% | $53158.43          | $53366.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9367 C | 2065-10-20      | 7.0000%  | 0.0000% | $118563.58         | $124144.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5650 C | 2065-11-20      | 6.5000%  | 0.0000% | $21007.43          | $22027.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9357 C | 2065-11-20      | 7.0000%  | 0.0000% | $113985.37         | $119350.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6226 C | 2054-07-20      | 7.0000%  | 0.0000% | $159846.09         | $167377.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6223 C | 2052-02-20      | 3.0000%  | 0.0000% | $352004.66         | $321084.80         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5049 C | 2055-09-20      | 6.0000%  | 0.0000% | $423908.38         | $433956.85         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK4991 H | 2075-06-20      | 4.6760%  | 0.0000% | $97319.38          | $98531.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5349 C | 2065-11-20      | 7.0000%  | 0.0000% | $195028.65         | $204207.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5348 C | 2065-11-20      | 6.5000%  | 0.0000% | $4996468.11        | $5239008.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5343 C | 2064-09-20      | 7.5000%  | 0.0000% | $48890.34          | $51048.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4664 C | 2056-01-20      | 6.5000%  | 0.0000% | $747855.40         | $787527.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5342 C | 2065-10-20      | 7.0000%  | 0.0000% | $581931.76         | $609323.03         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6743   | 2060-10-15      | 4.3600%  | 0.0000% | $286053.95         | $281479.63         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6742   | 2060-10-15      | 4.8000%  | 0.0000% | $57231.19          | $57605.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK6348 C | 2055-06-20      | 5.5000%  | 0.0000% | $298070.94         | $306179.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK7154 C | 2055-06-20      | 5.0000%  | 0.0000% | $324142.03         | $327635.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK4855 C | 2065-06-20      | 6.0000%  | 0.0000% | $358250.02         | $368450.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK5316 C | 2065-06-20      | 6.5000%  | 0.0000% | $668614.66         | $701072.18         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2866 C | 2055-06-20      | 6.5000%  | 0.0000% | $240535.45         | $256503.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4368 C | 2065-10-20      | 6.5000%  | 0.0000% | $3625379.10        | $3801371.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4363 C | 2065-11-20      | 6.5000%  | 0.0000% | $5688415.04        | $5964544.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4085 C | 2065-08-20      | 7.0000%  | 0.0000% | $109406.66         | $114556.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3847 C | 2056-01-20      | 5.5000%  | 0.0000% | $785046.59         | $810235.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3781 C | 2055-12-20      | 6.5000%  | 0.0000% | $325598.07         | $339177.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3780 C | 2055-12-20      | 6.5000%  | 0.0000% | $392942.77         | $413788.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4398 C | 2055-11-20      | 5.5000%  | 0.0000% | $190051.54         | $196613.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4369 C | 2065-11-20      | 6.5000%  | 0.0000% | $3623655.27        | $3799563.60        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3255 C | 2055-11-20      | 5.0000%  | 0.0000% | $1431730.61        | $1452281.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8206 C | 2055-11-20      | 5.0000%  | 0.0000% | $899762.51         | $912124.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8175 C | 2055-10-20      | 5.5000%  | 0.0000% | $543494.28         | $558279.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8159 C | 2055-10-20      | 5.5000%  | 0.0000% | $864764.59         | $892511.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8968 C | 2056-02-20      | 5.5000%  | 0.0000% | $480202.22         | $493266.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8928 C | 2056-02-20      | 5.5000%  | 0.0000% | $405948.51         | $416992.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6611 C | 2056-02-20      | 5.0000%  | 0.0000% | $270267.84         | $272951.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3550 C | 2055-11-20      | 5.5000%  | 0.0000% | $556130.69         | $578251.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9941 C | 2066-01-20      | 7.0000%  | 0.0000% | $32440.74          | $33967.74          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ6375 C | 2066-01-20      | 6.5000%  | 0.0000% | $76432.23          | $80142.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8482 C | 2055-12-20      | 5.0000%  | 0.0000% | $1269576.87        | $1281563.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9354 C | 2066-01-20      | 7.0000%  | 0.0000% | $53398.84          | $56063.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6422 C | 2056-02-20      | 6.5000%  | 0.0000% | $242582.42         | $257060.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4624 C | 2056-02-20      | 6.0000%  | 0.0000% | $261383.73         | $272154.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4354 C | 2056-01-20      | 5.0000%  | 0.0000% | $406449.32         | $410287.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4273 C | 2056-01-20      | 6.5000%  | 0.0000% | $1138941.99        | $1198675.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4086 C | 2066-01-20      | 6.5000%  | 0.0000% | $3639214.41        | $3815874.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4001 C | 2056-02-20      | 5.0000%  | 0.0000% | $265436.16         | $267942.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3980 C | 2056-01-20      | 5.0000%  | 0.0000% | $266532.63         | $269049.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP3601 H | 2075-12-20      | 5.7170%  | 0.0000% | $468072.59         | $502378.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP4434 C | 2065-07-20      | 7.0000%  | 0.0000% | $38042.27          | $39832.90          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3241 C | 2055-11-20      | 5.0000%  | 0.0000% | $293209.98         | $297418.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3566 C | 2055-11-20      | 5.0000%  | 0.0000% | $517418.32         | $523594.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6797 C | 2066-01-20      | 6.5000%  | 0.0000% | $1525994.20        | $1600071.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6787 C | 2065-11-20      | 7.0000%  | 0.0000% | $87070.47          | $91168.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6786 C | 2065-12-20      | 5.0000%  | 0.0000% | $54019.94          | $54231.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6443 C | 2066-01-20      | 7.0000%  | 0.0000% | $68136.92          | $71344.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ7322 C | 2065-03-20      | 4.0000%  | 0.0000% | $59851.54          | $57916.77          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7569 C | 2041-06-20      | 4.5000%  | 0.0000% | $419106.77         | $419281.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CQ2831 C | 2064-03-20      | 4.0000%  | 0.0000% | $15486.29          | $14985.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2783 C | 2041-09-20      | 4.5000%  | 0.0000% | $145465.88         | $145526.40         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2742 C | 2040-09-20      | 5.5000%  | 0.0000% | $127679.02         | $131121.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ2741 C | 2042-07-20      | 4.0000%  | 0.0000% | $215551.77         | $212187.20         | Agency Mortgage-Backed Securities         |
| GNMA GNPL LM AF7414   | 2035-07-15      | 3.3800%  | 0.0000% | $51099.28          | $49369.11          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML AF5213 H | 2063-12-20      | 5.7190%  | 0.0000% | $6713.40           | $6819.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE9762 C | 2043-05-20      | 3.7400%  | 0.0000% | $11227.51          | $10729.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AE9761 C | 2043-03-20      | 3.7400%  | 0.0000% | $11363.17          | $10817.69          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AE6599 X | 2043-06-15      | 3.5000%  | 0.0000% | $23820.72          | $22843.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AD7424 C | 2043-04-20      | 3.7400%  | 0.0000% | $25229.13          | $24001.64          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AD5437 X | 2043-05-15      | 3.5000%  | 0.0000% | $19796.58          | $18984.62          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0560   | 2067-06-15      | 5.0500%  | 0.0000% | $57432.43          | $57373.46          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0556   | 2067-08-15      | 5.5000%  | 0.0000% | $936930.88         | $989505.09         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN0569   | 2067-11-15      | 5.6000%  | 0.0000% | $11486.49          | $12191.05          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CN0129 H | 2072-05-20      | 5.2760%  | 0.0000% | $3289699.21        | $3457982.31        | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CM9951 H | 2072-04-20      | 5.2740%  | 0.0000% | $3280820.45        | $3437697.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB8089 C | 2064-05-20      | 7.5000%  | 0.0000% | $19980.19          | $20862.25          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB6907   | 2060-09-15      | 5.6500%  | 0.0000% | $22889.66          | $24393.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5647 C | 2063-12-20      | 8.0000%  | 0.0000% | $27913.44          | $29411.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5614 C | 2063-12-20      | 8.0000%  | 0.0000% | $22183.64          | $23373.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5594 C | 2064-03-20      | 8.0000%  | 0.0000% | $88756.59          | $93518.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4322 M | 2047-03-20      | 4.0000%  | 0.0000% | $22038.56          | $21636.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7563 C | 2049-11-20      | 3.5000%  | 0.0000% | $183705.61         | $172160.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP7305 C | 2049-10-20      | 3.5000%  | 0.0000% | $249856.46         | $234155.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP8088 C | 2050-03-20      | 3.5000%  | 0.0000% | $83429.88          | $78189.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5491 C | 2049-12-20      | 3.5000%  | 0.0000% | $1159998.98        | $1072894.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BO8117 C | 2049-08-20      | 4.0000%  | 0.0000% | $16167.74          | $15707.08          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9363 C | 2049-10-20      | 3.5000%  | 0.0000% | $260627.24         | $244248.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BL9378 C | 2050-01-20      | 3.5000%  | 0.0000% | $146847.94         | $137622.62         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM BL8376 H | 2072-05-20      | 5.3130%  | 0.0000% | $2939702.37        | $3110082.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BF9517 C | 2048-04-20      | 4.0000%  | 0.0000% | $817721.88         | $787255.11         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BE6814 C | 2048-02-20      | 4.0000%  | 0.0000% | $362362.72         | $348862.86         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CP8918 H | 2072-11-20      | 4.7500%  | 0.0000% | $82748.49          | $84122.04          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP3755   | 2065-04-15      | 6.1500%  | 0.0000% | $4010056.40        | $4418487.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CP1987 C | 2049-01-20      | 5.0000%  | 0.0000% | $231040.45         | $233791.48         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CP2698   | 2066-05-15      | 5.3200%  | 0.0000% | $7700.31           | $8006.45           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CP0106 C | 2034-08-20      | 6.5000%  | 0.0000% | $179316.70         | $187208.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M | 2047-03-20      | 3.0000%  | 0.0000% | $10997.85          | $10213.45          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1754 H | 2074-08-20      | 5.9790%  | 0.0000% | $266262.67         | $274279.29         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DF1753 H | 2074-08-20      | 5.8850%  | 0.0000% | $44089.84          | $45346.18          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE8183 C | 2064-08-20      | 7.5000%  | 0.0000% | $90277.66          | $94263.03          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE6810 C | 2039-11-20      | 4.0000%  | 0.0000% | $200969.29         | $199229.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DE5037 C | 2054-08-20      | 7.5000%  | 0.0000% | $206474.90         | $225107.12         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE4522 C | 2064-08-20      | 4.5000%  | 0.0000% | $51334.87          | $50593.55          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DE3865 C | 2064-08-20      | 4.0000%  | 0.0000% | $41281.01          | $39946.52          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8429 M | 2052-11-20      | 5.5000%  | 0.0000% | $68588.92          | $70359.36          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8348 M | 2052-10-20      | 5.0000%  | 0.0000% | $265653.80         | $268570.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8347 M | 2052-10-20      | 4.5000%  | 0.0000% | $824084.14         | $822468.94         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8342 M | 2052-10-20      | 2.0000%  | 0.0000% | $78124.23          | $66117.67          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  | 0.0000% | $5485.62           | $5628.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8268 M | 2052-09-20      | 4.5000%  | 0.0000% | $12021.67          | $11992.54          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8265 M | 2052-09-20      | 3.0000%  | 0.0000% | $22319.43          | $20533.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3761 C | 2053-09-20      | 6.5000%  | 0.0000% | $356742.64         | $377957.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3785 C | 2053-10-20      | 6.5000%  | 0.0000% | $9284.60           | $9833.55           | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3753 C | 2054-02-20      | 7.0000%  | 0.0000% | $245297.20         | $257124.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DH3720 C | 2054-03-20      | 7.0000%  | 0.0000% | $149142.99         | $156334.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH3060 C | 2055-02-20      | 6.5000%  | 0.0000% | $117920.34         | $124733.83         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BC0776 H | 2067-07-20      | 6.9650%  | 0.0000% | $2838981.80        | $2943863.57        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CO6405 C | 2052-07-20      | 4.5000%  | 0.0000% | $769881.28         | $766355.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6337 M | 2049-12-20      | 2.5000%  | 0.0000% | $48191.86          | $42647.65          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA7973 C | 2064-02-20      | 7.5000%  | 0.0000% | $60984.26          | $63676.39          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4323 M | 2047-03-20      | 4.5000%  | 0.0000% | $884.94            | $895.61            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6865 M | 2050-09-20      | 2.5000%  | 0.0000% | $346831.53         | $306281.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9309 M | 2053-11-20      | 7.5000%  | 0.0000% | $63832.96          | $66645.80          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9851 M | 2054-08-20      | 5.5000%  | 0.0000% | $88297.89          | $89823.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5658 C | 2064-05-20      | 8.0000%  | 0.0000% | $13354.45          | $14070.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CY7217 C | 2054-02-20      | 8.0000%  | 0.0000% | $179937.44         | $192552.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB7579 C | 2064-06-20      | 7.5000%  | 0.0000% | $128998.68         | $134693.42         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC3839 H | 2074-05-20      | 6.3170%  | 0.0000% | $851161.49         | $901976.07         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7729 H | 2074-01-20      | 6.1610%  | 0.0000% | $82430.23          | $84734.91          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA6442 C | 2054-03-20      | 6.5000%  | 0.0000% | $151647.22         | $157930.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DB3415 H | 2074-06-20      | 5.7460%  | 0.0000% | $110836.02         | $116434.67         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL BE0740 H | 2068-01-20      | 6.1770%  | 0.0000% | $279206.79         | $296367.49         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DE2751 H | 2074-07-20      | 6.9240%  | 0.0000% | $314805.35         | $331603.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CS3929 C | 2053-01-20      | 5.0000%  | 0.0000% | $182939.22         | $186260.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6339 M | 2049-12-20      | 3.5000%  | 0.0000% | $15461.00          | $14671.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BP5492 C | 2049-12-20      | 3.5000%  | 0.0000% | $271807.65         | $261507.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7366 M | 2051-05-20      | 2.0000%  | 0.0000% | $147960.84         | $125072.85         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG5690   | 2060-10-15      | 5.4600%  | 0.0000% | $22903.55          | $24268.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3499 C | 2065-04-20      | 3.0000%  | 0.0000% | $35480.92          | $32266.69          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7460 C | 2053-10-20      | 6.5000%  | 0.0000% | $47998.28          | $50852.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL3659 C | 2055-07-20      | 5.5000%  | 0.0000% | $281703.89         | $290467.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DK6834 C | 2054-06-20      | 6.5000%  | 0.0000% | $607613.62         | $643748.06         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2344 C | 2064-12-20      | 3.0000%  | 0.0000% | $39053.72          | $35515.55          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0783   | 2066-07-15      | 5.8200%  | 0.0000% | $53224.24          | $57654.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DF3797 C | 2064-01-20      | 7.5000%  | 0.0000% | $318968.03         | $333049.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0672 C | 2056-02-20      | 6.5000%  | 0.0000% | $256467.05         | $270073.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4385 C | 2056-02-20      | 5.5000%  | 0.0000% | $836248.38         | $863080.43         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3181 C | 2065-10-20      | 6.5000%  | 0.0000% | $38182.92          | $40036.49          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8096 C | 2066-01-20      | 6.5000%  | 0.0000% | $564251.39         | $591642.10         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4713 C | 2056-02-20      | 5.5000%  | 0.0000% | $471892.66         | $487034.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0870 M | 2056-01-20      | 4.5000%  | 0.0000% | $68489.60          | $67842.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4901 C | 2055-11-20      | 5.5000%  | 0.0000% | $740662.84         | $764427.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4007 C | 2066-02-20      | 6.0000%  | 0.0000% | $214977.86         | $221490.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8043 C | 2055-12-20      | 5.0000%  | 0.0000% | $245839.38         | $248462.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8528 C | 2056-02-20      | 6.0000%  | 0.0000% | $470769.05         | $486624.71         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7519   | 2060-10-15      | 4.4200%  | 0.0000% | $286068.34         | $282701.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM3712 C | 2065-11-20      | 5.0000%  | 0.0000% | $73097.62          | $73383.95          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9363 C | 2065-03-20      | 7.0000%  | 0.0000% | $29880.49          | $31286.98          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM0357   | 2060-12-15      | 4.9500%  | 0.0000% | $57335.53          | $58927.16          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DP1854 H | 2075-12-20      | 5.3790%  | 0.0000% | $464575.41         | $497582.54         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2755 C | 2056-02-20      | 5.5000%  | 0.0000% | $93180.45          | $94549.66          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6746   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.01         | $296416.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5239 C | 2056-01-20      | 5.5000%  | 0.0000% | $379181.62         | $391348.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3573 C | 2055-11-20      | 5.0000%  | 0.0000% | $930639.46         | $939854.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN0555 C | 2055-10-20      | 6.5000%  | 0.0000% | $399725.53         | $420931.14         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6752   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.01         | $297578.58         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6747   | 2060-10-15      | 5.1500%  | 0.0000% | $286462.01         | $296416.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1401 C | 2056-02-20      | 5.5000%  | 0.0000% | $274409.41         | $282376.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9857 C | 2065-12-20      | 7.0000%  | 0.0000% | $194087.05         | $203223.02         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7104 C | 2065-10-20      | 6.5000%  | 0.0000% | $94428.11          | $99012.07          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4467 C | 2065-12-20      | 6.5000%  | 0.0000% | $2065655.13        | $2165929.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4627 C | 2056-02-20      | 6.5000%  | 0.0000% | $800542.64         | $840990.41         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9749 C | 2065-10-20      | 7.0000%  | 0.0000% | $29243.45          | $30619.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9856 C | 2056-01-20      | 5.0000%  | 0.0000% | $898785.75         | $911163.93         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7786 C | 2056-01-20      | 5.0000%  | 0.0000% | $310348.00         | $314803.39         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK6754   | 2060-12-15      | 5.2500%  | 0.0000% | $57341.85          | $59811.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO5513 C | 2065-11-20      | 6.5000%  | 0.0000% | $779903.82         | $817763.04         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ4908 C | 2066-02-20      | 6.0000%  | 0.0000% | $10900849.35       | $11231094.21       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN8232 C | 2065-10-20      | 7.0000%  | 0.0000% | $318043.82         | $333014.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9162 C | 2056-02-20      | 5.0000%  | 0.0000% | $259671.78         | $262442.77         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8826 C | 2065-11-20      | 6.5000%  | 0.0000% | $92904.04          | $97414.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ5340 C | 2064-11-20      | 5.5000%  | 0.0000% | $75522.50          | $76736.47          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM9065   | 2061-02-15      | 5.7500%  | 0.0000% | $2496943.92        | $2643294.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9907 C | 2065-12-20      | 6.0000%  | 0.0000% | $151846.55         | $156170.12         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN BT5628   | 2061-02-15      | 5.1000%  | 0.0000% | $677932.43         | $706889.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4631 C | 2056-02-20      | 5.5000%  | 0.0000% | $295677.09         | $305164.25         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3355 C | 2054-01-20      | 6.5000%  | 0.0000% | $188700.28         | $200531.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6163 C | 2055-12-20      | 5.5000%  | 0.0000% | $868160.65         | $896016.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6093 C | 2055-11-20      | 5.0000%  | 0.0000% | $1291188.61        | $1303378.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6090 C | 2055-11-20      | 5.0000%  | 0.0000% | $626191.85         | $633641.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5960 C | 2055-10-20      | 6.0000%  | 0.0000% | $1338103.02        | $1408592.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5912 C | 2055-11-20      | 6.5000%  | 0.0000% | $524026.26         | $551826.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5851 C | 2055-11-20      | 5.0000%  | 0.0000% | $234411.29         | $236858.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5575 C | 2055-12-20      | 5.5000%  | 0.0000% | $301771.12         | $311452.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6206 C | 2056-01-20      | 5.5000%  | 0.0000% | $1335691.26        | $1372029.03        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5023 C | 2055-10-20      | 4.5000%  | 0.0000% | $1174618.52        | $1147181.79        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0102 C | 2056-02-20      | 5.5000%  | 0.0000% | $397834.23         | $405841.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0657 C | 2066-02-20      | 6.5000%  | 0.0000% | $42925.23          | $45009.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0481 C | 2066-01-20      | 2.0000%  | 0.0000% | $49753.21          | $39698.26          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0424 C | 2056-02-20      | 5.5000%  | 0.0000% | $352817.77         | $362415.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0410 C | 2056-02-20      | 5.5000%  | 0.0000% | $376772.15         | $381894.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ0120 C | 2066-02-20      | 6.5000%  | 0.0000% | $840040.99         | $880820.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0112 C | 2056-02-20      | 6.0000%  | 0.0000% | $246929.36         | $255995.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ0108 C | 2056-02-20      | 6.0000%  | 0.0000% | $1161008.80        | $1197716.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO2062 C | 2062-08-20      | 5.0000%  | 0.0000% | $28447.35          | $28558.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO2085 C | 2055-10-20      | 6.0000%  | 0.0000% | $341976.85         | $356042.81         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1911 C | 2055-11-20      | 5.5000%  | 0.0000% | $1228331.72        | $1267745.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO1609 C | 2065-08-20      | 7.0000%  | 0.0000% | $104305.52         | $109215.14         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1317 C | 2056-02-20      | 5.5000%  | 0.0000% | $679941.19         | $698438.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1315 C | 2055-09-20      | 6.5000%  | 0.0000% | $240647.41         | $253412.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1313 C | 2055-11-20      | 6.0000%  | 0.0000% | $367554.24         | $380691.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1086 C | 2056-02-20      | 6.0000%  | 0.0000% | $549540.85         | $569183.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1044 C | 2056-02-20      | 5.5000%  | 0.0000% | $240229.76         | $247936.86         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO1043 C | 2056-02-20      | 5.5000%  | 0.0000% | $379863.39         | $392052.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO0937 C | 2056-01-20      | 5.0000%  | 0.0000% | $236588.79         | $238822.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7096 C | 2065-03-20      | 5.0000%  | 0.0000% | $124409.74         | $124897.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7091 C | 2065-05-20      | 3.5000%  | 0.0000% | $172152.62         | $160423.48         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7088 C | 2065-06-20      | 4.5000%  | 0.0000% | $291711.05         | $287499.62         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO8828 C | 2065-12-20      | 5.5000%  | 0.0000% | $136147.33         | $138418.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8824 C | 2056-01-20      | 5.0000%  | 0.0000% | $314021.24         | $316986.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8817 C | 2056-02-20      | 6.5000%  | 0.0000% | $451873.78         | $475845.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8810 C | 2056-02-20      | 5.0000%  | 0.0000% | $318121.69         | $321907.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8808 C | 2056-02-20      | 5.0000%  | 0.0000% | $441233.62         | $445617.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0927 M | 2056-02-20      | 6.5000%  | 0.0000% | $206901.26         | $213507.50         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0925 M | 2056-02-20      | 5.5000%  | 0.0000% | $1934291.47        | $1958280.99        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0750 M | 2055-11-20      | 7.5000%  | 0.0000% | $396833.78         | $413870.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0749 M | 2055-11-20      | 7.0000%  | 0.0000% | $58753.76          | $61060.75          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BQ7305 C | 2049-10-20      | 4.0000%  | 0.0000% | $121403.82         | $117135.74         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5653 M | 2048-12-20      | 5.0000%  | 0.0000% | $33769.68          | $34494.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  | 0.0000% | $6387.66           | $6253.54           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $202595.13         | $186240.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $43392.18          | $39990.96          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5018 M | 2048-02-20      | 3.0000%  | 0.0000% | $333973.58         | $309645.83         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4690 M | 2032-09-20      | 3.0000%  | 0.0000% | $3318.93           | $3243.17           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4652 M | 2047-08-20      | 3.5000%  | 0.0000% | $11928.84          | $11474.06          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CR9728 C | 2053-12-20      | 8.0000%  | 0.0000% | $187291.14         | $198681.77         | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CQ9600 H | 2072-12-20      | 4.6250%  | 0.0000% | $17551.49          | $17760.48          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM CQ9588 H | 2072-11-20      | 4.6630%  | 0.0000% | $19877.14          | $20122.85          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CQ8793   | 2066-10-15      | 5.5300%  | 0.0000% | $287162.16         | $304111.88         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CQ7938 H | 2074-04-20      | 6.6250%  | 0.0000% | $86208.56          | $90892.41          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7656 C | 2041-05-20      | 5.0000%  | 0.0000% | $156378.90         | $159211.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CQ7644 C | 2036-05-20      | 5.5000%  | 0.0000% | $156628.62         | $160419.70         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CQ7592 C | 2035-04-20      | 5.0000%  | 0.0000% | $163651.26         | $165685.46         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY5044 H | 2073-10-20      | 6.0020%  | 0.0000% | $22265.07          | $22931.18          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DB0962 H | 2074-04-20      | 4.5780%  | 0.0000% | $64542.81          | $65312.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DB0644 C | 2054-03-20      | 6.5000%  | 0.0000% | $149910.30         | $156194.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7787 C | 2054-03-20      | 5.0000%  | 0.0000% | $250254.93         | $252971.72         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DA7297 C | 2064-05-20      | 7.5000%  | 0.0000% | $73942.47          | $77206.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DA7101 C | 2054-03-20      | 6.5000%  | 0.0000% | $378619.58         | $394453.62         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DA4297   | 2066-08-15      | 5.4500%  | 0.0000% | $92840.68          | $97490.98          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DA4469 H | 2074-03-20      | 6.3100%  | 0.0000% | $33484.58          | $34774.23          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M | 2050-08-20      | 3.0000%  | 0.0000% | $66410.75          | $61021.10          | Agency Mortgage-Backed Securities         |
| GNMA GNII RG CZ9719 C | 2039-10-20      | 5.0000%  | 0.0000% | $264293.49         | $267582.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ8708 C | 2063-12-20      | 8.0000%  | 0.0000% | $25905.02          | $27294.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ8225 C | 2064-03-20      | 7.5000%  | 0.0000% | $62520.86          | $65280.95          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7753 H | 2074-02-20      | 6.1090%  | 0.0000% | $98993.80          | $102261.01         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7752 H | 2074-02-20      | 6.0390%  | 0.0000% | $92428.82          | $95183.76          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003108 M | 2031-07-20      | 7.0000%  | 0.0000% | $50.60             | $53.78             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7796 M | 2037-01-20      | 1.5000%  | 0.0000% | $17466.76          | $16030.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5621 C | 2064-03-20      | 8.0000%  | 0.0000% | $163414.83         | $172182.66         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5587 C | 2063-12-20      | 8.0000%  | 0.0000% | $40644.14          | $42824.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5243 C | 2064-06-20      | 7.5000%  | 0.0000% | $96112.08          | $100355.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB5204 C | 2064-06-20      | 7.5000%  | 0.0000% | $69994.78          | $73084.75          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB5015 H | 2074-04-20      | 6.0570%  | 0.0000% | $87779.24          | $90663.17          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4983 H | 2074-03-20      | 6.1130%  | 0.0000% | $87845.84          | $91045.04          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4278 C | 2062-06-20      | 4.0000%  | 0.0000% | $49654.89          | $47927.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DB4277 C | 2062-04-20      | 3.0000%  | 0.0000% | $1522.83           | $1381.14           | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4127 H | 2074-04-20      | 6.0240%  | 0.0000% | $292241.40         | $301000.48         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4126 H | 2074-04-20      | 5.8370%  | 0.0000% | $39766.67          | $40671.58          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4125 H | 2074-04-20      | 6.0750%  | 0.0000% | $96749.14          | $99632.74          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DB4124 H | 2074-04-20      | 6.1100%  | 0.0000% | $125414.38         | $128993.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO9345 C | 2066-01-20      | 6.0000%  | 0.0000% | $1027536.97        | $1058666.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1371 C | 2056-01-20      | 6.5000%  | 0.0000% | $356417.29         | $371281.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2937 C | 2056-02-20      | 6.0000%  | 0.0000% | $372779.45         | $388010.22         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4022 C | 2056-02-20      | 5.5000%  | 0.0000% | $317704.96         | $326347.88         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DG9414 C | 2063-12-20      | 7.0000%  | 0.0000% | $16060.40          | $16816.37          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4707 C | 2063-10-20      | 2.5000%  | 0.0000% | $47318.78          | $39921.22          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RA DM3178 H | 2075-12-20      | 6.1130%  | 0.0000% | $110005.97         | $122872.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8529 C | 2055-12-20      | 5.0000%  | 0.0000% | $634132.96         | $644558.18         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DP6818   | 2061-03-15      | 5.1600%  | 0.0000% | $1725729.73        | $1771909.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP1596 C | 2055-12-20      | 6.0000%  | 0.0000% | $566630.28         | $594792.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9960 C | 2055-11-20      | 6.5000%  | 0.0000% | $626911.90         | $656429.70         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DG0412   | 2060-12-15      | 5.2600%  | 0.0000% | $1183448.19        | $1235555.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8665 C | 2056-02-20      | 6.0000%  | 0.0000% | $489557.04         | $510916.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2860 C | 2056-01-20      | 5.5000%  | 0.0000% | $231479.27         | $238906.56         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1558   | 2060-11-15      | 5.4000%  | 0.0000% | $22920.31          | $24176.94          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1557   | 2060-11-15      | 5.3400%  | 0.0000% | $286494.92         | $300854.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1570   | 2061-01-15      | 5.3900%  | 0.0000% | $758448.48         | $799485.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7186 C | 2065-03-20      | 3.0000%  | 0.0000% | $53674.46          | $48811.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7150 C | 2065-03-20      | 4.5000%  | 0.0000% | $166067.12         | $163669.61         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI6128 C | 2064-12-20      | 4.5000%  | 0.0000% | $36879.81          | $36347.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI5954 C | 2065-06-20      | 3.5000%  | 0.0000% | $50612.93          | $47164.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI5805 C | 2065-03-20      | 4.0000%  | 0.0000% | $109708.20         | $106161.76         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3166   | 2060-12-15      | 5.2000%  | 0.0000% | $286704.09         | $298061.74         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN3163   | 2060-12-15      | 5.2500%  | 0.0000% | $286709.23         | $299166.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN3080 C | 2055-11-20      | 5.5000%  | 0.0000% | $826255.76         | $855074.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN2938 C | 2056-02-20      | 6.0000%  | 0.0000% | $623913.09         | $646214.45         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003250 M | 2032-06-20      | 6.5000%  | 0.0000% | $201.07            | $214.06            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  | 0.0000% | $348.19            | $366.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M | 2031-05-20      | 7.0000%  | 0.0000% | $241.98            | $251.42            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002895 M | 2030-03-20      | 7.0000%  | 0.0000% | $86.58             | $89.82             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002714 M | 2029-02-20      | 6.5000%  | 0.0000% | $685.98            | $715.57            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002266 M | 2026-08-20      | 7.0000%  | 0.0000% | $5.53              | $5.74              | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DK6193 C | 2062-04-20      | 3.5000%  | 0.0000% | $46628.03          | $43221.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7258 C | 2055-09-20      | 7.0000%  | 0.0000% | $272366.56         | $291372.18         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML DM1340 H | 2075-08-20      | 6.0510%  | 0.0000% | $778367.94         | $801821.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2507 C | 2055-06-20      | 5.5000%  | 0.0000% | $332407.81         | $343032.63         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3464 C | 2053-11-20      | 6.5000%  | 0.0000% | $756796.51         | $805872.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DH2452 C | 2065-01-20      | 4.0000%  | 0.0000% | $87202.16          | $84383.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM2852 C | 2055-10-20      | 5.0000%  | 0.0000% | $244122.11         | $246426.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ3471 C | 2064-11-20      | 3.5000%  | 0.0000% | $55072.85          | $51320.62          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0815 M | 2055-12-20      | 6.0000%  | 0.0000% | $556860.82         | $571695.22         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN1556   | 2060-11-15      | 5.3400%  | 0.0000% | $286494.92         | $300854.52         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL7517   | 2060-12-15      | 4.7000%  | 0.0000% | $917279.81         | $922060.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DF5653 C | 2041-10-20      | 5.0000%  | 0.0000% | $230290.64         | $233177.59         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8612 C | 2055-10-20      | 7.5000%  | 0.0000% | $274667.00         | $293368.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK2509 C | 2055-06-20      | 6.5000%  | 0.0000% | $671735.63         | $719123.52         | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CQ7934 H | 2074-02-20      | 6.0430%  | 0.0000% | $45480.03          | $46993.29          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CY7279 H | 2073-10-20      | 6.2910%  | 0.0000% | $27712.59          | $28668.76          | Agency Mortgage-Backed Securities         |
| GNMA GNHA ML CZ7730 H | 2074-01-20      | 6.0780%  | 0.0000% | $93984.70          | $97118.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2935 M | 2030-07-20      | 3.0000%  | 0.0000% | $11568.74          | $11417.15          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2963 M | 2045-07-20      | 4.5000%  | 0.0000% | $1242.66           | $1257.65           | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM 894759 H | 2066-01-20      | 4.7500%  | 0.0000% | $3207.65           | $3256.59           | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DC8259 H | 2074-06-20      | 6.9360%  | 0.0000% | $250924.55         | $264226.02         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL CZ0309 H | 2074-09-20      | 5.8390%  | 0.0000% | $56043.89          | $57627.12          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN6421 C | 2056-02-20      | 6.5000%  | 0.0000% | $349822.32         | $370370.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN6308 C | 2065-12-20      | 7.0000%  | 0.0000% | $199422.17         | $208809.08         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7106 C | 2065-07-20      | 3.5000%  | 0.0000% | $57053.15          | $52880.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI5693 C | 2055-03-20      | 7.0000%  | 0.0000% | $435706.41         | $458815.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4566 C | 2055-09-20      | 6.5000%  | 0.0000% | $710927.11         | $748640.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4325 C | 2055-04-20      | 6.5000%  | 0.0000% | $270404.60         | $287979.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3952 C | 2055-03-20      | 5.5000%  | 0.0000% | $493679.01         | $509458.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI3544 C | 2055-05-20      | 6.5000%  | 0.0000% | $455990.78         | $486261.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3514 C | 2065-03-20      | 3.5000%  | 0.0000% | $123567.28         | $115148.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI3513 C | 2065-01-20      | 3.0000%  | 0.0000% | $82075.11          | $74639.66          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2683 C | 2062-09-20      | 4.5000%  | 0.0000% | $34686.02          | $34099.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2612 C | 2062-04-20      | 3.5000%  | 0.0000% | $35267.87          | $32690.63          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6463 C | 2055-08-20      | 5.5000%  | 0.0000% | $503681.12         | $517960.09         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5877 C | 2055-08-20      | 7.0000%  | 0.0000% | $379116.49         | $393776.37         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6237 C | 2055-10-20      | 6.0000%  | 0.0000% | $1480811.76        | $1534821.90        | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DL4965 H | 2075-07-20      | 6.9050%  | 0.0000% | $252466.59         | $266482.21         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5345 C | 2065-12-20      | 5.0000%  | 0.0000% | $5169545.17        | $5189794.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5275 C | 2055-11-20      | 5.5000%  | 0.0000% | $1190564.13        | $1221500.01        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DN8047   | 2060-11-15      | 4.9000%  | 0.0000% | $1054046.38        | $1067149.11        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN7061 C | 2065-07-20      | 3.0000%  | 0.0000% | $181624.60         | $165170.80         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6895 H | 2075-11-20      | 6.9600%  | 0.0000% | $369854.66         | $392001.37         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DN6880 H | 2075-11-20      | 6.8960%  | 0.0000% | $518494.06         | $542652.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1520 C | 2055-03-20      | 6.5000%  | 0.0000% | $1000216.78        | $1065221.31        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI1539 C | 2055-03-20      | 6.5000%  | 0.0000% | $745685.61         | $790013.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI0005 C | 2055-03-20      | 7.0000%  | 0.0000% | $341056.67         | $358737.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0941 M | 2056-01-20      | 7.5000%  | 0.0000% | $552936.95         | $577226.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DL3373 C | 2053-12-20      | 7.0000%  | 0.0000% | $316636.16         | $332982.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002202 M | 2026-04-20      | 7.0000%  | 0.0000% | $0.48              | $0.48              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002645 M | 2028-09-20      | 7.0000%  | 0.0000% | $22.46             | $23.30             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9255 C | 2055-12-20      | 6.5000%  | 0.0000% | $1337433.97        | $1393051.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9174 C | 2056-01-20      | 6.0000%  | 0.0000% | $367833.14         | $382097.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9166 C | 2056-02-20      | 5.5000%  | 0.0000% | $932977.69         | $958359.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9159 C | 2065-09-20      | 6.5000%  | 0.0000% | $38243.95          | $40100.44          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN9782 C | 2065-09-20      | 7.0000%  | 0.0000% | $778730.37         | $815385.64         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8864 C | 2056-01-20      | 6.5000%  | 0.0000% | $414981.72         | $436996.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN8807 C | 2056-01-20      | 5.5000%  | 0.0000% | $542734.00         | $560148.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8677 C | 2065-02-20      | 3.0000%  | 0.0000% | $86926.59          | $79051.97          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI8658 C | 2065-03-20      | 4.0000%  | 0.0000% | $72171.87          | $69838.83          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7826 C | 2065-03-20      | 4.5000%  | 0.0000% | $176931.12         | $174376.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI7824 C | 2065-03-20      | 3.5000%  | 0.0000% | $166770.87         | $155408.23         | Agency Mortgage-Backed Securities         |
| GNMA GNII RG DI7470 C | 2054-01-20      | 6.5000%  | 0.0000% | $183184.83         | $194078.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005049 M | 2026-05-20      | 3.5000%  | 0.0000% | $33.34             | $33.35             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP8249 C | 2066-02-20      | 6.0000%  | 0.0000% | $1698118.97        | $1749565.75        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8219 C | 2056-02-20      | 5.5000%  | 0.0000% | $392904.69         | $403593.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0525 M | 2040-08-20      | 3.5000%  | 0.0000% | $105476.12         | $102497.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0490 M | 2055-07-20      | 8.0000%  | 0.0000% | $99513.45          | $104381.92         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $456011.55         | $463894.73         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $374798.42         | $360656.85         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M | 2055-07-20      | 3.0000%  | 0.0000% | $753621.08         | $690990.39         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0460 M | 2040-07-20      | 6.0000%  | 0.0000% | $902023.76         | $932631.53         | Agency Mortgage-Backed Securities         |
| GNMA GNHA AL DM9872 H | 2075-08-20      | 6.6470%  | 0.0000% | $89630.77          | $96776.41          | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DM9866 H | 2075-08-20      | 5.0960%  | 0.0000% | $63323.31          | $66117.79          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DM8839 C | 2065-12-20      | 6.5000%  | 0.0000% | $33297.47          | $34913.84          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM8580 C | 2055-09-20      | 6.5000%  | 0.0000% | $429929.54         | $452735.77         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8469   | 2061-01-15      | 5.0900%  | 0.0000% | $675083.97         | $698924.64         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL0170   | 2060-10-15      | 4.7000%  | 0.0000% | $57226.70          | $57489.16          | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DL0169   | 2060-10-15      | 4.7000%  | 0.0000% | $286133.48         | $287445.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7861 C | 2055-12-20      | 5.0000%  | 0.0000% | $989782.65         | $999128.29         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7727 C | 2056-01-20      | 5.0000%  | 0.0000% | $716909.41         | $723679.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7737 C | 2056-02-20      | 6.5000%  | 0.0000% | $249680.15         | $264120.76         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7531 C | 2055-11-20      | 6.5000%  | 0.0000% | $461320.57         | $480504.33         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7453 C | 2065-10-20      | 7.0000%  | 0.0000% | $53941.38          | $56480.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO7452 C | 2065-11-20      | 6.5000%  | 0.0000% | $1987286.20        | $2083755.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO8000 C | 2056-02-20      | 5.0000%  | 0.0000% | $240020.01         | $242286.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO7980 C | 2056-02-20      | 6.5000%  | 0.0000% | $260441.84         | $274258.13         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6772 C | 2056-02-20      | 5.0000%  | 0.0000% | $688879.51         | $696569.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0622 M | 2055-09-20      | 5.0000%  | 0.0000% | $35870.25          | $36137.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4856 C | 2065-10-20      | 7.0000%  | 0.0000% | $52522.18          | $54994.42          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4674 C | 2066-01-20      | 7.0000%  | 0.0000% | $1627306.17        | $1703904.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  | 0.0000% | $295770.66         | $309692.75         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4614 C | 2056-01-20      | 6.5000%  | 0.0000% | $291405.07         | $304962.24         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4534 C | 2065-12-20      | 7.0000%  | 0.0000% | $79650.52          | $83399.71          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN4527 C | 2065-12-20      | 7.0000%  | 0.0000% | $102160.24         | $106968.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5295 C | 2065-11-20      | 7.0000%  | 0.0000% | $878514.34         | $919341.15         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN5285 C | 2065-11-20      | 7.0000%  | 0.0000% | $194684.12         | $203848.01         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0743 M | 2055-11-20      | 4.0000%  | 0.0000% | $247734.38         | $238507.24         | Agency Mortgage-Backed Securities         |

### Security 146: Fixed Income Clearing Corp. - BNYM

- **C.1 - Title:** Bny Ficc P Repo 4 Repo 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 935AYQ004, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 935AYQ004_3.68_0302
- **C.18 - Value (incl. sponsor support):** $3650000000.00
- **C.18.a - Value (excl. sponsor support):** $3650000000.00
- **C.19 - Percentage of Net Assets:** 10.7500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.500 CLQY8634 | 2055-07-01      | 6.5000%  | 0.0000% | $1029981.48        | $1086463.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY8357 | 2055-07-01      | 5.5000%  | 0.0000% | $73709.46          | $75200.25          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY8280 | 2055-07-01      | 5.0000%  | 0.0000% | $1012.92           | $1023.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY7570 | 2055-07-01      | 6.5000%  | 0.0000% | $1017386.98        | $1073176.86        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7372 | 2055-06-01      | 5.5000%  | 0.0000% | $956.19            | $977.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0921 | 2051-05-01      | 3.5000%  | 0.0000% | $949.47            | $904.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1687 | 2055-06-01      | 5.5000%  | 0.0000% | $992.56            | $1014.06           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0447 | 2054-07-01      | 6.0000%  | 0.0000% | $899.77            | $929.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0356 | 2054-12-01      | 5.0000%  | 0.0000% | $953.49            | $968.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  | 0.0000% | $27305132.42       | $28588564.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0284 | 2055-02-01      | 5.5000%  | 0.0000% | $449569.54         | $460029.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | 0.0000% | $175710.43         | $178623.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4160 | 2052-07-01      | 3.0000%  | 0.0000% | $60683.00          | $54943.34          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4143 | 2055-12-01      | 5.5000%  | 0.0000% | $2639257.00        | $2697907.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL4105 | 2053-05-01      | 4.5000%  | 0.0000% | $1052.94           | $1051.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3970 | 2055-12-01      | 5.5000%  | 0.0000% | $1008.45           | $1042.32           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL3898 | 2053-04-01      | 4.5000%  | 0.0000% | $997.36            | $993.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  | 0.0000% | $8587002.29        | $8702026.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | 0.0000% | $3324698.35        | $3369233.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $4293462.20        | $4347448.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ6427 | 2055-11-01      | 5.0000%  | 0.0000% | $964.14            | $971.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849982 | 2036-02-01      | 6.0000%  | 0.0000% | $50503.87          | $53829.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  | 0.0000% | $104.20            | $103.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAU0719 | 2043-07-01      | 3.5000%  | 0.0000% | $1054326.46        | $1022386.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5733 | 2056-01-01      | 5.0000%  | 0.0000% | $7053360.25        | $7160508.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5247 | 2055-11-01      | 6.0000%  | 0.0000% | $2068.88           | $2170.19           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $91.87             | $90.79             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIBM5339 | 2034-01-01      | 3.5000%  | 0.0000% | $168.55            | $167.47            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ5380 | 2047-12-01      | 4.0000%  | 0.0000% | $2301461.81        | $2282677.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBJ3614 | 2048-01-01      | 4.0000%  | 0.0000% | $720991.56         | $715003.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH6240 | 2047-07-01      | 4.0000%  | 0.0000% | $1366326.85        | $1357740.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBH3225 | 2047-08-01      | 3.5000%  | 0.0000% | $714570.90         | $689752.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $823.38            | $700.17            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2612 | 2049-05-01      | 3.5000%  | 0.0000% | $1397744.19        | $1331330.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA4706 | 2050-05-01      | 3.0000%  | 0.0000% | $31469.00          | $29105.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4693 | 2053-09-01      | 5.5000%  | 0.0000% | $6632384.00        | $6862051.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIFA4613 | 2040-09-01      | 6.5000%  | 0.0000% | $1032.00           | $1080.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA4505 | 2056-02-01      | 6.0000%  | 0.0000% | $1020.39           | $1054.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQX3915 | 2055-01-01      | 4.0000%  | 0.0000% | $977.69            | $951.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  | 0.0000% | $1017.84           | $1075.08           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4133 | 2055-05-01      | 5.0000%  | 0.0000% | $941.14            | $950.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3398 | 2055-09-01      | 6.0000%  | 0.0000% | $1003.11           | $1038.48           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9384 | 2055-08-01      | 5.5000%  | 0.0000% | $993.74            | $1015.54           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CQBA4527 | 2045-11-01      | 4.0000%  | 0.0000% | $358075.90         | $355375.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  | 0.0000% | $1231969.67        | $1199475.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4978 | 2055-06-01      | 6.0000%  | 0.0000% | $5997625.93        | $6177370.78        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4708 | 2055-08-01      | 6.5000%  | 0.0000% | $34305171.98       | $36376224.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL3271 | 2055-11-01      | 6.0000%  | 0.0000% | $16708042.98       | $17571503.50       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4695 | 2055-08-01      | 6.0000%  | 0.0000% | $983.43            | $1014.95           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4684 | 2055-08-01      | 5.0000%  | 0.0000% | $1028.58           | $1037.64           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4619 | 2055-08-01      | 6.0000%  | 0.0000% | $960.32            | $994.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5303 | 2055-11-01      | 5.0000%  | 0.0000% | $1000527.17        | $1019426.24        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5294 | 2055-11-01      | 5.5000%  | 0.0000% | $21528344.08       | $22010626.82       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5275 | 2055-11-01      | 6.0000%  | 0.0000% | $189446.62         | $195981.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ5270 | 2055-11-01      | 7.0000%  | 0.0000% | $2789610.55        | $2987013.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  | 0.0000% | $67768062.07       | $69328911.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3892 | 2048-03-01      | 3.5000%  | 0.0000% | $13978306.00       | $13472400.05       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3887 | 2054-01-01      | 2.5000%  | 0.0000% | $1032.09           | $897.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3886 | 2049-10-01      | 3.5000%  | 0.0000% | $1034.85           | $996.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL3840 | 2052-12-01      | 4.5000%  | 0.0000% | $3023460.69        | $3024703.33        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL3815 | 2053-01-01      | 3.0000%  | 0.0000% | $14383153.88       | $13021726.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2540 | 2055-07-01      | 7.0000%  | 0.0000% | $992.80            | $1055.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD6394 | 2055-04-01      | 6.0000%  | 0.0000% | $845.90            | $871.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5368 | 2055-04-01      | 6.0000%  | 0.0000% | $917.90            | $958.00            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC3243 | 2054-09-01      | 5.5000%  | 0.0000% | $756.45            | $777.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  | 0.0000% | $867.81            | $900.94            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL4190 | 2054-01-01      | 2.5000%  | 0.0000% | $7412496.00        | $6451091.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL2961 | 2055-10-01      | 5.0000%  | 0.0000% | $35950042.57       | $36606961.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2879 | 2055-09-01      | 6.0000%  | 0.0000% | $999310.57         | $1039505.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2515 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.09           | $1041.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL2533 | 2049-05-01      | 4.0000%  | 0.0000% | $971.92            | $953.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL2476 | 2053-05-01      | 4.5000%  | 0.0000% | $964.51            | $960.25            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL2315 | 2055-08-01      | 6.0000%  | 0.0000% | $929.61            | $965.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  | 0.0000% | $917.59            | $957.64            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  | 0.0000% | $935.50            | $963.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1536 | 2055-06-01      | 6.5000%  | 0.0000% | $891.81            | $941.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1450 | 2055-05-01      | 5.0000%  | 0.0000% | $930.77            | $943.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1472 | 2055-01-01      | 5.5000%  | 0.0000% | $848.86            | $867.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1356 | 2055-05-01      | 6.0000%  | 0.0000% | $2438973.81        | $2551425.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1346 | 2055-05-01      | 6.0000%  | 0.0000% | $55371.57          | $58433.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1277 | 2054-09-01      | 6.5000%  | 0.0000% | $816.40            | $863.73            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $948.16            | $962.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1231 | 2055-05-01      | 5.0000%  | 0.0000% | $10267694.15       | $10423363.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1211 | 2055-05-01      | 6.5000%  | 0.0000% | $888.03            | $944.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3355 | 2055-11-01      | 5.5000%  | 0.0000% | $1011.69           | $1035.55           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $295130.50         | $256667.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 GLCA0840 | 2047-12-01      | 3.0000%  | 0.0000% | $353.56            | $321.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3818 | 2053-01-01      | 6.0000%  | 0.0000% | $589.66            | $611.36            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $22051441.38       | $22508837.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $2664406.58        | $2221495.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2440 | 2052-07-01      | 4.5000%  | 0.0000% | $742.33            | $738.93            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $83.48             | $81.95             | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  | 0.0000% | $645.34            | $544.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  | 0.0000% | $230419.36         | $210682.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  | 0.0000% | $5.93              | $6.20              | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  | 0.0000% | $39515.45          | $37262.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP2486 | 2050-04-01      | 3.5000%  | 0.0000% | $692861.03         | $659519.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB0116 | 2034-11-01      | 2.5000%  | 0.0000% | $28576.68          | $27447.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $326801.72         | $323909.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6688 | 2053-07-01      | 4.5000%  | 0.0000% | $9489892.54        | $9510580.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5794 | 2055-08-01      | 6.5000%  | 0.0000% | $5050848.65        | $5266592.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $137519.87         | $141690.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5760 | 2055-07-01      | 5.5000%  | 0.0000% | $8093239.35        | $8256174.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $3899199.58        | $3977699.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5615 | 2055-02-01      | 6.0000%  | 0.0000% | $2851835.42        | $2938161.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CTMA5562 | 2044-12-01      | 5.0000%  | 0.0000% | $825208.16         | $840002.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  | 0.0000% | $26606.75          | $27435.35          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $652637.82         | $664736.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $4122917.96        | $4410043.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0232 | 2050-01-01      | 3.0000%  | 0.0000% | $136448.06         | $125534.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL3345 | 2042-07-01      | 3.5000%  | 0.0000% | $3953892.94        | $3839968.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS6638 | 2046-02-01      | 3.5000%  | 0.0000% | $8614326.57        | $8294087.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $653.21            | $644.10            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G16627 G | 2031-10-01      | 2.5000%  | 0.0000% | $141546.34         | $138572.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $2728215.70        | $2379046.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD4557 | 2052-01-01      | 3.0000%  | 0.0000% | $2804934.52        | $2576847.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1333 | 2054-04-01      | 5.5000%  | 0.0000% | $858.79            | $887.45            | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC U65451 G | 2048-02-01      | 4.0000%  | 0.0000% | $1070336.83        | $1062094.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $611.52            | $565.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  | 0.0000% | $59.57             | $57.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5861 | 2053-03-01      | 6.5000%  | 0.0000% | $8476449.57        | $9097861.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $7901620.12        | $7801387.19        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAK3999 | 2042-02-01      | 4.5000%  | 0.0000% | $455827.00         | $462495.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $631.23            | $526.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $31829123.67       | $33339521.68       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3243 | 2051-12-01      | 3.0000%  | 0.0000% | $696782.05         | $643657.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $819.68            | $818.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0905 | 2052-03-01      | 3.0000%  | 0.0000% | $719.65            | $658.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB6496 | 2042-10-01      | 3.0000%  | 0.0000% | $161218.65         | $152008.98         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC U90275 G | 2042-10-01      | 3.5000%  | 0.0000% | $1275864.28        | $1229024.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAQ2210 | 2042-10-01      | 3.5000%  | 0.0000% | $223.32            | $216.26            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18623 G | 2031-12-01      | 3.0000%  | 0.0000% | $56975.19          | $56048.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1337 | 2054-04-01      | 5.5000%  | 0.0000% | $20670880.17       | $21143896.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4256 | 2051-02-01      | 2.5000%  | 0.0000% | $5486350.24        | $4790162.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CVAQ3614 | 2027-11-01      | 3.0000%  | 0.0000% | $80574.57          | $79839.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9905 | 2028-02-01      | 3.0000%  | 0.0000% | $218774.97         | $216723.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1284 | 2054-04-01      | 7.0000%  | 0.0000% | $600.62            | $637.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR5752 | 2043-02-01      | 3.5000%  | 0.0000% | $67.09             | $65.76             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  | 0.0000% | $272501.89         | $263750.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | 0.0000% | $4352345.52        | $4306053.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5214 | 2055-11-01      | 4.5000%  | 0.0000% | $86464.85          | $85893.40          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5145 | 2055-10-01      | 4.5000%  | 0.0000% | $433338.08         | $432115.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5064 | 2055-10-01      | 4.5000%  | 0.0000% | $9702566.47        | $9634716.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  | 0.0000% | $994.17            | $988.31            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5049 | 2055-11-01      | 5.0000%  | 0.0000% | $52022694.98       | $52701076.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $10369368.82       | $10801970.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3504 | 2043-04-01      | 3.5000%  | 0.0000% | $276722.39         | $269111.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD7865 | 2052-02-01      | 3.0000%  | 0.0000% | $6572370.48        | $6030128.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $137.55            | $131.06            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $106799.22         | $97584.87          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  | 0.0000% | $1368583.38        | $1409931.32        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6307 | 2054-09-01      | 5.0000%  | 0.0000% | $25067.10          | $25449.41          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF1788 | 2052-10-01      | 5.5000%  | 0.0000% | $692.75            | $710.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5735 | 2055-10-01      | 5.5000%  | 0.0000% | $944.22            | $963.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ5423 | 2055-09-01      | 6.5000%  | 0.0000% | $1320468.46        | $1406909.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ4961 | 2055-10-01      | 5.5000%  | 0.0000% | $913.70            | $932.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ4920 | 2055-10-01      | 5.0000%  | 0.0000% | $13549292.18       | $13662362.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQC6057 | 2051-08-01      | 2.5000%  | 0.0000% | $688.80            | $600.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  | 0.0000% | $76353.30          | $70315.03          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  | 0.0000% | $46391.92          | $46025.79          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3125 | 2032-09-01      | 3.0000%  | 0.0000% | $867416.15         | $851270.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3060 | 2032-07-01      | 3.0000%  | 0.0000% | $102.68            | $100.79            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | 0.0000% | $112.08            | $106.95            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CNMA2899 | 2027-02-01      | 2.5000%  | 0.0000% | $18.72             | $18.62             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $118.12            | $113.72            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA2652 | 2031-06-01      | 3.5000%  | 0.0000% | $55153.00          | $54939.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CRMA1629 | 2043-10-01      | 4.5000%  | 0.0000% | $71615.63          | $72574.20          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA1508 | 2043-07-01      | 3.5000%  | 0.0000% | $729771.58         | $702195.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  | 0.0000% | $176412.99         | $171972.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA1084 | 2032-06-01      | 3.5000%  | 0.0000% | $61.10             | $60.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $100639.13         | $101874.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $191385.01         | $191616.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  | 0.0000% | $46.61             | $47.02             | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $789.96            | $715.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  | 0.0000% | $591298.89         | $490145.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  | 0.0000% | $2826161.16        | $2347535.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1976 | 2051-08-01      | 4.0000%  | 0.0000% | $109279.56         | $108059.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1877 | 2052-05-01      | 3.0000%  | 0.0000% | $331941.61         | $300648.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1632 | 2051-08-01      | 2.5000%  | 0.0000% | $752.71            | $653.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1597 | 2052-05-01      | 3.5000%  | 0.0000% | $472954.09         | $450742.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1393 | 2052-04-01      | 3.5000%  | 0.0000% | $743.88            | $706.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | 0.0000% | $1091463.05        | $999661.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $725.73            | $613.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0237 | 2055-04-01      | 6.5000%  | 0.0000% | $668.95            | $697.53            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0146 | 2055-04-01      | 6.5000%  | 0.0000% | $809.04            | $848.95            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY0111 | 2055-04-01      | 6.5000%  | 0.0000% | $660.48            | $690.58            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9824 | 2055-04-01      | 7.0000%  | 0.0000% | $911.85            | $977.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9792 | 2055-03-01      | 6.5000%  | 0.0000% | $486.08            | $507.00            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX8899 | 2055-03-01      | 5.0000%  | 0.0000% | $978.74            | $988.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX8883 | 2055-03-01      | 6.5000%  | 0.0000% | $799.24            | $835.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $694.47            | $551.43            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | 0.0000% | $139287679.75      | $148445070.81      | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  | 0.0000% | $115362.41         | $97511.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7388 | 2055-01-01      | 6.0000%  | 0.0000% | $51298184.91       | $53618059.81       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $188.41            | $179.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX6014 | 2055-02-01      | 6.0000%  | 0.0000% | $13190797.17       | $13720543.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | 0.0000% | $27308896.25       | $27776919.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ3878 | 2055-09-01      | 6.5000%  | 0.0000% | $1387630.97        | $1447700.75        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3429 | 2055-09-01      | 6.0000%  | 0.0000% | $946.48            | $974.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3324 | 2055-09-01      | 6.0000%  | 0.0000% | $197009.89         | $203021.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ3177 | 2055-09-01      | 5.0000%  | 0.0000% | $984.43            | $1000.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQZ3062 | 2055-09-01      | 7.5000%  | 0.0000% | $1135060.53        | $1216037.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2536 | 2055-09-01      | 5.5000%  | 0.0000% | $804.10            | $820.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2473 | 2055-09-01      | 6.0000%  | 0.0000% | $933.22            | $978.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2200 | 2055-09-01      | 6.0000%  | 0.0000% | $1068889.62        | $1111610.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2632 | 2055-09-01      | 5.5000%  | 0.0000% | $4996.02           | $5140.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1478 | 2055-08-01      | 5.5000%  | 0.0000% | $946.44            | $982.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1314 | 2055-08-01      | 5.5000%  | 0.0000% | $957.87            | $992.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3611 | 2055-09-01      | 6.0000%  | 0.0000% | $30831508.24       | $32104150.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $1004.35           | $1037.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA2839 | 2052-07-01      | 2.5000%  | 0.0000% | $981.80            | $849.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA2730 | 2055-08-01      | 6.0000%  | 0.0000% | $962.40            | $1001.74           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $874.40            | $892.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA0362 | 2055-01-01      | 6.0000%  | 0.0000% | $3376.95           | $3544.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRA7670 | 2052-07-01      | 4.5000%  | 0.0000% | $1480.81           | $1477.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $627.87            | $596.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | 0.0000% | $717.95            | $704.60            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5807 | 2051-09-01      | 2.0000%  | 0.0000% | $69139.65          | $57692.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA5053 | 2051-04-01      | 2.0000%  | 0.0000% | $10803830.83       | $8984297.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | 0.0000% | $684.14            | $542.69            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA4516 | 2051-02-01      | 3.5000%  | 0.0000% | $401.45            | $380.97            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA2658 | 2050-05-01      | 3.5000%  | 0.0000% | $341.68            | $325.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTQK1852 | 2046-01-01      | 4.5000%  | 0.0000% | $1000.00           | $1007.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTQK0071 | 2039-10-01      | 3.0000%  | 0.0000% | $465822.38         | $438946.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9067 | 2054-11-01      | 5.5000%  | 0.0000% | $872.16            | $905.52            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8119 | 2054-11-01      | 5.0000%  | 0.0000% | $920.02            | $934.34            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ4811 | 2054-09-01      | 5.5000%  | 0.0000% | $978.43            | $998.28            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTMA0792 | 2031-07-01      | 4.5000%  | 0.0000% | $33.75             | $34.21             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB9297 | 2043-05-01      | 3.5000%  | 0.0000% | $53080.02          | $51074.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9783 | 2043-07-01      | 3.0000%  | 0.0000% | $77783.51          | $73274.92          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIAB7524 | 2028-01-01      | 2.0000%  | 0.0000% | $22.42             | $22.08             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB6801 | 2042-11-01      | 3.5000%  | 0.0000% | $160.70            | $155.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $1384881.21        | $1412203.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4781 | 2052-10-01      | 5.0000%  | 0.0000% | $9265234.17        | $9481217.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $30942.12          | $30774.38          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $765.46            | $751.76            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB3926 | 2052-06-01      | 5.0000%  | 0.0000% | $26951.05          | $27292.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4389 | 2052-08-01      | 4.5000%  | 0.0000% | $99091737.71       | $99307757.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3236 | 2052-03-01      | 3.0000%  | 0.0000% | $709.96            | $644.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $1390354.48        | $1331062.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4175 | 2055-05-01      | 6.5000%  | 0.0000% | $7224861.82        | $7706438.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ4131 | 2055-05-01      | 6.5000%  | 0.0000% | $57739410.51       | $60724448.19       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9784 | 2055-01-01      | 5.0000%  | 0.0000% | $32216153.99       | $32750269.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $38340.09          | $34716.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $6367136.08        | $6154268.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTFS1689 | 2039-04-01      | 4.5000%  | 0.0000% | $651342.29         | $660708.59         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G05741 G | 2039-12-01      | 4.5000%  | 0.0000% | $72194.07          | $73403.83          | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC G04168 G | 2038-04-01      | 6.0000%  | 0.0000% | $257.48            | $272.02            | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC A68202 G | 2037-11-01      | 6.0000%  | 0.0000% | $18.28             | $19.37             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC D98882 G | 2032-01-01      | 4.0000%  | 0.0000% | $323985.81         | $323282.40         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P50529 G | 2036-11-01      | 6.0000%  | 0.0000% | $792.74            | $829.03            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC T30397 G | 2037-11-01      | 5.5000%  | 0.0000% | $187.06            | $195.03            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY1516 | 2055-05-01      | 6.0000%  | 0.0000% | $854.83            | $885.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT1353 | 2048-02-01      | 3.5000%  | 0.0000% | $345869.60         | $328395.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  | 0.0000% | $150212.21         | $154072.84         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0262 | 2048-01-01      | 4.0000%  | 0.0000% | $7932280.00        | $7790275.44        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0067 | 2047-05-01      | 3.5000%  | 0.0000% | $274.33            | $264.18            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT0789 | 2048-10-01      | 4.0000%  | 0.0000% | $221659.28         | $218347.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7484 | 2053-11-01      | 6.5000%  | 0.0000% | $613842.37         | $640061.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $28700397.98       | $29820010.06       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $435273.30         | $465584.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $652.08            | $684.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $3637593.17        | $3717217.26        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | 0.0000% | $168258.33         | $173085.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $755.68            | $792.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $819.95            | $833.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9991 | 2047-04-01      | 4.0000%  | 0.0000% | $11063571.99       | $10894065.78       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS9666 | 2046-04-01      | 3.5000%  | 0.0000% | $27095.60          | $26114.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS9402 | 2042-06-01      | 4.0000%  | 0.0000% | $280975.91         | $280708.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS8591 | 2030-12-01      | 3.0000%  | 0.0000% | $26272.73          | $25884.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $1426319.72        | $1360586.03        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  | 0.0000% | $6770.54           | $6274.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | 0.0000% | $804.04            | $782.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $1121500.84        | $1016332.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | 0.0000% | $27836.62          | $26246.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  | 0.0000% | $2132373.51        | $2161924.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4273 | 2053-04-01      | 5.0000%  | 0.0000% | $3703909.19        | $3749471.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS3887 | 2053-02-01      | 6.0000%  | 0.0000% | $538.02            | $563.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3834 | 2052-09-01      | 4.5000%  | 0.0000% | $2159407.09        | $2164114.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4385 | 2050-08-01      | 4.0000%  | 0.0000% | $996008.80         | $984683.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0738 | 2043-06-01      | 3.5000%  | 0.0000% | $1319132.14        | $1269301.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0764 | 2043-07-01      | 3.5000%  | 0.0000% | $898499.73         | $864547.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0665 | 2043-03-01      | 3.5000%  | 0.0000% | $624488.93         | $600888.10         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0547 | 2042-12-01      | 4.0000%  | 0.0000% | $2532460.00        | $2519617.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 3UZM9924 | 2028-05-01      | 3.0000%  | 0.0000% | $120.74            | $119.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM2837 | 2047-03-01      | 4.0000%  | 0.0000% | $535985.09         | $530284.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL8767 | 2044-11-01      | 3.5000%  | 0.0000% | $158519.97         | $152934.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL6306 | 2043-06-01      | 3.0000%  | 0.0000% | $10889287.36       | $10246826.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5314 | 2043-03-01      | 3.0000%  | 0.0000% | $723226.04         | $682830.73         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK9066 | 2032-11-01      | 3.0000%  | 0.0000% | $172462.72         | $169218.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZK8962 | 2032-09-01      | 3.0000%  | 0.0000% | $26294.55          | $25816.17          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC A92551 G | 2040-06-01      | 4.5000%  | 0.0000% | $1042039.26        | $1058437.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY1622 | 2055-05-01      | 5.5000%  | 0.0000% | $956.19            | $982.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAT6319 | 2043-06-01      | 3.5000%  | 0.0000% | $965544.37         | $929054.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT2024 | 2043-04-01      | 4.0000%  | 0.0000% | $778956.05         | $776197.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAS9876 | 2032-06-01      | 4.0000%  | 0.0000% | $151625.07         | $152709.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4460 | 2045-02-01      | 3.5000%  | 0.0000% | $8220680.23        | $7966725.15        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLZS4687 | 2046-11-01      | 2.5000%  | 0.0000% | $993112.81         | $883448.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZS3684 | 2043-02-01      | 3.5000%  | 0.0000% | $97498.81          | $94355.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZA6263 | 2049-01-01      | 4.5000%  | 0.0000% | $257.23            | $259.09            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CTZA2412 | 2036-04-01      | 3.5000%  | 0.0000% | $41111.15          | $40410.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | 0.0000% | $84122.58          | $79286.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $4673725.44        | $4784947.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $130303.79         | $122852.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $6659518.10        | $6035072.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | 0.0000% | $57184.84          | $55788.27          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $62538.69          | $63084.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  | 0.0000% | $11307.12          | $9402.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $3486898.58        | $2763901.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | 0.0000% | $463.61            | $405.13            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $669.48            | $529.93            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY7012 | 2055-07-01      | 7.0000%  | 0.0000% | $1114026.45        | $1194992.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  | 0.0000% | $313343.38         | $273926.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAS0553 | 2043-09-01      | 4.5000%  | 0.0000% | $2226958.35        | $2256080.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR9944 | 2043-04-01      | 3.5000%  | 0.0000% | $1367958.77        | $1322963.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAQ5323 | 2042-11-01      | 3.5000%  | 0.0000% | $2365118.86        | $2275759.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAP9605 | 2042-10-01      | 3.5000%  | 0.0000% | $2910694.59        | $2800722.08        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP8787 | 2042-11-01      | 3.5000%  | 0.0000% | $855619.90         | $829846.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAP0495 | 2042-08-01      | 3.5000%  | 0.0000% | $166.50            | $161.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO9575 | 2042-07-01      | 3.5000%  | 0.0000% | $74127.13          | $72082.54          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ5269 | 2055-11-01      | 7.0000%  | 0.0000% | $971.87            | $1041.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4191 | 2049-02-01      | 3.0000%  | 0.0000% | $3287799.00        | $3076540.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9785 | 2055-08-01      | 6.0000%  | 0.0000% | $992.33            | $1040.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1813 | 2040-09-01      | 4.5000%  | 0.0000% | $700000.00         | $705285.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $965.99            | $988.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  | 0.0000% | $917.94            | $945.45            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0980 | 2055-08-01      | 6.0000%  | 0.0000% | $1001396.03        | $1031814.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY3909 | 2055-05-01      | 5.0000%  | 0.0000% | $10597716.64       | $10739176.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3611 | 2055-12-01      | 5.0000%  | 0.0000% | $997.35            | $1005.75           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8741 | 2055-11-01      | 5.5000%  | 0.0000% | $995.69            | $1023.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3181 | 2055-11-01      | 5.5000%  | 0.0000% | $2511778.45        | $2576191.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0510 | 2054-12-01      | 5.0000%  | 0.0000% | $918.84            | $928.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4642 | 2055-08-01      | 6.0000%  | 0.0000% | $963.91            | $1013.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2833 | 2055-09-01      | 5.5000%  | 0.0000% | $248222.37         | $253230.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA2870 | 2056-01-01      | 5.0000%  | 0.0000% | $1278446.75        | $1290789.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ8184 | 2055-11-01      | 5.5000%  | 0.0000% | $997.03            | $1017.30           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY0235 | 2055-04-01      | 5.5000%  | 0.0000% | $825.32            | $847.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSL0443 | 2055-01-01      | 4.5000%  | 0.0000% | $965.64            | $960.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $919.77            | $947.81            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDF9092 | 2056-01-01      | 6.0000%  | 0.0000% | $5101734.38        | $5288459.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CNSA0088 | 2032-01-01      | 1.5000%  | 0.0000% | $30371.54          | $28815.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  | 0.0000% | $984.20            | $1006.66           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL2952 | 2052-05-01      | 2.5000%  | 0.0000% | $994.07            | $876.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3425 | 2055-11-01      | 5.5000%  | 0.0000% | $14076510.42       | $14417601.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ5603 | 2055-09-01      | 4.5000%  | 0.0000% | $1002557.52        | $995546.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4349 | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $928.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3634 | 2056-01-01      | 5.5000%  | 0.0000% | $998.59            | $1032.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC2046 | 2056-02-01      | 5.5000%  | 0.0000% | $1007.39           | $1035.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4357 | 2056-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1063.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA4287 | 2056-01-01      | 5.0000%  | 0.0000% | $1022.48           | $1040.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0159 | 2055-12-01      | 6.0000%  | 0.0000% | $1213758.84        | $1272098.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1914 | 2056-02-01      | 5.0000%  | 0.0000% | $1038.98           | $1053.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA4102 | 2056-01-01      | 5.5000%  | 0.0000% | $1006.34           | $1034.22           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5801 | 2056-01-01      | 5.5000%  | 0.0000% | $1005.02           | $1046.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4181 | 2052-08-01      | 3.0000%  | 0.0000% | $10608416.00       | $9778250.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFA3795 | 2055-12-01      | 6.0000%  | 0.0000% | $996.18            | $1051.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL4068 | 2055-09-01      | 7.0000%  | 0.0000% | $954.95            | $1008.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA4384 | 2056-01-01      | 6.0000%  | 0.0000% | $1006.83           | $1042.09           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL3890 | 2050-07-01      | 4.0000%  | 0.0000% | $1033.94           | $1022.31           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA0251 | 2055-12-01      | 6.0000%  | 0.0000% | $382761.77         | $396165.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ5435 | 2055-08-01      | 5.5000%  | 0.0000% | $940.31            | $959.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | 0.0000% | $3185277.40        | $3282171.06        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0436 | 2055-05-01      | 6.0000%  | 0.0000% | $955.44            | $994.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4668 | 2055-02-01      | 5.0000%  | 0.0000% | $962.19            | $976.82            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB6076 | 2042-09-01      | 3.5000%  | 0.0000% | $108.13            | $104.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAB1231 | 2040-07-01      | 5.0000%  | 0.0000% | $886562.62         | $915332.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQZ1211 | 2055-07-01      | 4.5000%  | 0.0000% | $1113252.74        | $1107862.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1189 | 2055-08-01      | 6.0000%  | 0.0000% | $1251426.90        | $1289687.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1161 | 2055-08-01      | 6.0000%  | 0.0000% | $994.97            | $1025.39           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA9086 | 2051-02-01      | 2.0000%  | 0.0000% | $790.66            | $658.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $981139.75         | $897513.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $5692444.22        | $5659655.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA9710 | 2050-05-01      | 3.0000%  | 0.0000% | $140752.86         | $128696.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7236 | 2052-03-01      | 2.0000%  | 0.0000% | $168701.02         | $142286.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 I4BF0341 | 2059-01-01      | 5.5000%  | 0.0000% | $61658.22          | $63773.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $137523.02         | $123096.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0264 | 2058-05-01      | 3.5000%  | 0.0000% | $61592.45          | $57581.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0219 | 2057-09-01      | 3.5000%  | 0.0000% | $80577.14          | $75330.34          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $2627.92           | $2456.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0175 | 2057-01-01      | 2.5000%  | 0.0000% | $492852.08         | $428960.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA2894 | 2056-01-01      | 5.5000%  | 0.0000% | $1296011.02        | $1349933.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2414 | 2056-01-01      | 6.0000%  | 0.0000% | $786692.61         | $824979.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLTA2302 | 2056-01-01      | 6.0000%  | 0.0000% | $998.29            | $1043.65           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2164 | 2055-12-01      | 4.5000%  | 0.0000% | $1078445.18        | $1073777.67        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLTA1986 | 2055-12-01      | 6.5000%  | 0.0000% | $558559.07         | $589109.15         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1931 | 2055-12-01      | 4.5000%  | 0.0000% | $1161887.76        | $1154220.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA1843 | 2056-01-01      | 4.5000%  | 0.0000% | $1506732.38        | $1498755.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA1819 | 2055-12-01      | 5.5000%  | 0.0000% | $1258460.22        | $1300612.63        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLTA1018 | 2055-12-01      | 7.0000%  | 0.0000% | $1122911.50        | $1186851.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0087 | 2056-01-01      | 6.5000%  | 0.0000% | $1244321.30        | $1298218.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM9673 | 2049-06-01      | 3.5000%  | 0.0000% | $101889.71         | $97178.10          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX4666 | 2055-01-01      | 7.0000%  | 0.0000% | $786.38            | $841.62            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX4587 | 2055-02-01      | 6.0000%  | 0.0000% | $947.96            | $989.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7062 | 2055-11-01      | 5.5000%  | 0.0000% | $990.10            | $1016.01           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ6884 | 2055-11-01      | 5.5000%  | 0.0000% | $21053453.67       | $21515013.21       | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC T69915 G | 2048-05-01      | 3.5000%  | 0.0000% | $7803462.40        | $7458344.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZN0945 | 2048-10-01      | 4.0000%  | 0.0000% | $5281335.09        | $5229070.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8673 | 2054-06-01      | 5.0000%  | 0.0000% | $202042.75         | $206083.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | 0.0000% | $26855809.91       | $28639289.31       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $1199180.79        | $1260647.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $8526708.16        | $8637667.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $27420556.32       | $28316145.20       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7651 | 2053-12-01      | 6.5000%  | 0.0000% | $725.20            | $770.68            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  | 0.0000% | $613084.71         | $625076.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  | 0.0000% | $8371508.91        | $8862927.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3838 | 2053-10-01      | 6.0000%  | 0.0000% | $769.18            | $806.91            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3351 | 2053-06-01      | 5.0000%  | 0.0000% | $244107.19         | $247637.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $346002.86         | $323912.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1366 | 2054-04-01      | 5.0000%  | 0.0000% | $167000.50         | $168509.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2769 | 2053-05-01      | 5.0000%  | 0.0000% | $3138478.97        | $3193029.23        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB1289 | 2039-08-01      | 4.5000%  | 0.0000% | $939809.09         | $946481.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBM3795 | 2031-01-01      | 2.0000%  | 0.0000% | $114.25            | $110.98            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNFS4500 | 2032-01-01      | 3.0000%  | 0.0000% | $1211019.73        | $1182587.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7935 | 2052-09-01      | 5.0000%  | 0.0000% | $6513712.68        | $6654741.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0217 | 2057-09-01      | 3.0000%  | 0.0000% | $131704.65         | $117887.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL890858 | 2048-06-01      | 4.0000%  | 0.0000% | $136.72            | $134.67            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZS7542 | 2031-10-01      | 3.0000%  | 0.0000% | $244456.62         | $240586.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAY0773 | 2045-03-01      | 3.5000%  | 0.0000% | $46413.30          | $44886.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $387472.96         | $395864.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRA7408 | 2052-05-01      | 5.0000%  | 0.0000% | $11054170.34       | $11300978.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | 0.0000% | $799.20            | $723.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $576775.34         | $504491.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $757.67            | $789.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  | 0.0000% | $2346311.01        | $2364753.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  | 0.0000% | $878193.85         | $891735.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5999 | 2056-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8257 | 2038-09-01      | 5.5000%  | 0.0000% | $519.26            | $535.51            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8138 | 2037-01-01      | 2.5000%  | 0.0000% | $56493.57          | $53908.74          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  | 0.0000% | $102420.29         | $100226.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8078 | 2035-12-01      | 1.5000%  | 0.0000% | $111913.91         | $102565.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8035 | 2035-03-01      | 2.5000%  | 0.0000% | $42299.65          | $40420.09          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CISB1812 | 2040-08-01      | 5.0000%  | 0.0000% | $1144534.00        | $1166933.80        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG2778 | 2056-02-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.43           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDG1089 | 2056-02-01      | 6.0000%  | 0.0000% | $1119.27           | $1174.08           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9987 | 2055-02-01      | 6.0000%  | 0.0000% | $725840.86         | $762914.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  | 0.0000% | $854.78            | $896.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CICB9254 | 2039-09-01      | 6.0000%  | 0.0000% | $176062.53         | $184443.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $844.81            | $905.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | 0.0000% | $24948373.42       | $25866404.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1730 | 2055-09-01      | 5.5000%  | 0.0000% | $943.07            | $962.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0739 | 2055-08-01      | 6.0000%  | 0.0000% | $1192131.52        | $1230303.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0613 | 2055-08-01      | 6.0000%  | 0.0000% | $1117595.65        | $1153970.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0105 | 2055-08-01      | 6.5000%  | 0.0000% | $994.44            | $1054.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0779 | 2055-08-01      | 5.5000%  | 0.0000% | $8958632.54        | $9187975.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9552 | 2055-08-01      | 6.5000%  | 0.0000% | $1109545.72        | $1167403.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9401 | 2055-08-01      | 6.5000%  | 0.0000% | $1023492.42        | $1087427.37        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY9245 | 2055-06-01      | 5.5000%  | 0.0000% | $992.20            | $1021.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9894 | 2055-08-01      | 6.5000%  | 0.0000% | $43600704.47       | $45489331.94       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY8842 | 2055-07-01      | 5.5000%  | 0.0000% | $994.49            | $1025.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 I4BF0606 | 2062-03-01      | 5.0000%  | 0.0000% | $313665.30         | $318577.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | 0.0000% | $519926.73         | $525264.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $997219.64         | $998134.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAB9659 | 2043-06-01      | 3.0000%  | 0.0000% | $46593.91          | $43873.93          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $844.65            | $844.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $9812.41           | $8491.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA1584 | 2033-09-01      | 3.5000%  | 0.0000% | $182806.50         | $180716.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $484.61            | $442.05            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $63600.30          | $63810.50          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $29024.82          | $27511.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0251 | 2049-06-01      | 4.0000%  | 0.0000% | $65676.68          | $64896.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS9048 | 2043-09-01      | 3.5000%  | 0.0000% | $6265027.93        | $6028308.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | 0.0000% | $906.51            | $925.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | 0.0000% | $778.32            | $812.96            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB3927 | 2052-06-01      | 5.0000%  | 0.0000% | $10907542.51       | $11143713.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | 0.0000% | $767.62            | $764.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $62382.56          | $65637.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS3377 | 2052-05-01      | 4.0000%  | 0.0000% | $376242.30         | $371770.62         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $519.00            | $517.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  | 0.0000% | $795.58            | $815.37            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  | 0.0000% | $660.20            | $680.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3361 | 2052-12-01      | 5.5000%  | 0.0000% | $67495700.42       | $69826746.91       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZN1380 | 2048-11-01      | 5.0000%  | 0.0000% | $186.02            | $191.41            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $29416.70          | $27734.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $2729027.16        | $2664045.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1921 | 2052-02-01      | 2.5000%  | 0.0000% | $10405229.75       | $9025710.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  | 0.0000% | $657.95            | $598.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CL890695 | 2045-08-01      | 4.0000%  | 0.0000% | $182.73            | $181.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8506 | 2054-05-01      | 6.5000%  | 0.0000% | $9231813.71        | $9628813.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQI0477 | 2054-03-01      | 5.0000%  | 0.0000% | $997.15            | $1015.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $752.50            | $786.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  | 0.0000% | $154303.46         | $157994.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $3555942.25        | $3146136.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $41807.70          | $43074.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1760 | 2054-06-01      | 5.0000%  | 0.0000% | $6895252.03        | $7025511.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6819 | 2053-12-01      | 6.0000%  | 0.0000% | $808.34            | $837.92            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CJMA2254 | 2030-04-01      | 2.5000%  | 0.0000% | $50.71             | $49.52             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2521 | 2052-08-01      | 4.5000%  | 0.0000% | $47334.65          | $47131.49          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0098 | 2054-09-01      | 6.0000%  | 0.0000% | $1104538.98        | $1150034.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0079 | 2055-02-01      | 5.0000%  | 0.0000% | $926.39            | $937.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0023 | 2054-10-01      | 6.0000%  | 0.0000% | $996.69            | $1048.46           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0892 | 2055-04-01      | 5.5000%  | 0.0000% | $29112851.19       | $29876982.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $924.75            | $972.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  | 0.0000% | $10663977.43       | $10986491.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL0824 | 2055-02-01      | 5.0000%  | 0.0000% | $915.70            | $924.32            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ9574 | 2055-12-01      | 5.5000%  | 0.0000% | $6037929.46        | $6240714.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ8840 | 2055-11-01      | 7.0000%  | 0.0000% | $998.85            | $1063.56           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ7925 | 2055-11-01      | 6.5000%  | 0.0000% | $6682146.84        | $7032421.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7853 | 2055-11-01      | 5.5000%  | 0.0000% | $975.06            | $1006.02           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA3464 | 2055-12-01      | 4.5000%  | 0.0000% | $1062110.25        | $1054740.27        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA3364 | 2056-01-01      | 4.5000%  | 0.0000% | $1167616.87        | $1157286.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA3072 | 2056-01-01      | 5.5000%  | 0.0000% | $591811.72         | $613299.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2301 | 2054-09-01      | 5.5000%  | 0.0000% | $980.53            | $1003.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2205 | 2054-08-01      | 5.5000%  | 0.0000% | $925.99            | $961.48            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2201 | 2054-08-01      | 5.5000%  | 0.0000% | $5664295.00        | $5826816.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | 0.0000% | $52547564.73       | $55169606.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ1658 | 2054-06-01      | 6.0000%  | 0.0000% | $568072.98         | $587023.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $912.31            | $931.88            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ1536 | 2054-05-01      | 6.5000%  | 0.0000% | $1175.63           | $1230.15           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | 0.0000% | $883.21            | $901.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ1054 | 2054-03-01      | 5.0000%  | 0.0000% | $864.61            | $877.81            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  | 0.0000% | $2499500.45        | $2584941.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ1752 | 2054-05-01      | 4.5000%  | 0.0000% | $367010.47         | $364872.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0309 | 2053-11-01      | 6.0000%  | 0.0000% | $7379723.68        | $7665336.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0260 | 2053-11-01      | 7.0000%  | 0.0000% | $351237.14         | $372240.62         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ0179 | 2053-11-01      | 5.5000%  | 0.0000% | $897.05            | $928.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0094 | 2053-10-01      | 6.0000%  | 0.0000% | $1143071.35        | $1185823.74        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ0828 | 2054-02-01      | 5.0000%  | 0.0000% | $902.32            | $911.39            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4355 | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1064.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4256 | 2053-06-01      | 5.0000%  | 0.0000% | $852.39            | $866.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBW5019 | 2053-03-01      | 6.0000%  | 0.0000% | $844.98            | $885.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTBW2536 | 2046-02-01      | 4.5000%  | 0.0000% | $1000.00           | $1007.83           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0184 | 2052-05-01      | 4.5000%  | 0.0000% | $745.67            | $742.16            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  | 0.0000% | $24908495.17       | $21984002.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRBM7205 | 2043-09-01      | 3.5000%  | 0.0000% | $3935231.25        | $3786317.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ7995 | 2055-11-01      | 5.5000%  | 0.0000% | $12993691.28       | $13353632.40       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0058 | 2055-10-01      | 6.5000%  | 0.0000% | $895.16            | $933.40            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRQ0029 | 2055-07-01      | 6.5000%  | 0.0000% | $49482796.11       | $51602364.17       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4808 | 2052-10-01      | 4.0000%  | 0.0000% | $161044.29         | $156796.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8544 | 2054-05-01      | 6.0000%  | 0.0000% | $845.18            | $888.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4693 | 2046-12-01      | 3.0000%  | 0.0000% | $25366.11          | $23512.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  | 0.0000% | $962236.67         | $957955.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2235 | 2053-01-01      | 6.0000%  | 0.0000% | $5443468.26        | $5642673.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA5036 | 2053-04-01      | 3.0000%  | 0.0000% | $28402.88          | $25717.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CW890725 | 2030-12-01      | 3.5000%  | 0.0000% | $49707.14          | $49370.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $210173.62         | $204338.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD4556 | 2054-01-01      | 4.0000%  | 0.0000% | $849.33            | $828.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $727.75            | $764.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA5473 | 2048-06-01      | 4.0000%  | 0.0000% | $175818.38         | $172581.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $28814247.71       | $29962184.92       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $370993.89         | $307353.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9408 | 2054-10-01      | 5.5000%  | 0.0000% | $871.94            | $890.63            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | 0.0000% | $867.49            | $876.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3115 | 2046-02-01      | 3.5000%  | 0.0000% | $268265.93         | $260154.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5198 | 2053-07-01      | 5.5000%  | 0.0000% | $86037.84          | $89465.35          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $2089.01           | $1739.15           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0388 | 2051-05-01      | 2.5000%  | 0.0000% | $2709219.52        | $2374635.12        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7944 | 2046-01-01      | 3.5000%  | 0.0000% | $10888332.40       | $10507216.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CKMA3573 | 2049-01-01      | 4.5000%  | 0.0000% | $52.65             | $51.33             | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PQU7809 | 2051-02-01      | 2.5000%  | 0.0000% | $887.03            | $750.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  | 0.0000% | $64787893.30       | $67344639.51       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.40           | $1014.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB8828 | 2054-07-01      | 5.0000%  | 0.0000% | $73573.17          | $74147.49          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8685 | 2054-06-01      | 5.5000%  | 0.0000% | $11907090.09       | $12248730.96       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5997 | 2056-03-01      | 5.0000%  | 0.0000% | $69055.00          | $69594.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5973 | 2056-02-01      | 6.0000%  | 0.0000% | $33381928.89       | $34402525.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4356 | 2055-06-01      | 5.0000%  | 0.0000% | $23853345.33       | $24223050.97       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2977 | 2055-08-01      | 6.5000%  | 0.0000% | $894.95            | $947.79            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX1233 | 2054-12-01      | 6.0000%  | 0.0000% | $670.95            | $691.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | 0.0000% | $27564253.50       | $27991557.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $241827.98         | $250249.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  | 0.0000% | $12722764.45       | $12807332.67       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | 0.0000% | $17816853.77       | $18552214.71       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ4616 | 2055-08-01      | 5.0000%  | 0.0000% | $37253486.98       | $37739239.34       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1121 | 2055-05-01      | 5.5000%  | 0.0000% | $28097414.55       | $28772180.20       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8393 | 2055-07-01      | 7.0000%  | 0.0000% | $1151255.05        | $1224127.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX2194 | 2054-12-01      | 6.0000%  | 0.0000% | $2174440.59        | $2292056.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4934 | 2055-06-01      | 6.5000%  | 0.0000% | $8131120.17        | $8601094.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $239123.49         | $246289.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ6159 | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1039.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5803 | 2056-01-01      | 4.5000%  | 0.0000% | $1022.22           | $1014.44           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLRJ5798 | 2056-01-01      | 4.5000%  | 0.0000% | $30957967.66       | $30699623.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ5811 | 2056-01-01      | 6.5000%  | 0.0000% | $12619506.64       | $13294567.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL4347 | 2050-04-01      | 3.0000%  | 0.0000% | $1008.00           | $929.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4282 | 2056-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1061.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 I4BF0189 | 2057-06-01      | 3.0000%  | 0.0000% | $80431.28          | $71992.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0125 | 2056-07-01      | 4.0000%  | 0.0000% | $52169.63          | $50065.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBE7425 | 2032-04-01      | 2.0000%  | 0.0000% | $97953.66          | $93110.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBD1419 | 2046-06-01      | 4.5000%  | 0.0000% | $146236.00         | $147968.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $9420.85           | $9332.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF5240 | 2056-01-01      | 5.0000%  | 0.0000% | $1022.47           | $1035.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4450 | 2055-06-01      | 7.0000%  | 0.0000% | $994.57            | $1080.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  | 0.0000% | $8653449.37        | $8729782.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX2526 | 2055-01-01      | 6.5000%  | 0.0000% | $1437.76           | $1500.04           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX2465 | 2055-01-01      | 5.5000%  | 0.0000% | $1170829.51        | $1217042.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  | 0.0000% | $8875338.07        | $8843199.48        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAE0099 | 2036-10-01      | 5.5000%  | 0.0000% | $20.32             | $21.16             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD3348 | 2040-04-01      | 5.5000%  | 0.0000% | $272677.23         | $286208.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL555636 | 2033-06-01      | 5.0000%  | 0.0000% | $648704.77         | $656606.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  | 0.0000% | $352.24            | $324.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI5189 | 2054-05-01      | 6.0000%  | 0.0000% | $750.65            | $786.11            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  | 0.0000% | $812.91            | $831.29            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2108 | 2051-04-01      | 2.5000%  | 0.0000% | $5457046.65        | $4727442.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  | 0.0000% | $29390.94          | $26407.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $1005.53           | $1008.20           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  | 0.0000% | $837.26            | $856.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIFM9845 | 2036-11-01      | 2.0000%  | 0.0000% | $2730262.10        | $2547857.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8248 | 2051-08-01      | 2.5000%  | 0.0000% | $352010.96         | $311767.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIFM7199 | 2035-02-01      | 3.0000%  | 0.0000% | $1049741.33        | $1036821.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5169 | 2050-11-01      | 3.0000%  | 0.0000% | $430870.87         | $393026.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CNFM5328 | 2031-01-01      | 1.5000%  | 0.0000% | $74540.32          | $71170.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | 0.0000% | $25785418.97       | $26272431.04       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $18693748.00       | $19715517.10       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD5709 | 2054-07-01      | 6.0000%  | 0.0000% | $57732.07          | $60506.29          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD4952 | 2052-03-01      | 2.5000%  | 0.0000% | $839.29            | $740.08            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD4934 | 2053-04-01      | 4.0000%  | 0.0000% | $821.66            | $805.54            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD3455 | 2053-05-01      | 5.0000%  | 0.0000% | $5862215.88        | $5964635.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $802.34            | $831.96            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  | 0.0000% | $731.57            | $759.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  | 0.0000% | $14943368.21       | $15362383.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2890 | 2053-05-01      | 5.5000%  | 0.0000% | $157359.76         | $162837.81         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P00029 G | 2033-03-01      | 6.0000%  | 0.0000% | $83.87             | $85.89             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P00793 G | 2037-07-01      | 5.5000%  | 0.0000% | $39.97             | $40.54             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $77.79             | $79.44             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G01704 G | 2033-07-01      | 5.5000%  | 0.0000% | $790.08            | $810.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $23.50             | $23.87             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 BL761574 | 2028-04-01      | 5.5000%  | 0.0000% | $84200.87          | $84868.77          | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $519.49            | $527.25            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL850058 | 2036-07-01      | 6.0000%  | 0.0000% | $38998.52          | $41720.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL959606 | 2037-11-01      | 6.5000%  | 0.0000% | $20.91             | $22.32             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.250 CA972795 | 2038-02-01      | 6.2500%  | 0.0000% | $120.93            | $122.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDF9214 | 2056-01-01      | 5.0000%  | 0.0000% | $936.93            | $954.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDF7531 | 2056-01-01      | 5.5000%  | 0.0000% | $998.86            | $1031.74           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL4158 | 2056-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1021.35           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5921 | 2045-12-01      | 5.5000%  | 0.0000% | $968.28            | $992.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5943 | 2056-01-01      | 4.5000%  | 0.0000% | $934498.70         | $926228.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CKMA5898 | 2055-09-01      | 6.0000%  | 0.0000% | $1002.76           | $1022.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $36174425.58       | $36912825.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5856 | 2055-10-01      | 7.0000%  | 0.0000% | $935.15            | $986.49            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5855 | 2055-10-01      | 6.5000%  | 0.0000% | $2255476.95        | $2351829.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $12476772.93       | $12857917.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIMA5828 | 2040-09-01      | 4.5000%  | 0.0000% | $919.12            | $925.23            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ7977 | 2055-11-01      | 5.0000%  | 0.0000% | $996.05            | $1004.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA4302 | 2055-12-01      | 5.5000%  | 0.0000% | $1022.77           | $1050.68           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ5783 | 2056-01-01      | 6.0000%  | 0.0000% | $1004.21           | $1073.07           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA3519 | 2056-01-01      | 4.5000%  | 0.0000% | $1000652.54        | $991799.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTFA4684 | 2040-08-01      | 3.0000%  | 0.0000% | $1043638.00        | $988916.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA4598 | 2056-01-01      | 5.5000%  | 0.0000% | $998.86            | $1029.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL3814 | 2052-06-01      | 2.0000%  | 0.0000% | $1007.51           | $837.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5833 | 2056-01-01      | 5.0000%  | 0.0000% | $1040.59           | $1054.81           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ5565 | 2055-10-01      | 5.5000%  | 0.0000% | $971.11            | $992.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA5896 | 2040-10-01      | 3.0000%  | 0.0000% | $291330.30         | $281827.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1441 | 2054-01-01      | 5.5000%  | 0.0000% | $947.23            | $970.44            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8812 | 2055-07-01      | 6.5000%  | 0.0000% | $1006849.50        | $1062062.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA0891 | 2052-04-01      | 2.5000%  | 0.0000% | $5341280.23        | $4746873.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY0652 | 2055-03-01      | 6.0000%  | 0.0000% | $1333816.58        | $1409984.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | 0.0000% | $978.82            | $992.90            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2747 | 2055-09-01      | 5.5000%  | 0.0000% | $977.06            | $1003.97           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $1298900.69        | $1333111.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV5991 | 2055-08-01      | 6.0000%  | 0.0000% | $597867.68         | $616068.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | 0.0000% | $911.02            | $937.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9877 | 2054-06-01      | 5.5000%  | 0.0000% | $817769.62         | $837170.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | 0.0000% | $27143322.93       | $27804404.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8602 | 2051-02-01      | 2.0000%  | 0.0000% | $165687.62         | $138646.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQB2339 | 2050-08-01      | 3.0000%  | 0.0000% | $33854.73          | $31516.82          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQA9142 | 2050-05-01      | 2.5000%  | 0.0000% | $421.00            | $368.04            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQA8490 | 2050-04-01      | 3.0000%  | 0.0000% | $165718.42         | $153168.01         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G60659 G | 2046-08-01      | 3.5000%  | 0.0000% | $188.81            | $181.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQA0641 | 2049-06-01      | 4.0000%  | 0.0000% | $224255.90         | $221591.49         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q50914 G | 2047-09-01      | 3.5000%  | 0.0000% | $334112.33         | $323239.57         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q21838 G | 2043-09-01      | 4.5000%  | 0.0000% | $121599.32         | $123327.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDA9466 | 2054-02-01      | 5.5000%  | 0.0000% | $684.18            | $700.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA8921 | 2054-02-01      | 7.0000%  | 0.0000% | $837.72            | $898.60            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1883 | 2056-01-01      | 6.0000%  | 0.0000% | $998.27            | $1035.96           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1866 | 2056-01-01      | 6.0000%  | 0.0000% | $5203875.20        | $5475951.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1395 | 2055-11-01      | 5.5000%  | 0.0000% | $39266310.21       | $40292308.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1240 | 2055-10-01      | 6.0000%  | 0.0000% | $977.63            | $1025.20           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $335778.98         | $346081.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC1718 | 2055-12-01      | 6.0000%  | 0.0000% | $4946687.61        | $5179965.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC1692 | 2055-12-01      | 5.5000%  | 0.0000% | $6699363.05        | $6945800.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1686 | 2055-12-01      | 5.0000%  | 0.0000% | $996.84            | $1009.88           | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q19519 G | 2043-06-01      | 3.5000%  | 0.0000% | $487471.79         | $471508.44         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q12925 G | 2042-11-01      | 3.0000%  | 0.0000% | $1525373.58        | $1452159.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0690 | 2055-07-01      | 5.0000%  | 0.0000% | $22608670.18       | $22958451.43       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0437 | 2055-05-01      | 6.0000%  | 0.0000% | $900.18            | $931.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0424 | 2055-05-01      | 5.0000%  | 0.0000% | $28375106.09       | $28814895.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0403 | 2055-05-01      | 6.0000%  | 0.0000% | $193472.53         | $203471.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0278 | 2055-04-01      | 6.5000%  | 0.0000% | $904.61            | $963.78            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0147 | 2055-03-01      | 6.5000%  | 0.0000% | $809.29            | $850.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | 0.0000% | $772.74            | $742.03            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4953 | 2053-06-01      | 5.0000%  | 0.0000% | $762.99            | $779.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6747 | 2055-06-01      | 7.0000%  | 0.0000% | $988975.55         | $1061385.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6697 | 2055-06-01      | 5.5000%  | 0.0000% | $992.31            | $1029.92           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY6711 | 2055-06-01      | 6.5000%  | 0.0000% | $603104.32         | $634552.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY7118 | 2055-07-01      | 5.5000%  | 0.0000% | $953.42            | $980.42            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY6019 | 2055-06-01      | 5.5000%  | 0.0000% | $929.48            | $966.20            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5834 | 2055-06-01      | 6.0000%  | 0.0000% | $859.69            | $887.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6173 | 2055-06-01      | 6.0000%  | 0.0000% | $793.06            | $818.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4826 | 2055-06-01      | 6.5000%  | 0.0000% | $870.89            | $927.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4808 | 2055-06-01      | 5.5000%  | 0.0000% | $2971.67           | $3060.80           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4745 | 2055-06-01      | 6.0000%  | 0.0000% | $897.50            | $924.61            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4736 | 2055-06-01      | 5.0000%  | 0.0000% | $953.54            | $963.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY4342 | 2055-06-01      | 6.0000%  | 0.0000% | $953.66            | $987.24            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4339 | 2055-05-01      | 5.0000%  | 0.0000% | $1953.71           | $1972.54           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY2475 | 2055-05-01      | 6.0000%  | 0.0000% | $994.22            | $1035.26           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2285 | 2055-03-01      | 6.5000%  | 0.0000% | $786.35            | $826.75            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1984 | 2055-05-01      | 6.5000%  | 0.0000% | $843.88            | $890.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY1836 | 2055-05-01      | 5.5000%  | 0.0000% | $1147560.78        | $1189982.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  | 0.0000% | $96339.07          | $97238.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | 0.0000% | $794.14            | $812.47            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $82329.51          | $84256.94          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  | 0.0000% | $29581.37          | $27872.96          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  | 0.0000% | $57875.47          | $54542.87          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $12303050.05       | $12597083.38       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY5867 | 2055-06-01      | 5.5000%  | 0.0000% | $949.34            | $983.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFA3106 | 2051-03-01      | 2.5000%  | 0.0000% | $1050284.24        | $917775.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY0098 | 2055-04-01      | 5.0000%  | 0.0000% | $7926060.04        | $8002452.29        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | 0.0000% | $10630.32          | $10862.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0588 | 2055-05-01      | 6.0000%  | 0.0000% | $13170246.85       | $13666466.62       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ0312 | 2055-08-01      | 5.5000%  | 0.0000% | $1380.08           | $1426.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0675 | 2055-01-01      | 6.5000%  | 0.0000% | $28258400.63       | $29964259.79       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ3230 | 2055-09-01      | 6.0000%  | 0.0000% | $981.09            | $1018.90           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL0308 | 2055-02-01      | 5.5000%  | 0.0000% | $26419048.31       | $27183119.47       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  | 0.0000% | $85804.77          | $83541.57          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY5548 | 2055-06-01      | 6.5000%  | 0.0000% | $991.94            | $1038.83           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0092 | 2056-02-01      | 4.0000%  | 0.0000% | $231912.82         | $225795.87         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5659 | 2056-01-01      | 5.0000%  | 0.0000% | $13533450.87       | $13709928.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5194 | 2055-11-01      | 5.0000%  | 0.0000% | $49180621.68       | $49950648.13       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE5892 | 2055-08-01      | 6.0000%  | 0.0000% | $986.88            | $1026.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY4189 | 2055-06-01      | 5.5000%  | 0.0000% | $967.94            | $995.85            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1266 | 2055-01-01      | 5.5000%  | 0.0000% | $1002.52           | $1031.14           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $1316135.29        | $1326810.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  | 0.0000% | $837.67            | $863.08            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0687 | 2055-07-01      | 5.0000%  | 0.0000% | $33235386.41       | $33851374.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA2841 | 2056-01-01      | 4.5000%  | 0.0000% | $1000940.68        | $992587.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3013 | 2056-01-01      | 5.0000%  | 0.0000% | $941.24            | $952.22            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1460 | 2055-06-01      | 5.5000%  | 0.0000% | $961.98            | $988.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | 0.0000% | $46576177.35       | $47032955.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQX9707 | 2055-03-01      | 6.5000%  | 0.0000% | $967.11            | $1024.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9382 | 2047-07-01      | 5.0000%  | 0.0000% | $3402086.35        | $3508313.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9890 | 2054-02-01      | 5.5000%  | 0.0000% | $876.19            | $908.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9878 | 2053-04-01      | 5.0000%  | 0.0000% | $95639.15          | $97092.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8793 | 2054-08-01      | 6.0000%  | 0.0000% | $24929455.72       | $25680663.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0366 | 2034-02-01      | 3.5000%  | 0.0000% | $238.16            | $236.55            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $4044437.97        | $4161431.88        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5073 | 2055-10-01      | 5.0000%  | 0.0000% | $40074135.69       | $40677856.99       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX7601 | 2055-02-01      | 5.0000%  | 0.0000% | $972.99            | $980.66            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ2474 | 2055-09-01      | 5.5000%  | 0.0000% | $1277350.41        | $1303066.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1050 | 2055-08-01      | 6.0000%  | 0.0000% | $917.58            | $948.17            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  | 0.0000% | $1001.94           | $1017.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4738 | 2055-05-01      | 5.5000%  | 0.0000% | $907.61            | $926.02            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB9776 | 2055-01-01      | 5.0000%  | 0.0000% | $989.06            | $1007.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $123.09            | $122.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3935 | 2040-02-01      | 3.5000%  | 0.0000% | $180.05            | $174.90            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CNMA3929 | 2030-02-01      | 3.0000%  | 0.0000% | $126.28            | $124.59            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  | 0.0000% | $260.01            | $227.51            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $362487.94         | $332341.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CKMA3763 | 2049-08-01      | 4.5000%  | 0.0000% | $101.48            | $98.96             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q10683 G | 2042-09-01      | 3.5000%  | 0.0000% | $879818.61         | $860000.50         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q10423 G | 2042-08-01      | 3.5000%  | 0.0000% | $53351.09          | $51755.61          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q10146 G | 2042-08-01      | 3.5000%  | 0.0000% | $336723.02         | $328206.21         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q03021 G | 2041-09-01      | 4.5000%  | 0.0000% | $1362664.21        | $1384112.54        | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02181 G | 2041-07-01      | 4.5000%  | 0.0000% | $329151.64         | $334099.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3855 | 2053-09-01      | 6.0000%  | 0.0000% | $819.20            | $851.16            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8489 | 2054-12-01      | 4.5000%  | 0.0000% | $85258.13          | $84503.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD8464 | 2054-09-01      | 6.5000%  | 0.0000% | $584.79            | $609.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $698.84            | $720.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | 0.0000% | $658.11            | $677.83            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8462 | 2054-07-01      | 6.0000%  | 0.0000% | $675.73            | $700.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8483 | 2054-02-01      | 5.5000%  | 0.0000% | $2608213.00        | $2674428.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $5926.60           | $5991.24           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $456580.77         | $466155.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS6636 | 2052-09-01      | 4.0000%  | 0.0000% | $242323.82         | $236284.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFS6135 | 2037-01-01      | 2.5000%  | 0.0000% | $723.49            | $690.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6083 | 2053-10-01      | 6.0000%  | 0.0000% | $18914271.25       | $19800373.33       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5977 | 2053-10-01      | 6.0000%  | 0.0000% | $32892759.62       | $34609048.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $35246.04          | $36523.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CL995156 | 2035-03-01      | 7.5000%  | 0.0000% | $25727.30          | $26902.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP949368 | 2037-09-01      | 6.5000%  | 0.0000% | $5.37              | $5.53              | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  | 0.0000% | $3355114.92        | $3408192.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 BL925894 | 2031-12-01      | 5.5000%  | 0.0000% | $104914.15         | $106230.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.900 CA906944 | 2036-12-01      | 5.9000%  | 0.0000% | $9518.31           | $9641.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL904973 | 2037-02-01      | 6.0000%  | 0.0000% | $53300.75          | $57024.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.700 CA905475 | 2036-11-01      | 5.7000%  | 0.0000% | $32550.82          | $33099.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL902946 | 2036-12-01      | 6.0000%  | 0.0000% | $24.60             | $26.03             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  | 0.0000% | $3886.52           | $3983.75           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0090 | 2054-11-01      | 5.0000%  | 0.0000% | $949.58            | $967.52            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | 0.0000% | $91.88             | $93.77             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL888538 | 2037-01-01      | 5.5000%  | 0.0000% | $17.49             | $18.34             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL884813 | 2036-06-01      | 5.5000%  | 0.0000% | $10.28             | $10.48             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2704 | 2053-04-01      | 5.0000%  | 0.0000% | $770.12            | $785.83            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD3576 | 2052-01-01      | 3.0000%  | 0.0000% | $4353577.89        | $3973826.91        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $43618.89          | $37746.51          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2152 | 2051-12-01      | 3.0000%  | 0.0000% | $23244680.82       | $21145120.53       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $13748.46          | $13428.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1457 | 2051-12-01      | 3.0000%  | 0.0000% | $695.12            | $639.19            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  | 0.0000% | $8901848.38        | $8477833.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD1344 | 2049-07-01      | 5.5000%  | 0.0000% | $132732.33         | $137591.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0965 | 2052-04-01      | 3.5000%  | 0.0000% | $1542476.04        | $1466737.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD0995 | 2049-06-01      | 3.5000%  | 0.0000% | $532946.59         | $511439.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0755 | 2051-11-01      | 3.0000%  | 0.0000% | $62456145.51       | $56544525.63       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0296 | 2050-03-01      | 4.0000%  | 0.0000% | $204.16            | $200.41            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD0868 | 2052-02-01      | 2.5000%  | 0.0000% | $79584.83          | $69016.01          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY1039 | 2055-04-01      | 5.0000%  | 0.0000% | $999.56            | $1009.72           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3737 | 2055-03-01      | 6.5000%  | 0.0000% | $9903820.70        | $10549148.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3727 | 2055-03-01      | 6.0000%  | 0.0000% | $59001414.94       | $61872620.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3639 | 2055-03-01      | 5.5000%  | 0.0000% | $934.01            | $965.26            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4393 | 2055-06-01      | 6.0000%  | 0.0000% | $14019542.76       | $14481954.00       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | 0.0000% | $907.59            | $938.89            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  | 0.0000% | $30520229.91       | $32362780.26       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3303 | 2055-01-01      | 6.0000%  | 0.0000% | $2445334.34        | $2531899.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3249 | 2055-01-01      | 5.0000%  | 0.0000% | $38817285.14       | $39407545.09       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $844.45            | $875.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3075 | 2054-12-01      | 5.5000%  | 0.0000% | $63350082.69       | $65403526.33       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2974 | 2054-09-01      | 6.5000%  | 0.0000% | $15752947.44       | $16425825.83       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ3714 | 2055-03-01      | 5.0000%  | 0.0000% | $4041045.16        | $4079484.03        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $25692314.08       | $26462295.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | 0.0000% | $2330700.61        | $2409413.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ3741 | 2055-03-01      | 6.5000%  | 0.0000% | $825.80            | $866.49            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ4534 | 2055-09-01      | 6.5000%  | 0.0000% | $1003.61           | $1053.51           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL0771 | 2054-03-01      | 6.0000%  | 0.0000% | $858.16            | $893.65            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1510 | 2055-05-01      | 6.0000%  | 0.0000% | $843.28            | $876.98            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  | 0.0000% | $917.91            | $972.84            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  | 0.0000% | $21243845.57       | $21483244.82       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1272 | 2054-01-01      | 2.0000%  | 0.0000% | $48046.67          | $39715.59          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQY3995 | 2055-05-01      | 5.5000%  | 0.0000% | $916.12            | $943.10            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL1085 | 2055-05-01      | 5.0000%  | 0.0000% | $1009.68           | $1026.42           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ2220 | 2054-08-01      | 6.5000%  | 0.0000% | $33492980.84       | $35585067.78       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS5782 | 2053-08-01      | 6.0000%  | 0.0000% | $815568.05         | $844104.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO2627 | 2042-06-01      | 3.5000%  | 0.0000% | $762083.35         | $739889.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTAL7043 | 2035-06-01      | 3.5000%  | 0.0000% | $130434.29         | $127994.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIAL4599 | 2028-12-01      | 4.0000%  | 0.0000% | $96063.81          | $96352.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CTAL2767 | 2031-11-01      | 4.5000%  | 0.0000% | $28137.83          | $28300.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK6958 | 2037-03-01      | 4.0000%  | 0.0000% | $872688.71         | $879045.27         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C91386 G | 2031-08-01      | 4.5000%  | 0.0000% | $31269.86          | $31701.95          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | 0.0000% | $199.02            | $201.69            | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18700 G | 2033-07-01      | 2.5000%  | 0.0000% | $125.47            | $120.58            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | 0.0000% | $452407.84         | $444860.17         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  | 0.0000% | $191214.00         | $188968.11         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G08742 G | 2047-01-01      | 3.5000%  | 0.0000% | $465323.14         | $447215.92         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G16139 G | 2031-08-01      | 3.5000%  | 0.0000% | $83.10             | $82.86             | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G14982 G | 2029-01-01      | 3.5000%  | 0.0000% | $289922.33         | $289220.08         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G15116 G | 2028-04-01      | 2.5000%  | 0.0000% | $239667.98         | $237108.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK5024 | 2042-02-01      | 4.0000%  | 0.0000% | $76316.41          | $75941.45          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI9921 | 2041-09-01      | 4.5000%  | 0.0000% | $595241.31         | $599428.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAI0853 | 2042-06-01      | 3.5000%  | 0.0000% | $766566.03         | $745190.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA3621 | 2039-03-01      | 3.5000%  | 0.0000% | $40621.48          | $39637.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $1205250.33        | $1049683.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $845140.83         | $786617.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4419 | 2036-09-01      | 2.5000%  | 0.0000% | $522.50            | $497.62            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4384 | 2036-07-01      | 2.5000%  | 0.0000% | $522.54            | $498.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $123975.34         | $117091.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $14664.31          | $14993.13          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6192 | 2053-05-01      | 6.0000%  | 0.0000% | $290376.26         | $307122.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB5121 | 2052-11-01      | 4.5000%  | 0.0000% | $107845.32         | $107951.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5027 | 2052-11-01      | 5.5000%  | 0.0000% | $702685.35         | $720623.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB4926 | 2052-10-01      | 6.0000%  | 0.0000% | $5361253.15        | $5678335.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $3322262.29        | $3450641.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4826 | 2052-10-01      | 4.0000%  | 0.0000% | $190664.90         | $185987.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2906 | 2054-11-01      | 5.5000%  | 0.0000% | $15468515.28       | $16036878.37       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ3508 | 2055-02-01      | 6.0000%  | 0.0000% | $4105876.61        | $4300714.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2457 | 2054-09-01      | 6.0000%  | 0.0000% | $7613608.12        | $7974922.04        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2451 | 2054-10-01      | 5.5000%  | 0.0000% | $41618315.14       | $43023899.74       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $1580732.24        | $1371067.96        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB1943 | 2051-07-01      | 3.0000%  | 0.0000% | $553.12            | $502.27            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | 0.0000% | $2600764.54        | $2282120.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1552 | 2051-09-01      | 2.5000%  | 0.0000% | $735.22            | $640.55            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0414 | 2051-05-01      | 2.5000%  | 0.0000% | $1361.83           | $1193.65           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0045 | 2051-04-01      | 3.0000%  | 0.0000% | $980879.29         | $895029.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0847 | 2051-06-01      | 3.0000%  | 0.0000% | $646.41            | $596.12            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | 0.0000% | $2886168.89        | $2401899.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7362 | 2050-10-01      | 2.5000%  | 0.0000% | $517.80            | $452.10            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  | 0.0000% | $3128183.19        | $2634429.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7209 | 2050-10-01      | 2.5000%  | 0.0000% | $78902429.38       | $68890780.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $22082569.27       | $18520461.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $9743108.54        | $8220274.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $1171.25           | $1032.56           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA6761 | 2050-08-01      | 4.0000%  | 0.0000% | $3978441.83        | $3895602.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA6720 | 2050-08-01      | 2.5000%  | 0.0000% | $49025419.68       | $42809906.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA0463 | 2047-09-01      | 4.0000%  | 0.0000% | $253.59            | $251.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLTA7295 | 2056-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.53           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA7140 | 2056-03-01      | 4.5000%  | 0.0000% | $1000.00           | $992.33            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLTA3727 | 2056-01-01      | 5.0000%  | 0.0000% | $997.18            | $1020.93           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA3659 | 2055-12-01      | 4.5000%  | 0.0000% | $1267265.46        | $1257033.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  | 0.0000% | $39581976.00       | $40861670.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  | 0.0000% | $2470038.42        | $2515173.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3813 | 2053-10-01      | 2.5000%  | 0.0000% | $15923695.19       | $13779753.65       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3731 | 2056-01-01      | 5.0000%  | 0.0000% | $50494744.89       | $50982075.28       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3710 | 2052-11-01      | 3.5000%  | 0.0000% | $991.41            | $945.70            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3703 | 2055-12-01      | 5.0000%  | 0.0000% | $997.12            | $1012.73           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3683 | 2056-01-01      | 5.5000%  | 0.0000% | $64942825.96       | $66816246.08       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL3614 | 2052-02-01      | 2.5000%  | 0.0000% | $1032.14           | $899.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS3298 | 2051-10-01      | 2.5000%  | 0.0000% | $816.92            | $708.07            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3120 | 2052-09-01      | 5.0000%  | 0.0000% | $117422.74         | $119206.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3052 | 2052-10-01      | 5.5000%  | 0.0000% | $2094932.31        | $2167105.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  | 0.0000% | $832250.21         | $830286.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  | 0.0000% | $154441.19         | $153809.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | 0.0000% | $562447.90         | $514598.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS5619 | 2053-07-01      | 4.5000%  | 0.0000% | $762.38            | $762.15            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB4409 | 2054-07-01      | 5.5000%  | 0.0000% | $2703168.05        | $2758251.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $724.82            | $635.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | 0.0000% | $635.69            | $658.06            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQC8872 | 2051-10-01      | 3.0000%  | 0.0000% | $10609683.11       | $9680982.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $11668109.09       | $12088083.23       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  | 0.0000% | $55625538.12       | $55156942.42       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1439 | 2054-08-01      | 5.5000%  | 0.0000% | $977.83            | $997.67            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  | 0.0000% | $280148.63         | $273007.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $689.89            | $608.63            | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD0239 | 2051-11-01      | 2.5000%  | 0.0000% | $712.58            | $627.86            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0631 | 2042-07-01      | 3.5000%  | 0.0000% | $3145999.25        | $3027158.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM6429 | 2048-05-01      | 4.0000%  | 0.0000% | $340265.39         | $336365.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBH7173 | 2047-09-01      | 4.0000%  | 0.0000% | $515808.24         | $510113.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIMA3609 | 2034-03-01      | 3.0000%  | 0.0000% | $81.79             | $80.14             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB3184 | 2052-03-01      | 4.0000%  | 0.0000% | $233860.50         | $229318.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | 0.0000% | $724.52            | $783.38            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  | 0.0000% | $305592.77         | $289780.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $25643016.79       | $26355077.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6312 | 2053-05-01      | 5.0000%  | 0.0000% | $1456151.62        | $1486420.81        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7144 | 2053-09-01      | 6.5000%  | 0.0000% | $736.55            | $770.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  | 0.0000% | $30811778.45       | $31461879.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | 0.0000% | $686.35            | $719.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | 0.0000% | $2787927.60        | $2995411.99        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5642 | 2053-02-01      | 5.5000%  | 0.0000% | $665.09            | $683.74            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $4381.90           | $4557.32           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | 0.0000% | $726.52            | $765.30            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1055 | 2054-07-01      | 7.0000%  | 0.0000% | $476.08            | $502.87            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG8217 | 2053-08-01      | 6.0000%  | 0.0000% | $680.39            | $705.80            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4323 | 2053-06-01      | 6.0000%  | 0.0000% | $196244.76         | $202917.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF4936 | 2052-12-01      | 5.5000%  | 0.0000% | $122328.88         | $125602.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $71798.94          | $63340.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQD6216 | 2052-02-01      | 3.0000%  | 0.0000% | $572700.99         | $522707.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQD3220 | 2051-12-01      | 2.5000%  | 0.0000% | $182971.64         | $161758.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3370 | 2053-11-01      | 6.5000%  | 0.0000% | $517.23            | $551.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 BL850200 | 2030-03-01      | 5.5000%  | 0.0000% | $126300.64         | $127782.43         | Agency Mortgage-Backed Securities |

### Security 147: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_3.66_0306
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $21113100.00       | $21221150.35       | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $32658670.00       | $33761014.96       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $13832660.00       | $14309887.92       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | 0.0000% | $580000.00         | $594034.36         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | 0.0000% | $517460.00         | $500510.42         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $4800.00           | $4718.42           | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | 0.0000% | $580.00            | $586.53            | U.S. Treasuries (including strips) |
| USTR BILL 05/05/26    | 2026-05-05      | 0.0000%  | 0.0000% | $82820.00          | $82268.42          | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $31199000.00       | $31803868.29       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | 0.0000% | $149220.00         | $148299.09         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $451260.84         | $496596.11         | U.S. Treasuries (including strips) |

### Security 148: BNP Paribas SA

- **C.1 - Title:** Bnp Bank Repo A3 Bnp Repo A3 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 938AEM002, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 938AEM002_3.67_0302
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2022-010 FB      | 2052-01-20      | 3.0000%  | 0.0000% | $14155793.37       | $12304942.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 4.6615%  | 0.0000% | $15430.95          | $15514.79          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 5.4115%  | 0.0000% | $54460.29          | $55110.39          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FC      | 2054-08-20      | 4.7215%  | 0.0000% | $7240205.90        | $7289678.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  | 0.0000% | $595.25            | $567.88            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 4.6615%  | 0.0000% | $103.65            | $101.73            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FB      | 2054-04-20      | 4.6915%  | 0.0000% | $398.61            | $400.88            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-89 FH       | 2049-07-20      | 4.1817%  | 0.0000% | $509976.96         | $504640.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 4.6615%  | 0.0000% | $158.07            | $157.97            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-140 FB      | 2055-08-20      | 4.7415%  | 0.0000% | $136.71            | $137.60            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 KF      | 2055-07-20      | 4.7115%  | 0.0000% | $5678418.90        | $5704966.26        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-099 FE      | 2055-06-20      | 4.7615%  | 0.0000% | $2095325.74        | $2110447.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-120 FB      | 2053-08-20      | 4.7715%  | 0.0000% | $1251426.02        | $1260249.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5468FL 11/25/54  | 2054-11-25      | 4.9172%  | 0.0000% | $6421260.61        | $6465606.98        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5605ET 12/25/55  | 2055-12-25      | 4.5000%  | 0.0000% | $2798578.66        | $2772022.94        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC008PB R16F008  | 2046-03-25      | 3.0000%  | 0.0000% | $145.66            | $126.98            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  | 0.0000% | $133.14            | $139.44            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-102 FL      | 2055-06-20      | 4.8115%  | 0.0000% | $1208352.56        | $1216794.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 5.4115%  | 0.0000% | $4002295.57        | $4050071.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 4.9615%  | 0.0000% | $518232.27         | $521786.69         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FG      | 2055-02-20      | 5.3115%  | 0.0000% | $1074426.73        | $1087910.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 FC      | 2055-02-20      | 4.7715%  | 0.0000% | $2247393.63        | $2268581.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 4.7615%  | 0.0000% | $1980742.90        | $1989281.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF      | 2054-11-20      | 4.7615%  | 0.0000% | $1585579.43        | $1596113.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FE      | 2054-08-20      | 4.9115%  | 0.0000% | $3562874.42        | $3595029.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 4.9115%  | 0.0000% | $5526.90           | $5582.40           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FE      | 2054-07-20      | 4.9615%  | 0.0000% | $273.30            | $276.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-182 KF      | 2053-12-20      | 4.9615%  | 0.0000% | $1674322.76        | $1695619.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 4.9615%  | 0.0000% | $157608.58         | $159597.87         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-167 FA      | 2053-11-20      | 5.1615%  | 0.0000% | $41.79             | $42.46             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-137 FA      | 2053-09-20      | 4.9115%  | 0.0000% | $672622.33         | $680890.89         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 NF      | 2053-09-20      | 4.9615%  | 0.0000% | $1290921.98        | $1307255.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 5.5615%  | 0.0000% | $42.74             | $43.70             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 FA      | 2053-05-20      | 4.6615%  | 0.0000% | $61659.83          | $61985.78          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 4.9672%  | 0.0000% | $396476.59         | $398742.43         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-021 FB      | 2053-02-20      | 4.5415%  | 0.0000% | $89.30             | $89.53             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-186 FA      | 2054-11-20      | 5.2615%  | 0.0000% | $9422.81           | $9545.99           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-133 KF      | 2053-09-20      | 5.0615%  | 0.0000% | $1704498.69        | $1723108.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 4.7715%  | 0.0000% | $1902802.22        | $1917784.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-117 FA      | 2055-07-20      | 4.8115%  | 0.0000% | $128.90            | $129.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 4.6115%  | 0.0000% | $380.19            | $381.71            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 FE      | 2053-06-20      | 4.6115%  | 0.0000% | $120.49            | $121.09            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 4.7615%  | 0.0000% | $101.88            | $102.37            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  | 0.0000% | $687.36            | $693.86            | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4680BQ 05/15/47  | 2047-05-15      | 3.5000%  | 0.0000% | $28474.13          | $26652.41          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC112AT R25F112  | 2056-01-25      | 4.5000%  | 0.0000% | $4117412.81        | $4084465.27        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4253PB 08/15/41  | 2041-08-15      | 3.5000%  | 0.0000% | $18906.23          | $18169.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  | 0.0000% | $158514.65         | $133328.49         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 4990FN 05/25/50  | 2050-05-25      | 4.1317%  | 0.0000% | $54.92             | $54.11             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 4.9115%  | 0.0000% | $3710990.22        | $3745532.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 4.6615%  | 0.0000% | $94435.99          | $94931.44          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 4.6615%  | 0.0000% | $634992.14         | $637998.45         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 4.8115%  | 0.0000% | $2831922.14        | $2855408.90        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 4.6615%  | 0.0000% | $255946.97         | $257392.91         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 4.5615%  | 0.0000% | $3032396.54        | $3036511.40        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FC      | 2052-10-20      | 4.9615%  | 0.0000% | $203.66            | $205.59            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 05.000 CLFS8391  | 2050-08-01      | 5.0000%  | 0.0000% | $442469.74         | $452932.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3784  | 2052-06-01      | 4.0000%  | 0.0000% | $2858480.50        | $2793032.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9928  | 2053-12-01      | 6.5000%  | 0.0000% | $83.20             | $88.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9868  | 2051-12-01      | 2.5000%  | 0.0000% | $199.35            | $175.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL1851  | 2042-05-01      | 3.5000%  | 0.0000% | $221645.95         | $214438.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC2817  | 2046-09-01      | 3.0000%  | 0.0000% | $33.01             | $30.64             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7482  | 2054-01-01      | 4.1850%  | 0.0000% | $129.15            | $128.89            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9640%  | 0.0000% | $130.79            | $126.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984  | 2049-05-01      | 5.0000%  | 0.0000% | $10101.39          | $10356.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5696  | 2049-02-01      | 4.0000%  | 0.0000% | $62.26             | $61.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM4345  | 2040-06-01      | 6.5000%  | 0.0000% | $56.66             | $59.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBM4495  | 2041-07-01      | 6.0000%  | 0.0000% | $103.85            | $110.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3562  | 2048-02-01      | 4.5000%  | 0.0000% | $1067.04           | $1077.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBM1505  | 2040-09-01      | 6.5000%  | 0.0000% | $134.41            | $141.14            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  | 0.0000% | $296.14            | $271.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0104  | 2056-02-01      | 4.0000%  | 0.0000% | $42.00             | $40.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6920  | 2055-12-01      | 6.0000%  | 0.0000% | $276.42            | $292.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF6120  | 2055-12-01      | 6.0000%  | 0.0000% | $134.94            | $141.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4684  | 2055-11-01      | 5.0000%  | 0.0000% | $2190897.63        | $2227290.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF4157  | 2055-11-01      | 6.5000%  | 0.0000% | $90849.46          | $95427.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3719  | 2055-11-01      | 5.5000%  | 0.0000% | $276.18            | $282.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3679  | 2055-11-01      | 5.0000%  | 0.0000% | $411.85            | $415.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF3676  | 2055-11-01      | 5.0000%  | 0.0000% | $663764.52         | $669968.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3637  | 2055-11-01      | 6.5000%  | 0.0000% | $411.54            | $430.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2834  | 2055-10-01      | 5.5000%  | 0.0000% | $275.79            | $281.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF1972  | 2055-10-01      | 6.5000%  | 0.0000% | $275.00            | $290.82            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8580  | 2038-04-01      | 3.5100%  | 0.0000% | $137.93            | $128.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.470 MTAM9799  | 2035-09-01      | 3.4700%  | 0.0000% | $485.65            | $475.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAL8370  | 2040-01-01      | 7.0000%  | 0.0000% | $199.56            | $212.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL2071  | 2040-03-01      | 5.5000%  | 0.0000% | $14350.64          | $15044.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727  | 2042-03-01      | 3.5000%  | 0.0000% | $20.17             | $19.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI8485  | 2041-07-01      | 5.0000%  | 0.0000% | $9.18              | $9.47              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI6581  | 2041-07-01      | 4.5000%  | 0.0000% | $758301.01         | $769378.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  | 0.0000% | $11.57             | $12.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928  | 2053-02-01      | 6.5000%  | 0.0000% | $128.07            | $133.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6251  | 2053-11-01      | 6.5000%  | 0.0000% | $295.32            | $316.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA4819  | 2047-02-01      | 4.5000%  | 0.0000% | $1855.63           | $1874.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  | 0.0000% | $254.10            | $278.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE5099  | 2052-07-01      | 4.0000%  | 0.0000% | $114.45            | $111.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9102  | 2052-09-01      | 6.0000%  | 0.0000% | $291.65            | $310.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8552  | 2052-05-01      | 3.0000%  | 0.0000% | $1614021.83        | $1482397.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5182  | 2050-02-01      | 4.5000%  | 0.0000% | $30.48             | $30.47             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA6465  | 2054-03-01      | 5.5000%  | 0.0000% | $218.37            | $225.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4920  | 2053-02-01      | 6.0000%  | 0.0000% | $71800.15          | $74387.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  | 0.0000% | $95.80             | $98.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4851  | 2042-11-01      | 5.0000%  | 0.0000% | $174.47            | $179.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4803  | 2052-11-01      | 3.5000%  | 0.0000% | $348.04            | $328.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785  | 2052-10-01      | 5.0000%  | 0.0000% | $509.43            | $515.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701  | 2052-08-01      | 4.5000%  | 0.0000% | $15740.93          | $15655.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  | 0.0000% | $110.56            | $96.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626  | 2052-06-01      | 4.0000%  | 0.0000% | $242.62            | $236.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $317.23            | $287.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8011  | 2055-04-01      | 6.5000%  | 0.0000% | $327.10            | $344.15            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ6952  | 2055-10-01      | 5.0000%  | 0.0000% | $127.51            | $128.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8810  | 2055-09-01      | 6.0000%  | 0.0000% | $136.70            | $142.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7796  | 2056-01-01      | 5.5000%  | 0.0000% | $556680.10         | $575376.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6634  | 2055-07-01      | 6.0000%  | 0.0000% | $499.59            | $514.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  | 0.0000% | $126.76            | $130.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1697  | 2055-12-01      | 5.5000%  | 0.0000% | $135.72            | $140.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9104  | 2056-01-01      | 5.0000%  | 0.0000% | $431634.39         | $438917.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5531  | 2055-05-01      | 6.5000%  | 0.0000% | $430150.54         | $448635.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3566  | 2055-11-01      | 5.5000%  | 0.0000% | $540.49            | $558.65            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2889  | 2032-01-01      | 4.3700%  | 0.0000% | $135.97            | $138.87            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQY0053  | 2055-04-01      | 6.5000%  | 0.0000% | $136.72            | $146.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3379  | 2054-10-01      | 5.5000%  | 0.0000% | $4063542.06        | $4202617.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRQ0094  | 2056-02-01      | 5.0000%  | 0.0000% | $5975314.04        | $6021963.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3862  | 2052-04-01      | 2.5000%  | 0.0000% | $594223.84         | $524453.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3699  | 2055-11-01      | 5.5000%  | 0.0000% | $412.69            | $421.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF3657  | 2055-11-01      | 5.5000%  | 0.0000% | $276.60            | $282.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3665  | 2055-11-01      | 6.5000%  | 0.0000% | $275.22            | $288.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDG0794  | 2056-02-01      | 5.0000%  | 0.0000% | $1058251.03        | $1076204.37        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7417  | 2055-12-01      | 5.5000%  | 0.0000% | $555.43            | $570.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4127  | 2052-07-01      | 4.5000%  | 0.0000% | $100.74            | $100.21            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.5410%  | 0.0000% | $234.92            | $237.49            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C69107 G  | 2032-07-01      | 6.5000%  | 0.0000% | $4.66              | $4.86              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9630  | 2054-12-01      | 4.5000%  | 0.0000% | $33023.44          | $32827.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9207  | 2054-09-01      | 5.0000%  | 0.0000% | $119.12            | $120.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9059  | 2054-08-01      | 5.5000%  | 0.0000% | $121.78            | $124.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9775  | 2055-01-01      | 5.0000%  | 0.0000% | $568739.42         | $579572.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8984  | 2054-08-01      | 5.5000%  | 0.0000% | $121.84            | $126.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  | 0.0000% | $764277.79         | $796160.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6673  | 2053-07-01      | 5.5000%  | 0.0000% | $320.65            | $332.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6676  | 2053-07-01      | 6.0000%  | 0.0000% | $147267.57         | $154570.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6404  | 2053-06-01      | 5.5000%  | 0.0000% | $8164761.18        | $8471161.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  | 0.0000% | $259386.80         | $265308.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB5153  | 2052-11-01      | 6.5000%  | 0.0000% | $1022482.03        | $1095508.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CICB4759  | 2037-09-01      | 5.0000%  | 0.0000% | $108989.64         | $111596.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4273  | 2052-07-01      | 5.0000%  | 0.0000% | $809506.44         | $820889.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4564  | 2052-03-01      | 3.0000%  | 0.0000% | $204.44            | $185.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520  | 2042-01-01      | 2.0000%  | 0.0000% | $390.95            | $344.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5339  | 2044-04-01      | 5.5000%  | 0.0000% | $95.56             | $97.98             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  | 0.0000% | $1401.35           | $1166.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  | 0.0000% | $187.90            | $156.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204  | 2040-12-01      | 2.0000%  | 0.0000% | $1163689.89        | $1041903.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6394  | 2054-01-01      | 7.5000%  | 0.0000% | $298210.34         | $324392.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA5842  | 2053-11-01      | 6.5000%  | 0.0000% | $539.75            | $581.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL882685  | 2036-06-01      | 6.0000%  | 0.0000% | $0.36              | $0.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF2651  | 2055-11-01      | 5.5000%  | 0.0000% | $271.81            | $278.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725424  | 2034-04-01      | 5.5000%  | 0.0000% | $2.64              | $2.73              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX5478  | 2045-09-01      | 4.0000%  | 0.0000% | $93962.33          | $92670.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV4130  | 2044-02-01      | 4.5000%  | 0.0000% | $256.02            | $257.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  | 0.0000% | $56074.75          | $56776.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8274  | 2046-11-01      | 3.0000%  | 0.0000% | $25.62             | $23.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7844  | 2046-09-01      | 3.0000%  | 0.0000% | $31.80             | $29.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1789  | 2044-02-01      | 4.5000%  | 0.0000% | $180308.73         | $182499.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725762  | 2034-08-01      | 6.0000%  | 0.0000% | $2.89              | $3.02              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0354  | 2051-12-01      | 2.0000%  | 0.0000% | $116.72            | $96.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS0352  | 2052-01-01      | 2.0000%  | 0.0000% | $10032.87          | $8382.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0141  | 2052-01-01      | 2.5000%  | 0.0000% | $147799.53         | $129453.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0070  | 2050-04-01      | 5.0000%  | 0.0000% | $244003.75         | $250437.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM9517  | 2051-11-01      | 2.5000%  | 0.0000% | $224641.07         | $197038.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9482  | 2051-11-01      | 3.0000%  | 0.0000% | $99.40             | $90.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9218  | 2051-10-01      | 2.0000%  | 0.0000% | $383.77            | $318.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0200  | 2051-04-01      | 3.0000%  | 0.0000% | $3285.19           | $2979.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618  | 2051-01-01      | 3.0000%  | 0.0000% | $229.85            | $212.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8970  | 2051-02-01      | 3.0000%  | 0.0000% | $82.80             | $76.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7049  | 2050-09-01      | 3.0000%  | 0.0000% | $701713.85         | $650661.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4128  | 2049-09-01      | 3.0000%  | 0.0000% | $80.68             | $73.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCA4385  | 2049-07-01      | 6.0000%  | 0.0000% | $17.05             | $17.80             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0396  | 2034-01-01      | 4.6900%  | 0.0000% | $136.06            | $140.42            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0129  | 2030-12-01      | 4.9300%  | 0.0000% | $275.86            | $287.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9939  | 2053-12-01      | 7.0000%  | 0.0000% | $135.07            | $145.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY9895  | 2053-10-01      | 5.5000%  | 0.0000% | $133.44            | $136.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  | 0.0000% | $120.75            | $129.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY8375  | 2053-08-01      | 6.5000%  | 0.0000% | $396.61            | $422.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7533  | 2054-05-01      | 5.0000%  | 0.0000% | $371448.76         | $380075.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4728  | 2053-06-01      | 6.5000%  | 0.0000% | $93.29             | $99.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  | 0.0000% | $108.74            | $117.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY4716  | 2053-06-01      | 7.0000%  | 0.0000% | $133.30            | $145.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3692  | 2053-05-01      | 5.5000%  | 0.0000% | $396.49            | $405.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  | 0.0000% | $197.19            | $209.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  | 0.0000% | $20293.71          | $21510.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV0979  | 2052-12-01      | 6.0000%  | 0.0000% | $74552.01          | $77439.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0898  | 2052-02-01      | 3.0000%  | 0.0000% | $294.96            | $269.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CL932846  | 2040-12-01      | 3.0000%  | 0.0000% | $90.37             | $85.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1275  | 2052-07-01      | 4.5000%  | 0.0000% | $98.26             | $98.20             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5106  | 2053-08-01      | 5.0000%  | 0.0000% | $112.59            | $113.85            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  | 0.0000% | $288.53            | $282.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4593  | 2054-05-01      | 6.0000%  | 0.0000% | $111.60            | $115.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2482  | 2050-02-01      | 3.0000%  | 0.0000% | $40072.78          | $36498.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8234  | 2050-12-01      | 3.0000%  | 0.0000% | $159.90            | $147.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0076  | 2055-03-01      | 5.5000%  | 0.0000% | $134.37            | $138.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9561  | 2054-09-01      | 6.5000%  | 0.0000% | $443.37            | $473.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS9203  | 2054-09-01      | 6.0000%  | 0.0000% | $312981.25         | $323059.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9830  | 2054-04-01      | 5.5000%  | 0.0000% | $1715.40           | $1764.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4834  | 2053-02-01      | 6.5000%  | 0.0000% | $144.86            | $152.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4563  | 2053-05-01      | 5.0000%  | 0.0000% | $10459.27          | $10616.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3884  | 2052-02-01      | 3.0000%  | 0.0000% | $320.38            | $290.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8713  | 2055-12-01      | 5.0000%  | 0.0000% | $170603.97         | $172313.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1983  | 2048-08-01      | 3.0000%  | 0.0000% | $131.94            | $122.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1965  | 2054-05-01      | 5.5000%  | 0.0000% | $115.77            | $118.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8055  | 2050-04-01      | 2.5000%  | 0.0000% | $69.76             | $61.00             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7531  | 2050-12-01      | 3.0000%  | 0.0000% | $68.95             | $63.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6304  | 2053-05-01      | 4.5000%  | 0.0000% | $353.91            | $354.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG2532  | 2053-04-01      | 7.0000%  | 0.0000% | $52.25             | $55.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8229  | 2052-05-01      | 4.5000%  | 0.0000% | $9022.40           | $8969.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA4516  | 2037-01-01      | 2.0000%  | 0.0000% | $83.78             | $77.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM4946  | 2048-09-01      | 5.0000%  | 0.0000% | $1132.58           | $1156.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5216  | 2053-12-01      | 6.0000%  | 0.0000% | $507.47            | $524.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1547  | 2048-12-01      | 5.0000%  | 0.0000% | $291.77            | $300.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY3023  | 2053-06-01      | 5.5000%  | 0.0000% | $261.20            | $266.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY1161  | 2053-04-01      | 5.5000%  | 0.0000% | $131.56            | $135.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4047  | 2050-06-01      | 2.0000%  | 0.0000% | $71.12             | $59.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO4635  | 2049-11-01      | 5.0000%  | 0.0000% | $65.30             | $67.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849  | 2052-05-01      | 2.5000%  | 0.0000% | $35277.98          | $30972.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040  | 2053-06-01      | 6.0000%  | 0.0000% | $384346.14         | $397968.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA2541  | 2031-02-01      | 2.5000%  | 0.0000% | $49.36             | $48.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223  | 2042-01-01      | 3.5000%  | 0.0000% | $211441.66         | $204631.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAA0918  | 2034-09-01      | 5.5000%  | 0.0000% | $9.07              | $9.38              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8183  | 2051-12-01      | 2.5000%  | 0.0000% | $628.00            | $546.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8194  | 2052-02-01      | 2.5000%  | 0.0000% | $7841.69           | $6824.63           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8134  | 2051-03-01      | 2.0000%  | 0.0000% | $203.42            | $169.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7570  | 2054-05-01      | 6.0000%  | 0.0000% | $867002.42         | $909192.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8079  | 2050-07-01      | 2.0000%  | 0.0000% | $29135.59          | $24337.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6923  | 2052-05-01      | 2.5000%  | 0.0000% | $252.97            | $222.12            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6708  | 2054-02-01      | 6.0000%  | 0.0000% | $4766.21           | $4932.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6269  | 2053-05-01      | 4.5000%  | 0.0000% | $737410.19         | $739064.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4995  | 2052-03-01      | 3.5000%  | 0.0000% | $207.45            | $197.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4930  | 2052-06-01      | 3.5000%  | 0.0000% | $20091.04          | $19019.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLSD4586  | 2054-01-01      | 7.0000%  | 0.0000% | $158.46            | $170.29            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3136  | 2053-06-01      | 5.5000%  | 0.0000% | $4949.97           | $5103.47           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2704  | 2053-04-01      | 5.0000%  | 0.0000% | $149349.55         | $152397.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD2230  | 2051-08-01      | 2.0000%  | 0.0000% | $87320.17          | $72773.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1205  | 2052-07-01      | 3.0000%  | 0.0000% | $252.78            | $229.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2383  | 2053-10-01      | 6.5000%  | 0.0000% | $967372.94         | $1009941.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3043  | 2052-10-01      | 4.5000%  | 0.0000% | $4459.84           | $4449.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2031  | 2052-05-01      | 3.5000%  | 0.0000% | $1947096.05        | $1844285.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1535  | 2052-04-01      | 3.0000%  | 0.0000% | $504.16            | $461.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS1112  | 2052-03-01      | 2.0000%  | 0.0000% | $276358.13         | $233575.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0495  | 2050-03-01      | 2.5000%  | 0.0000% | $95.25             | $83.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0408  | 2052-01-01      | 3.0000%  | 0.0000% | $109892.13         | $101379.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB3985  | 2037-06-01      | 4.5000%  | 0.0000% | $20390.51          | $20765.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3272  | 2052-04-01      | 4.0000%  | 0.0000% | $79968.75          | $78374.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2767  | 2052-01-01      | 2.0000%  | 0.0000% | $259.63            | $215.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2095  | 2051-11-01      | 3.0000%  | 0.0000% | $11619.92          | $10541.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5223  | 2053-07-01      | 5.0000%  | 0.0000% | $330.20            | $336.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4842  | 2053-06-01      | 5.5000%  | 0.0000% | $40927.76          | $42357.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG5399  | 2053-06-01      | 7.0000%  | 0.0000% | $110.78            | $121.17            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG3846  | 2053-05-01      | 7.0000%  | 0.0000% | $233.19            | $255.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3845  | 2053-05-01      | 6.5000%  | 0.0000% | $133.14            | $141.51            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG1307  | 2053-04-01      | 6.0000%  | 0.0000% | $109.70            | $116.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQG0426  | 2053-04-01      | 4.5000%  | 0.0000% | $19375.37          | $19341.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8010  | 2055-05-01      | 6.5000%  | 0.0000% | $136.35            | $143.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  | 0.0000% | $136.55            | $143.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6311  | 2055-04-01      | 6.0000%  | 0.0000% | $334192.34         | $347613.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7765  | 2053-03-01      | 5.0000%  | 0.0000% | $22840.33          | $23252.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7207  | 2053-03-01      | 7.0000%  | 0.0000% | $105.72            | $113.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7206  | 2053-03-01      | 6.5000%  | 0.0000% | $133.88            | $140.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4353  | 2053-04-01      | 6.5000%  | 0.0000% | $108.12            | $116.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0985  | 2052-10-01      | 5.0000%  | 0.0000% | $476.99            | $488.79            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-02-25      | 3.4650%  | 0.0000% | $172.69            | $169.20            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 3.9000%  | 0.0000% | $296.41            | $297.14            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-07-25      | 3.9860%  | 0.0000% | $526248.28         | $529924.53         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-09-25      | 3.3500%  | 0.0000% | $43.89             | $43.85             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  | 0.0000% | $10.82             | $10.81             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  | 0.0000% | $0.94              | $0.94              | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  | 0.0000% | $85.94             | $85.62             | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  | 0.0000% | $420.36            | $418.79            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  | 0.0000% | $361.38            | $349.97            | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R17M003  | 2026-12-25      | 2.4705%  | 0.0000% | $333355.07         | $330341.51         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2036-10-25      | 2.3610%  | 0.0000% | $503.86            | $418.63            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-01-25      | 3.7940%  | 0.0000% | $574.21            | $560.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW5507  | 2052-07-01      | 4.5000%  | 0.0000% | $124524.88         | $123945.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW3383  | 2052-07-01      | 4.5000%  | 0.0000% | $217.90            | $216.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBW3033  | 2052-08-01      | 5.5000%  | 0.0000% | $2676.87           | $2754.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW0282  | 2052-07-01      | 4.5000%  | 0.0000% | $115.92            | $115.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW0043  | 2052-07-01      | 5.0000%  | 0.0000% | $44697.57          | $45829.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBV6479  | 2055-12-01      | 6.5000%  | 0.0000% | $192474.06         | $200811.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4165  | 2052-03-01      | 2.5000%  | 0.0000% | $181.63            | $158.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV3121  | 2052-03-01      | 3.0000%  | 0.0000% | $105.10            | $95.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1474  | 2055-04-01      | 5.5000%  | 0.0000% | $270732.39         | $279700.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU7107  | 2051-12-01      | 2.0000%  | 0.0000% | $892.49            | $748.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5084  | 2054-09-01      | 5.5000%  | 0.0000% | $109806.26         | $112986.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4863  | 2054-08-01      | 6.0000%  | 0.0000% | $253.50            | $261.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDF0827  | 2055-10-01      | 7.0000%  | 0.0000% | $137.41            | $145.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC7496  | 2051-09-01      | 3.0000%  | 0.0000% | $195.87            | $178.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA5983  | 2050-01-01      | 3.0000%  | 0.0000% | $78.61             | $71.95             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA0639  | 2049-06-01      | 4.0000%  | 0.0000% | $33.69             | $33.06             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  | 0.0000% | $495802.07         | $410042.74         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.400 WNWN0087  | 2037-11-01      | 2.4000%  | 0.0000% | $544.14            | $444.33            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  | 0.0000% | $970.48            | $790.34            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3717  | 2053-09-01      | 5.5000%  | 0.0000% | $1410949.56        | $1464550.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373  | 2053-11-01      | 6.0000%  | 0.0000% | $11069.83          | $11418.20          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8233  | 2052-07-01      | 5.0000%  | 0.0000% | $1081.01           | $1095.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8219  | 2052-06-01      | 2.5000%  | 0.0000% | $86307.64          | $75060.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221  | 2052-06-01      | 3.5000%  | 0.0000% | $865.46            | $816.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184  | 2051-12-01      | 3.0000%  | 0.0000% | $91.99             | $83.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB1905  | 2054-08-01      | 7.5000%  | 0.0000% | $276.95            | $303.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1814  | 2054-04-01      | 6.0000%  | 0.0000% | $693875.20         | $716028.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2589  | 2054-07-01      | 5.5000%  | 0.0000% | $118.21            | $122.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1267  | 2054-04-01      | 6.0000%  | 0.0000% | $216.04            | $224.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDB0546  | 2054-02-01      | 7.5000%  | 0.0000% | $474.97            | $512.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0428  | 2054-04-01      | 5.5000%  | 0.0000% | $136.00            | $139.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7469  | 2054-01-01      | 7.0000%  | 0.0000% | $384.12            | $410.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA6413  | 2054-02-01      | 7.5000%  | 0.0000% | $270.55            | $295.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CLDA6408  | 2053-12-01      | 8.0000%  | 0.0000% | $411.49            | $445.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTSC0482  | 2042-04-01      | 2.0000%  | 0.0000% | $117.75            | $103.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0529  | 2046-10-01      | 3.0000%  | 0.0000% | $7150.12           | $6657.31           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0240  | 2048-01-01      | 3.5000%  | 0.0000% | $147.78            | $141.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1915  | 2049-02-01      | 3.0000%  | 0.0000% | $129.56            | $120.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1812  | 2053-11-01      | 6.0000%  | 0.0000% | $123.81            | $128.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1322  | 2054-09-01      | 6.0000%  | 0.0000% | $130.11            | $134.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1191  | 2052-08-01      | 3.5000%  | 0.0000% | $379.55            | $358.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1766  | 2055-02-01      | 5.5000%  | 0.0000% | $145346.28         | $150154.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA1746  | 2052-03-01      | 3.0000%  | 0.0000% | $652.02            | $592.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0658  | 2054-10-01      | 4.5000%  | 0.0000% | $770.89            | $765.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0507  | 2055-01-01      | 6.0000%  | 0.0000% | $187.23            | $194.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA0455  | 2054-05-01      | 6.5000%  | 0.0000% | $111.89            | $118.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0104  | 2051-02-01      | 3.5000%  | 0.0000% | $369.59            | $357.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDG1219  | 2056-02-01      | 6.5000%  | 0.0000% | $137.93            | $145.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0112  | 2056-01-01      | 6.0000%  | 0.0000% | $153.80            | $161.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG0833  | 2056-01-01      | 6.0000%  | 0.0000% | $137.82            | $143.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8653  | 2055-12-01      | 5.5000%  | 0.0000% | $275.19            | $284.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF8646  | 2056-01-01      | 6.0000%  | 0.0000% | $140.99            | $146.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL991538  | 2038-11-01      | 6.5000%  | 0.0000% | $2092.49           | $2215.80           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889060  | 2038-01-01      | 6.0000%  | 0.0000% | $2.47              | $2.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC1259  | 2055-10-01      | 6.5000%  | 0.0000% | $2814030.45        | $3002549.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0837  | 2055-01-01      | 6.0000%  | 0.0000% | $48797.79          | $50613.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ0236  | 2055-08-01      | 5.5000%  | 0.0000% | $548.25            | $563.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9844  | 2055-01-01      | 6.5000%  | 0.0000% | $131.30            | $137.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE9973  | 2055-10-01      | 5.5000%  | 0.0000% | $728.95            | $748.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0205  | 2055-09-01      | 6.0000%  | 0.0000% | $550.43            | $567.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5705  | 2054-11-01      | 4.5000%  | 0.0000% | $253387.74         | $252148.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2500  | 2055-08-01      | 6.5000%  | 0.0000% | $353.12            | $374.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ3313  | 2055-01-01      | 6.5000%  | 0.0000% | $108.25            | $114.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC1219  | 2055-10-01      | 5.5000%  | 0.0000% | $378784.38         | $390999.13         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2714  | 2054-01-01      | 6.5000%  | 0.0000% | $476.71            | $505.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5877  | 2055-11-01      | 4.5000%  | 0.0000% | $25428.89          | $25203.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9940  | 2055-02-01      | 4.5000%  | 0.0000% | $499.87            | $500.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  | 0.0000% | $4029541.75        | $4158202.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6158  | 2055-04-01      | 6.0000%  | 0.0000% | $123.66            | $128.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  | 0.0000% | $233.59            | $241.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC7505  | 2054-12-01      | 5.5000%  | 0.0000% | $251868.35         | $257433.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0282  | 2055-04-01      | 6.5000%  | 0.0000% | $517.22            | $539.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5809  | 2055-01-01      | 6.5000%  | 0.0000% | $94.61             | $98.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  | 0.0000% | $44.46             | $46.32             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956  | 2046-01-01      | 5.5000%  | 0.0000% | $140.70            | $143.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5598  | 2045-01-01      | 5.5000%  | 0.0000% | $100.98            | $103.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5496  | 2054-10-01      | 5.0000%  | 0.0000% | $11557411.10       | $11652657.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5192  | 2053-11-01      | 6.5000%  | 0.0000% | $67.97             | $70.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5175  | 2043-10-01      | 5.5000%  | 0.0000% | $266.06            | $273.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165  | 2053-10-01      | 5.5000%  | 0.0000% | $1989.81           | $2034.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5107  | 2053-08-01      | 5.5000%  | 0.0000% | $414.46            | $424.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5634  | 2053-01-01      | 5.5000%  | 0.0000% | $2256948.83        | $2317853.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1312  | 2052-09-01      | 5.5000%  | 0.0000% | $131.71            | $136.02            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQF1157  | 2052-09-01      | 6.5000%  | 0.0000% | $86.27             | $91.54             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQF1743  | 2052-10-01      | 4.0000%  | 0.0000% | $111.54            | $110.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9678  | 2052-09-01      | 5.5000%  | 0.0000% | $163389.00         | $168872.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8504  | 2052-08-01      | 5.0000%  | 0.0000% | $93.85             | $94.81             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE0896  | 2052-04-01      | 4.0000%  | 0.0000% | $92.30             | $90.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD1240  | 2051-11-01      | 3.0000%  | 0.0000% | $292.88            | $267.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9138  | 2050-03-01      | 4.0000%  | 0.0000% | $96.17             | $94.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLFM7438  | 2038-11-01      | 7.5000%  | 0.0000% | $159.78            | $170.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4875  | 2050-11-01      | 2.5000%  | 0.0000% | $102.42            | $90.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM4868  | 2050-11-01      | 2.0000%  | 0.0000% | $87.82             | $74.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982  | 2050-05-01      | 3.5000%  | 0.0000% | $31.01             | $29.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFM3462  | 2033-12-01      | 3.5000%  | 0.0000% | $25.94             | $25.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM3241  | 2050-03-01      | 3.0000%  | 0.0000% | $3005122.43        | $2765087.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2983  | 2049-05-01      | 4.0000%  | 0.0000% | $113.01            | $111.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM2423  | 2047-07-01      | 5.0000%  | 0.0000% | $80.18             | $82.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  | 0.0000% | $433.77            | $442.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3745  | 2055-03-01      | 6.0000%  | 0.0000% | $124.48            | $128.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0118  | 2054-05-01      | 6.0000%  | 0.0000% | $355.82            | $371.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ7064  | 2055-10-01      | 6.5000%  | 0.0000% | $59671.93          | $62988.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6339  | 2055-04-01      | 6.0000%  | 0.0000% | $257.22            | $268.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE6485  | 2055-09-01      | 6.0000%  | 0.0000% | $229051.21         | $238733.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA2526  | 2052-04-01      | 2.5000%  | 0.0000% | $131.56            | $116.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIDD9495  | 2040-07-01      | 5.5000%  | 0.0000% | $269.33            | $277.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8034  | 2055-05-01      | 6.0000%  | 0.0000% | $218.56            | $226.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5757  | 2055-03-01      | 5.0000%  | 0.0000% | $255249.46         | $260211.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0582  | 2046-11-01      | 3.5000%  | 0.0000% | $190013.47         | $184000.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA2975  | 2055-08-01      | 6.5000%  | 0.0000% | $271698.92         | $289651.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2580  | 2055-07-01      | 6.0000%  | 0.0000% | $113.20            | $118.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9704  | 2055-09-01      | 7.0000%  | 0.0000% | $1157750.95        | $1227032.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3585  | 2055-11-01      | 6.0000%  | 0.0000% | $89635.02          | $93997.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6001  | 2055-05-01      | 6.0000%  | 0.0000% | $125.42            | $130.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF0715  | 2055-09-01      | 6.5000%  | 0.0000% | $20733.30          | $21808.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7202  | 2054-09-01      | 6.5000%  | 0.0000% | $345.62            | $365.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9142  | 2055-05-01      | 5.5000%  | 0.0000% | $307921.63         | $317369.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD9787  | 2055-08-01      | 6.5000%  | 0.0000% | $274.58            | $288.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD8886  | 2055-08-01      | 7.0000%  | 0.0000% | $137.96            | $145.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5912  | 2055-04-01      | 6.5000%  | 0.0000% | $273.88            | $288.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5512  | 2055-06-01      | 6.0000%  | 0.0000% | $517.01            | $541.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5463  | 2055-04-01      | 6.0000%  | 0.0000% | $272.66            | $284.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD6271  | 2055-04-01      | 6.0000%  | 0.0000% | $306.81            | $318.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5101  | 2055-04-01      | 6.5000%  | 0.0000% | $331644.52         | $349384.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4241  | 2055-03-01      | 5.5000%  | 0.0000% | $102.00            | $104.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  | 0.0000% | $410.51            | $438.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0448  | 2055-01-01      | 6.5000%  | 0.0000% | $10685.39          | $11169.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC8902  | 2055-01-01      | 5.5000%  | 0.0000% | $117.68            | $120.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7461  | 2054-11-01      | 6.5000%  | 0.0000% | $259829.96         | $277085.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC3998  | 2054-10-01      | 6.5000%  | 0.0000% | $166.96            | $174.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC2805  | 2054-08-01      | 7.0000%  | 0.0000% | $333719.24         | $362423.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9599  | 2054-08-01      | 6.5000%  | 0.0000% | $244.88            | $259.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB8386  | 2054-07-01      | 6.0000%  | 0.0000% | $135.19            | $139.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5468  | 2054-05-01      | 6.0000%  | 0.0000% | $225.67            | $233.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4856  | 2054-12-01      | 6.0000%  | 0.0000% | $144.84            | $150.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL3415  | 2055-09-01      | 5.0000%  | 0.0000% | $116048.31         | $117102.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL2557  | 2055-08-01      | 6.0000%  | 0.0000% | $129.27            | $136.57            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1948  | 2055-07-01      | 6.5000%  | 0.0000% | $1250404.96        | $1328509.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1700  | 2055-03-01      | 6.5000%  | 0.0000% | $377.16            | $394.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8459  | 2055-11-01      | 6.5000%  | 0.0000% | $100971.24         | $106620.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ8451  | 2055-11-01      | 6.5000%  | 0.0000% | $137.47            | $146.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ4591  | 2055-10-01      | 5.5000%  | 0.0000% | $421.18            | $432.76            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQZ2289  | 2055-08-01      | 7.0000%  | 0.0000% | $417.13            | $443.33            | Agency Mortgage-Backed Securities         |
| GNMA GNHA RM DK8713 H      | 2075-09-20      | 5.3890%  | 0.0000% | $280.40            | $304.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB1906  | 2054-07-01      | 7.0000%  | 0.0000% | $136.06            | $146.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY2336  | 2053-05-01      | 5.5000%  | 0.0000% | $131.52            | $136.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4645  | 2054-06-01      | 6.0000%  | 0.0000% | $780384.69         | $805240.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT9390  | 2051-11-01      | 3.0000%  | 0.0000% | $96.66             | $88.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT7347  | 2051-09-01      | 2.0000%  | 0.0000% | $231300.24         | $192311.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT7274  | 2051-09-01      | 2.5000%  | 0.0000% | $318.23            | $279.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT1701  | 2051-06-01      | 3.0000%  | 0.0000% | $238.53            | $217.65            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4783  | 2032-02-01      | 2.2400%  | 0.0000% | $158.34            | $144.83            | Agency Mortgage-Backed Securities         |
| FNMA MNMS 02.625 MLBS1658  | 2051-06-01      | 2.6250%  | 0.0000% | $477.14            | $369.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR3432  | 2051-01-01      | 2.0000%  | 0.0000% | $95.91             | $79.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ5979  | 2050-11-01      | 2.0000%  | 0.0000% | $38840.08          | $32574.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ2405  | 2050-09-01      | 2.5000%  | 0.0000% | $67.13             | $59.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBP3659  | 2050-08-01      | 2.5000%  | 0.0000% | $261667.46         | $228712.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO9169  | 2049-12-01      | 3.0000%  | 0.0000% | $240.49            | $221.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO8933  | 2050-01-01      | 3.0000%  | 0.0000% | $144009.04         | $132392.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3251  | 2049-11-01      | 3.0000%  | 0.0000% | $545.42            | $507.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO3189  | 2049-10-01      | 3.0000%  | 0.0000% | $296.20            | $271.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL555408  | 2033-04-01      | 5.0000%  | 0.0000% | $349.23            | $356.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9392  | 2055-09-01      | 6.5000%  | 0.0000% | $411.34            | $435.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9368  | 2055-09-01      | 6.0000%  | 0.0000% | $285726.35         | $294892.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE9821  | 2055-09-01      | 7.0000%  | 0.0000% | $253.35            | $269.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8811  | 2055-09-01      | 6.0000%  | 0.0000% | $392.09            | $408.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8754  | 2055-09-01      | 6.5000%  | 0.0000% | $427710.62         | $448164.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8030  | 2055-09-01      | 6.5000%  | 0.0000% | $581353.29         | $609633.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE8016  | 2055-09-01      | 6.5000%  | 0.0000% | $136.22            | $143.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7983  | 2055-08-01      | 6.0000%  | 0.0000% | $437.38            | $450.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5277  | 2055-08-01      | 6.0000%  | 0.0000% | $248.27            | $257.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3704  | 2055-08-01      | 6.5000%  | 0.0000% | $614683.45         | $649908.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE3702  | 2055-08-01      | 6.0000%  | 0.0000% | $410.78            | $428.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4454  | 2055-07-01      | 7.5000%  | 0.0000% | $137.18            | $148.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDE4453  | 2055-06-01      | 7.5000%  | 0.0000% | $274.44            | $297.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2581  | 2055-07-01      | 6.0000%  | 0.0000% | $317144.09         | $329422.11         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE1335  | 2055-06-01      | 6.5000%  | 0.0000% | $1076208.10        | $1141889.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLTA2916  | 2056-01-01      | 7.0000%  | 0.0000% | $35038.01          | $37200.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5755  | 2056-01-01      | 6.5000%  | 0.0000% | $137.34            | $145.92            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5780  | 2056-01-01      | 6.5000%  | 0.0000% | $137.78            | $147.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ5575  | 2055-12-01      | 6.0000%  | 0.0000% | $137.66            | $143.52            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8553  | 2053-02-01      | 6.0000%  | 0.0000% | $1949738.25        | $2041532.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8432  | 2053-01-01      | 6.5000%  | 0.0000% | $77.15             | $81.07             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7927  | 2052-09-01      | 4.5000%  | 0.0000% | $312.49            | $312.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7577  | 2052-06-01      | 5.0000%  | 0.0000% | $180.12            | $182.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6562  | 2052-01-01      | 2.5000%  | 0.0000% | $5361.98           | $4761.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5801  | 2051-09-01      | 2.5000%  | 0.0000% | $59395.05          | $52372.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA2579  | 2050-05-01      | 3.0000%  | 0.0000% | $94743.99          | $85807.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA1202  | 2049-08-01      | 3.5000%  | 0.0000% | $6890.69           | $6568.67           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1976  | 2054-08-01      | 5.5000%  | 0.0000% | $101.50            | $104.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH4878  | 2053-11-01      | 6.5000%  | 0.0000% | $131294.32         | $137682.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4849  | 2053-10-01      | 7.0000%  | 0.0000% | $207.11            | $224.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8165  | 2053-08-01      | 5.0000%  | 0.0000% | $242.05            | $247.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC1028  | 2055-09-01      | 6.0000%  | 0.0000% | $263850.16         | $277327.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0439  | 2055-05-01      | 6.0000%  | 0.0000% | $4033837.88        | $4225269.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  | 0.0000% | $226.32            | $239.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0778  | 2054-03-01      | 6.5000%  | 0.0000% | $341.00            | $360.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569  | 2052-02-01      | 3.0000%  | 0.0000% | $62312.76          | $56501.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN8937  | 2049-06-01      | 3.5000%  | 0.0000% | $33.91             | $32.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM2827  | 2047-03-01      | 4.5000%  | 0.0000% | $37.42             | $37.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941  | 2053-03-01      | 5.5000%  | 0.0000% | $293.62            | $300.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6555  | 2051-04-01      | 2.0000%  | 0.0000% | $27270.23          | $22871.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156  | 2051-07-01      | 2.5000%  | 0.0000% | $1211.74           | $1056.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8509  | 2046-12-01      | 3.0000%  | 0.0000% | $174539.62         | $163480.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ4009  | 2054-09-01      | 7.0000%  | 0.0000% | $136.22            | $145.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ6575  | 2051-09-01      | 2.5000%  | 0.0000% | $188.20            | $164.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU0525  | 2051-10-01      | 3.0000%  | 0.0000% | $427.79            | $388.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1509  | 2046-08-01      | 3.0000%  | 0.0000% | $35.56             | $33.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA9225  | 2051-02-01      | 2.0000%  | 0.0000% | $93.32             | $77.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3136  | 2053-04-01      | 6.5000%  | 0.0000% | $106.02            | $111.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8390  | 2053-11-01      | 4.0000%  | 0.0000% | $26948.69          | $26238.80          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493  | 2052-07-01      | 2.5000%  | 0.0000% | $238.63            | $207.69            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY7012  | 2053-07-01      | 7.0000%  | 0.0000% | $134.14            | $145.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398  | 2051-08-01      | 2.0000%  | 0.0000% | $510.89            | $424.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5450  | 2053-01-01      | 5.0000%  | 0.0000% | $337.56            | $342.27            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.500 CLQH8278  | 2054-01-01      | 7.5000%  | 0.0000% | $111.65            | $121.38            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8321  | 2052-12-01      | 6.0000%  | 0.0000% | $70.29             | $73.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBW6967  | 2053-01-01      | 7.0000%  | 0.0000% | $397.98            | $437.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $306.04            | $254.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4978  | 2053-04-01      | 5.0000%  | 0.0000% | $324.64            | $328.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164  | 2053-10-01      | 5.0000%  | 0.0000% | $232.07            | $234.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8125  | 2054-05-01      | 5.5000%  | 0.0000% | $936.57            | $963.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7346  | 2053-10-01      | 6.5000%  | 0.0000% | $195.89            | $205.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA2389  | 2050-04-01      | 4.5000%  | 0.0000% | $90.68             | $90.98             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3354  | 2053-06-01      | 5.0000%  | 0.0000% | $72633.16          | $73526.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7533  | 2052-08-01      | 4.5000%  | 0.0000% | $97817.32          | $97795.80          | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G06964 G  | 2038-11-01      | 5.5000%  | 0.0000% | $160.23            | $168.17            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G05801 G  | 2032-12-01      | 7.5000%  | 0.0000% | $86.71             | $91.26             | Agency Mortgage-Backed Securities         |
| FMAC 07.000 FGPC G05740 G  | 2036-01-01      | 7.0000%  | 0.0000% | $216.11            | $227.81            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  | 0.0000% | $92855.72          | $97456.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8928  | 2054-09-01      | 6.0000%  | 0.0000% | $3193.96           | $3339.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7645  | 2054-01-01      | 4.5000%  | 0.0000% | $116.25            | $115.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7299  | 2052-05-01      | 3.0000%  | 0.0000% | $218.79            | $200.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS8086  | 2054-06-01      | 6.5000%  | 0.0000% | $116922.92         | $123987.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6631  | 2052-07-01      | 2.5000%  | 0.0000% | $5445.06           | $4730.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6370  | 2053-10-01      | 5.0000%  | 0.0000% | $1804461.16        | $1845727.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0193  | 2047-12-01      | 3.5000%  | 0.0000% | $146.26            | $141.10            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8562  | 2030-04-01      | 2.5000%  | 0.0000% | $17.95             | $17.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8546  | 2029-12-01      | 2.5000%  | 0.0000% | $22415.62          | $21943.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZN3505  | 2049-02-01      | 4.0000%  | 0.0000% | $34.89             | $34.46             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL3757  | 2042-09-01      | 3.5000%  | 0.0000% | $757.93            | $734.45            | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08528 G  | 2043-04-01      | 3.0000%  | 0.0000% | $31.93             | $30.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9453  | 2047-04-01      | 4.0000%  | 0.0000% | $22.18             | $21.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL3681  | 2040-10-01      | 6.0000%  | 0.0000% | $18.80             | $19.95             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5628  | 2053-09-01      | 5.5000%  | 0.0000% | $111.20            | $115.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4529  | 2053-03-01      | 5.5000%  | 0.0000% | $1172993.06        | $1202413.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5353  | 2054-05-01      | 5.5000%  | 0.0000% | $108.26            | $110.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV5693  | 2044-02-01      | 4.5000%  | 0.0000% | $67486.09          | $68263.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA5636  | 2053-11-01      | 7.0000%  | 0.0000% | $135.30            | $145.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4000  | 2041-07-01      | 6.0000%  | 0.0000% | $601.46            | $637.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQG4600  | 2053-05-01      | 7.0000%  | 0.0000% | $114.42            | $124.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2667  | 2050-02-01      | 3.0000%  | 0.0000% | $289.07            | $267.21            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6422  | 2037-08-01      | 4.1700%  | 0.0000% | $689.66            | $675.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3494  | 2048-04-01      | 2.5000%  | 0.0000% | $318350.43         | $283207.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU0952  | 2051-10-01      | 2.0000%  | 0.0000% | $154.60            | $128.66            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8257  | 2052-10-01      | 4.5000%  | 0.0000% | $84816.02          | $84380.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA6427  | 2054-02-01      | 6.5000%  | 0.0000% | $134.68            | $145.07            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8121  | 2051-01-01      | 2.0000%  | 0.0000% | $4769.30           | $3978.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN2871  | 2049-01-01      | 5.0000%  | 0.0000% | $13.80             | $14.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP5487  | 2050-06-01      | 3.0000%  | 0.0000% | $111.72            | $103.35            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4949  | 2029-11-01      | 2.4750%  | 0.0000% | $369.75            | $354.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784  | 2051-10-01      | 2.5000%  | 0.0000% | $102.38            | $89.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8188  | 2052-01-01      | 2.0000%  | 0.0000% | $107.65            | $89.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  | 0.0000% | $136.78            | $141.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1635  | 2049-09-01      | 3.5000%  | 0.0000% | $831.06            | $783.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126  | 2048-01-01      | 3.5000%  | 0.0000% | $543.72            | $521.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5356  | 2052-12-01      | 5.5000%  | 0.0000% | $124.29            | $127.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189  | 2052-01-01      | 2.5000%  | 0.0000% | $33407.84          | $29085.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF1529  | 2052-10-01      | 6.0000%  | 0.0000% | $132.02            | $138.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA7057  | 2050-09-01      | 3.5000%  | 0.0000% | $137686.78         | $131715.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3416  | 2048-07-01      | 4.5000%  | 0.0000% | $10413077.72       | $10414223.16       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM4744  | 2047-06-01      | 3.0000%  | 0.0000% | $122888.80         | $115105.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBW5096  | 2053-01-01      | 6.5000%  | 0.0000% | $90281.86          | $96482.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1023  | 2049-07-01      | 3.5000%  | 0.0000% | $60.02             | $57.58             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2496  | 2052-08-01      | 4.5000%  | 0.0000% | $41962.19          | $41790.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2472  | 2048-10-01      | 4.0000%  | 0.0000% | $6262.69           | $6163.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4017  | 2055-12-01      | 5.5000%  | 0.0000% | $413.03            | $421.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3800  | 2055-10-01      | 6.0000%  | 0.0000% | $4117177.27        | $4327471.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA3656  | 2050-08-01      | 3.5000%  | 0.0000% | $2427362.54        | $2328240.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFA3417  | 2055-11-01      | 6.5000%  | 0.0000% | $139.14            | $147.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3171  | 2054-06-01      | 6.0000%  | 0.0000% | $5846473.38        | $6123890.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3107  | 2053-12-01      | 5.5000%  | 0.0000% | $7460911.41        | $7636945.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2938  | 2053-02-01      | 6.0000%  | 0.0000% | $482.15            | $500.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA2767  | 2055-09-01      | 6.0000%  | 0.0000% | $422609.06         | $443175.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA4934  | 2043-02-01      | 5.0000%  | 0.0000% | $543.16            | $560.74            | Agency Mortgage-Backed Securities         |
| USTR 2 1/8 TRIN X 29       | 2029-04-15      | 2.1250%  | 0.0000% | $12182.22          | $12670.63          | U.S. Treasuries (including strips)        |

### Security 149: Royal Bank of Canada

- **C.1 - Title:** Rbc Repo Repo 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 964FUN008, C.4 - ISIN: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: 964FUN008_3.65_0306
- **C.18 - Value (incl. sponsor support):** $798500000.00
- **C.18.a - Value (excl. sponsor support):** $798500000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FGRA 5338FG 08/15/45 | 2045-08-15      | 4.1227%  | 0.0000% | $2107208.45        | $2071594.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  | 0.0000% | $2662881.91        | $2522070.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL093FL R24F093 | 2054-12-25      | 5.1172%  | 0.0000% | $7223762.27        | $7291833.87        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03607B 12/15/37 | 2037-12-15      | 6.3070%  | 0.0000% | $91274.99          | $92916.28          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.4934%  | 0.0000% | $68939.98          | $69284.73          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.3257%  | 0.0000% | $171656.37         | $172783.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 5.9106%  | 0.0000% | $77314.75          | $79264.84          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575FB 09/25/55 | 2055-09-25      | 5.0172%  | 0.0000% | $7144713.73        | $7233434.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05563G 11/25/52 | 2052-11-25      | 5.0000%  | 0.0000% | $2529273.01        | $2546173.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 4.6172%  | 0.0000% | $702146.42         | $706097.06         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5561LA 09/25/51 | 2051-09-25      | 5.5000%  | 0.0000% | $2220796.89        | $2254198.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5560FB 06/25/55 | 2055-06-25      | 4.6672%  | 0.0000% | $292291.59         | $294521.57         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5557FM 07/25/55 | 2055-07-25      | 4.7672%  | 0.0000% | $606383.72         | $610231.73         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5526FK 12/25/54 | 2054-12-25      | 4.7172%  | 0.0000% | $4861570.49        | $4888708.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513MF 11/25/54 | 2054-11-25      | 4.6072%  | 0.0000% | $772290.74         | $776664.19         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5499FW 02/25/55 | 2055-02-25      | 5.0672%  | 0.0000% | $831704.20         | $840564.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 4.5172%  | 0.0000% | $3833312.82        | $3846618.08        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R23F004 | 2045-07-25      | 5.5000%  | 0.0000% | $99575.34          | $100714.10         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.2772%  | 0.0000% | $10021226.08       | $9990587.41        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL087FA R24F087 | 2054-12-25      | 5.0672%  | 0.0000% | $960663.17         | $969251.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL092HF R24F092 | 2054-12-25      | 4.8672%  | 0.0000% | $957535.86         | $966112.89         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FB R24F064 | 2054-09-25      | 4.7672%  | 0.0000% | $2215261.49        | $2229073.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  | 0.0000% | $601516.49         | $606320.37         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.2172%  | 0.0000% | $1738711.67        | $1761149.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  | 0.0000% | $2380539.54        | $1867126.73        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FC 02/25/55 | 2055-02-25      | 4.6672%  | 0.0000% | $1256577.46        | $1265278.37        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 4.8172%  | 0.0000% | $6511928.42        | $6561742.21        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL052FB R25F052 | 2055-07-25      | 4.8672%  | 0.0000% | $199315.80         | $200973.59         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC055CF R25F055 | 2055-07-25      | 4.4672%  | 0.0000% | $14688892.83       | $14723708.12       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL054FM R25F054 | 2055-07-25      | 4.7672%  | 0.0000% | $291894.14         | $293758.13         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC019CA R25F019 | 2051-02-25      | 5.0000%  | 0.0000% | $1549569.21        | $1559568.76        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FD R25F001 | 2055-02-25      | 4.8672%  | 0.0000% | $420468.09         | $423717.63         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004 | 2053-12-25      | 4.8672%  | 0.0000% | $223876.58         | $225775.81         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL100FD R24F100 | 2054-06-25      | 5.1172%  | 0.0000% | $1410712.72        | $1424006.27        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC004D R25F004  | 2052-07-25      | 5.5000%  | 0.0000% | $3139922.09        | $3187191.18        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.0672%  | 0.0000% | $4180279.43        | $4227547.99        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  | 0.0000% | $364582.88         | $361723.82         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105TB R09F105 | 2039-12-25      | 6.5437%  | 0.0000% | $123086.87         | $125143.15         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508AF 02/25/55 | 2055-02-25      | 4.6672%  | 0.0000% | $569074.38         | $573071.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082CF R24F082 | 2054-11-25      | 5.0172%  | 0.0000% | $483972.49         | $488270.52         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 4.5172%  | 0.0000% | $2253809.07        | $2261708.57        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5535FB 05/25/55 | 2055-05-25      | 4.5172%  | 0.0000% | $4529967.69        | $4551185.86        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 5342FA 01/15/47 | 2047-01-15      | 4.0727%  | 0.0000% | $3585049.60        | $3515333.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5542CF 05/25/55 | 2055-05-25      | 5.2172%  | 0.0000% | $2189190.08        | $2216970.56        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC133HC R12F133 | 2041-09-25      | 2.5000%  | 0.0000% | $514795.41         | $508003.48         | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.2648%  | 0.0000% | $83673.50          | $82855.69          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3827BL 03/15/41 | 2041-03-15      | 5.0000%  | 0.0000% | $705620.00         | $718162.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5568FE 08/25/55 | 2055-08-25      | 4.8672%  | 0.0000% | $5294542.01        | $5340998.45        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 4.7172%  | 0.0000% | $3483167.87        | $3501095.97        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.4659%  | 0.0000% | $61715.49          | $61939.33          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.1817%  | 0.0000% | $963559.60         | $960681.75         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL136KB R13F136 | 2029-01-25      | 3.5000%  | 0.0000% | $132983.73         | $132544.06         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC073KA R13F073 | 2042-10-25      | 3.0000%  | 0.0000% | $2430156.22        | $2370859.60        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  | 0.0000% | $1729791.69        | $1690862.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-032 M      | 2056-01-20      | 4.5000%  | 0.0000% | $159.70            | $159.10            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  | 0.0000% | $2779645.59        | $2808665.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  | 0.0000% | $4632742.65        | $4666060.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FJ 12/25/54 | 2054-12-25      | 4.8172%  | 0.0000% | $4149939.87        | $4187682.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.0172%  | 0.0000% | $791471.16         | $799205.21         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC072NA R13F072 | 2042-08-25      | 2.5000%  | 0.0000% | $58342.72          | $58139.02          | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.5708%  | 0.0000% | $174167.03         | $180767.98         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5438FE 08/25/54 | 2054-08-25      | 4.9672%  | 0.0000% | $757300.57         | $762750.07         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC061BA R13F061 | 2043-01-25      | 3.0000%  | 0.0000% | $3361909.33        | $3228867.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5480FD 03/25/54 | 2054-03-25      | 5.0172%  | 0.0000% | $1126657.20        | $1136477.97        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC099FE R24F099 | 2055-01-25      | 5.1172%  | 0.0000% | $661406.15         | $669345.20         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FJ 11/25/54 | 2054-11-25      | 4.8172%  | 0.0000% | $5249734.58        | $5282275.71        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111EF R25F111 | 2056-01-25      | 4.6672%  | 0.0000% | $1838870.92        | $1835300.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  | 0.0000% | $1007988.86        | $1017803.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  | 0.0000% | $2130275.87        | $2155778.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471BF 11/25/54 | 2054-11-25      | 4.6172%  | 0.0000% | $3076768.57        | $3085714.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5445FH 08/25/54 | 2054-08-25      | 4.7672%  | 0.0000% | $2885683.58        | $2904425.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05440F 08/25/54 | 2054-08-25      | 4.7172%  | 0.0000% | $456365.38         | $459251.47         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 4.5172%  | 0.0000% | $2973815.96        | $2983635.37        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 4.5172%  | 0.0000% | $2964172.63        | $2974547.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  | 0.0000% | $125.19            | $126.67            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FB R24F090 | 2053-11-25      | 4.9172%  | 0.0000% | $3432316.73        | $3466506.65        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC077DF R24F077 | 2053-10-25      | 4.8672%  | 0.0000% | $454725.61         | $457691.97         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.0872%  | 0.0000% | $405329.68         | $410424.53         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  | 0.0000% | $4151875.68        | $3103297.34        | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4313FM 03/15/44 | 2044-03-15      | 4.2227%  | 0.0000% | $336431.21         | $333854.00         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  | 0.0000% | $426687.25         | $419822.56         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL032F R24F032  | 2054-06-25      | 4.9672%  | 0.0000% | $2123382.40        | $2143875.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5484FA 12/25/54 | 2054-12-25      | 4.8672%  | 0.0000% | $1074926.31        | $1084129.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549BF 02/25/55 | 2055-02-25      | 4.8672%  | 0.0000% | $912422.70         | $919347.44         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481AF 12/25/54 | 2054-12-25      | 4.8672%  | 0.0000% | $3378530.96        | $3403972.65        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  | 0.0000% | $96632.50          | $94903.52          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC092JF R24F092 | 2054-12-25      | 4.8172%  | 0.0000% | $2520908.37        | $2542216.66        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 5505AF 03/15/50 | 2050-03-15      | 4.6003%  | 0.0000% | $954966.40         | $950173.86         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL090FA R24F090 | 2054-12-25      | 5.1672%  | 0.0000% | $584578.19         | $590297.74         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC093FA R24F093 | 2054-12-25      | 5.1672%  | 0.0000% | $2108114.56        | $2128881.73        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL021FB R25F021 | 2053-07-25      | 4.9672%  | 0.0000% | $3843904.94        | $3875390.20        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5479FA 12/25/54 | 2054-12-25      | 4.8672%  | 0.0000% | $1584397.99        | $1597500.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAS9823 | 2047-06-01      | 3.5000%  | 0.0000% | $57.87             | $55.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  | 0.0000% | $127.62            | $130.25            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $4591308.94        | $4649040.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBN4303 | 2048-12-01      | 5.0000%  | 0.0000% | $25.08             | $25.65             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9033 | 2054-08-01      | 6.5000%  | 0.0000% | $138.15            | $148.00            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9003 | 2054-08-01      | 6.0000%  | 0.0000% | $1020.20           | $1077.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9841 | 2054-12-01      | 6.5000%  | 0.0000% | $895477.11         | $941764.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  | 0.0000% | $3648128.61        | $3847529.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8331 | 2054-04-01      | 5.5000%  | 0.0000% | $57954.18          | $59253.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7925 | 2054-01-01      | 5.0000%  | 0.0000% | $4052.58           | $4092.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB7816 | 2054-01-01      | 7.0000%  | 0.0000% | $91.85             | $98.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $897.19            | $932.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $3698017.28        | $3895448.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | 0.0000% | $1333302.87        | $1388927.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3392 | 2053-07-01      | 5.5000%  | 0.0000% | $137197.03         | $141919.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $38.37             | $35.61             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5309 | 2054-04-01      | 5.5000%  | 0.0000% | $4237.18           | $4375.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT1679 | 2049-01-01      | 4.5000%  | 0.0000% | $4552807.29        | $4592676.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8156 | 2051-07-01      | 2.5000%  | 0.0000% | $14137.71          | $12326.04          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB0831 | 2037-10-01      | 4.0000%  | 0.0000% | $106.06            | $105.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  | 0.0000% | $3858074.44        | $3914722.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  | 0.0000% | $5854798.88        | $5928417.77        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS2927 | 2033-09-01      | 1.8200%  | 0.0000% | $11587714.94       | $9931997.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  | 0.0000% | $134.39            | $136.04            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA3723 | 2050-10-01      | 2.0000%  | 0.0000% | $94.03             | $78.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ5146 | 2055-10-01      | 6.5000%  | 0.0000% | $194073.28         | $205447.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3185 | 2055-10-01      | 6.0000%  | 0.0000% | $159.13            | $166.27            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE8773 | 2055-09-01      | 5.0000%  | 0.0000% | $459819.58         | $466493.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFA0354 | 2052-03-01      | 2.0000%  | 0.0000% | $28870.12          | $24329.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $154.59            | $159.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $316459.89         | $325763.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $40.85             | $37.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $123.55            | $126.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8819 | 2050-04-01      | 3.0000%  | 0.0000% | $86.10             | $78.06             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4967 | 2054-02-01      | 5.5000%  | 0.0000% | $18407.16          | $18935.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0105 | 2051-06-01      | 2.5000%  | 0.0000% | $351842.59         | $306867.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $7348.71           | $7524.34           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP7519 | 2050-11-01      | 2.0000%  | 0.0000% | $100.58            | $83.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  | 0.0000% | $213374.94         | $227898.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ2108 | 2045-10-01      | 3.5000%  | 0.0000% | $45.04             | $43.39             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0019 | 2054-07-01      | 7.0000%  | 0.0000% | $171241.49         | $184054.05         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ1011 | 2034-05-01      | 5.0300%  | 0.0000% | $275931.90         | $291136.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4264 | 2053-11-01      | 6.0000%  | 0.0000% | $4103509.00        | $4307003.38        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ0831 | 2054-07-01      | 7.0000%  | 0.0000% | $224883.13         | $241118.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $686.17            | $692.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  | 0.0000% | $617093.40         | $632218.50         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS4388 | 2034-01-01      | 2.2100%  | 0.0000% | $111196.08         | $97380.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE9829 | 2047-03-01      | 4.0000%  | 0.0000% | $23.85             | $23.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA4894 | 2053-01-01      | 6.0000%  | 0.0000% | $345208.98         | $357216.50         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM8703 | 2030-04-01      | 3.0400%  | 0.0000% | $369883.70         | $360339.43         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  | 0.0000% | $132.66            | $131.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW8980 | 2052-10-01      | 4.0000%  | 0.0000% | $127.48            | $124.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2591 | 2052-08-01      | 5.0000%  | 0.0000% | $377931.83         | $387719.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3428 | 2055-12-01      | 5.5000%  | 0.0000% | $9164746.12        | $9455738.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8370 | 2056-02-01      | 5.5000%  | 0.0000% | $159.66            | $165.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1768 | 2037-07-01      | 2.0000%  | 0.0000% | $161.55            | $150.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9733 | 2056-01-01      | 5.5000%  | 0.0000% | $159.53            | $164.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI9440 | 2054-07-01      | 5.5000%  | 0.0000% | $743002.41         | $758007.51         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | 0.0000% | $266.74            | $276.97            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQI4959 | 2054-05-01      | 5.0000%  | 0.0000% | $1021149.63        | $1041988.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  | 0.0000% | $568.78            | $588.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3844 | 2056-01-01      | 6.5000%  | 0.0000% | $118008.18         | $125888.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0103 | 2056-03-01      | 5.5000%  | 0.0000% | $1007.07           | $1027.50           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRJ5779 | 2056-01-01      | 6.5000%  | 0.0000% | $502850.22         | $538776.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ5221 | 2055-11-01      | 5.0000%  | 0.0000% | $13353530.37       | $13597540.91       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRJ5060 | 2055-10-01      | 4.5000%  | 0.0000% | $753377.11         | $748938.97         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRJ3245 | 2055-01-01      | 5.0000%  | 0.0000% | $172269.63         | $174966.35         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  | 0.0000% | $14521.25          | $14904.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0179 | 2053-11-01      | 5.5000%  | 0.0000% | $2316056.73        | $2398179.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4138 | 2055-11-01      | 5.0000%  | 0.0000% | $159.01            | $161.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE6941 | 2056-01-01      | 5.0000%  | 0.0000% | $159.54            | $161.08            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL4139 | 2056-02-01      | 5.0000%  | 0.0000% | $3181034.24        | $3217619.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLTA3748 | 2056-01-01      | 6.5000%  | 0.0000% | $37879.00          | $40057.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ3006 | 2054-09-01      | 5.0000%  | 0.0000% | $4419.00           | $4504.36           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $8.94              | $9.36              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $2300.30           | $2325.59           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $326.42            | $336.30            | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $6.02              | $6.11              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $14.24             | $14.54             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A17062 G | 2033-12-01      | 6.0000%  | 0.0000% | $10324.45          | $10644.18          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $2.22              | $2.22              | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC N31313 G | 2036-09-01      | 5.5000%  | 0.0000% | $99.26             | $103.52            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $10.24             | $10.71             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1490 | 2052-08-01      | 4.5000%  | 0.0000% | $4033523.52        | $4056280.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $127.71            | $130.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA1098 | 2053-12-01      | 6.5000%  | 0.0000% | $62635.63          | $65348.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI2626 | 2041-06-01      | 4.5000%  | 0.0000% | $11.44             | $11.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0491 | 2054-06-01      | 6.5000%  | 0.0000% | $101.52            | $105.91            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  | 0.0000% | $20.41             | $19.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $119.67            | $122.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  | 0.0000% | $7724646.28        | $6870304.70        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3225%  | 0.0000% | $1002667.29        | $904745.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.6837%  | 0.0000% | $463928.50         | $404864.94         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL041A1 R20M041 | 2029-03-25      | 1.2900%  | 0.0000% | $89398.65          | $88147.30          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL025AV2 R19M02 | 2026-12-25      | 2.2660%  | 0.0000% | $159740.12         | $158952.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5074 | 2054-09-01      | 5.0000%  | 0.0000% | $229872.95         | $232930.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI6576 | 2041-07-01      | 5.0000%  | 0.0000% | $10.27             | $10.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1863 | 2041-05-01      | 5.0000%  | 0.0000% | $9.80              | $10.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | 0.0000% | $12.34             | $12.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CKAH2705 | 2041-01-01      | 4.5000%  | 0.0000% | $4.59              | $4.57              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629291 | 2032-02-01      | 6.5000%  | 0.0000% | $4639.94           | $4882.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555967 | 2033-11-01      | 5.5000%  | 0.0000% | $19756.53          | $20393.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3600 | 2055-11-01      | 5.5000%  | 0.0000% | $2097406.70        | $2165925.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $11398063.80       | $9912834.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4520 | 2042-01-01      | 2.0000%  | 0.0000% | $2660014.21        | $2346354.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $52407.32          | $50077.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA3910 | 2035-01-01      | 2.0000%  | 0.0000% | $50.48             | $47.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0293 | 2030-01-01      | 4.5000%  | 0.0000% | $41881.07          | $42352.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7302 | 2042-12-01      | 3.5000%  | 0.0000% | $381758.44         | $369695.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB6513 | 2042-10-01      | 3.5000%  | 0.0000% | $1039777.63        | $1007570.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5172 | 2042-05-01      | 3.5000%  | 0.0000% | $2056753.23        | $1992411.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | 0.0000% | $183604.23         | $177690.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0586 | 2055-06-01      | 6.0000%  | 0.0000% | $40167.20          | $42073.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6455 | 2053-06-01      | 4.0000%  | 0.0000% | $16485.06          | $16072.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB6135 | 2053-04-01      | 4.5000%  | 0.0000% | $10945.54          | $10876.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6078 | 2053-04-01      | 5.5000%  | 0.0000% | $3588456.30        | $3683719.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5901 | 2053-03-01      | 5.0000%  | 0.0000% | $1051.89           | $1067.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $129.35            | $128.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $130.90            | $130.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6266 | 2053-05-01      | 6.0000%  | 0.0000% | $4472997.28        | $4679883.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4785 | 2052-10-01      | 5.0000%  | 0.0000% | $3659842.02        | $3735915.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $11229222.95       | $11450765.53       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  | 0.0000% | $1403.96           | $1447.18           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CNRD5246 | 2035-05-01      | 4.5000%  | 0.0000% | $127431.23         | $129457.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNRD5276 | 2036-01-01      | 5.0000%  | 0.0000% | $154.84            | $158.25            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC1860 | 2036-04-01      | 2.0000%  | 0.0000% | $10538.21          | $9812.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $833951.39         | $734056.06         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $2516002.10        | $2522669.50        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9380 | 2053-07-01      | 5.5000%  | 0.0000% | $24276.66          | $24958.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $8291232.79        | $8490804.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFS9157 | 2042-05-01      | 2.0000%  | 0.0000% | $1386291.08        | $1222824.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  | 0.0000% | $378180.10         | $382838.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2171 | 2052-06-01      | 4.5000%  | 0.0000% | $39952.56          | $39989.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6650 | 2047-02-01      | 3.0000%  | 0.0000% | $1196332.75        | $1126785.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM4099 | 2042-10-01      | 3.5000%  | 0.0000% | $654332.77         | $634070.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1179007.93        | $1088845.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK9431 | 2042-03-01      | 3.5000%  | 0.0000% | $136478.48         | $131998.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ1405 | 2041-09-01      | 4.0000%  | 0.0000% | $11.22             | $11.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL9438 | 2031-09-01      | 3.5000%  | 0.0000% | $19.82             | $19.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9282 | 2046-06-01      | 4.0000%  | 0.0000% | $23.32             | $23.11             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CQAL6513 | 2044-07-01      | 5.0000%  | 0.0000% | $23.20             | $24.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL5971 | 2044-10-01      | 4.0000%  | 0.0000% | $24.90             | $24.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL4434 | 2043-02-01      | 3.5000%  | 0.0000% | $1114599.32        | $1087912.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  | 0.0000% | $316918.16         | $324071.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $7648438.09        | $7821080.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $1586692.27        | $1658098.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $259081.25         | $257697.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $6431402.57        | $6510625.30        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA3166 | 2055-10-01      | 6.0000%  | 0.0000% | $19611517.28       | $20565918.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3567 | 2055-11-01      | 5.5000%  | 0.0000% | $4485661.09        | $4634258.58        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  | 0.0000% | $6068600.00        | $5589048.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4989 | 2054-10-01      | 5.5000%  | 0.0000% | $4595774.61        | $4783825.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4973 | 2054-08-01      | 6.0000%  | 0.0000% | $218419.12         | $228915.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  | 0.0000% | $131.82            | $134.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  | 0.0000% | $1894263.68        | $1942149.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $95.93             | $99.50             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBT6813 | 2051-10-01      | 3.0000%  | 0.0000% | $87.68             | $79.53             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  | 0.0000% | $840564.66         | $852906.58         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BS7348 | 2030-02-01      | 5.0800%  | 0.0000% | $221334.22         | $231107.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2227 | 2051-08-01      | 2.5000%  | 0.0000% | $115.69            | $102.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR0909 | 2051-04-01      | 2.0000%  | 0.0000% | $112.21            | $94.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9224 | 2051-01-01      | 2.0000%  | 0.0000% | $113.37            | $94.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8087 | 2050-08-01      | 2.0000%  | 0.0000% | $97.91             | $81.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBP6345 | 2050-06-01      | 3.0000%  | 0.0000% | $80.01             | $73.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIBO9370 | 2034-11-01      | 5.0000%  | 0.0000% | $62.52             | $64.13             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $21.37             | $20.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $4208.57           | $4237.63           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7274 | 2052-08-01      | 3.3470%  | 0.0000% | $4421726.99        | $4366001.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDA6334 | 2054-04-01      | 5.0000%  | 0.0000% | $240285.51         | $244822.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  | 0.0000% | $532184.85         | $555272.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3672 | 2053-10-01      | 7.5000%  | 0.0000% | $100.66            | $108.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLDA3671 | 2053-10-01      | 7.5000%  | 0.0000% | $83.51             | $89.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL849913 | 2035-09-01      | 5.0000%  | 0.0000% | $4.10              | $4.20              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | 0.0000% | $5.06              | $5.25              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL759153 | 2034-01-01      | 5.5000%  | 0.0000% | $23571.69          | $24097.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745802 | 2036-07-01      | 6.0000%  | 0.0000% | $65823.47          | $69849.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1.75              | $1.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6103 | 2045-06-01      | 3.0000%  | 0.0000% | $24.13             | $22.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $128.55            | $132.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3756 | 2054-08-01      | 5.5000%  | 0.0000% | $223407.91         | $229445.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  | 0.0000% | $7515888.02        | $7704395.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | 0.0000% | $132.73            | $137.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIRC2197 | 2036-08-01      | 2.0000%  | 0.0000% | $2732533.55        | $2544194.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | 0.0000% | $16787.25          | $17150.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $120.23            | $119.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2285 | 2051-12-01      | 2.5000%  | 0.0000% | $4861640.61        | $4287702.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN5409 | 2049-04-01      | 3.5000%  | 0.0000% | $31.54             | $30.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5042 | 2054-10-01      | 5.5000%  | 0.0000% | $229099.74         | $234190.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX9466 | 2053-03-01      | 5.5000%  | 0.0000% | $233777.22         | $242328.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $90.40             | $79.62             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CNQS0268 | 2032-09-01      | 5.0000%  | 0.0000% | $36.28             | $37.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3858 | 2054-04-01      | 5.5000%  | 0.0000% | $92392.04          | $95080.76          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $14463412.81       | $14792587.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7788 | 2052-08-01      | 5.0000%  | 0.0000% | $11517204.43       | $11678538.71       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA5574 | 2051-07-01      | 2.5000%  | 0.0000% | $109.69            | $96.47             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4528 | 2051-02-01      | 2.5000%  | 0.0000% | $241504.76         | $209586.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4414 | 2051-01-01      | 2.5000%  | 0.0000% | $228103.49         | $201136.08         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLRA2677 | 2050-06-01      | 2.0000%  | 0.0000% | $42546.21          | $35896.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CIQN3688 | 2035-10-01      | 2.0000%  | 0.0000% | $62581.64          | $58743.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQN1110 | 2034-12-01      | 2.5000%  | 0.0000% | $43.77             | $41.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ5552 | 2054-09-01      | 6.5000%  | 0.0000% | $960713.10         | $1002488.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ5193 | 2054-10-01      | 5.5000%  | 0.0000% | $149180.42         | $152957.55         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ4332 | 2054-08-01      | 6.0000%  | 0.0000% | $188252.40         | $197299.31         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ3034 | 2054-09-01      | 6.5000%  | 0.0000% | $124.65            | $133.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $12381286.90       | $12987454.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CWAS6715 | 2031-02-01      | 2.5000%  | 0.0000% | $21.53             | $20.89             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAK6727 | 2042-03-01      | 3.5000%  | 0.0000% | $443680.44         | $429117.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $17404.83          | $16578.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA5022 | 2050-01-01      | 4.0000%  | 0.0000% | $13013.15          | $12822.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $22098.77          | $20836.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4305 | 2052-08-01      | 5.0000%  | 0.0000% | $5475833.51        | $5629776.23        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0625 | 2051-05-01      | 2.5000%  | 0.0000% | $107.08            | $93.86             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $434.11            | $358.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  | 0.0000% | $18566.16          | $17863.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTCA2985 | 2039-01-01      | 4.5000%  | 0.0000% | $12471.75          | $12686.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0705 | 2051-06-01      | 3.0000%  | 0.0000% | $98.22             | $89.63             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $84.35             | $88.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $27.24             | $26.33             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2612 | 2052-10-01      | 4.5000%  | 0.0000% | $74852.17          | $74529.33          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7988 | 2050-12-01      | 2.0000%  | 0.0000% | $4750.45           | $3959.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4097 | 2052-07-01      | 4.5000%  | 0.0000% | $12612544.32       | $12608331.73       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA4904 | 2053-10-01      | 6.0000%  | 0.0000% | $148.60            | $153.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CZAL3585 | 2053-04-01      | 3.5000%  | 0.0000% | $25.99             | $24.56             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $1280083.36        | $1248182.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF4134 | 2052-11-01      | 5.5000%  | 0.0000% | $124.14            | $128.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $41.45             | $39.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5778 | 2052-12-01      | 6.0000%  | 0.0000% | $2380813.75        | $2466983.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0455 | 2051-05-01      | 2.5000%  | 0.0000% | $29638.94          | $25836.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4890 | 2054-10-01      | 5.5000%  | 0.0000% | $212374.61         | $220441.50         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $87543.56          | $86896.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0225 | 2043-08-01      | 4.0000%  | 0.0000% | $14.34             | $14.27             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $5.04              | $5.08              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  | 0.0000% | $3681.10           | $3807.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3885 | 2055-11-01      | 5.5000%  | 0.0000% | $2593385.41        | $2646265.12        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL3778 | 2055-12-01      | 5.5000%  | 0.0000% | $339693.51         | $350946.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  | 0.0000% | $2165394.67        | $2231320.83        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2338 | 2055-08-01      | 5.5000%  | 0.0000% | $2973178.89        | $3033493.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0461 | 2050-11-01      | 3.0000%  | 0.0000% | $1827468.27        | $1666955.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1485 | 2054-08-01      | 5.5000%  | 0.0000% | $189357.71         | $197095.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA7640 | 2054-04-01      | 6.5000%  | 0.0000% | $211646.03         | $225979.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAL4708 | 2043-03-01      | 4.0000%  | 0.0000% | $274317.27         | $272927.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4039 | 2052-07-01      | 5.0000%  | 0.0000% | $4652997.48        | $4712221.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  | 0.0000% | $16.52             | $16.38             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8907 | 2030-07-01      | 4.7800%  | 0.0000% | $442161.23         | $458201.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  | 0.0000% | $12649119.50       | $10543830.96       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $10617773.60       | $11203827.51       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0721 | 2042-01-01      | 2.0000%  | 0.0000% | $2618915.50        | $2314983.67        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $3242229.40        | $3104221.02        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.0946%  | 0.0000% | $282740.84         | $268629.23         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0022A1 R26M00 | 2033-03-25      | 4.2000%  | 0.0000% | $4786299.65        | $4791092.33        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004AV R26M004 | 2039-01-25      | 2.8864%  | 0.0000% | $3077099.60        | $2847322.18        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A1 R26M004 | 2030-11-25      | 2.8864%  | 0.0000% | $2446284.60        | $2386144.22        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.4759%  | 0.0000% | $444733.39         | $454996.80         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.4946%  | 0.0000% | $3402450.96        | $3297163.91        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A1 R20M001 | 2029-10-25      | 2.1510%  | 0.0000% | $451424.99         | $444639.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  | 0.0000% | $655879.08         | $611028.86         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  | 0.0000% | $73901.98          | $72628.01          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  | 0.0000% | $1235831.23        | $1177937.34        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  | 0.0000% | $289237.53         | $279329.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  | 0.0000% | $372464.05         | $346600.96         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A2 R18M012 | 2030-08-25      | 3.6250%  | 0.0000% | $745063.14         | $741822.16         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.0740%  | 0.0000% | $2111745.17        | $2067079.88        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.0627%  | 0.0000% | $984838.10         | $976990.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5314%  | 0.0000% | $572428.16         | $550182.30         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $254398.80         | $249447.48         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $4902790.00        | $4349695.64        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  | 0.0000% | $5792.22           | $5772.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $11881719.68       | $12282991.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $921985.10         | $821512.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1517 | 2056-02-01      | 6.0000%  | 0.0000% | $1930689.13        | $1995889.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDG1395 | 2056-02-01      | 6.0000%  | 0.0000% | $160.62            | $167.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF9871 | 2056-01-01      | 5.0000%  | 0.0000% | $2243725.04        | $2266214.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF8631 | 2056-01-01      | 5.0000%  | 0.0000% | $218386.90         | $221570.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF8582 | 2056-01-01      | 5.5000%  | 0.0000% | $1354082.18        | $1399644.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $9060567.51        | $9426554.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  | 0.0000% | $1318832.60        | $1361712.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9317 | 2054-10-01      | 5.0000%  | 0.0000% | $61315.55          | $61902.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $121.75            | $123.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB9232 | 2054-08-01      | 7.0000%  | 0.0000% | $157.59            | $172.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9206 | 2054-09-01      | 5.0000%  | 0.0000% | $8260558.27        | $8368904.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2103 | 2054-12-01      | 5.5000%  | 0.0000% | $1254.16           | $1292.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | 0.0000% | $7657474.10        | $7719967.60        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CZ257280 | 2048-05-01      | 4.5000%  | 0.0000% | $6145.10           | $6136.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 NQ256109 | 2036-01-01      | 6.5000%  | 0.0000% | $1.35              | $1.41              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $4941.03           | $4994.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3336 | 2053-07-01      | 5.0000%  | 0.0000% | $2566370.02        | $2610065.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB0867 | 2051-06-01      | 3.5000%  | 0.0000% | $3572.54           | $3389.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3109 | 2052-03-01      | 2.5000%  | 0.0000% | $117.52            | $103.30            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $130475.31         | $130167.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CWAL5852 | 2029-09-01      | 4.0000%  | 0.0000% | $1861.82           | $1866.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD1868 | 2052-11-01      | 5.5000%  | 0.0000% | $10661252.88       | $11108409.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $2839.50           | $2861.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW0937 | 2029-04-01      | 3.0000%  | 0.0000% | $8.24              | $8.16              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAU7484 | 2043-09-01      | 4.5000%  | 0.0000% | $103541.23         | $105054.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | 0.0000% | $328295.89         | $340230.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  | 0.0000% | $6644.97           | $6892.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8273 | 2052-11-01      | 3.5000%  | 0.0000% | $1477.24           | $1391.92           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8245 | 2052-09-01      | 4.5000%  | 0.0000% | $247.89            | $246.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $134.87            | $127.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | 0.0000% | $5135.52           | $4842.66           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $476.25            | $450.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $110.72            | $102.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8507 | 2051-01-01      | 2.0000%  | 0.0000% | $988668.47         | $832403.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7363 | 2050-10-01      | 2.5000%  | 0.0000% | $1048193.54        | $915080.88         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7342 | 2050-10-01      | 2.0000%  | 0.0000% | $104.57            | $87.17             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $3257666.28        | $2716136.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | 0.0000% | $96.33             | $80.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $99.80             | $84.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6698 | 2050-08-01      | 2.0000%  | 0.0000% | $12522124.81       | $10445724.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6578 | 2050-08-01      | 2.5000%  | 0.0000% | $22725191.26       | $19855921.25       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $72.90             | $63.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $5619674.42        | $4925760.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICA5065 | 2035-01-01      | 3.0000%  | 0.0000% | $48.77             | $47.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA4860 | 2049-12-01      | 3.0000%  | 0.0000% | $30116.38          | $27711.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA4701 | 2034-11-01      | 2.5000%  | 0.0000% | $48.42             | $46.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $34.05             | $32.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA3336 | 2049-04-01      | 4.0000%  | 0.0000% | $37.64             | $36.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  | 0.0000% | $29.43             | $29.64             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWCA2522 | 2033-09-01      | 3.5000%  | 0.0000% | $78323.89          | $78389.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8189 | 2052-01-01      | 2.5000%  | 0.0000% | $473.11            | $411.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $106.16            | $92.59             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8161 | 2051-08-01      | 2.5000%  | 0.0000% | $91832.39          | $80004.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $909.23            | $826.54            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8128 | 2051-02-01      | 2.0000%  | 0.0000% | $153.99            | $128.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $110.42            | $116.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $12003.68          | $12029.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | 0.0000% | $214741.48         | $189785.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $2326651.64        | $2140783.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE4961 | 2052-06-01      | 5.0000%  | 0.0000% | $252214.94         | $258280.98         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE1063 | 2052-04-01      | 3.0000%  | 0.0000% | $120.36            | $110.09            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB7230 | 2051-01-01      | 2.0000%  | 0.0000% | $13326.72          | $11016.33          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G67720 G | 2049-03-01      | 4.5000%  | 0.0000% | $41.52             | $41.84             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQJ2131 | 2054-08-01      | 6.5000%  | 0.0000% | $95.79             | $99.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $19603.16          | $19538.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  | 0.0000% | $15224.32          | $15436.85          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $5290443.07        | $5195738.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $100591.32         | $103824.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  | 0.0000% | $16285674.44       | $16321226.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $245.12            | $233.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3744 | 2052-03-01      | 2.5000%  | 0.0000% | $6358.88           | $5518.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $2710878.06        | $2676490.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3426 | 2052-04-01      | 3.5000%  | 0.0000% | $114.90            | $108.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB3013 | 2052-03-01      | 2.0000%  | 0.0000% | $7769.39           | $6500.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2751 | 2052-02-01      | 2.5000%  | 0.0000% | $120.87            | $105.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3515 | 2052-05-01      | 3.5000%  | 0.0000% | $16306.73          | $15436.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2436 | 2051-12-01      | 3.0000%  | 0.0000% | $13579.11          | $12323.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $126.47            | $109.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2168 | 2051-11-01      | 3.0000%  | 0.0000% | $114.75            | $104.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2054 | 2051-11-01      | 2.0000%  | 0.0000% | $233.99            | $197.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB1216 | 2036-07-01      | 2.5000%  | 0.0000% | $83.58             | $79.68             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB0498 | 2051-05-01      | 2.0000%  | 0.0000% | $2272.92           | $1890.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCB0466 | 2041-05-01      | 2.5000%  | 0.0000% | $12597.71          | $11573.34          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q45023 G | 2046-12-01      | 3.5000%  | 0.0000% | $38.03             | $36.55             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD3944 | 2053-05-01      | 4.5000%  | 0.0000% | $10691.02          | $10684.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3650 | 2053-08-01      | 6.0000%  | 0.0000% | $12875346.70       | $13603477.59       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $8346255.51        | $8515118.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $106.72            | $111.28            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $3741.11           | $3816.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8471 | 2054-10-01      | 6.5000%  | 0.0000% | $5366130.90        | $5595342.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $4184.29           | $4312.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  | 0.0000% | $107.91            | $111.31            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8322 | 2053-05-01      | 4.5000%  | 0.0000% | $131.86            | $130.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX7862 | 2053-03-01      | 6.0000%  | 0.0000% | $105.57            | $109.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX7638 | 2053-05-01      | 5.5000%  | 0.0000% | $109834.97         | $112806.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW8263 | 2052-09-01      | 5.0000%  | 0.0000% | $232952.75         | $235631.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW7198 | 2052-09-01      | 4.5000%  | 0.0000% | $131.34            | $131.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBW1977 | 2052-07-01      | 3.5000%  | 0.0000% | $107342.65         | $101674.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBW1433 | 2052-05-01      | 4.0000%  | 0.0000% | $125.52            | $122.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV5584 | 2052-05-01      | 3.5000%  | 0.0000% | $129.12            | $123.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV4133 | 2052-03-01      | 2.5000%  | 0.0000% | $121.56            | $105.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBU5890 | 2051-12-01      | 2.5000%  | 0.0000% | $105.00            | $91.36             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1185 | 2051-10-01      | 3.0000%  | 0.0000% | $821462.24         | $744721.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0430 | 2050-08-01      | 2.5000%  | 0.0000% | $173450.87         | $152704.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | 0.0000% | $84.59             | $78.76             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  | 0.0000% | $176.90            | $175.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $89.86             | $87.93             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $5315.68           | $5059.28           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CISB1773 | 2037-03-01      | 2.0000%  | 0.0000% | $155.23            | $145.01            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0297 | 2035-03-01      | 3.0000%  | 0.0000% | $46.42             | $45.27             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0028 | 2047-01-01      | 3.0000%  | 0.0000% | $147.66            | $138.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $142.69            | $144.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CVAU7218 | 2028-09-01      | 3.5000%  | 0.0000% | $11.03             | $11.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT9223 | 2043-07-01      | 3.0000%  | 0.0000% | $34.83             | $32.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT8615 | 2043-07-01      | 3.5000%  | 0.0000% | $72.92             | $70.67             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CKBM6968 | 2051-10-01      | 2.5000%  | 0.0000% | $880663.99         | $748472.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $43.81             | $44.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3719 | 2045-12-01      | 4.5000%  | 0.0000% | $85621.25          | $86660.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  | 0.0000% | $30.20             | $29.89             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD7384 | 2055-01-01      | 6.0000%  | 0.0000% | $126669.60         | $132796.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6638 | 2054-10-01      | 5.5000%  | 0.0000% | $21966.67          | $22575.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4287 | 2038-01-01      | 4.0000%  | 0.0000% | $28.72             | $28.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $118.98            | $114.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 R3BF0203 | 2047-02-01      | 3.0000%  | 0.0000% | $20600.13          | $19004.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0120 | 2056-07-01      | 4.0000%  | 0.0000% | $3798881.68        | $3709094.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF7410 | 2055-12-01      | 5.5000%  | 0.0000% | $156.72            | $160.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | 0.0000% | $182733.68         | $189232.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2432 | 2055-11-01      | 5.0000%  | 0.0000% | $317.47            | $325.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF2014 | 2055-11-01      | 5.0000%  | 0.0000% | $1007944.19        | $1020095.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF1056 | 2055-10-01      | 5.5000%  | 0.0000% | $159.01            | $163.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0601 | 2055-09-01      | 6.0000%  | 0.0000% | $158.74            | $166.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0454 | 2055-10-01      | 6.0000%  | 0.0000% | $158.99            | $166.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | 0.0000% | $34.86             | $33.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6623 | 2046-02-01      | 4.0000%  | 0.0000% | $24.80             | $24.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  | 0.0000% | $9.83              | $9.81              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS0023 | 2043-07-01      | 3.5000%  | 0.0000% | $29557.41          | $28539.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAQ6290 | 2032-12-01      | 3.0000%  | 0.0000% | $6864.24           | $6718.70           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XMAL9759 | 2036-09-01      | 6.2060%  | 0.0000% | $36.97             | $38.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | 0.0000% | $17914.79          | $16679.95          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $304023.17         | $308076.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6155 | 2054-08-01      | 5.5000%  | 0.0000% | $25301.18          | $25988.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4669 | 2053-10-01      | 6.0000%  | 0.0000% | $112.59            | $116.60            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $3176453.41        | $3400493.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3425 | 2053-07-01      | 5.5000%  | 0.0000% | $122.40            | $126.42            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  | 0.0000% | $101.46            | $105.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1951 | 2048-07-01      | 4.0000%  | 0.0000% | $14392.46          | $14226.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2640 | 2048-11-01      | 4.5000%  | 0.0000% | $5787004.06        | $5864856.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2626 | 2048-11-01      | 4.0000%  | 0.0000% | $290.43            | $287.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1551 | 2048-04-01      | 4.0000%  | 0.0000% | $14.52             | $14.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1545 | 2048-04-01      | 4.0000%  | 0.0000% | $28.17             | $27.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA1569 | 2048-04-01      | 5.0000%  | 0.0000% | $591222.15         | $609810.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1774 | 2047-12-01      | 4.0000%  | 0.0000% | $1376.04           | $1363.25           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0614 | 2034-03-01      | 4.6300%  | 0.0000% | $159700.00         | $163603.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8931 | 2055-09-01      | 6.0000%  | 0.0000% | $793.76            | $829.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6149 | 2055-04-01      | 6.5000%  | 0.0000% | $339.82            | $359.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5924 | 2055-04-01      | 6.0000%  | 0.0000% | $158.32            | $164.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD5546 | 2055-06-01      | 5.5000%  | 0.0000% | $2322775.49        | $2393694.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3975 | 2055-03-01      | 6.5000%  | 0.0000% | $138554.09         | $146728.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $309599.93         | $315857.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIDD2613 | 2040-02-01      | 6.0000%  | 0.0000% | $127.82            | $133.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $112.74            | $116.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC7977 | 2055-01-01      | 6.5000%  | 0.0000% | $126.44            | $132.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC5514 | 2054-11-01      | 5.0000%  | 0.0000% | $156.76            | $158.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC3816 | 2054-10-01      | 7.0000%  | 0.0000% | $125.38            | $134.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  | 0.0000% | $203914.70         | $212903.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  | 0.0000% | $219617.78         | $226872.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLDC2693 | 2054-11-01      | 4.0000%  | 0.0000% | $156.58            | $152.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7258 | 2055-09-01      | 6.0000%  | 0.0000% | $159.01            | $164.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | 0.0000% | $19088.10          | $20119.46          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE5856 | 2055-08-01      | 5.0000%  | 0.0000% | $159.56            | $161.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE3693 | 2055-07-01      | 6.5000%  | 0.0000% | $1479944.77        | $1543412.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE4375 | 2055-09-01      | 6.5000%  | 0.0000% | $159.07            | $169.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9133 | 2055-05-01      | 5.5000%  | 0.0000% | $146.19            | $151.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8970 | 2055-09-01      | 6.0000%  | 0.0000% | $1058.61           | $1092.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  | 0.0000% | $8035.17           | $8232.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  | 0.0000% | $4975.05           | $4503.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $117.26            | $118.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX8562 | 2053-04-01      | 5.5000%  | 0.0000% | $115096.34         | $119681.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0316 | 2055-09-01      | 6.0000%  | 0.0000% | $158.51            | $164.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0778 | 2055-10-01      | 6.0000%  | 0.0000% | $1239.84           | $1286.04           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9644 | 2055-09-01      | 6.5000%  | 0.0000% | $159.19            | $169.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CRAT3973 | 2033-04-01      | 3.0000%  | 0.0000% | $18778.76          | $18120.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2118 | 2043-03-01      | 3.0000%  | 0.0000% | $1751.90           | $1651.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAT2032 | 2043-04-01      | 3.5000%  | 0.0000% | $23.27             | $22.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $4688.54           | $4598.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIAS8233 | 2031-11-01      | 2.0000%  | 0.0000% | $89559.88          | $86122.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE9225 | 2055-10-01      | 6.0000%  | 0.0000% | $210335.66         | $220062.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $159.06            | $164.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8495 | 2055-09-01      | 6.0000%  | 0.0000% | $1112.27           | $1148.33           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | 0.0000% | $259510.76         | $268051.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC0453 | 2054-10-01      | 4.5000%  | 0.0000% | $121.81            | $121.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9887 | 2054-08-01      | 6.5000%  | 0.0000% | $115.70            | $122.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8858 | 2054-07-01      | 6.5000%  | 0.0000% | $165312.06         | $173523.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB8887 | 2054-07-01      | 7.0000%  | 0.0000% | $104.95            | $111.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8877 | 2054-07-01      | 6.5000%  | 0.0000% | $157.32            | $166.68            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB4254 | 2054-07-01      | 6.5000%  | 0.0000% | $100.30            | $107.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB3252 | 2054-06-01      | 5.5000%  | 0.0000% | $175468.96         | $181992.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0455 | 2054-04-01      | 6.5000%  | 0.0000% | $157.03            | $164.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0473 | 2054-05-01      | 5.5000%  | 0.0000% | $156.21            | $160.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7670 | 2054-01-01      | 7.0000%  | 0.0000% | $126927.62         | $136026.37         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.5863%  | 0.0000% | $2455171.79        | $2380109.00        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.0816%  | 0.0000% | $2508088.50        | $2264504.62        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.4572%  | 0.0000% | $1171889.45        | $1131017.18        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A1 R22M001 | 2031-10-25      | 1.6684%  | 0.0000% | $754627.80         | $714035.37         | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.4970%  | 0.0000% | $5838.01           | $5844.86           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL023AB R21M023 | 2031-11-25      | 0.5000%  | 0.0000% | $444389.60         | $377329.92         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4680%  | 0.0000% | $4100297.50        | $3688439.93        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0061A2 R21M00 | 2031-03-25      | 1.4605%  | 0.0000% | $798500.00         | $704488.16         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0491A1 R20M04 | 2030-11-25      | 1.2553%  | 0.0000% | $1089985.50        | $1029007.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $3148403.91        | $2917457.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB7950 | 2054-02-01      | 4.5000%  | 0.0000% | $1580471.29        | $1582212.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | 0.0000% | $46.35             | $45.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  | 0.0000% | $3762692.77        | $3793321.51        | Agency Mortgage-Backed Securities         |
| FNMA MNMS 01.690 MIBL6320 | 2035-05-01      | 1.6900%  | 0.0000% | $157.41            | $142.50            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1720.30           | $1760.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY0716 | 2053-04-01      | 6.0000%  | 0.0000% | $96.30             | $101.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBN7756 | 2049-09-01      | 3.0000%  | 0.0000% | $591126.84         | $543749.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $3181367.03        | $3220393.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $123.64            | $120.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG9635 | 2053-09-01      | 5.5000%  | 0.0000% | $175460.26         | $182803.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  | 0.0000% | $225999.24         | $241206.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $141474.92         | $126668.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDD9532 | 2040-09-01      | 5.0000%  | 0.0000% | $2240547.11        | $2283321.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0259 | 2055-04-01      | 6.0000%  | 0.0000% | $18142.76          | $19058.92          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ4651 | 2055-08-01      | 6.0000%  | 0.0000% | $197703.05         | $207085.70         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7861 | 2054-01-01      | 6.0000%  | 0.0000% | $165623.87         | $174853.32         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1402 | 2055-05-01      | 6.5000%  | 0.0000% | $4645674.97        | $4849357.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1234 | 2055-04-01      | 5.0000%  | 0.0000% | $37289.22          | $37840.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ5868 | 2055-10-01      | 6.0000%  | 0.0000% | $210361.92         | $220282.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4856 | 2055-10-01      | 6.0000%  | 0.0000% | $477.36            | $498.23            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4855 | 2055-09-01      | 6.0000%  | 0.0000% | $5250.55           | $5486.13           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4779 | 2055-10-01      | 6.5000%  | 0.0000% | $458.73            | $488.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD8609 | 2055-05-01      | 6.0000%  | 0.0000% | $855136.57         | $890486.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC7350 | 2054-11-01      | 7.0000%  | 0.0000% | $139.50            | $148.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD7235 | 2055-05-01      | 6.0000%  | 0.0000% | $2456895.60        | $2536060.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE8789 | 2055-09-01      | 6.0000%  | 0.0000% | $2244351.60        | $2312226.03        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF0461 | 2055-10-01      | 6.0000%  | 0.0000% | $966818.80         | $1012412.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX4489 | 2054-12-01      | 6.0000%  | 0.0000% | $227118.49         | $237437.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6883 | 2054-10-01      | 6.0000%  | 0.0000% | $306158.62         | $317728.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $158.39            | $162.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD3396 | 2055-03-01      | 5.5000%  | 0.0000% | $207976.12         | $215087.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX7616 | 2055-03-01      | 6.5000%  | 0.0000% | $205084.90         | $219552.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ5518 | 2055-10-01      | 5.5000%  | 0.0000% | $6198.52           | $6340.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD8973 | 2055-09-01      | 6.5000%  | 0.0000% | $210385.00         | $220359.24         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  | 0.0000% | $710403.47         | $736833.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6533 | 2054-11-01      | 5.0000%  | 0.0000% | $148.63            | $150.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDF4125 | 2055-11-01      | 5.0000%  | 0.0000% | $159.08            | $160.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  | 0.0000% | $160.34            | $164.22            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.150 WAWA3290 | 2039-09-01      | 3.1500%  | 0.0000% | $428572.12         | $375733.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL3735 | 2054-07-01      | 6.5000%  | 0.0000% | $247660.12         | $259128.13         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4457 | 2055-09-01      | 6.5000%  | 0.0000% | $636.34            | $664.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ1024 | 2055-08-01      | 6.5000%  | 0.0000% | $217443.49         | $226776.48         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQZ0904 | 2055-08-01      | 5.0000%  | 0.0000% | $1882690.72        | $1897961.43        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  | 0.0000% | $2133475.70        | $2205256.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX3016 | 2055-01-01      | 6.0000%  | 0.0000% | $177961.99         | $183362.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDE0217 | 2055-06-01      | 7.0000%  | 0.0000% | $146.06            | $155.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU5473 | 2055-01-01      | 6.0000%  | 0.0000% | $209601.89         | $220686.33         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $151.61            | $152.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTMA5956 | 2046-01-01      | 5.5000%  | 0.0000% | $1119592.81        | $1145166.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ4454 | 2055-09-01      | 6.5000%  | 0.0000% | $636.08            | $672.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE9091 | 2055-10-01      | 6.5000%  | 0.0000% | $303.81            | $323.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  | 0.0000% | $32119057.93       | $33227015.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDF3445 | 2055-10-01      | 6.5000%  | 0.0000% | $1187591.22        | $1250051.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF9397 | 2056-01-01      | 6.0000%  | 0.0000% | $191048.30         | $197667.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $1782625.65        | $1841679.09        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6078 | 2049-01-01      | 4.5000%  | 0.0000% | $338857.84         | $342571.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  | 0.0000% | $220772.09         | $223996.69         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A15111 G | 2033-10-01      | 6.0000%  | 0.0000% | $19187.44          | $19875.18          | Agency Mortgage-Backed Securities         |
| FMAC 02.500 FGPC C91706 G | 2033-05-01      | 2.5000%  | 0.0000% | $40191.18          | $38858.59          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  | 0.0000% | $6776.14           | $6890.38           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ1794 | 2054-08-01      | 5.5000%  | 0.0000% | $211281.06         | $219914.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ1787 | 2054-08-01      | 6.0000%  | 0.0000% | $111.11            | $114.62            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ0527 | 2054-07-01      | 5.5000%  | 0.0000% | $221378.20         | $230425.76         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH5013 | 2053-11-01      | 6.0000%  | 0.0000% | $102.41            | $106.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | 0.0000% | $129.17            | $138.55            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH0832 | 2053-08-01      | 6.5000%  | 0.0000% | $130.65            | $139.96            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  | 0.0000% | $630015.85         | $643950.68         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | 0.0000% | $2062150.73        | $2145074.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $2928849.45        | $2984178.67        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0207 | 2052-09-01      | 4.5000%  | 0.0000% | $182911.32         | $183329.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE7747 | 2052-08-01      | 4.5000%  | 0.0000% | $119.80            | $119.72            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  | 0.0000% | $7941544.41        | $8040592.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | 0.0000% | $112.33            | $111.93            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $126.17            | $125.84            | Agency Mortgage-Backed Securities         |

### Security 150: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 977HCB005, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 977HCB005_3.67_0302
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 4.4200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII ET DH9421 C | 2065-08-20      | 6.5000%  | 0.0000% | $390349.24         | $409298.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9412 C | 2065-06-20      | 6.5000%  | 0.0000% | $540272.21         | $566499.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770607 X | 2041-08-15      | 4.0000%  | 0.0000% | $145114.74         | $141899.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770605 X | 2041-08-15      | 4.0000%  | 0.0000% | $16888.06          | $16611.69          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770600 X | 2041-09-15      | 4.0000%  | 0.0000% | $11011.39          | $10767.31          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766571 X | 2042-04-15      | 3.5000%  | 0.0000% | $49702.99          | $47664.71          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766495 X | 2041-10-15      | 4.0000%  | 0.0000% | $395.63            | $387.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 708520 X | 2039-04-15      | 5.0000%  | 0.0000% | $31842.53          | $32853.88          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 707871 X | 2039-02-15      | 4.5000%  | 0.0000% | $2337.56           | $2353.72           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 706201 C | 2039-04-20      | 5.5000%  | 0.0000% | $1166.89           | $1209.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 706022 X | 2039-01-15      | 5.0000%  | 0.0000% | $518.45            | $535.02            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705997 X | 2039-01-15      | 5.0000%  | 0.0000% | $4636.57           | $4804.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 705468 X | 2039-02-15      | 5.0000%  | 0.0000% | $156816.31         | $162490.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3733 C | 2065-10-20      | 7.0000%  | 0.0000% | $382053.20         | $400037.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3728 C | 2065-01-20      | 6.5000%  | 0.0000% | $358406.86         | $377373.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF7502 C | 2054-11-20      | 5.5000%  | 0.0000% | $882420.16         | $906288.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DF6603 C | 2054-11-20      | 7.0000%  | 0.0000% | $144488.98         | $151547.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF5605 C | 2064-11-20      | 6.0000%  | 0.0000% | $265239.47         | $272791.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF6298 C | 2064-11-20      | 6.5000%  | 0.0000% | $104110.19         | $109163.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698462 X | 2039-08-15      | 5.0000%  | 0.0000% | $1149554.85        | $1191147.02        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698400 X | 2039-07-15      | 4.5000%  | 0.0000% | $1366.40           | $1391.29           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 694458 X | 2038-10-15      | 6.0000%  | 0.0000% | $437.78            | $457.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688143 X | 2038-12-15      | 6.0000%  | 0.0000% | $137.31            | $148.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682229 X | 2049-07-15      | 4.0000%  | 0.0000% | $645874.94         | $625858.56         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 678161 X | 2038-06-15      | 5.0000%  | 0.0000% | $22488.18          | $23524.35          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677595 X | 2037-12-15      | 6.0000%  | 0.0000% | $623.96            | $647.37            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677227 X | 2038-08-15      | 6.0000%  | 0.0000% | $454.64            | $482.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 677224 X | 2038-08-15      | 5.5000%  | 0.0000% | $155.35            | $162.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 676723 X | 2038-02-15      | 6.0000%  | 0.0000% | $133876.53         | $140181.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 675725 C | 2047-06-20      | 3.5000%  | 0.0000% | $606.69            | $560.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675477 X | 2038-06-15      | 5.0000%  | 0.0000% | $4568.31           | $4714.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675358 X | 2035-11-15      | 5.0000%  | 0.0000% | $128.70            | $129.32            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1751 M | 2044-03-20      | 3.5000%  | 0.0000% | $2379.56           | $2212.47           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0463 M | 2042-10-20      | 4.0000%  | 0.0000% | $8951.91           | $8839.62           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0393 M | 2042-09-20      | 4.0000%  | 0.0000% | $20526.94          | $20269.46          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0223 M | 2042-07-20      | 5.0000%  | 0.0000% | $14708.10          | $15181.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0016 M | 2042-04-20      | 3.5000%  | 0.0000% | $21552.63          | $20040.81          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784115 M | 2046-02-20      | 3.0000%  | 0.0000% | $5708.79           | $5313.26           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082977 M | 2041-11-20      | 5.1250%  | 0.0000% | $3697.33           | $3784.74           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM8976 C | 2066-01-20      | 6.5000%  | 0.0000% | $185486.99         | $194491.17         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7666 C | 2065-10-20      | 7.0000%  | 0.0000% | $305706.85         | $320096.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7637 C | 2065-10-20      | 6.5000%  | 0.0000% | $840477.10         | $881277.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7632 C | 2065-10-20      | 6.5000%  | 0.0000% | $572970.29         | $600784.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7547 C | 2065-10-20      | 6.5000%  | 0.0000% | $3639869.85        | $3816565.31        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764820 X | 2041-04-15      | 4.5000%  | 0.0000% | $2663.29           | $2680.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764428 X | 2041-05-15      | 5.0000%  | 0.0000% | $757.62            | $776.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 764036 X | 2027-06-15      | 3.0000%  | 0.0000% | $2056.19           | $2045.62           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763526 X | 2041-05-15      | 4.6250%  | 0.0000% | $197534.72         | $199619.76         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762904 X | 2041-04-15      | 4.5000%  | 0.0000% | $2175.10           | $2199.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763432 X | 2041-06-15      | 4.6250%  | 0.0000% | $171066.31         | $172447.89         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763406 X | 2041-05-15      | 4.6250%  | 0.0000% | $71622.05          | $72094.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM6693 C | 2055-10-20      | 6.0000%  | 0.0000% | $416508.44         | $433639.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM6627 C | 2065-10-20      | 6.5000%  | 0.0000% | $788165.59         | $826426.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM7180 C | 2055-08-20      | 7.0000%  | 0.0000% | $256181.25         | $268695.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM5759 C | 2055-10-20      | 6.0000%  | 0.0000% | $322531.73         | $332804.79         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723424 X | 2039-11-15      | 5.5000%  | 0.0000% | $194705.43         | $201439.95         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723340 X | 2039-09-15      | 5.5000%  | 0.0000% | $473007.32         | $484709.63         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723157 X | 2039-08-15      | 5.0000%  | 0.0000% | $1061654.08        | $1091073.70        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723156 X | 2039-08-15      | 5.0000%  | 0.0000% | $901923.21         | $934564.82         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723616 X | 2040-01-15      | 5.0000%  | 0.0000% | $59402.53          | $61049.00          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 722513 X | 2040-01-15      | 5.0000%  | 0.0000% | $2024.69           | $2077.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720259 X | 2039-08-15      | 5.0000%  | 0.0000% | $824191.07         | $847034.44         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 720181 X | 2039-07-15      | 4.0000%  | 0.0000% | $4760.19           | $4665.08           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 485244 X | 2031-02-15      | 8.0000%  | 0.0000% | $5376.84           | $5507.59           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP0301 X | 2045-10-15      | 3.5000%  | 0.0000% | $555695.93         | $547643.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AM1088 X | 2041-10-15      | 4.5000%  | 0.0000% | $2149.16           | $2179.94           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9337 X | 2045-03-15      | 3.0000%  | 0.0000% | $326302.29         | $300833.31         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL0786 X | 2045-01-15      | 3.0000%  | 0.0000% | $356770.76         | $328918.27         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK4661 X | 2045-12-15      | 3.0000%  | 0.0000% | $83232.85          | $76733.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ9480 X | 2044-11-15      | 3.0000%  | 0.0000% | $3061.63           | $2821.10           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AJ3916 X | 2044-11-15      | 3.0000%  | 0.0000% | $2754.38           | $2539.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF5074 X | 2043-08-15      | 3.0000%  | 0.0000% | $50915.32          | $47697.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF0490 X | 2043-08-15      | 3.0000%  | 0.0000% | $66308.18          | $62116.62          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE8819 X | 2043-09-15      | 4.5000%  | 0.0000% | $20229.64          | $20860.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AE1919 X | 2043-06-15      | 3.0000%  | 0.0000% | $3754.95           | $3517.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY8218 X | 2047-01-15      | 4.0000%  | 0.0000% | $14978.21          | $14579.48          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY7069 X | 2047-03-15      | 5.0000%  | 0.0000% | $12754.03          | $12930.40          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3765 X | 2047-03-15      | 4.5000%  | 0.0000% | $6855.50           | $6882.62           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AY3404 X | 2047-02-15      | 4.5000%  | 0.0000% | $10059.04          | $10100.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8913 X | 2028-04-15      | 2.5000%  | 0.0000% | $63608.26          | $62829.54          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AD8884 C | 2043-03-20      | 3.5000%  | 0.0000% | $7989.26           | $7532.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD2414 X | 2043-05-15      | 3.5000%  | 0.0000% | $11692.97          | $11213.39          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD1800 X | 2028-03-15      | 3.5000%  | 0.0000% | $6802.13           | $6779.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD0721 X | 2043-06-15      | 3.0000%  | 0.0000% | $386.82            | $361.61            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9955 M | 2054-10-20      | 7.0000%  | 0.0000% | $63609.97          | $65041.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9907 M | 2054-09-20      | 6.0000%  | 0.0000% | $8939987.96        | $9176301.64        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM8256 X | 2052-04-15      | 4.5000%  | 0.0000% | $82821.75          | $83354.46          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8692 X | 2046-11-15      | 3.5000%  | 0.0000% | $12655.85          | $11925.34          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX7977 X | 2047-02-15      | 4.5000%  | 0.0000% | $31517.08          | $31503.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6572 X | 2047-06-15      | 5.0000%  | 0.0000% | $132734.10         | $135731.26         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6549 X | 2047-06-15      | 5.0000%  | 0.0000% | $28743.54          | $29159.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5831 X | 2047-01-15      | 4.0000%  | 0.0000% | $1163.56           | $1133.16           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5830 X | 2047-01-15      | 4.0000%  | 0.0000% | $655229.22         | $643350.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CJ9743 C | 2052-02-20      | 2.5000%  | 0.0000% | $215493.50         | $190565.12         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ9811 X | 2052-02-15      | 4.0000%  | 0.0000% | $148140.33         | $143602.04         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU2555 X | 2046-07-15      | 5.0000%  | 0.0000% | $26722.69          | $27424.43          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM2760 C | 2065-07-20      | 7.0000%  | 0.0000% | $115567.70         | $121007.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9711 C | 2055-08-20      | 7.0000%  | 0.0000% | $422950.66         | $442342.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL7286 C | 2055-10-20      | 7.0000%  | 0.0000% | $1144012.65        | $1218391.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4253 M | 2047-02-20      | 4.5000%  | 0.0000% | $26434.07          | $26345.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4184 M | 2047-01-20      | 3.0000%  | 0.0000% | $424286.02         | $385907.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4202 M | 2039-09-20      | 6.5000%  | 0.0000% | $1251.57           | $1325.64           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3994 M | 2046-10-20      | 3.5000%  | 0.0000% | $7922.49           | $7366.14           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3937 M | 2046-09-20      | 3.5000%  | 0.0000% | $79400.13          | $76251.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4451 M | 2047-05-20      | 3.5000%  | 0.0000% | $583391.06         | $559829.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2864 M | 2030-06-20      | 3.0000%  | 0.0000% | $145.79            | $143.91            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2120 X | 2052-02-15      | 4.0000%  | 0.0000% | $453128.25         | $444440.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7995 C | 2042-12-20      | 3.0000%  | 0.0000% | $9234.91           | $8447.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 636179 X | 2035-02-15      | 6.0000%  | 0.0000% | $626.03            | $645.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635903 X | 2034-11-15      | 6.0000%  | 0.0000% | $2597.92           | $2699.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 635437 X | 2035-12-15      | 6.0000%  | 0.0000% | $3548.80           | $3687.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626979 X | 2045-03-15      | 3.5000%  | 0.0000% | $28259.26          | $27099.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 622094 X | 2033-09-15      | 4.5000%  | 0.0000% | $634.48            | $634.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617831 X | 2042-03-15      | 3.5000%  | 0.0000% | $85518.57          | $81961.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617852 X | 2037-12-15      | 6.0000%  | 0.0000% | $204.20            | $214.01            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617567 X | 2037-06-15      | 6.0000%  | 0.0000% | $2846.72           | $3001.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 615779 X | 2028-09-15      | 5.0000%  | 0.0000% | $402.66            | $404.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4687 C | 2065-12-20      | 7.0000%  | 0.0000% | $382424.43         | $400425.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4526 C | 2065-12-20      | 6.5000%  | 0.0000% | $433295.96         | $454329.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4310 C | 2065-11-20      | 6.5000%  | 0.0000% | $2929593.26        | $3065618.50        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5401 M | 2048-08-20      | 5.5000%  | 0.0000% | $249408.35         | $258814.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $7034090.69        | $6466275.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6274 M | 2049-11-20      | 3.0000%  | 0.0000% | $28222.19          | $25563.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6209 M | 2049-10-20      | 3.0000%  | 0.0000% | $56794.06          | $51233.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 775131 X | 2041-09-15      | 4.0000%  | 0.0000% | $2003.62           | $1976.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 772827 X | 2027-08-15      | 2.5000%  | 0.0000% | $3106.14           | $3080.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771561 X | 2041-08-15      | 4.0000%  | 0.0000% | $1476.36           | $1456.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770563 X | 2041-08-15      | 4.6250%  | 0.0000% | $27250.61          | $27447.23          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770442 X | 2041-06-15      | 4.6250%  | 0.0000% | $48495.20          | $48967.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770052 X | 2029-04-15      | 4.0000%  | 0.0000% | $42899.93          | $42976.46          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770609 X | 2041-08-15      | 4.0000%  | 0.0000% | $16678.11          | $16394.03          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 770608 X | 2041-07-15      | 4.5000%  | 0.0000% | $36581.97          | $36794.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738969 X | 2026-11-15      | 3.0000%  | 0.0000% | $5584.76           | $5571.65           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738945 X | 2041-11-15      | 3.5000%  | 0.0000% | $93253.46          | $89710.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1302 C | 2056-02-20      | 6.5000%  | 0.0000% | $865554.85         | $929748.24         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9908 C | 2065-09-20      | 6.0000%  | 0.0000% | $259997.05         | $267873.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533924 X | 2030-07-15      | 8.5000%  | 0.0000% | $1153.35           | $1176.47           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 533891 X | 2030-06-15      | 8.5000%  | 0.0000% | $677.64            | $689.96            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9205 X | 2042-11-15      | 3.0000%  | 0.0000% | $2841.43           | $2664.22           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9169 X | 2042-11-15      | 3.0000%  | 0.0000% | $69253.10          | $65171.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9109 X | 2042-10-15      | 3.0000%  | 0.0000% | $5755.10           | $5388.01           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9082 X | 2042-10-15      | 3.0000%  | 0.0000% | $29066.89          | $27229.68          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB8166 X | 2043-01-15      | 4.0000%  | 0.0000% | $42764.26          | $42027.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $241429.68         | $225083.15         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB5980 X | 2045-12-15      | 4.5000%  | 0.0000% | $32130.80          | $32340.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2869 X | 2042-09-15      | 3.0000%  | 0.0000% | $17481.79          | $16381.59          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB2892 X | 2042-09-15      | 3.0000%  | 0.0000% | $10937.74          | $10264.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8393 X | 2027-09-15      | 2.5000%  | 0.0000% | $33815.92          | $33530.02          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8341 X | 2028-02-15      | 2.5000%  | 0.0000% | $11163.04          | $11044.78          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6403 X | 2043-05-15      | 3.0000%  | 0.0000% | $10706.31          | $10029.58          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5946 X | 2042-10-15      | 3.5000%  | 0.0000% | $4663.29           | $4469.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5821 X | 2042-11-15      | 3.0000%  | 0.0000% | $8837.74           | $8279.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5649 X | 2042-09-15      | 3.0000%  | 0.0000% | $10109.44          | $9483.07           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5527 X | 2042-08-15      | 3.5000%  | 0.0000% | $18093.91          | $17437.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532746 X | 2030-07-15      | 8.5000%  | 0.0000% | $343.16            | $355.41            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532706 X | 2030-07-15      | 8.5000%  | 0.0000% | $444.24            | $464.93            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531306 X | 2030-08-15      | 8.5000%  | 0.0000% | $1238.46           | $1283.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531257 X | 2030-07-15      | 8.5000%  | 0.0000% | $1464.44           | $1493.78           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531197 X | 2030-06-15      | 8.5000%  | 0.0000% | $419.89            | $428.16            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531194 X | 2030-06-15      | 8.0000%  | 0.0000% | $778.66            | $796.69            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530954 X | 2031-01-15      | 7.5000%  | 0.0000% | $3186.59           | $3289.42           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 531030 X | 2032-05-15      | 7.0000%  | 0.0000% | $2597.76           | $2660.06           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL4154 C | 2065-07-20      | 6.5000%  | 0.0000% | $1982167.50        | $2078390.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3759 C | 2065-09-20      | 6.0000%  | 0.0000% | $994491.00         | $1024617.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3453 C | 2065-08-20      | 7.0000%  | 0.0000% | $1779584.83        | $1863350.88        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3640 C | 2064-10-20      | 6.0000%  | 0.0000% | $228720.59         | $235233.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF3630 C | 2064-10-20      | 6.0000%  | 0.0000% | $295229.47         | $303635.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF4413 C | 2064-11-20      | 6.5000%  | 0.0000% | $162457.40         | $171225.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF2078 C | 2065-06-20      | 6.5000%  | 0.0000% | $195323.02         | $204804.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE5763 C | 2064-12-20      | 6.5000%  | 0.0000% | $66809.26          | $70052.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 692606 X | 2039-06-15      | 4.5000%  | 0.0000% | $79576.90          | $80689.38          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004513 M | 2039-08-20      | 5.0000%  | 0.0000% | $7035.66           | $7128.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 704700 X | 2039-08-15      | 5.0000%  | 0.0000% | $9670.88           | $9974.98           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723237 X | 2039-10-15      | 5.0000%  | 0.0000% | $17268.70          | $17893.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 682444 X | 2039-11-15      | 4.5000%  | 0.0000% | $1447.68           | $1469.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 723528 X | 2039-12-15      | 5.5000%  | 0.0000% | $243074.63         | $251483.85         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711067 X | 2040-01-15      | 5.0000%  | 0.0000% | $5677.36           | $5882.92           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732228 X | 2040-03-15      | 4.5000%  | 0.0000% | $1777.86           | $1809.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004709 M | 2040-06-20      | 4.5000%  | 0.0000% | $10326.83          | $10355.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004771 M | 2040-08-20      | 4.5000%  | 0.0000% | $2949248.60        | $2992000.91        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479287 X | 2030-04-15      | 8.0000%  | 0.0000% | $929.21            | $953.34            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479343 X | 2030-05-15      | 8.0000%  | 0.0000% | $513.59            | $526.30            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479388 X | 2030-06-15      | 8.5000%  | 0.0000% | $1105.94           | $1138.23           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394750 X | 2030-07-15      | 8.5000%  | 0.0000% | $724.96            | $738.03            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537955 X | 2030-07-15      | 8.0000%  | 0.0000% | $151.82            | $155.24            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 532737 X | 2030-07-15      | 8.0000%  | 0.0000% | $2613.21           | $2731.43           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529497 X | 2030-08-15      | 8.0000%  | 0.0000% | $998.84            | $1018.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 763431 X | 2041-06-15      | 4.6250%  | 0.0000% | $9303.87           | $9443.01           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729376 X | 2041-07-15      | 4.6250%  | 0.0000% | $69773.39          | $70777.17          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 080790 M | 2033-12-20      | 5.1250%  | 0.0000% | $15938.25          | $16329.56          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604946 X | 2034-01-15      | 5.5000%  | 0.0000% | $10963.73          | $11368.21          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536958 X | 2030-08-15      | 8.0000%  | 0.0000% | $600.39            | $615.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479600 X | 2030-08-15      | 8.0000%  | 0.0000% | $9507.70           | $9796.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 521125 X | 2030-10-15      | 8.0000%  | 0.0000% | $191.54            | $195.32            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511731 X | 2030-10-15      | 8.5000%  | 0.0000% | $1996.08           | $2058.21           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530178 X | 2030-11-15      | 8.0000%  | 0.0000% | $1248.20           | $1278.03           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543872 X | 2031-01-15      | 8.5000%  | 0.0000% | $158.56            | $164.26            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 526525 X | 2031-02-15      | 8.5000%  | 0.0000% | $771.92            | $787.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 536622 X | 2030-11-15      | 8.0000%  | 0.0000% | $806.02            | $821.18            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4963 M | 2048-01-20      | 4.0000%  | 0.0000% | $20455.82          | $20049.55          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $3356556.37        | $3115698.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4892 M | 2047-12-20      | 4.5000%  | 0.0000% | $13902.83          | $13856.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4838 M | 2047-11-20      | 4.0000%  | 0.0000% | $162775.48         | $159601.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5759 C | 2065-05-20      | 6.5000%  | 0.0000% | $1014601.69        | $1063853.95        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA8293 X | 2047-11-15      | 4.5000%  | 0.0000% | $17235.70          | $17559.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA6976 X | 2047-07-15      | 5.0000%  | 0.0000% | $41115.46          | $41691.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2743 X | 2047-07-15      | 4.5000%  | 0.0000% | $14252.88          | $14192.67          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AO8303 C | 2045-08-20      | 3.5000%  | 0.0000% | $97415.46          | $91295.21          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO7289 X | 2045-08-15      | 3.0000%  | 0.0000% | $42839.49          | $39494.95          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 454999 X | 2031-08-15      | 5.5000%  | 0.0000% | $147.22            | $147.92            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 449514 X | 2028-02-15      | 7.0000%  | 0.0000% | $209.13            | $214.06            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 436190 X | 2041-09-15      | 4.0000%  | 0.0000% | $150826.80         | $148498.92         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 434343 X | 2029-05-15      | 6.0000%  | 0.0000% | $1903.04           | $1930.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 394688 X | 2030-02-15      | 8.5000%  | 0.0000% | $573.01            | $582.86            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 608850 X | 2032-11-15      | 7.0000%  | 0.0000% | $8652.71           | $8801.24           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005259 M | 2041-12-20      | 4.0000%  | 0.0000% | $574875.92         | $567666.34         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004961 M | 2041-02-20      | 6.0000%  | 0.0000% | $3275.26           | $3458.89           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004949 M | 2041-02-20      | 4.0000%  | 0.0000% | $170.71            | $165.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0351 M | 2055-05-20      | 4.5000%  | 0.0000% | $264433.66         | $258745.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $229278.99         | $240746.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  | 0.0000% | $55192.99          | $55008.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4712 M | 2047-09-20      | 4.5000%  | 0.0000% | $15249.08          | $15197.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4711 M | 2047-09-20      | 4.0000%  | 0.0000% | $14421.94          | $13706.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4710 M | 2047-09-20      | 3.5000%  | 0.0000% | $152660.66         | $141935.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4588 M | 2047-07-20      | 4.5000%  | 0.0000% | $53741.24          | $54315.09          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4580 M | 2047-07-20      | 4.5000%  | 0.0000% | $2582.90           | $2574.25           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4579 M | 2047-07-20      | 4.0000%  | 0.0000% | $10463.93          | $10125.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4578 M | 2047-07-20      | 3.5000%  | 0.0000% | $285648.93         | $265581.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $249335.71         | $244699.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4321 M | 2047-03-20      | 3.5000%  | 0.0000% | $279981.99         | $268731.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 756900 X | 2041-03-15      | 5.0000%  | 0.0000% | $2453.96           | $2524.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 757168 C | 2040-11-20      | 4.0000%  | 0.0000% | $40814.55          | $40133.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 753180 X | 2028-01-15      | 3.0000%  | 0.0000% | $3402.28           | $3379.11           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752171 X | 2030-10-15      | 2.5000%  | 0.0000% | $76918.08          | $74205.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752168 X | 2045-09-15      | 3.0000%  | 0.0000% | $257474.71         | $238008.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788415 C | 2054-01-20      | 6.5000%  | 0.0000% | $13070456.81       | $13769274.59       | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 788331 C | 2065-09-20      | 7.0000%  | 0.0000% | $16580761.97       | $17242061.72       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788293 M | 2054-02-20      | 4.0000%  | 0.0000% | $16326584.37       | $15847642.20       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5315 X | 2046-01-15      | 5.0000%  | 0.0000% | $27753.40          | $28178.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5298 X | 2045-11-15      | 5.0000%  | 0.0000% | $132738.49         | $134640.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788251 C | 2055-10-20      | 6.5000%  | 0.0000% | $12470884.98       | $13130700.10       | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 787909 M | 2053-07-20      | 4.0000%  | 0.0000% | $23405.63          | $22245.16          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787792 C | 2055-01-20      | 5.0000%  | 0.0000% | $4556.09           | $4634.35           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788111 M | 2046-10-20      | 4.0000%  | 0.0000% | $17279612.54       | $17002773.95       | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 787162 C | 2051-12-20      | 3.0000%  | 0.0000% | $558596.15         | $513317.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784976 C | 2050-03-20      | 3.0000%  | 0.0000% | $605464.15         | $555682.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784905 C | 2050-01-20      | 3.0000%  | 0.0000% | $387893.51         | $350417.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784710 M | 2048-11-20      | 3.5000%  | 0.0000% | $739616.44         | $692578.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785401 C | 2050-10-20      | 2.5000%  | 0.0000% | $5706.98           | $4988.60           | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 786735 C | 2052-02-20      | 2.5000%  | 0.0000% | $10529805.71       | $8872199.02        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785792 C | 2051-12-20      | 2.5000%  | 0.0000% | $72945.96          | $63582.07          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785532 C | 2051-06-20      | 3.0000%  | 0.0000% | $96292.11          | $87315.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785220 C | 2050-12-20      | 2.0000%  | 0.0000% | $54139.15          | $45696.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9311 C | 2065-02-20      | 6.0000%  | 0.0000% | $518297.80         | $533055.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH8906 C | 2065-01-20      | 7.0000%  | 0.0000% | $614458.39         | $643380.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH6810 C | 2055-01-20      | 6.5000%  | 0.0000% | $428663.71         | $451403.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3839 C | 2055-01-20      | 5.5000%  | 0.0000% | $378734.14         | $388978.98         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG5052 C | 2055-02-20      | 6.5000%  | 0.0000% | $305725.07         | $321943.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4830 C | 2055-03-20      | 7.0000%  | 0.0000% | $443642.16         | $464408.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4603 C | 2055-01-20      | 7.0000%  | 0.0000% | $418502.61         | $439872.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4211 C | 2065-02-20      | 6.5000%  | 0.0000% | $546969.22         | $573207.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DF1078 C | 2064-10-20      | 6.0000%  | 0.0000% | $303905.60         | $312558.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8797 M | 2053-04-20      | 3.5000%  | 0.0000% | $34324.59          | $32776.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8783 M | 2052-03-20      | 2.5000%  | 0.0000% | $175001.46         | $150481.23         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 752188 X | 2046-02-15      | 3.0000%  | 0.0000% | $429576.50         | $397089.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA3027 M | 2045-08-20      | 4.0000%  | 0.0000% | $679.07            | $657.13            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0180 M | 2040-02-20      | 5.5000%  | 0.0000% | $1715022.00        | $1766373.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0119 M | 2040-08-20      | 4.0000%  | 0.0000% | $808862.11         | $801848.37         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0816 M | 2055-12-20      | 6.5000%  | 0.0000% | $42657906.59       | $44637678.97       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0801 M | 2055-12-20      | 5.5000%  | 0.0000% | $1434593.22        | $1452385.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0783 M | 2040-12-20      | 4.0000%  | 0.0000% | $97813.40          | $96994.49          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DQ1389 C | 2056-01-20      | 6.5000%  | 0.0000% | $282586.22         | $297577.27         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7000 C | 2047-01-20      | 3.5000%  | 0.0000% | $557888.67         | $524288.58         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CO6356 X | 2052-07-15      | 5.0000%  | 0.0000% | $5201.96           | $5243.24           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CN3293 X | 2052-05-15      | 4.0000%  | 0.0000% | $314531.01         | $304947.22         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD7115 X | 2047-11-15      | 4.5000%  | 0.0000% | $29177.60          | $29650.89          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6045 X | 2047-11-15      | 3.5000%  | 0.0000% | $1809.50           | $1712.84           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6021 X | 2047-11-15      | 5.0000%  | 0.0000% | $36362.43          | $36801.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD6018 X | 2047-11-15      | 3.5000%  | 0.0000% | $32394.39          | $30543.92          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AO3542 X | 2045-08-15      | 3.0000%  | 0.0000% | $24016.31          | $22141.20          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9768 M | 2054-07-20      | 6.5000%  | 0.0000% | $217614.83         | $224562.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9600 M | 2054-04-20      | 3.0000%  | 0.0000% | $1579576.52        | $1450156.55        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479580 X | 2030-09-15      | 8.0000%  | 0.0000% | $508.10            | $523.95            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479448 X | 2030-07-15      | 8.5000%  | 0.0000% | $136.54            | $139.20            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6873 C | 2053-12-20      | 6.5000%  | 0.0000% | $58044.06          | $60694.61          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7001 C | 2043-12-20      | 3.5000%  | 0.0000% | $414000.03         | $389092.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5479 C | 2055-12-20      | 5.5000%  | 0.0000% | $264971.95         | $272180.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788464 M | 2043-02-20      | 3.0000%  | 0.0000% | $23585386.73       | $22764866.85       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2761 M | 2039-01-20      | 7.0000%  | 0.0000% | $1929.99           | $2002.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2295 M | 2044-10-20      | 4.5000%  | 0.0000% | $8022.09           | $8060.55           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2222 M | 2044-09-20      | 3.0000%  | 0.0000% | $1387474.63        | $1297572.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2217 M | 2044-09-20      | 4.5000%  | 0.0000% | $5818.46           | $5834.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2141 M | 2044-08-20      | 4.5000%  | 0.0000% | $3426.76           | $3436.41           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2070 M | 2044-02-20      | 2.0000%  | 0.0000% | $22388.80          | $19238.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1920 M | 2044-05-20      | 4.0000%  | 0.0000% | $2196.90           | $2167.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1830 M | 2044-04-20      | 4.0000%  | 0.0000% | $1363.36           | $1319.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1350 M | 2028-10-20      | 3.0000%  | 0.0000% | $14393.30          | $14256.08          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 082431 M | 2039-12-20      | 5.1250%  | 0.0000% | $22353.68          | $22988.78          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081350 M | 2035-05-20      | 5.6250%  | 0.0000% | $15416.29          | $15727.99          | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081318 M | 2035-04-20      | 5.6250%  | 0.0000% | $9680.50           | $9875.49           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081282 M | 2035-03-20      | 5.6250%  | 0.0000% | $4911.66           | $5003.57           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081214 M | 2035-01-20      | 5.6250%  | 0.0000% | $2384.61           | $2428.92           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081179 M | 2034-12-20      | 5.1250%  | 0.0000% | $2574.79           | $2640.27           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081145 M | 2034-11-20      | 5.1250%  | 0.0000% | $1417.95           | $1435.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565693 X | 2032-04-15      | 6.5000%  | 0.0000% | $273.40            | $284.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 565069 X | 2032-01-15      | 6.0000%  | 0.0000% | $142.21            | $146.10            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 562607 C | 2033-12-20      | 6.5000%  | 0.0000% | $17773.31          | $18155.67          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562288 X | 2033-12-15      | 6.0000%  | 0.0000% | $2985.22           | $3073.41           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 562484 X | 2034-02-15      | 6.0000%  | 0.0000% | $340.53            | $346.15            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 557338 X | 2031-04-15      | 8.5000%  | 0.0000% | $192.72            | $197.43            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552460 X | 2032-03-15      | 6.0000%  | 0.0000% | $1273.71           | $1300.81           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701764 X | 2042-02-15      | 3.5000%  | 0.0000% | $94115.47          | $90483.25          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 699552 X | 2038-11-15      | 6.5000%  | 0.0000% | $184.83            | $196.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 700261 X | 2039-02-15      | 6.0000%  | 0.0000% | $1001.73           | $1024.05           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698060 X | 2039-02-15      | 5.5000%  | 0.0000% | $3554.64           | $3704.87           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 698036 X | 2039-01-15      | 6.0000%  | 0.0000% | $1917.51           | $2008.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697848 X | 2039-02-15      | 5.0000%  | 0.0000% | $32205.92          | $33371.33          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697709 X | 2038-12-15      | 6.0000%  | 0.0000% | $3825.14           | $4059.98           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697708 X | 2038-12-15      | 6.0000%  | 0.0000% | $2612.55           | $2759.38           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU0789 X | 2046-08-15      | 3.0000%  | 0.0000% | $3367.71           | $3104.63           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT8177 X | 2046-09-15      | 4.5000%  | 0.0000% | $91062.35          | $91949.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AT7556 X | 2046-07-15      | 4.5000%  | 0.0000% | $32509.65          | $32731.79          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AS4936 X | 2046-05-15      | 4.5000%  | 0.0000% | $259436.17         | $261129.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO8520 C | 2065-11-20      | 6.5000%  | 0.0000% | $713639.95         | $748283.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7614 C | 2065-12-20      | 6.5000%  | 0.0000% | $458315.77         | $480564.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7523 C | 2065-12-20      | 7.0000%  | 0.0000% | $279895.99         | $293070.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO7303 C | 2065-11-20      | 6.5000%  | 0.0000% | $511484.97         | $536314.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO6610 C | 2065-10-20      | 6.5000%  | 0.0000% | $202735.75         | $212577.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4506 C | 2055-12-20      | 5.0000%  | 0.0000% | $1265605.35        | $1279885.32        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4503 C | 2055-12-20      | 5.0000%  | 0.0000% | $477924.87         | $485782.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5346 C | 2065-12-20      | 6.0000%  | 0.0000% | $7596173.32        | $7826286.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5340 C | 2065-11-20      | 6.0000%  | 0.0000% | $342386.13         | $352135.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3953 C | 2065-10-20      | 6.5000%  | 0.0000% | $347842.80         | $364728.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO3636 C | 2065-11-20      | 6.5000%  | 0.0000% | $1350782.50        | $1416355.48        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO3106 C | 2055-11-20      | 6.0000%  | 0.0000% | $1918514.62        | $2005723.26        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO2064 C | 2065-11-20      | 6.5000%  | 0.0000% | $1629834.76        | $1708952.55        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2189 X | 2052-03-15      | 4.0000%  | 0.0000% | $96576.36          | $93213.47          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CM2182 X | 2052-03-15      | 4.0000%  | 0.0000% | $326625.22         | $315057.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM1038 C | 2050-11-20      | 2.5000%  | 0.0000% | $294685.80         | $257140.34         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL8514 X | 2052-03-15      | 4.0000%  | 0.0000% | $282990.86         | $274368.38         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6996 X | 2052-04-15      | 4.0000%  | 0.0000% | $1175233.71        | $1139098.66        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5004 X | 2052-02-15      | 3.5000%  | 0.0000% | $90647.96          | $84545.07          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4957 X | 2052-03-15      | 4.0000%  | 0.0000% | $22695.93          | $22004.38          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4956 X | 2052-03-15      | 3.5000%  | 0.0000% | $36595.83          | $34402.34          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CL3809 C | 2052-05-20      | 4.0000%  | 0.0000% | $336787.98         | $325874.33         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4420 X | 2052-04-15      | 4.0000%  | 0.0000% | $193396.23         | $186646.87         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4396 X | 2052-03-15      | 4.0000%  | 0.0000% | $242379.64         | $234927.16         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL4375 X | 2052-02-15      | 4.0000%  | 0.0000% | $386992.24         | $375093.35         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8233 X | 2052-03-15      | 4.0000%  | 0.0000% | $818372.76         | $793210.17         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK8182 X | 2052-02-15      | 4.0000%  | 0.0000% | $576778.23         | $556104.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1815 X | 2052-02-15      | 4.0000%  | 0.0000% | $107676.35         | $104506.56         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479430 X | 2041-10-15      | 4.0000%  | 0.0000% | $5896.53           | $5815.33           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479386 X | 2030-06-15      | 8.5000%  | 0.0000% | $1978.91           | $2017.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479290 X | 2030-04-15      | 8.0000%  | 0.0000% | $145.21            | $148.04            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479289 X | 2030-04-15      | 8.0000%  | 0.0000% | $253.54            | $258.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 479237 X | 2030-03-15      | 8.5000%  | 0.0000% | $333.21            | $344.19            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9536 M | 2054-03-20      | 3.0000%  | 0.0000% | $128268.64         | $118129.60         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 472979 X | 2029-06-15      | 7.0000%  | 0.0000% | $714.61            | $723.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 469475 X | 2030-08-15      | 8.5000%  | 0.0000% | $742.05            | $765.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 458041 X | 2029-02-15      | 7.0000%  | 0.0000% | $1552.46           | $1576.58           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5949 X | 2047-11-15      | 5.0000%  | 0.0000% | $33704.86          | $34111.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5948 X | 2047-11-15      | 5.0000%  | 0.0000% | $28326.24          | $28706.86          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5918 X | 2047-11-15      | 3.5000%  | 0.0000% | $37329.69          | $35370.43          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738885 X | 2041-10-15      | 4.0000%  | 0.0000% | $5314.20           | $5241.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734606 X | 2042-04-15      | 3.5000%  | 0.0000% | $19498.66          | $18772.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734271 X | 2041-03-15      | 4.0000%  | 0.0000% | $62642.90          | $61711.15          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 733750 X | 2042-03-15      | 3.5000%  | 0.0000% | $201266.07         | $193200.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 734374 C | 2041-04-20      | 4.5000%  | 0.0000% | $46775.47          | $46993.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 732937 X | 2040-01-15      | 5.0000%  | 0.0000% | $3086.57           | $3177.79           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 729331 X | 2041-07-15      | 4.6250%  | 0.0000% | $10769.46          | $10770.91          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727565 X | 2041-10-15      | 4.0000%  | 0.0000% | $657.58            | $647.80            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 727528 X | 2041-09-15      | 4.0000%  | 0.0000% | $161.06            | $158.56            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724384 X | 2039-10-15      | 5.0000%  | 0.0000% | $928.10            | $955.38            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 724275 X | 2039-09-15      | 5.0000%  | 0.0000% | $806333.42         | $832103.12         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6479 M | 2050-02-20      | 5.5000%  | 0.0000% | $4144.84           | $4312.30           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6932 M | 2050-10-20      | 3.0000%  | 0.0000% | $11689621.51       | $10748088.74       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6886 C | 2053-12-20      | 7.0000%  | 0.0000% | $184697.60         | $193408.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7888 M | 2052-02-20      | 6.0000%  | 0.0000% | $59740.92          | $61875.96          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BU8660 X | 2050-07-15      | 2.5000%  | 0.0000% | $16165.34          | $14290.10          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC0462 C | 2047-11-20      | 3.5000%  | 0.0000% | $245901.08         | $232575.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4514 M | 2047-06-20      | 5.5000%  | 0.0000% | $268741.57         | $279362.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6144 M | 2049-09-20      | 3.0000%  | 0.0000% | $31640.51          | $28337.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BA8388 C | 2047-11-20      | 3.5000%  | 0.0000% | $231743.84         | $219186.05         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AD8784 X | 2043-03-15      | 3.0000%  | 0.0000% | $11227.80          | $10518.24          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6290 X | 2043-04-15      | 3.0000%  | 0.0000% | $234945.56         | $220093.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1884 C | 2054-01-20      | 6.5000%  | 0.0000% | $176756.60         | $185326.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784899 C | 2048-02-20      | 4.0000%  | 0.0000% | $11609.67          | $11177.63          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA6408 X | 2043-05-15      | 3.0000%  | 0.0000% | $55424.95          | $51921.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP2010 X | 2045-12-15      | 4.5000%  | 0.0000% | $11592.73          | $11668.41          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK1816 X | 2052-03-15      | 3.5000%  | 0.0000% | $165639.65         | $154948.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6081 M | 2049-08-20      | 3.5000%  | 0.0000% | $16711.28          | $15550.98          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7329 C | 2065-06-20      | 6.5000%  | 0.0000% | $1592355.79        | $1669654.22        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL9713 C | 2055-08-20      | 7.0000%  | 0.0000% | $350145.27         | $367562.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0710 C | 2055-05-20      | 7.0000%  | 0.0000% | $278917.82         | $292406.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4308 C | 2065-11-20      | 6.0000%  | 0.0000% | $661053.35         | $681531.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0337 M | 2040-05-20      | 3.5000%  | 0.0000% | $151257.94         | $147505.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH2988 C | 2064-12-20      | 6.0000%  | 0.0000% | $696772.95         | $716611.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9491 C | 2055-08-20      | 6.0000%  | 0.0000% | $830763.52         | $870543.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7597 C | 2065-10-20      | 6.5000%  | 0.0000% | $534697.47         | $560654.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5370 C | 2055-11-20      | 5.0000%  | 0.0000% | $279812.52         | $283313.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ2337 C | 2066-02-20      | 6.5000%  | 0.0000% | $2411531.63        | $2528598.09        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779080 X | 2027-04-15      | 2.5000%  | 0.0000% | $4341.48           | $4314.28           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779063 X | 2042-04-15      | 3.5000%  | 0.0000% | $25023.01          | $24090.57          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779062 X | 2042-04-15      | 3.5000%  | 0.0000% | $99383.47          | $95577.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779084 X | 2042-04-15      | 3.0000%  | 0.0000% | $9353.21           | $8785.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778941 X | 2042-03-15      | 3.5000%  | 0.0000% | $195515.04         | $187618.93         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778935 X | 2042-03-15      | 3.5000%  | 0.0000% | $67240.65          | $64443.08          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778934 X | 2042-02-15      | 3.5000%  | 0.0000% | $38645.72          | $37060.85          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520100 X | 2030-03-15      | 8.0000%  | 0.0000% | $931.92            | $959.45            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 520046 X | 2031-06-15      | 7.0000%  | 0.0000% | $124.47            | $129.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515849 X | 2030-07-15      | 8.5000%  | 0.0000% | $2727.59           | $2779.17           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 511581 X | 2030-07-15      | 8.5000%  | 0.0000% | $671.42            | $694.90            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508378 X | 2030-09-15      | 8.5000%  | 0.0000% | $194.48            | $199.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 508398 X | 2030-11-15      | 8.5000%  | 0.0000% | $548.07            | $558.36            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 506248 X | 2030-07-15      | 8.5000%  | 0.0000% | $1271.87           | $1296.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 491387 X | 2028-09-15      | 6.5000%  | 0.0000% | $130.93            | $133.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 486140 X | 2030-10-15      | 8.0000%  | 0.0000% | $430.58            | $449.90            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN7155 C | 2055-11-20      | 6.0000%  | 0.0000% | $3988565.07        | $4152468.51        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6066 C | 2055-11-20      | 7.5000%  | 0.0000% | $687536.85         | $742996.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5966 C | 2055-10-20      | 5.5000%  | 0.0000% | $1083153.99        | $1112619.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6263 C | 2056-01-20      | 5.0000%  | 0.0000% | $580252.74         | $589117.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN5038 C | 2065-10-20      | 6.5000%  | 0.0000% | $967839.98         | $1016282.74        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738886 X | 2041-10-15      | 4.0000%  | 0.0000% | $1310.81           | $1292.77           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1872 C | 2054-01-20      | 6.5000%  | 0.0000% | $148219.88         | $153928.05         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1894 C | 2054-01-20      | 6.5000%  | 0.0000% | $192040.86         | $201578.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9181 C | 2054-04-20      | 6.5000%  | 0.0000% | $723522.75         | $761897.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY9130 C | 2054-04-20      | 6.0000%  | 0.0000% | $699134.89         | $721258.54         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY3693 C | 2053-11-20      | 7.0000%  | 0.0000% | $78394.36          | $82253.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY2884 C | 2054-04-20      | 7.0000%  | 0.0000% | $606102.78         | $641151.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY1831 C | 2054-05-20      | 6.0000%  | 0.0000% | $268412.88         | $280856.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CV8071 C | 2063-07-20      | 5.0000%  | 0.0000% | $314626.85         | $315859.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU2460 C | 2053-10-20      | 7.0000%  | 0.0000% | $3935602.29        | $4250354.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CU0339 C | 2053-08-20      | 7.0000%  | 0.0000% | $6353616.29        | $6738890.40        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7541 C | 2053-02-20      | 7.0000%  | 0.0000% | $83888.17          | $87618.72          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CR2361 X | 2052-12-15      | 6.0000%  | 0.0000% | $214942.42         | $230139.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CQ6272 C | 2051-09-20      | 2.5000%  | 0.0000% | $781710.00         | $682099.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CQ6219 C | 2052-12-20      | 5.5000%  | 0.0000% | $37459.17          | $38655.10          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ2299 X | 2045-11-15      | 3.5000%  | 0.0000% | $236466.87         | $226662.43         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ1948 X | 2046-12-15      | 3.0000%  | 0.0000% | $49531.37          | $45661.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5254 M | 2048-06-20      | 4.0000%  | 0.0000% | $107438.16         | $102108.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5021 M | 2048-02-20      | 4.5000%  | 0.0000% | $1450058.15        | $1464877.75        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5019 M | 2048-02-20      | 3.5000%  | 0.0000% | $61884.68          | $59181.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6532 C | 2056-02-20      | 5.0000%  | 0.0000% | $864033.93         | $875933.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO2384 C | 2055-12-20      | 5.0000%  | 0.0000% | $698617.50         | $705213.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL2020 C | 2055-07-20      | 7.5000%  | 0.0000% | $184563.10         | $193288.63         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX5857 X | 2047-01-15      | 4.0000%  | 0.0000% | $1059.31           | $1031.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AF1050 X | 2043-07-15      | 3.0000%  | 0.0000% | $59099.48          | $55658.51          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7828 C | 2043-08-20      | 3.0000%  | 0.0000% | $20899.91          | $19192.21          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE7992 C | 2043-11-20      | 4.5000%  | 0.0000% | $70739.54          | $70749.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6402 M | 2050-01-20      | 4.5000%  | 0.0000% | $4949.54           | $4819.40           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7303 M | 2051-04-20      | 2.0000%  | 0.0000% | $224795.14         | $186115.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3718 C | 2054-01-20      | 7.5000%  | 0.0000% | $136302.02         | $142323.53         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR6606 X | 2050-02-15      | 3.0000%  | 0.0000% | $327343.12         | $300149.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9777 M | 2054-07-20      | 4.5000%  | 0.0000% | $78504.62          | $77814.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  | 0.0000% | $262673.72         | $240957.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA1677 M | 2044-02-20      | 3.5000%  | 0.0000% | $60484.82          | $58416.71          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA1831 M | 2044-04-20      | 4.5000%  | 0.0000% | $6549.28           | $6567.73           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3185 X | 2052-02-15      | 4.0000%  | 0.0000% | $241907.17         | $234536.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4382 M | 2047-04-20      | 3.5000%  | 0.0000% | $582383.20         | $558862.94         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AK0488 X | 2044-10-15      | 3.0000%  | 0.0000% | $37652.69          | $34713.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2066 M | 2044-07-20      | 4.5000%  | 0.0000% | $232.57            | $233.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AI9884 X | 2044-08-15      | 4.0000%  | 0.0000% | $10689.25          | $10441.78          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA2215 M | 2044-09-20      | 3.5000%  | 0.0000% | $3750.67           | $3487.32           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7578 M | 2051-09-20      | 2.0000%  | 0.0000% | $64801.28          | $52926.73          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BY5698 C | 2050-10-20      | 2.0000%  | 0.0000% | $308299.10         | $258126.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CS7666 C | 2053-04-20      | 7.0000%  | 0.0000% | $159492.20         | $167280.61         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV1814 X | 2046-08-15      | 3.0000%  | 0.0000% | $24237.26          | $22343.86          | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 785018 C | 2050-05-20      | 3.5000%  | 0.0000% | $5208043.74        | $4922699.08        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8566 M | 2053-01-20      | 3.5000%  | 0.0000% | $140496.28         | $133025.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8719 X | 2046-11-15      | 3.5000%  | 0.0000% | $144106.90         | $137645.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX8720 X | 2046-11-15      | 3.5000%  | 0.0000% | $29210.63          | $27839.42          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 582759 X | 2033-08-15      | 5.5000%  | 0.0000% | $585.22            | $590.35            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 610315 X | 2033-09-15      | 5.5000%  | 0.0000% | $313.71            | $316.34            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN3375 C | 2065-09-20      | 6.5000%  | 0.0000% | $966261.86         | $1013167.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2610 C | 2055-12-20      | 6.0000%  | 0.0000% | $790512.88         | $818768.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN1738 C | 2065-12-20      | 6.0000%  | 0.0000% | $221916.66         | $228639.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM9584 C | 2055-10-20      | 5.5000%  | 0.0000% | $732198.11         | $752562.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DM8728 C | 2055-11-20      | 6.0000%  | 0.0000% | $414307.67         | $434900.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0160 C | 2065-06-20      | 6.0000%  | 0.0000% | $876376.51         | $901329.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ9906 C | 2055-07-20      | 7.0000%  | 0.0000% | $691994.52         | $757289.43         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7338 C | 2065-06-20      | 6.5000%  | 0.0000% | $786456.56         | $824633.87         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4208 C | 2065-05-20      | 6.5000%  | 0.0000% | $322239.74         | $337882.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ4084 C | 2065-03-20      | 6.5000%  | 0.0000% | $124910.50         | $130974.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ3060 C | 2065-08-20      | 7.0000%  | 0.0000% | $1813329.28        | $1898683.70        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2865 C | 2065-07-20      | 6.0000%  | 0.0000% | $11003793.08       | $11317107.74       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2040 C | 2065-05-20      | 6.0000%  | 0.0000% | $383463.16         | $394381.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6700 M | 2050-06-20      | 3.0000%  | 0.0000% | $5903.45           | $5287.16           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $2334072.11        | $2147011.79        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8088 M | 2052-06-20      | 2.5000%  | 0.0000% | $715701.46         | $617189.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ8213 X | 2052-04-15      | 4.0000%  | 0.0000% | $325190.26         | $315282.00         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 626938 X | 2045-04-15      | 4.0000%  | 0.0000% | $107988.15         | $107833.49         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779209 X | 2042-05-15      | 3.5000%  | 0.0000% | $15842.25          | $15183.12          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779203 X | 2042-05-15      | 3.5000%  | 0.0000% | $27821.32          | $26680.20          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5317 X | 2042-05-15      | 3.5000%  | 0.0000% | $24368.92          | $23369.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL7254 X | 2052-03-15      | 4.0000%  | 0.0000% | $211618.34         | $205170.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  | 0.0000% | $22406.92          | $23172.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 763300 C | 2041-05-20      | 4.5000%  | 0.0000% | $76355.00          | $76521.30          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ5424 X | 2047-04-15      | 5.0000%  | 0.0000% | $54548.53          | $55528.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI6779 C | 2040-06-20      | 5.0000%  | 0.0000% | $133506.74         | $136976.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DC1960 C | 2054-07-20      | 6.5000%  | 0.0000% | $300875.22         | $317386.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM4717 C | 2049-10-20      | 4.5000%  | 0.0000% | $283080.22         | $280804.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4655 C | 2047-02-20      | 3.5000%  | 0.0000% | $467559.34         | $442225.00         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA2310 X | 2047-05-15      | 4.5000%  | 0.0000% | $20032.34          | $20036.52          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9849 M | 2054-08-20      | 4.5000%  | 0.0000% | $2169802.45        | $2150621.40        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET CP3919 C | 2062-09-20      | 5.5000%  | 0.0000% | $187336.93         | $190233.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8490 M | 2052-12-20      | 5.0000%  | 0.0000% | $658675.33         | $665671.20         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BB4155 X | 2048-02-15      | 5.0000%  | 0.0000% | $132814.07         | $135199.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9539 M | 2054-03-20      | 4.5000%  | 0.0000% | $19966.43          | $19792.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CX6895 C | 2053-11-20      | 6.5000%  | 0.0000% | $275981.62         | $290585.04         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK3278 X | 2052-02-15      | 4.0000%  | 0.0000% | $250901.11         | $243186.62         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BS8439 X | 2050-05-15      | 3.5000%  | 0.0000% | $7573.53           | $7119.90           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6673 X | 2047-07-15      | 5.0000%  | 0.0000% | $87267.04          | $89565.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5422 C | 2065-06-20      | 6.5000%  | 0.0000% | $590949.06         | $619635.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2152 C | 2065-04-20      | 7.0000%  | 0.0000% | $1767564.68        | $1850764.93        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3096 C | 2055-08-20      | 6.5000%  | 0.0000% | $254207.36         | $269686.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8900 C | 2065-05-20      | 6.5000%  | 0.0000% | $217083.56         | $227621.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG9183 C | 2065-02-20      | 6.5000%  | 0.0000% | $999585.27         | $1048106.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5819 C | 2065-09-20      | 6.5000%  | 0.0000% | $3503686.13        | $3673774.12        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG4224 C | 2065-02-20      | 6.5000%  | 0.0000% | $926332.86         | $970768.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG8301 C | 2064-12-20      | 7.0000%  | 0.0000% | $144358.02         | $151152.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3387 C | 2065-02-20      | 7.0000%  | 0.0000% | $493033.61         | $516238.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8609 C | 2065-05-20      | 6.5000%  | 0.0000% | $681440.16         | $714520.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN5969 C | 2055-10-20      | 6.0000%  | 0.0000% | $1067962.60        | $1113846.90        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8087 C | 2065-07-20      | 7.0000%  | 0.0000% | $1289619.13        | $1350322.21        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL4097 C | 2055-08-20      | 6.0000%  | 0.0000% | $687288.04         | $714538.56         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9309 C | 2065-02-20      | 6.0000%  | 0.0000% | $495802.80         | $509919.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4115 C | 2065-10-20      | 6.5000%  | 0.0000% | $1425731.10        | $1494942.42        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8852 C | 2065-06-20      | 6.0000%  | 0.0000% | $311784.68         | $320662.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6495 C | 2065-07-20      | 6.0000%  | 0.0000% | $583231.66         | $599838.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7117 C | 2065-08-20      | 6.5000%  | 0.0000% | $265497.25         | $278385.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1824 C | 2065-12-20      | 7.0000%  | 0.0000% | $440198.51         | $460918.90         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP1589 C | 2066-02-20      | 6.5000%  | 0.0000% | $93481.12          | $98019.11          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP1306 C | 2056-02-20      | 6.5000%  | 0.0000% | $4322968.11        | $4643578.64        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2115 C | 2065-08-20      | 7.0000%  | 0.0000% | $527374.48         | $552198.29         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5975 C | 2065-05-20      | 6.0000%  | 0.0000% | $301346.34         | $309926.68         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5909 C | 2065-06-20      | 6.5000%  | 0.0000% | $291057.17         | $305186.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5792 C | 2065-08-20      | 7.0000%  | 0.0000% | $1565143.42        | $1638815.59        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5493 C | 2065-05-20      | 6.0000%  | 0.0000% | $251586.79         | $258750.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK6172 C | 2065-06-20      | 6.0000%  | 0.0000% | $463074.17         | $476258.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK4289 C | 2065-03-20      | 6.0000%  | 0.0000% | $267476.93         | $275092.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3914 C | 2065-05-20      | 6.5000%  | 0.0000% | $361135.82         | $378666.59         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3277 C | 2055-06-20      | 6.0000%  | 0.0000% | $555864.41         | $573572.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3261 C | 2065-06-20      | 6.5000%  | 0.0000% | $1599202.01        | $1676834.38        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2982 C | 2065-05-20      | 6.0000%  | 0.0000% | $1345240.70        | $1383544.19        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523018 X | 2030-07-15      | 8.0000%  | 0.0000% | $155.02            | $157.99            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 523015 X | 2030-07-15      | 8.5000%  | 0.0000% | $550.95            | $561.91            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP2076 C | 2066-01-20      | 6.5000%  | 0.0000% | $611967.86         | $641675.50         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1600 C | 2065-05-20      | 4.5000%  | 0.0000% | $30271.51          | $29834.48          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK1315 C | 2055-06-20      | 6.0000%  | 0.0000% | $277326.03         | $288752.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK0640 C | 2055-06-20      | 6.0000%  | 0.0000% | $831831.53         | $851466.36         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5330 X | 2042-06-15      | 3.5000%  | 0.0000% | $103168.17         | $98875.84          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA0267 X | 2042-03-15      | 3.5000%  | 0.0000% | $24386.22          | $23401.36          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M | 2051-01-20      | 3.0000%  | 0.0000% | $157156.42         | $144738.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5976 M | 2049-06-20      | 3.5000%  | 0.0000% | $8304.13           | $7727.56           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5930 M | 2049-05-20      | 3.5000%  | 0.0000% | $158610.83         | $151534.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5815 M | 2049-03-20      | 3.0000%  | 0.0000% | $1330990.71        | $1236825.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5755 M | 2049-02-20      | 5.0000%  | 0.0000% | $4536.48           | $4543.09           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5565 M | 2033-11-20      | 4.0000%  | 0.0000% | $15064.57          | $15201.33          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5529 M | 2048-10-20      | 4.5000%  | 0.0000% | $20134.66          | $20296.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5465 M | 2048-09-20      | 3.5000%  | 0.0000% | $69089.53          | $66032.17          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 674945 X | 2037-11-15      | 6.0000%  | 0.0000% | $1582.84           | $1674.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 672590 X | 2038-02-15      | 6.0000%  | 0.0000% | $41259.06          | $43199.94          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 673207 X | 2038-10-15      | 6.0000%  | 0.0000% | $848.07            | $897.11            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 670008 X | 2045-05-15      | 3.0000%  | 0.0000% | $169021.18         | $155826.15         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 659721 X | 2036-11-15      | 6.5000%  | 0.0000% | $12781.16          | $13564.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 656454 X | 2036-06-15      | 6.0000%  | 0.0000% | $332.20            | $343.40            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650455 X | 2035-12-15      | 5.5000%  | 0.0000% | $7030.09           | $7246.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647609 X | 2036-09-15      | 6.5000%  | 0.0000% | $18744.16          | $20067.77          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 645935 X | 2037-07-15      | 6.0000%  | 0.0000% | $1784.96           | $1863.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6885 C | 2065-03-20      | 6.5000%  | 0.0000% | $528874.26         | $554547.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8072 C | 2065-07-20      | 7.0000%  | 0.0000% | $2157623.53        | $2259184.07        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7148 C | 2055-06-20      | 7.0000%  | 0.0000% | $331674.00         | $348074.81         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK1601 C | 2065-05-20      | 4.0000%  | 0.0000% | $53718.13          | $51981.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI2112 C | 2064-12-20      | 6.0000%  | 0.0000% | $560684.55         | $576648.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE6030 C | 2064-09-20      | 6.5000%  | 0.0000% | $189855.95         | $199071.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0658 M | 2040-10-20      | 5.5000%  | 0.0000% | $8815.00           | $9087.48           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0057 C | 2065-06-20      | 6.5000%  | 0.0000% | $683911.16         | $717111.25         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DG4261 C | 2054-11-20      | 6.5000%  | 0.0000% | $414620.10         | $436362.97         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL3403 C | 2065-08-20      | 6.5000%  | 0.0000% | $589146.51         | $617746.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0819 C | 2055-05-20      | 7.0000%  | 0.0000% | $260743.02         | $273480.46         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0669 C | 2065-06-20      | 6.5000%  | 0.0000% | $288644.81         | $302656.91         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL3529 C | 2055-07-20      | 7.0000%  | 0.0000% | $816655.20         | $856548.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2868 C | 2065-07-20      | 6.5000%  | 0.0000% | $1536573.60        | $1611164.18        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0203 M | 2055-02-20      | 4.5000%  | 0.0000% | $1238737.30        | $1227731.11        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5961 C | 2065-06-20      | 6.0000%  | 0.0000% | $285146.76         | $293265.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6898 C | 2065-03-20      | 6.5000%  | 0.0000% | $979705.17         | $1027263.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0369 M | 2055-05-20      | 7.0000%  | 0.0000% | $51795191.50       | $53778458.18       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ2320 C | 2065-06-20      | 6.0000%  | 0.0000% | $16962247.66       | $17445219.39       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7580 C | 2065-10-20      | 6.5000%  | 0.0000% | $1782268.10        | $1868787.31        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0554 C | 2066-01-20      | 6.5000%  | 0.0000% | $141564.29         | $148436.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6397 C | 2056-02-20      | 5.5000%  | 0.0000% | $2614742.86        | $2685874.90        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9800 C | 2065-12-20      | 7.0000%  | 0.0000% | $739286.42         | $774085.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4247 C | 2056-01-20      | 5.5000%  | 0.0000% | $588123.83         | $604839.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3714 C | 2054-01-20      | 7.5000%  | 0.0000% | $192611.71         | $204109.60         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 736749 X | 2042-08-15      | 3.0000%  | 0.0000% | $103111.17         | $96723.19          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9108 X | 2042-10-15      | 3.0000%  | 0.0000% | $22982.29          | $21529.96          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AQ5841 X | 2039-12-15      | 5.0000%  | 0.0000% | $26890.58          | $27425.68          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD8236 C | 2054-09-20      | 5.5000%  | 0.0000% | $262866.14         | $270137.34         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 766428 X | 2046-11-15      | 2.5000%  | 0.0000% | $44292.02          | $39486.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG9709 X | 2048-07-15      | 4.0000%  | 0.0000% | $6793.45           | $6783.69           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DD8675 C | 2064-09-20      | 6.5000%  | 0.0000% | $360142.74         | $379036.35         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 771528 X | 2044-12-15      | 3.5000%  | 0.0000% | $209041.15         | $200462.69         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6884 M | 2050-08-20      | 2.0000%  | 0.0000% | $231821.06         | $191649.12         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA8343 X | 2027-11-15      | 3.5000%  | 0.0000% | $154.97            | $154.72            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AA5819 X | 2042-11-15      | 3.0000%  | 0.0000% | $14937.90          | $13993.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA3597 M | 2046-04-20      | 3.5000%  | 0.0000% | $956754.62         | $919113.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6856 M | 2050-09-20      | 3.0000%  | 0.0000% | $18038.77          | $16155.46          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CK2682 X | 2052-02-15      | 4.0000%  | 0.0000% | $67275.22          | $65152.28          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738727 X | 2041-09-15      | 4.0000%  | 0.0000% | $50096.10          | $49664.96          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 738875 C | 2041-09-20      | 4.5000%  | 0.0000% | $32764.56          | $32917.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738941 X | 2041-11-15      | 3.5000%  | 0.0000% | $25603.99          | $24553.99          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 005247 M | 2026-11-20      | 3.5000%  | 0.0000% | $773.73            | $773.63            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 515963 X | 2041-11-15      | 3.0000%  | 0.0000% | $12554.61          | $11792.80          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005276 M | 2027-01-20      | 3.0000%  | 0.0000% | $563.14            | $561.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 626972 C | 2045-08-20      | 3.5000%  | 0.0000% | $111700.03         | $106891.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  | 0.0000% | $14086.25          | $14537.72          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5699 M | 2049-01-20      | 3.5000%  | 0.0000% | $65836.98          | $61214.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 617757 X | 2042-02-15      | 3.5000%  | 0.0000% | $135265.33         | $129923.13         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 778933 X | 2042-02-15      | 3.5000%  | 0.0000% | $93396.19          | $89510.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 796174 X | 2042-03-15      | 3.5000%  | 0.0000% | $20028.90          | $19282.14          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734571 X | 2042-04-15      | 3.5000%  | 0.0000% | $854.16            | $852.73            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779072 X | 2042-04-15      | 3.5000%  | 0.0000% | $196418.41         | $188668.48         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 530017 X | 2030-06-15      | 8.5000%  | 0.0000% | $725.56            | $751.88            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 529731 X | 2031-01-15      | 8.0000%  | 0.0000% | $544.39            | $561.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525972 X | 2030-08-15      | 8.5000%  | 0.0000% | $796.57            | $809.67            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 525564 X | 2030-01-15      | 8.5000%  | 0.0000% | $1001.18           | $1026.82           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE1933 C | 2064-09-20      | 6.0000%  | 0.0000% | $468212.22         | $481543.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE0617 C | 2054-06-20      | 6.5000%  | 0.0000% | $3024840.30        | $3185282.20        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DE0857 C | 2064-11-20      | 6.5000%  | 0.0000% | $437957.08         | $461595.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD9128 C | 2054-08-20      | 6.5000%  | 0.0000% | $672160.98         | $707410.07         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DD7840 C | 2054-08-20      | 6.5000%  | 0.0000% | $1559603.38        | $1630101.27        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP6962 C | 2056-01-20      | 5.5000%  | 0.0000% | $606720.42         | $628918.64         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4670 C | 2056-02-20      | 6.5000%  | 0.0000% | $319921.17         | $336893.45         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4262 C | 2056-01-20      | 6.0000%  | 0.0000% | $2077906.36        | $2155961.53        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4255 C | 2056-01-20      | 5.5000%  | 0.0000% | $2933024.29        | $3012814.94        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP4272 C | 2056-01-20      | 6.5000%  | 0.0000% | $822132.65         | $865743.86         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3868 C | 2066-02-20      | 6.5000%  | 0.0000% | $266393.62         | $279325.55         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  | 0.0000% | $26401730.24       | $22328984.66       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BT3503 X | 2050-02-15      | 4.0000%  | 0.0000% | $14670.39          | $14199.06          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BS1471 C | 2050-03-20      | 3.5000%  | 0.0000% | $176413.14         | $169470.89         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4833 X | 2052-09-15      | 4.5000%  | 0.0000% | $272088.36         | $271695.73         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BR4832 X | 2052-06-15      | 4.0000%  | 0.0000% | $114559.23         | $111068.59         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BQ8591 X | 2049-11-15      | 3.0000%  | 0.0000% | $6785.36           | $6221.80           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BP5514 C | 2049-09-20      | 3.5000%  | 0.0000% | $1745282.02        | $1614032.94        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0109 C | 2065-10-20      | 6.5000%  | 0.0000% | $399619.62         | $419018.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI6886 C | 2065-03-20      | 7.0000%  | 0.0000% | $1544613.01        | $1617318.80        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI5972 C | 2065-06-20      | 7.0000%  | 0.0000% | $254635.13         | $266620.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BO1539 C | 2049-07-20      | 3.5000%  | 0.0000% | $599746.89         | $569485.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004879 M | 2040-12-20      | 4.0000%  | 0.0000% | $46917.30          | $45403.23          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $718753.95         | $710557.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004850 M | 2040-11-20      | 4.5000%  | 0.0000% | $1102.75           | $1133.05           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN9907 C | 2050-11-20      | 6.5000%  | 0.0000% | $340463.24         | $363056.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN7773 C | 2065-11-20      | 7.0000%  | 0.0000% | $878381.23         | $919728.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6512 C | 2056-02-20      | 5.0000%  | 0.0000% | $5658132.91        | $5711563.29        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748578 X | 2040-09-15      | 4.6250%  | 0.0000% | $132527.06         | $134132.53         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748518 X | 2040-09-15      | 4.0000%  | 0.0000% | $1979.94           | $1950.49           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 745085 X | 2030-06-15      | 4.5000%  | 0.0000% | $8929.08           | $8997.55           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 744371 X | 2041-09-15      | 4.0000%  | 0.0000% | $7556.36           | $7388.95           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738134 X | 2026-04-15      | 3.5000%  | 0.0000% | $866.84            | $867.55            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 738112 X | 2041-03-15      | 4.5000%  | 0.0000% | $335.05            | $339.84            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 793154 X | 2041-09-15      | 4.5000%  | 0.0000% | $19909.99          | $19929.60          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779881 X | 2041-10-15      | 3.5000%  | 0.0000% | $21781.33          | $20888.16          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779219 X | 2042-05-15      | 3.5000%  | 0.0000% | $23644.13          | $22763.24          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 779204 X | 2042-05-15      | 3.5000%  | 0.0000% | $19919.57          | $19196.47          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AA5960 C | 2043-01-20      | 3.0000%  | 0.0000% | $110025.24         | $100895.64         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL3174 X | 2052-02-15      | 4.0000%  | 0.0000% | $178707.40         | $173262.35         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4902 M | 2047-12-20      | 4.5000%  | 0.0000% | $339363.38         | $342830.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 784101 M | 2044-08-20      | 3.5000%  | 0.0000% | $4292655.20        | $4135993.80        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BN9288 X | 2049-07-15      | 4.0000%  | 0.0000% | $3915.66           | $3796.38           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ1678 C | 2054-01-20      | 7.5000%  | 0.0000% | $1173983.48        | $1280618.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4585 M | 2047-07-20      | 3.0000%  | 0.0000% | $2589.60           | $2402.51           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL6189 X | 2052-03-15      | 4.0000%  | 0.0000% | $264885.06         | $256372.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4311 M | 2047-03-20      | 4.0000%  | 0.0000% | $12634.97          | $12226.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA5321 M | 2048-07-20      | 4.5000%  | 0.0000% | $10412.49          | $10377.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO5656 C | 2040-06-20      | 5.0000%  | 0.0000% | $474796.01         | $480745.73         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA9298 X | 2047-11-15      | 3.5000%  | 0.0000% | $22891.44          | $21774.91          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN6339 C | 2049-10-20      | 4.0000%  | 0.0000% | $424939.20         | $410668.42         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV7449 X | 2046-09-15      | 3.5000%  | 0.0000% | $6707.15           | $6320.04           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6605 M | 2050-04-20      | 6.0000%  | 0.0000% | $2722.25           | $2881.97           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6534 M | 2050-03-20      | 4.5000%  | 0.0000% | $105787.76         | $104259.13         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6433 M | 2034-11-20      | 2.0000%  | 0.0000% | $13852.54          | $12886.40          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7194 M | 2051-02-20      | 3.0000%  | 0.0000% | $2108721.10        | $1935558.55        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7184 M | 2051-02-20      | 2.0000%  | 0.0000% | $236855.90         | $195808.88         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DB4905 C | 2054-04-20      | 6.5000%  | 0.0000% | $197109.58         | $208872.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA9997 C | 2054-04-20      | 6.5000%  | 0.0000% | $614827.45         | $646842.41         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8531 C | 2054-03-20      | 7.0000%  | 0.0000% | $311183.45         | $327686.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA8869 C | 2054-03-20      | 6.0000%  | 0.0000% | $1110285.01        | $1149966.96        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7209 C | 2054-05-20      | 7.0000%  | 0.0000% | $192977.85         | $202403.58         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA7167 C | 2054-05-20      | 7.0000%  | 0.0000% | $429084.17         | $452173.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2059 C | 2054-04-20      | 6.0000%  | 0.0000% | $439401.94         | $455011.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA1949 C | 2054-02-20      | 6.5000%  | 0.0000% | $598244.95         | $629978.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ7891 C | 2054-02-20      | 6.5000%  | 0.0000% | $506342.94         | $535276.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ5226 C | 2054-01-20      | 7.5000%  | 0.0000% | $34440.17          | $35978.57          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3708 C | 2054-01-20      | 7.0000%  | 0.0000% | $901728.74         | $945774.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3600 C | 2053-12-20      | 7.5000%  | 0.0000% | $184134.92         | $194008.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $3350027.70        | $3083186.82        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6400 M | 2050-01-20      | 3.5000%  | 0.0000% | $2322.90           | $2150.19           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6398 M | 2050-01-20      | 2.5000%  | 0.0000% | $1951267.61        | $1702035.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 783324 M | 2041-05-20      | 4.0000%  | 0.0000% | $21222.69          | $20967.53          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 758861 X | 2028-03-15      | 2.5000%  | 0.0000% | $2238.64           | $2209.76           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8071 C | 2065-06-20      | 6.5000%  | 0.0000% | $505739.88         | $530290.74         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AL9314 X | 2045-03-15      | 3.0000%  | 0.0000% | $1689738.41        | $1557840.24        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ7989 C | 2065-05-20      | 7.0000%  | 0.0000% | $536742.15         | $562007.44         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710859 X | 2039-09-15      | 5.0000%  | 0.0000% | $166568.40         | $172596.69         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 710692 X | 2039-07-15      | 5.0000%  | 0.0000% | $790.20            | $792.70            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 711068 X | 2040-01-15      | 5.0000%  | 0.0000% | $6250.28           | $6476.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 709558 X | 2041-08-15      | 4.0000%  | 0.0000% | $615.28            | $606.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6896 C | 2065-06-20      | 6.0000%  | 0.0000% | $449965.34         | $462777.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6095 C | 2065-09-20      | 6.5000%  | 0.0000% | $193447.30         | $202838.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5774 C | 2065-06-20      | 6.5000%  | 0.0000% | $843492.89         | $884438.94         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ5773 C | 2065-05-20      | 6.5000%  | 0.0000% | $490825.91         | $514652.29         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581070 X | 2032-02-15      | 6.0000%  | 0.0000% | $412.32            | $431.99            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 552765 X | 2032-09-15      | 6.5000%  | 0.0000% | $31201.97          | $32430.44          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 581589 X | 2032-10-15      | 6.0000%  | 0.0000% | $20173.11          | $20823.06          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604083 X | 2033-03-15      | 5.5000%  | 0.0000% | $165183.61         | $168671.99         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003598 M | 2034-08-20      | 6.0000%  | 0.0000% | $456.32            | $484.78            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081079 M | 2034-09-20      | 5.3750%  | 0.0000% | $1071.54           | $1083.85           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081174 M | 2034-12-20      | 5.1250%  | 0.0000% | $2182.01           | $2222.27           | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081278 M | 2035-03-20      | 5.6250%  | 0.0000% | $933.26            | $950.69            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081314 M | 2035-04-20      | 5.6250%  | 0.0000% | $5328.99           | $5436.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3254 C | 2055-06-20      | 7.0000%  | 0.0000% | $349817.18         | $366548.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ0836 C | 2065-04-20      | 7.0000%  | 0.0000% | $100674.89         | $105413.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK0491 C | 2065-05-20      | 6.5000%  | 0.0000% | $213337.17         | $223693.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK8338 C | 2065-06-20      | 7.0000%  | 0.0000% | $133837.66         | $140137.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ8834 C | 2065-06-20      | 6.5000%  | 0.0000% | $524973.18         | $550457.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $753308.59         | $724885.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0623 M | 2055-09-20      | 5.5000%  | 0.0000% | $25630016.48       | $26084749.93       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2992 C | 2065-05-20      | 6.0000%  | 0.0000% | $590949.43         | $607775.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK2316 C | 2065-05-20      | 6.5000%  | 0.0000% | $511981.70         | $536835.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ0732 C | 2055-05-20      | 6.0000%  | 0.0000% | $835779.24         | $864563.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK3341 C | 2065-05-20      | 6.5000%  | 0.0000% | $1452732.48        | $1523254.57        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DJ6225 C | 2065-03-20      | 7.0000%  | 0.0000% | $229983.01         | $240808.44         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1153 C | 2065-07-20      | 6.5000%  | 0.0000% | $1763143.41        | $1848732.46        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DH3901 C | 2055-01-20      | 7.0000%  | 0.0000% | $253922.40         | $267390.33         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO9496 C | 2064-10-20      | 6.5000%  | 0.0000% | $54766.84          | $57425.41          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  | 0.0000% | $231282.74         | $241318.89         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5647 C | 2065-09-20      | 6.5000%  | 0.0000% | $1273380.23        | $1335194.49        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN2124 C | 2065-11-20      | 6.5000%  | 0.0000% | $175093.05         | $183592.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8555 C | 2056-02-20      | 6.5000%  | 0.0000% | $295263.01         | $310926.84         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0939 M | 2056-02-20      | 6.5000%  | 0.0000% | $1699489.29        | $1780927.87        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK3235 C | 2055-07-20      | 6.0000%  | 0.0000% | $1217987.95        | $1258273.31        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4298 C | 2065-11-20      | 6.5000%  | 0.0000% | $5808458.61        | $6078153.73        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788418 C | 2055-12-20      | 6.5000%  | 0.0000% | $15251677.59       | $16081329.86       | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5345 C | 2065-12-20      | 6.0000%  | 0.0000% | $659180.61         | $679149.39         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM5743 C | 2065-10-20      | 6.5000%  | 0.0000% | $1954486.83        | $2042877.41        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN9358 C | 2065-12-20      | 6.5000%  | 0.0000% | $840934.98         | $881757.70         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN6065 C | 2055-11-20      | 7.5000%  | 0.0000% | $460595.42         | $497745.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP8465 C | 2056-01-20      | 6.0000%  | 0.0000% | $951676.27         | $983729.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO5366 C | 2056-01-20      | 5.0000%  | 0.0000% | $265597.51         | $269573.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN8786 C | 2056-01-20      | 5.0000%  | 0.0000% | $448531.50         | $452767.03         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN6227 C | 2065-12-20      | 6.5000%  | 0.0000% | $331454.54         | $347544.82         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ4009 C | 2054-01-20      | 7.5000%  | 0.0000% | $251160.44         | $264971.42         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3808 X | 2047-10-15      | 3.5000%  | 0.0000% | $9240.32           | $8706.04           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC3692 X | 2047-09-15      | 4.5000%  | 0.0000% | $12754.53          | $12707.63          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB6141 C | 2047-09-20      | 3.5000%  | 0.0000% | $245362.26         | $232065.29         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6248 X | 2047-05-15      | 5.0000%  | 0.0000% | $132047.13         | $134089.52         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6247 X | 2047-05-15      | 5.0000%  | 0.0000% | $115996.36         | $118081.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AX4344 C | 2046-10-20      | 3.5000%  | 0.0000% | $36314.45          | $34347.21          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX1651 X | 2046-10-15      | 4.5000%  | 0.0000% | $17540.61          | $17655.08          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AW8749 C | 2046-12-20      | 4.0000%  | 0.0000% | $581213.93         | $562085.54         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AW6591 X | 2046-12-15      | 4.5000%  | 0.0000% | $5456.90           | $5455.15           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV9680 X | 2046-11-15      | 2.5000%  | 0.0000% | $405041.58         | $361086.70         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AV3923 X | 2046-08-15      | 5.0000%  | 0.0000% | $5255.88           | $5381.27           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AU8271 X | 2046-07-15      | 4.5000%  | 0.0000% | $8537.27           | $8593.00           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD4824 X | 2047-11-15      | 3.5000%  | 0.0000% | $14154.57          | $13460.39          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD4061 C | 2048-06-20      | 4.0000%  | 0.0000% | $53761.40          | $52024.05          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD1520 X | 2047-11-15      | 4.5000%  | 0.0000% | $32966.05          | $32908.03          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BD0491 C | 2048-01-20      | 4.5000%  | 0.0000% | $169988.22         | $168762.61         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC8961 X | 2047-10-15      | 4.5000%  | 0.0000% | $5341.90           | $5430.54           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC7373 X | 2047-11-15      | 3.5000%  | 0.0000% | $6027.86           | $5705.88           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BC4862 C | 2047-10-20      | 3.5000%  | 0.0000% | $162412.40         | $154214.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0472 M | 2055-07-20      | 5.5000%  | 0.0000% | $4062951.68        | $4103427.70        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $395548.66         | $402625.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0363 M | 2055-05-20      | 4.0000%  | 0.0000% | $22036509.66       | $21205047.67       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0356 M | 2055-05-20      | 7.0000%  | 0.0000% | $73133.97          | $74779.53          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BB4172 C | 2048-02-20      | 4.0000%  | 0.0000% | $11141.04          | $10725.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7527 M | 2051-08-20      | 4.0000%  | 0.0000% | $61016.63          | $57993.19          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $758561.93         | $641212.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7253 M | 2051-03-20      | 1.5000%  | 0.0000% | $433914.05         | $352270.22         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7260 M | 2051-03-20      | 5.0000%  | 0.0000% | $39704.58          | $40761.92          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  | 0.0000% | $2430636.96        | $2229031.83        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7057 M | 2050-12-20      | 5.0000%  | 0.0000% | $2986.49           | $3077.10           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7050 M | 2050-12-20      | 1.5000%  | 0.0000% | $5046980.37        | $4116510.65        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7043 M | 2050-12-20      | 2.5000%  | 0.0000% | $247125.18         | $214639.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6996 M | 2050-11-20      | 3.0000%  | 0.0000% | $175719.56         | $161338.96         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 551116 X | 2031-08-15      | 7.0000%  | 0.0000% | $220.01            | $230.05            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 550851 X | 2031-09-15      | 7.0000%  | 0.0000% | $6209.73           | $6464.60           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 547957 X | 2031-11-15      | 6.0000%  | 0.0000% | $3115.20           | $3251.85           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DH9312 C | 2065-02-20      | 6.0000%  | 0.0000% | $988786.40         | $1016940.45        | Agency Mortgage-Backed Securities  |
| GNMA GNII SP 788357 C | 2052-05-20      | 3.5000%  | 0.0000% | $6496232.66        | $6095069.36        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DG3939 C | 2065-10-20      | 6.5000%  | 0.0000% | $150351.07         | $157649.63         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO5662 C | 2066-01-20      | 6.5000%  | 0.0000% | $46428.32          | $48682.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL5412 C | 2055-12-20      | 5.0000%  | 0.0000% | $1560981.81        | $1582476.71        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO4014 C | 2055-11-20      | 6.5000%  | 0.0000% | $347544.62         | $365455.48         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DP3884 C | 2065-11-20      | 6.5000%  | 0.0000% | $424648.60         | $445262.51         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK5227 C | 2065-11-20      | 6.5000%  | 0.0000% | $595907.54         | $624834.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DN2903 C | 2056-01-20      | 6.5000%  | 0.0000% | $164111.99         | $172818.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0081 C | 2066-02-20      | 6.5000%  | 0.0000% | $606510.97         | $635953.71         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DO0904 C | 2056-01-20      | 5.0000%  | 0.0000% | $464136.46         | $468518.42         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0083 C | 2066-01-20      | 7.0000%  | 0.0000% | $251519.13         | $263358.28         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DP3561 C | 2056-01-20      | 5.0000%  | 0.0000% | $674461.36         | $683315.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DQ0088 C | 2066-02-20      | 6.5000%  | 0.0000% | $221027.55         | $230890.78         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT 081377 M | 2035-06-20      | 5.6250%  | 0.0000% | $2323.72           | $2370.82           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 650731 X | 2036-01-15      | 5.5000%  | 0.0000% | $399.61            | $413.31            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 647603 X | 2036-09-15      | 6.5000%  | 0.0000% | $6468.08           | $6689.57           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 658182 X | 2036-11-15      | 6.0000%  | 0.0000% | $1689.43           | $1769.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 668905 X | 2037-08-15      | 7.5000%  | 0.0000% | $1629.54           | $1662.36           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 675062 X | 2038-01-15      | 6.0000%  | 0.0000% | $100435.50         | $105039.80         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 696500 X | 2038-08-15      | 6.5000%  | 0.0000% | $2563.38           | $2711.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 691315 X | 2038-08-15      | 6.0000%  | 0.0000% | $159.09            | $165.30            | Agency Mortgage-Backed Securities  |
| GNMA GNII EP 787846 C | 2065-01-20      | 6.0000%  | 0.0000% | $4896344.53        | $5035754.89        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DM7533 C | 2065-10-20      | 6.5000%  | 0.0000% | $840410.91         | $881208.19         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DN4825 C | 2065-10-20      | 7.0000%  | 0.0000% | $267893.31         | $280678.67         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0742 M | 2055-11-20      | 3.5000%  | 0.0000% | $15045553.45       | $14095844.69       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 688025 X | 2038-10-15      | 6.0000%  | 0.0000% | $860.07            | $912.83            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004310 M | 2038-12-20      | 6.0000%  | 0.0000% | $758.84            | $768.24            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004367 M | 2039-02-20      | 4.0000%  | 0.0000% | $190.29            | $188.60            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 701689 X | 2039-02-15      | 4.5000%  | 0.0000% | $230.28            | $234.62            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 697959 X | 2039-03-15      | 4.5000%  | 0.0000% | $457.59            | $462.49            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 487782 X | 2039-03-15      | 4.5000%  | 0.0000% | $2286.47           | $2329.53           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CY0036 C | 2054-01-20      | 7.5000%  | 0.0000% | $165898.13         | $175512.20         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8099 M | 2052-06-20      | 3.5000%  | 0.0000% | $31092771.48       | $29522517.44       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 748948 C | 2040-09-20      | 4.5000%  | 0.0000% | $1291.56           | $1294.84           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004827 M | 2040-10-20      | 4.0000%  | 0.0000% | $26659.64          | $25799.55          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 748705 X | 2040-10-15      | 4.6250%  | 0.0000% | $101459.76         | $102761.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004849 M | 2040-11-20      | 4.0000%  | 0.0000% | $82740.10          | $80071.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6935 M | 2050-10-20      | 4.5000%  | 0.0000% | $56086.05          | $56575.97          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003429 M | 2033-08-20      | 5.5000%  | 0.0000% | $385.85            | $398.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003346 M | 2033-02-20      | 5.5000%  | 0.0000% | $491.00            | $510.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003240 M | 2032-05-20      | 7.0000%  | 0.0000% | $218.14            | $232.67            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003162 M | 2031-11-20      | 7.0000%  | 0.0000% | $963.84            | $1004.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002897 M | 2030-03-20      | 8.0000%  | 0.0000% | $4685.08           | $4920.73           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 002699 M | 2029-01-20      | 6.0000%  | 0.0000% | $2692.26           | $2780.89           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 587278 X | 2032-09-15      | 6.5000%  | 0.0000% | $34110.47          | $35535.76          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  | 0.0000% | $10120878.92       | $10241288.14       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  | 0.0000% | $118740.80         | $108875.30         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7882 M | 2052-02-20      | 3.0000%  | 0.0000% | $356807.94         | $327198.83         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $89923009.26       | $76010251.12       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7869 M | 2052-02-20      | 1.5000%  | 0.0000% | $216345.19         | $169076.65         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7827 M | 2052-01-20      | 2.5000%  | 0.0000% | $44604117.52       | $39347324.05       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7767 M | 2051-12-20      | 2.5000%  | 0.0000% | $98130291.20       | $86565200.29       | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7756 M | 2051-12-20      | 2.5000%  | 0.0000% | $184710.18         | $159286.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA7528 M | 2049-04-20      | 4.5000%  | 0.0000% | $71398.42          | $71159.95          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004797 M | 2040-09-20      | 5.0000%  | 0.0000% | $199.45            | $203.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004796 M | 2040-09-20      | 4.5000%  | 0.0000% | $5472.76           | $5488.17           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004710 M | 2040-06-20      | 5.0000%  | 0.0000% | $2928.90           | $2967.39           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004695 M | 2040-05-20      | 4.0000%  | 0.0000% | $4855.55           | $4812.67           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004535 M | 2039-09-20      | 6.0000%  | 0.0000% | $1064.55           | $1066.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004337 M | 2039-01-20      | 6.0000%  | 0.0000% | $818.66            | $836.83            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004364 M | 2039-02-20      | 6.0000%  | 0.0000% | $242.97            | $245.86            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004285 M | 2038-11-20      | 6.0000%  | 0.0000% | $1262.63           | $1278.92           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004240 M | 2038-09-20      | 6.5000%  | 0.0000% | $277.89            | $288.35            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004239 M | 2038-09-20      | 6.0000%  | 0.0000% | $1898.67           | $1936.97           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603333 X | 2032-12-15      | 5.5000%  | 0.0000% | $4628.37           | $4701.88           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603349 X | 2033-01-15      | 6.0000%  | 0.0000% | $398.58            | $406.17            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603915 X | 2033-01-15      | 5.5000%  | 0.0000% | $193446.43         | $200149.78         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 599898 X | 2033-03-15      | 6.0000%  | 0.0000% | $4907.27           | $5040.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595624 X | 2033-02-15      | 5.5000%  | 0.0000% | $136.89            | $141.27            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 595070 X | 2032-10-15      | 6.0000%  | 0.0000% | $94250.51          | $98702.28          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BM9743 C | 2049-11-20      | 4.0000%  | 0.0000% | $165641.47         | $160902.28         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BM2121 X | 2049-06-15      | 5.0000%  | 0.0000% | $355736.79         | $369251.27         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BL5765 X | 2049-03-15      | 5.0000%  | 0.0000% | $205829.29         | $215574.30         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BJ2882 X | 2048-12-15      | 5.5000%  | 0.0000% | $22091.11          | $22604.73          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BG5674 X | 2048-07-15      | 4.0000%  | 0.0000% | $63458.71          | $63367.64          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BF9995 X | 2048-04-15      | 4.5000%  | 0.0000% | $7861.35           | $7864.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CP8516 C | 2052-10-20      | 5.5000%  | 0.0000% | $49186.90          | $50757.25          | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7002 C | 2042-05-20      | 3.5000%  | 0.0000% | $247701.89         | $232800.09         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL2984 C | 2065-04-20      | 7.0000%  | 0.0000% | $134646.30         | $140984.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1238 C | 2065-07-20      | 6.5000%  | 0.0000% | $389008.20         | $407892.00         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1179 C | 2065-07-20      | 6.5000%  | 0.0000% | $1179124.18        | $1236362.93        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1151 C | 2065-07-20      | 6.0000%  | 0.0000% | $138131.64         | $142064.57         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL1738 C | 2065-09-20      | 6.5000%  | 0.0000% | $214864.69         | $225294.96         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0584 C | 2065-09-20      | 6.0000%  | 0.0000% | $516873.90         | $532532.77         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DL0482 C | 2055-08-20      | 6.0000%  | 0.0000% | $683510.48         | $713956.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DL0425 C | 2065-03-20      | 7.0000%  | 0.0000% | $229289.57         | $240082.36         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK9705 C | 2055-07-20      | 6.0000%  | 0.0000% | $563429.46         | $583567.74         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9184 C | 2065-10-20      | 6.5000%  | 0.0000% | $4096466.59        | $4292975.91        | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK9030 C | 2065-07-20      | 2.0000%  | 0.0000% | $283878.74         | $226509.52         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DK7735 C | 2065-06-20      | 6.5000%  | 0.0000% | $644639.19         | $675932.19         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 570503 X | 2031-12-15      | 6.5000%  | 0.0000% | $153.05            | $157.50            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605618 X | 2034-07-15      | 5.5000%  | 0.0000% | $859.31            | $895.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 605561 X | 2034-11-15      | 5.5000%  | 0.0000% | $55808.02          | $56422.98          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604975 X | 2034-02-15      | 5.5000%  | 0.0000% | $167.92            | $172.43            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 604125 X | 2033-03-15      | 6.5000%  | 0.0000% | $521.86            | $536.09            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 603681 X | 2033-05-15      | 5.5000%  | 0.0000% | $480.65            | $488.69            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DK7345 C | 2055-07-20      | 6.0000%  | 0.0000% | $298833.37         | $314357.27         | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA0872 M | 2043-03-20      | 5.6250%  | 0.0000% | $1973.66           | $2015.70           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0784 M | 2043-02-20      | 4.0000%  | 0.0000% | $160180.75         | $158171.58         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AC4274 X | 2045-08-15      | 3.5000%  | 0.0000% | $8561.16           | $8209.77           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9207 X | 2042-11-15      | 3.0000%  | 0.0000% | $4928.67           | $4559.40           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AB9206 X | 2042-11-15      | 3.0000%  | 0.0000% | $19384.72          | $18159.74          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 543698 X | 2030-11-15      | 8.0000%  | 0.0000% | $3440.59           | $3552.20           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 542756 X | 2031-04-15      | 7.0000%  | 0.0000% | $21692.53          | $22429.76          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538717 X | 2035-05-15      | 5.5000%  | 0.0000% | $535.17            | $556.77            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538089 X | 2030-10-15      | 8.0000%  | 0.0000% | $836.88            | $862.10            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 537957 X | 2030-07-15      | 8.0000%  | 0.0000% | $307.75            | $313.71            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 538299 X | 2032-01-15      | 6.0000%  | 0.0000% | $4635.84           | $4747.20           | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DO0117 C | 2065-10-20      | 6.0000%  | 0.0000% | $655780.60         | $675646.38         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9476 M | 2054-02-20      | 6.0000%  | 0.0000% | $394545.32         | $399020.78         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9418 M | 2054-01-20      | 3.0000%  | 0.0000% | $53216.87          | $49010.32          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9357 M | 2053-12-20      | 3.0000%  | 0.0000% | $42301.10          | $38998.93          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9351 M | 2053-12-20      | 6.5000%  | 0.0000% | $13505.45          | $13936.59          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9294 M | 2053-11-20      | 6.5000%  | 0.0000% | $3751.27           | $3871.03           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  | 0.0000% | $122936.35         | $128493.40         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9106 M | 2053-08-20      | 5.5000%  | 0.0000% | $182.34            | $186.92            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $4685347.74        | $4807209.99        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9848 M | 2054-08-20      | 4.0000%  | 0.0000% | $435672.67         | $420131.31         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9822 M | 2039-08-20      | 4.5000%  | 0.0000% | $23137.20          | $23318.83          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004945 M | 2041-02-20      | 4.0000%  | 0.0000% | $3951.86           | $3905.57           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8804 M | 2053-04-20      | 7.0000%  | 0.0000% | $35118.09          | $36647.26          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8632 M | 2052-01-20      | 2.5000%  | 0.0000% | $442213.10         | $380257.08         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8414 M | 2052-11-20      | 2.5000%  | 0.0000% | $391969.17         | $338019.53         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  | 0.0000% | $326315.60         | $337303.73         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  | 0.0000% | $5755.33           | $5353.15           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8257 M | 2052-09-20      | 2.5000%  | 0.0000% | $1342962.56        | $1158117.94        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8181 M | 2037-09-20      | 6.5000%  | 0.0000% | $4061.93           | $4237.18           | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8189 M | 2052-08-20      | 2.5000%  | 0.0000% | $235221.40         | $203429.01         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8149 M | 2052-07-20      | 3.5000%  | 0.0000% | $972143.56         | $920247.41         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 574355 X | 2032-01-15      | 7.0000%  | 0.0000% | $979.80            | $1014.83           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004100 M | 2038-03-20      | 6.5000%  | 0.0000% | $331.92            | $355.26            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004085 M | 2038-02-20      | 6.0000%  | 0.0000% | $373.60            | $395.81            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003879 M | 2036-07-20      | 6.0000%  | 0.0000% | $358.87            | $383.79            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 003654 M | 2034-12-20      | 6.5000%  | 0.0000% | $194.04            | $203.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004462 M | 2039-06-20      | 5.0000%  | 0.0000% | $8211.72           | $8319.59           | Agency Mortgage-Backed Securities  |
| GNMA GNII FS 004459 M | 2039-06-20      | 5.0000%  | 0.0000% | $1291.44           | $1334.75           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 004422 M | 2039-04-20      | 4.0000%  | 0.0000% | $1340.59           | $1328.34           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2165 X | 2052-04-15      | 3.5000%  | 0.0000% | $23310.56          | $22331.83          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CJ2157 X | 2052-03-15      | 3.0000%  | 0.0000% | $1789968.19        | $1654456.26        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CI1518 C | 2052-04-20      | 2.5000%  | 0.0000% | $791628.90         | $700054.50         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH9027 X | 2051-10-15      | 3.5000%  | 0.0000% | $192228.81         | $183709.95         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CC2874 C | 2051-03-20      | 2.0000%  | 0.0000% | $1003326.73        | $853435.18         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB4372 C | 2051-09-20      | 3.5000%  | 0.0000% | $1097696.70        | $1028768.79        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CB1543 C | 2051-02-20      | 3.0000%  | 0.0000% | $5759.60           | $5281.31           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BZ4061 C | 2050-12-20      | 2.0000%  | 0.0000% | $1160961.12        | $974175.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BW1745 C | 2050-08-20      | 3.0000%  | 0.0000% | $64424.32          | $59072.05          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN2662 C | 2049-10-20      | 3.0000%  | 0.0000% | $564594.31         | $518397.32         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DI5117 C | 2055-06-20      | 7.0000%  | 0.0000% | $354453.23         | $374908.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3385 C | 2065-01-20      | 6.0000%  | 0.0000% | $230274.59         | $236831.04         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3232 C | 2065-01-20      | 6.5000%  | 0.0000% | $216870.42         | $227398.06         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI3211 C | 2065-04-20      | 6.0000%  | 0.0000% | $163184.07         | $167830.47         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0718 C | 2065-02-20      | 6.5000%  | 0.0000% | $273064.52         | $286320.02         | Agency Mortgage-Backed Securities  |
| GNMA GNII ET DI0511 C | 2064-12-20      | 6.0000%  | 0.0000% | $367447.63         | $377909.72         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0937 M | 2056-02-20      | 5.5000%  | 0.0000% | $161840614.29      | $164964012.23      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0936 M | 2056-02-20      | 5.0000%  | 0.0000% | $219483461.73      | $221083740.02      | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0739 M | 2055-09-20      | 2.0000%  | 0.0000% | $97248.54          | $82198.69          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0733 M | 2055-11-20      | 5.5000%  | 0.0000% | $3966969.48        | $4016168.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MB0673 M | 2055-10-20      | 5.5000%  | 0.0000% | $5283551.89        | $5349079.67        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0626 M | 2055-09-20      | 7.0000%  | 0.0000% | $30087660.45       | $31258237.60       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0620 M | 2055-09-20      | 4.0000%  | 0.0000% | $1359943.33        | $1309290.72        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0558 M | 2055-08-20      | 6.5000%  | 0.0000% | $1648680.30        | $1719810.05        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  | 0.0000% | $919642.97         | $955753.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004918 M | 2041-01-20      | 4.0000%  | 0.0000% | $220.69            | $213.57            | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CM5230 C | 2051-02-20      | 2.0000%  | 0.0000% | $320024.31         | $264090.92         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5818 M | 2049-03-20      | 4.5000%  | 0.0000% | $732581.30         | $737808.27         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BD5898 X | 2047-10-15      | 3.5000%  | 0.0000% | $38973.37          | $36747.08          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BA0244 X | 2047-04-15      | 4.0000%  | 0.0000% | $110419.65         | $107480.15         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5319 X | 2046-01-15      | 5.0000%  | 0.0000% | $79830.95          | $80855.82          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4723 M | 2047-09-20      | 5.5000%  | 0.0000% | $171767.50         | $179177.93         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4263 M | 2047-02-20      | 4.0000%  | 0.0000% | $1245495.78        | $1221219.68        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA8139 M | 2052-07-20      | 2.5000%  | 0.0000% | $375863.76         | $324128.21         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 762797 C | 2041-03-20      | 4.5000%  | 0.0000% | $38060.92          | $38076.68          | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 762922 X | 2041-04-15      | 4.6250%  | 0.0000% | $75319.72          | $75900.31          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF 005054 M | 2041-05-20      | 4.0000%  | 0.0000% | $270.78            | $267.53            | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF 734428 X | 2041-05-15      | 4.5000%  | 0.0000% | $1090409.18        | $1098528.37        | Agency Mortgage-Backed Securities  |
| GNMA GNII JM 004261 M | 2038-10-20      | 6.5000%  | 0.0000% | $134.36            | $135.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4502 M | 2047-06-20      | 4.0000%  | 0.0000% | $3116.18           | $3015.52           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CH0109 X | 2051-12-15      | 3.5000%  | 0.0000% | $108172.16         | $101691.76         | Agency Mortgage-Backed Securities  |
| GNMA GNII AP 784449 M | 2044-09-20      | 4.5000%  | 0.0000% | $21948.15          | $22008.42          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9597 M | 2052-05-20      | 1.5000%  | 0.0000% | $32233.13          | $26514.02          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CZ3450 C | 2054-01-20      | 7.5000%  | 0.0000% | $149046.32         | $155346.75         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA4443 M | 2047-05-20      | 4.0000%  | 0.0000% | $5564.39           | $5384.64           | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AZ1638 X | 2047-02-15      | 4.0000%  | 0.0000% | $74560.22          | $72575.35          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DA2624 C | 2054-03-20      | 6.0000%  | 0.0000% | $392584.52         | $409451.26         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BN6125 C | 2049-08-20      | 4.0000%  | 0.0000% | $215227.74         | $208406.93         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AP5284 X | 2045-10-15      | 5.0000%  | 0.0000% | $182030.99         | $183918.49         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9016 M | 2053-07-20      | 5.0000%  | 0.0000% | $22539303.17       | $22774999.17       | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CL5027 X | 2052-03-15      | 4.0000%  | 0.0000% | $71549.66          | $68971.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA9954 M | 2054-10-20      | 6.5000%  | 0.0000% | $338329.22         | $349130.19         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CF8251 X | 2051-09-15      | 3.5000%  | 0.0000% | $189074.06         | $176305.85         | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7831 M | 2052-01-20      | 4.5000%  | 0.0000% | $7012970.80        | $6994007.73        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF CQ4341 X | 2052-09-15      | 4.5000%  | 0.0000% | $498228.21         | $495307.10         | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF AX6548 X | 2047-06-15      | 5.0000%  | 0.0000% | $80683.67          | $82134.13          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AT8330 C | 2046-11-20      | 3.5000%  | 0.0000% | $93406.17          | $88657.66          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF CO4021 C | 2052-06-20      | 4.5000%  | 0.0000% | $1211241.10        | $1190389.58        | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CO7009 C | 2040-07-20      | 5.0000%  | 0.0000% | $684730.86         | $693310.61         | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA6030 M | 2049-07-20      | 3.5000%  | 0.0000% | $26942.78          | $24938.90          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6768 M | 2050-07-20      | 4.0000%  | 0.0000% | $6011651.27        | $5851073.38        | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CN8579 C | 2049-07-20      | 4.5000%  | 0.0000% | $1293063.22        | $1282667.00        | Agency Mortgage-Backed Securities  |
| GNMA GNMI SF BC5503 X | 2047-11-15      | 3.5000%  | 0.0000% | $2825.66           | $2706.88           | Agency Mortgage-Backed Securities  |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $5390280.61        | $5381626.68        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $114412959.18      | $100667521.54      | U.S. Treasuries (including strips) |

### Security 151: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 977HCB005, C.4 - ISIN: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: 977HCB005_3.68_0303
- **C.18 - Value (incl. sponsor support):** $498000000.00
- **C.18.a - Value (excl. sponsor support):** $498000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5420EF 06/25/54 | 2054-06-25      | 5.0172%  | 0.0000% | $2959504.38        | $2982596.60        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5357FT 11/25/53 | 2053-11-25      | 5.0672%  | 0.0000% | $2648285.07        | $2673564.30        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL042FC R25F042 | 2055-06-25      | 5.1672%  | 0.0000% | $5000760.90        | $5049708.68        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL040FB R25F040 | 2055-02-25      | 5.1672%  | 0.0000% | $2524921.10        | $2549938.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.1672%  | 0.0000% | $16524041.88       | $16685796.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041FD R25F041 | 2055-06-25      | 5.1672%  | 0.0000% | $2782539.87        | $2809469.48        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FH R24F103 | 2055-01-25      | 4.9172%  | 0.0000% | $3840918.47        | $3871673.39        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FC R25F016 | 2055-03-25      | 5.0172%  | 0.0000% | $7191046.11        | $7276200.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FL R24F095 | 2054-12-25      | 5.1172%  | 0.0000% | $16457960.61       | $16606547.86       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL067FA R24F067 | 2054-09-25      | 4.8372%  | 0.0000% | $5446890.41        | $5490839.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033 | 2054-01-25      | 4.6672%  | 0.0000% | $987230.04         | $995114.34         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL024CA R24F024 | 2054-05-25      | 0.1250%  | 0.0000% | $19570047.82       | $16484091.56       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FA R24F034 | 2054-06-25      | 4.6672%  | 0.0000% | $17406874.13       | $17545368.25       | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0267 10/25/53 | 2053-10-25      | 4.4672%  | 0.0000% | $35637.89          | $35745.66          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.1672%  | 0.0000% | $2832885.92        | $2860469.92        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC035HF R25F035 | 2055-05-25      | 5.3672%  | 0.0000% | $4097164.16        | $4155987.88        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55 | 2055-02-25      | 5.1172%  | 0.0000% | $4160792.23        | $4207369.34        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088 | 2054-12-25      | 4.6672%  | 0.0000% | $13242807.68       | $13320718.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5572FM 09/25/55 | 2055-09-25      | 4.7672%  | 0.0000% | $9113962.37        | $9173074.11        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54 | 2054-12-25      | 5.1172%  | 0.0000% | $4798880.00        | $4856328.78        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033 | 2054-03-25      | 4.6672%  | 0.0000% | $5406942.18        | $5449999.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC095HF R24F095 | 2054-12-25      | 5.0672%  | 0.0000% | $493738.82         | $497880.55         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55 | 2055-05-25      | 5.7172%  | 0.0000% | $7464150.20        | $7581342.01        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL001FJ R25F001 | 2055-02-25      | 5.6672%  | 0.0000% | $2477091.22        | $2521676.00        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5326FA 08/25/53 | 2053-08-25      | 4.7672%  | 0.0000% | $8601593.04        | $8653399.10        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FM 05/25/55 | 2055-05-25      | 5.0672%  | 0.0000% | $4666818.96        | $4718445.70        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015 | 2054-04-25      | 5.0172%  | 0.0000% | $2806433.28        | $2835698.02        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0268 10/25/53 | 2053-10-25      | 4.6672%  | 0.0000% | $81748.64          | $82351.23          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5418FC 06/25/54 | 2054-06-25      | 5.0672%  | 0.0000% | $1738334.59        | $1757166.86        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5549HF 06/25/55 | 2055-06-25      | 5.7672%  | 0.0000% | $10156412.51       | $10317537.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5483FD 12/25/54 | 2054-12-25      | 4.9672%  | 0.0000% | $1605721.61        | $1622517.38        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FE 02/25/54 | 2054-02-25      | 5.1172%  | 0.0000% | $10264617.49       | $10371783.06       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FH 04/25/54 | 2054-04-25      | 5.1172%  | 0.0000% | $78814.29          | $79709.41          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5630FH 02/25/56 | 2056-02-25      | 4.4172%  | 0.0000% | $7683696.54        | $7661655.09        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5582FM 10/25/55 | 2055-10-25      | 4.7172%  | 0.0000% | $7393471.11        | $7435481.31        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5575BF 09/25/55 | 2055-09-25      | 4.8172%  | 0.0000% | $8623690.10        | $8688286.90        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5565MF 05/25/55 | 2055-05-25      | 5.2672%  | 0.0000% | $8670394.39        | $8761334.89        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05549F 06/25/55 | 2055-06-25      | 5.6672%  | 0.0000% | $10156412.51       | $10306187.55       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FC 06/25/55 | 2055-06-25      | 5.1672%  | 0.0000% | $4971058.48        | $5019705.59        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55 | 2055-05-25      | 5.1672%  | 0.0000% | $3285182.04        | $3318300.18        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55 | 2055-01-25      | 5.0172%  | 0.0000% | $2251480.71        | $2277824.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FC 02/25/55 | 2055-02-25      | 5.6672%  | 0.0000% | $4552756.53        | $4615265.17        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FC 02/25/54 | 2054-02-25      | 5.0172%  | 0.0000% | $3801710.18        | $3838331.04        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5478FB 02/25/54 | 2054-02-25      | 5.0172%  | 0.0000% | $9504275.45        | $9572627.67        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FB 12/25/54 | 2054-12-25      | 5.1172%  | 0.0000% | $10980177.97       | $11080034.88       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FA 12/25/54 | 2054-12-25      | 5.0672%  | 0.0000% | $2196035.59        | $2214593.22        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLFA3930 | 2055-11-01      | 6.5000%  | 0.0000% | $7840891.38        | $8386989.42        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA3632 | 2055-03-01      | 5.0000%  | 0.0000% | $44884671.35       | $45250037.56       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3438 | 2037-05-01      | 2.5000%  | 0.0000% | $2869.02           | $2745.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIDF2935 | 2040-11-01      | 5.0000%  | 0.0000% | $150502.13         | $154568.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5897 | 2055-08-01      | 6.0000%  | 0.0000% | $234812.14         | $245715.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD7358 | 2055-04-01      | 6.5000%  | 0.0000% | $167460.85         | $174699.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD0644 | 2055-08-01      | 6.5000%  | 0.0000% | $2079489.12        | $2169506.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM8828 | 2046-10-01      | 4.0000%  | 0.0000% | $57460.89          | $56744.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $48848093.73       | $47559670.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $320762.41         | $319607.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $6499.98           | $6124.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5971 | 2056-02-01      | 5.0000%  | 0.0000% | $16515321.42       | $16644258.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBV6343 | 2055-12-01      | 4.5000%  | 0.0000% | $1115496.48        | $1105624.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5910 | 2055-12-01      | 5.5000%  | 0.0000% | $23115009.53       | $23586838.24       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CTMA5695 | 2045-04-01      | 6.5000%  | 0.0000% | $78606.70          | $82100.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4979 | 2053-04-01      | 5.5000%  | 0.0000% | $73781892.28       | $75522571.06       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $146300.40         | $145756.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  | 0.0000% | $1516.83           | $1448.84           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA4695 | 2051-01-01      | 3.5000%  | 0.0000% | $745544.79         | $713413.14         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A2 R20M020 | 2029-10-25      | 1.4350%  | 0.0000% | $26210.53          | $24230.88          | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  | 0.0000% | $1896397.38        | $1784383.30        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL001A2 R19M001 | 2028-09-25      | 3.5600%  | 0.0000% | $462077.36         | $461659.69         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011 | 2039-07-25      | 2.9440%  | 0.0000% | $37803.99          | $35289.43          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0060%  | 0.0000% | $1026459.52        | $945041.55         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.8760%  | 0.0000% | $1058964.44        | $1045902.24        | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004 | 2039-01-25      | 3.2730%  | 0.0000% | $19910.82          | $18824.70          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL006A2 R23M006 | 2028-07-25      | 4.1814%  | 0.0000% | $1818682.92        | $1838897.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $1662426.84        | $1568748.81        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0042A1 R22M00 | 2030-12-25      | 1.2081%  | 0.0000% | $338253.52         | $315733.09         | Agency Mortgage-Backed Securities         |

### Security 152: Pershing LLC

- **C.1 - Title:** Pershing LLC 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 988LWT002, C.4 - ISIN: N/A, C.3 - LEI: ZI8Q1A8EI8LQFJNM0D94, C.5 - Other ID: 988LWT002_3.68_0302
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERM 05413L 09/25/50 | 2050-09-25      | 6.0000%  | 0.0000% | $284898.76         | $289625.33         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4979AB 12/25/43 | 2043-12-25      | 2.0000%  | 0.0000% | $1272850.85        | $1217162.92        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4708LM 08/15/47 | 2047-08-15      | 3.0000%  | 0.0000% | $20000.00          | $15987.03          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 5076DA 02/15/51 | 2051-02-15      | 1.2500%  | 0.0000% | $15093707.60       | $12393741.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5053KC 12/25/50 | 2050-12-25      | 1.0000%  | 0.0000% | $188682.81         | $142688.78         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2003-40 PA      | 2033-05-16      | 4.2500%  | 0.0000% | $1173.43           | $1174.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-096 ME     | 2046-08-20      | 3.0000%  | 0.0000% | $823871.25         | $814466.49         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL016K R12F016  | 2041-10-25      | 4.0000%  | 0.0000% | $671125.67         | $668659.21         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-204 BL     | 2055-12-20      | 5.5000%  | 0.0000% | $127542.00         | $123922.77         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL006HD R13F006 | 2042-12-25      | 1.5000%  | 0.0000% | $1939.20           | $1762.18           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3955BA 02/15/41 | 2041-02-15      | 3.5000%  | 0.0000% | $686862.25         | $681431.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-144 ML     | 2044-09-20      | 3.0000%  | 0.0000% | $3838.21           | $3489.74           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PH R99F019 | 2029-05-25      | 6.0000%  | 0.0000% | $1144.34           | $1167.91           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099JU R10F099 | 2040-08-25      | 3.0000%  | 0.0000% | $7316.49           | $7169.99           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL019PY R10F019 | 2040-03-25      | 5.0000%  | 0.0000% | $305.99            | $310.32            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088HC R07F088 | 2037-09-25      | 6.1399%  | 0.0000% | $56516.61          | $58098.02          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL005CB R07F005 | 2037-02-25      | 4.2500%  | 0.0000% | $1037449.00        | $1044201.18        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3081CQ 12/15/35 | 2035-12-15      | 5.5000%  | 0.0000% | $1097.83           | $1143.61           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2994BG 06/15/35 | 2035-06-15      | 6.0000%  | 0.0000% | $4620.77           | $4840.00           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL008WD R06F008 | 2036-03-25      | 6.0000%  | 0.0000% | $4.63              | $4.12              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 02302J 04/15/31 | 2031-04-15      | 6.5000%  | 0.0000% | $37.29             | $38.38             | Agency Collateralized Mortgage Obligation |
| FMAC FERM 4912PA 06/25/49 | 2049-06-25      | 2.0000%  | 0.0000% | $2362.84           | $2035.23           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 04269P 08/15/41 | 2041-08-15      | 4.0000%  | 0.0000% | $161145.92         | $161463.52         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL128MF R03F128 | 2034-01-25      | 4.3817%  | 0.0000% | $41568.60          | $41646.10          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC033P  R15F033 | 2045-06-25      | 2.5000%  | 0.0000% | $2304.54           | $2241.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-13O BC     | 2073-05-20      | 4.5899%  | 0.0000% | $100000.00         | $97567.09          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-118 EA     | 2054-07-20      | 5.0000%  | 0.0000% | $32838.66          | $32863.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2768PC 03/15/34 | 2034-03-15      | 4.0000%  | 0.0000% | $4832.25           | $4748.93           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL030BA R12F030 | 2041-06-25      | 2.0000%  | 0.0000% | $1016.30           | $995.86            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 PD     | 2055-06-20      | 6.5000%  | 0.0000% | $82259.46          | $85865.01          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL082CA R17F082 | 2047-10-25      | 3.0000%  | 0.0000% | $15.02             | $11.36             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-164 GD     | 2054-01-20      | 4.5000%  | 0.0000% | $5072.52           | $4899.22           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL154MW R10F154 | 2041-01-25      | 3.5000%  | 0.0000% | $1248689.00        | $1234986.86        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4505JA 08/15/45 | 2045-08-15      | 3.0000%  | 0.0000% | $9315.92           | $7265.61           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GN     | 2054-07-20      | 4.5339%  | 0.0000% | $3204825.84        | $3187441.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-112 LV     | 2035-05-20      | 6.0000%  | 0.0000% | $2082273.40        | $2128835.81        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL116KL R03F116 | 2033-11-25      | 4.0000%  | 0.0000% | $3084.95           | $3086.58           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-145 YD     | 2041-11-16      | 3.0000%  | 0.0000% | $3249.95           | $3055.49           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL053WL R13F053 | 2042-01-25      | 1.5000%  | 0.0000% | $1153.20           | $1128.31           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL149GA R12F149 | 2042-06-25      | 1.7500%  | 0.0000% | $58789.16          | $55820.42          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5530DJ 10/25/51 | 2051-10-25      | 5.5000%  | 0.0000% | $1623814.76        | $1647816.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 PT     | 2055-03-20      | 4.0226%  | 0.0000% | $5472038.14        | $5254585.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5151LA 04/25/51 | 2051-04-25      | 1.5000%  | 0.0000% | $672829.51         | $320628.38         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL048PH R17F048 | 2047-05-25      | 2.5000%  | 0.0000% | $72839.13          | $65910.35          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-033 PB     | 2038-04-20      | 5.5000%  | 0.0000% | $37260.38          | $37662.95          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2012-50 PG      | 2041-12-20      | 2.0000%  | 0.0000% | $1977.46           | $1885.67           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2011-H09 AF     | 2061-03-20      | 4.2969%  | 0.0000% | $3282.31           | $3285.62           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-35 PM      | 2034-05-20      | 5.5000%  | 0.0000% | $3812.43           | $3820.21           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL033AM R03F033 | 2033-05-25      | 4.2500%  | 0.0000% | $2643.21           | $2625.66           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-207 BT     | 2062-12-20      | 7.0000%  | 0.0000% | $308260.55         | $322775.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-01O DC     | 2071-12-20      | 4.5662%  | 0.0000% | $100000.00         | $96226.38          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2008-035 NF     | 2038-04-20      | 5.0000%  | 0.0000% | $9023.66           | $9037.05           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC066PC R12F066 | 2041-11-25      | 2.0000%  | 0.0000% | $1712.16           | $1675.39           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL049LA R16F049 | 2043-01-25      | 3.5000%  | 0.0000% | $3609.53           | $3599.19           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3890BE 07/15/41 | 2041-07-15      | 5.0000%  | 0.0000% | $6646822.60        | $6867052.51        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC006GF R25F006 | 2055-02-25      | 5.0672%  | 0.0000% | $9241.24           | $9325.39           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4852CA 11/15/47 | 2047-11-15      | 4.0000%  | 0.0000% | $4947.19           | $4892.64           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2711GD 11/15/33 | 2033-11-15      | 5.5000%  | 0.0000% | $422.95            | $373.20            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2004-001 TE     | 2033-06-20      | 5.0000%  | 0.0000% | $18157.38          | $18179.08          | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5500VG 12/25/35 | 2035-12-25      | 5.5000%  | 0.0000% | $207931.79         | $213570.74         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-178 LB     | 2055-06-20      | 4.5000%  | 0.0000% | $6040146.72        | $6067496.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-177 PL     | 2051-06-20      | 6.0000%  | 0.0000% | $33163.89          | $33500.38          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4332KM 04/15/44 | 2044-04-15      | 3.5000%  | 0.0000% | $1089057.65        | $1036773.92        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4125YB 07/15/42 | 2042-07-15      | 3.0000%  | 0.0000% | $3562.56           | $3430.87           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4105KA 08/15/41 | 2041-08-15      | 2.0000%  | 0.0000% | $121237.66         | $119031.31         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4097DC 06/15/41 | 2041-06-15      | 1.5000%  | 0.0000% | $5856.20           | $5688.79           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-161 KU     | 2051-09-20      | 1.5000%  | 0.0000% | $44319.84          | $23794.54          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-16O FB     | 2072-08-20      | 4.5615%  | 0.0000% | $1528820.45        | $1543322.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-14O BC     | 2072-06-20      | 3.5146%  | 0.0000% | $107327.64         | $77830.61          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-19O EC     | 2071-11-20      | 4.4434%  | 0.0000% | $123789.70         | $114335.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-17O BC     | 2071-10-20      | 2.8682%  | 0.0000% | $250000.00         | $215894.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-140 HB     | 2051-08-20      | 1.0000%  | 0.0000% | $621435.53         | $546422.19         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-087 EK     | 2051-05-20      | 1.0000%  | 0.0000% | $892870.07         | $698435.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-089 MA     | 2051-05-20      | 1.5000%  | 0.0000% | $6639.07           | $3321.94           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-023 JC     | 2051-02-20      | 1.0000%  | 0.0000% | $724424.81         | $595922.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-122 MA     | 2055-02-20      | 6.5000%  | 0.0000% | $1183873.10        | $1219875.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-09O EC     | 2071-06-20      | 4.6159%  | 0.0000% | $100000.00         | $97152.77          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2017-34 PC      | 2046-05-20      | 2.5000%  | 0.0000% | $1229408.04        | $1179054.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-46 YA      | 2046-10-20      | 2.0000%  | 0.0000% | $243.81            | $135.84            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2016-17 JE      | 2046-08-20      | 3.0000%  | 0.0000% | $1227.39           | $1141.32           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-149 BP     | 2043-10-20      | 3.5000%  | 0.0000% | $2000.00           | $1708.93           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2013-042 KG     | 2042-11-20      | 1.7500%  | 0.0000% | $587472.60         | $558296.29         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-57 HU      | 2041-12-20      | 3.0000%  | 0.0000% | $11.80             | $8.96              | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2011-013 C      | 2041-01-16      | 4.0000%  | 0.0000% | $7539.71           | $7429.51           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060JC R04F060 | 2034-04-25      | 5.5000%  | 0.0000% | $6535.61           | $6776.14           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4774LP 09/15/46 | 2046-09-15      | 3.5000%  | 0.0000% | $12004.62          | $11836.39          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4623KA 10/15/46 | 2046-10-15      | 2.5000%  | 0.0000% | $9669.60           | $6996.67           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4349CA 03/15/44 | 2044-03-15      | 2.0000%  | 0.0000% | $125204.69         | $119851.62         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL110WB R03F110 | 2033-11-25      | 4.0000%  | 0.0000% | $4006.61           | $4006.45           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2597AE 04/15/33 | 2033-04-15      | 5.5000%  | 0.0000% | $25.47             | $25.79             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2531PM 12/15/32 | 2032-12-15      | 5.5000%  | 0.0000% | $34.79             | $35.94             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2488ED 08/15/32 | 2032-08-15      | 6.0000%  | 0.0000% | $40.90             | $42.42             | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2467PX 07/15/32 | 2032-07-15      | 6.0000%  | 0.0000% | $81.17             | $83.76             | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5609FD 12/25/55 | 2055-12-25      | 4.5172%  | 0.0000% | $773161.92         | $776884.66         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5602NE 11/25/52 | 2052-11-25      | 4.0000%  | 0.0000% | $9201514.36        | $9089751.74        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5502DG 12/25/49 | 2049-12-25      | 5.5000%  | 0.0000% | $5284644.73        | $5321976.64        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5507EA 09/25/49 | 2049-09-25      | 6.0000%  | 0.0000% | $1220237.13        | $1240600.85        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5420JA 06/25/44 | 2044-06-25      | 6.0000%  | 0.0000% | $781517.30         | $784053.58         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 1948PJ 03/15/27 | 2027-03-15      | 6.6500%  | 0.0000% | $16.47             | $16.62             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-060 BV     | 2035-02-20      | 6.0000%  | 0.0000% | $2063937.55        | $2126423.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-170 AL     | 2053-11-20      | 7.5000%  | 0.0000% | $785904.73         | $823180.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-081 JL     | 2053-06-20      | 7.5000%  | 0.0000% | $318000.00         | $341848.62         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-138 PT     | 2051-10-20      | 2.5000%  | 0.0000% | $31492307.69       | $27426605.29       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 AU     | 2052-07-20      | 3.7500%  | 0.0000% | $10918.05          | $9339.94           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3997GP 01/15/41 | 2041-01-15      | 4.0000%  | 0.0000% | $93569.04          | $93410.34          | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4006PA 09/15/41 | 2041-09-15      | 3.5000%  | 0.0000% | $6127.06           | $6023.03           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3890ME 07/15/41 | 2041-07-15      | 5.0000%  | 0.0000% | $3971268.33        | $4155722.28        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3842PH 04/15/41 | 2041-04-15      | 4.0000%  | 0.0000% | $2298.39           | $2300.69           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL096FB R24F096 | 2054-12-25      | 5.0672%  | 0.0000% | $1272841.70        | $1283658.95        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL018JM R21F018 | 2050-05-25      | 1.2500%  | 0.0000% | $461499.46         | $377822.58         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL035KA R19F035 | 2047-05-25      | 3.0000%  | 0.0000% | $198991.03         | $193057.05         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL086JA R18F086 | 2047-05-25      | 4.0000%  | 0.0000% | $3330.50           | $3331.82           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL077DA R16F077 | 2044-10-25      | 2.5000%  | 0.0000% | $71669.94          | $70467.79          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC035LP R13F035 | 2043-01-25      | 3.0000%  | 0.0000% | $137697.28         | $135070.52         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC020YA R13F020 | 2042-03-25      | 2.0000%  | 0.0000% | $82317.08          | $80127.65          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL012UM R13F012 | 2042-08-25      | 2.5000%  | 0.0000% | $33402.73          | $30576.18          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC007C  R13F007 | 2043-02-25      | 2.5000%  | 0.0000% | $1763.11           | $1290.43           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL152TA R12F152 | 2042-09-25      | 2.5000%  | 0.0000% | $17760.29          | $16430.46          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL149DA R12F149 | 2043-01-25      | 1.7500%  | 0.0000% | $42503.96          | $39952.23          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL125GC R12F125 | 2042-06-25      | 2.0000%  | 0.0000% | $118662.36         | $113252.72         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL098JP R12F098 | 2042-03-25      | 3.5000%  | 0.0000% | $1028745.24        | $1021208.42        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL063HB R12F063 | 2041-08-25      | 2.0000%  | 0.0000% | $216.63            | $215.46            | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC064EC R12F064 | 2041-11-25      | 2.2500%  | 0.0000% | $333733.29         | $319358.06         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL036MB R12F036 | 2041-08-25      | 2.0000%  | 0.0000% | $11110.06          | $10969.43          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 TC     | 2055-11-20      | 4.5000%  | 0.0000% | $1884000.00        | $1879161.89        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-198 LE     | 2055-11-20      | 5.0000%  | 0.0000% | $99252.99          | $97934.92          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-192 PM     | 2055-11-20      | 4.5000%  | 0.0000% | $1882365.36        | $1889584.23        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-169 LU     | 2055-10-20      | 5.0000%  | 0.0000% | $99846.77          | $98140.40          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-090 MA     | 2055-05-20      | 6.0000%  | 0.0000% | $20657.57          | $20696.83          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-148 QT     | 2051-12-20      | 1.7500%  | 0.0000% | $327003.00         | $192193.36         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-112 GM     | 2054-07-20      | 4.5339%  | 0.0000% | $513419.71         | $510634.68         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC126CP R11F126 | 2041-12-25      | 3.5000%  | 0.0000% | $9445.87           | $8438.62           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL31G RT1996-31 | 2026-08-25      | 7.5000%  | 0.0000% | $1.28              | $1.29              | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2306PL 04/15/31 | 2031-04-15      | 6.0000%  | 0.0000% | $1441.19           | $1485.91           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2091PG 11/15/28 | 2028-11-15      | 6.0000%  | 0.0000% | $39.09             | $39.99             | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-069 BC     | 2051-11-20      | 3.0000%  | 0.0000% | $2021910.00        | $1711538.05        | Agency Collateralized Mortgage Obligation |
| FNMA 4.00 FNNT K 27-31    | 2031-01-15      | 4.0000%  | 0.0000% | $50000.00          | $50215.48          | Agency Debentures and Agency Strips       |
| TVDB 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  | 0.0000% | $45000.00          | $47830.61          | Agency Debentures and Agency Strips       |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  | 0.0000% | $708000.00         | $725368.42         | Agency Debentures and Agency Strips       |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  | 0.0000% | $4000.00           | $4627.34           | Agency Debentures and Agency Strips       |
| REFC 8.875 RFPR 30 B      | 2030-04-15      | 0.0000%  | 0.0000% | $3514000.00        | $3016315.69        | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/29        | 2029-04-15      | 0.0000%  | 0.0000% | $1000.00           | $892.66            | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/30        | 2030-01-15      | 0.0000%  | 0.0000% | $100000.00         | $86528.80          | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/26        | 2026-07-15      | 0.0000%  | 0.0000% | $12000.00          | $11818.68          | Agency Debentures and Agency Strips       |
| REFC 8.625 RFBD 30 A      | 2030-01-15      | 8.6250%  | 0.0000% | $33000.00          | $39058.55          | Agency Debentures and Agency Strips       |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  | 0.0000% | $6000.00           | $5761.50           | Agency Debentures and Agency Strips       |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  | 0.0000% | $2000.00           | $1783.07           | Agency Debentures and Agency Strips       |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  | 0.0000% | $23000.00          | $26347.50          | Agency Debentures and Agency Strips       |
| FCSB 5.09 FCOR 26-33 EK   | 2033-03-11      | 5.0900%  | 0.0000% | $40000.00          | $40937.70          | Agency Debentures and Agency Strips       |
| FCSB 2.53 FCSB 27 Q       | 2027-12-13      | 2.5300%  | 0.0000% | $8000.00           | $7890.80           | Agency Debentures and Agency Strips       |
| FHLB FHOR 23-28 TS        | 2028-02-16      | 1.0000%  | 0.0000% | $275000.00         | $261713.53         | Agency Debentures and Agency Strips       |
| FCSB 4.70 FCOR 23-32 CR   | 2032-06-29      | 4.7000%  | 0.0000% | $2000.00           | $2015.14           | Agency Debentures and Agency Strips       |
| FCSB 1.99 FCOR 22-31 CB   | 2031-03-17      | 1.9900%  | 0.0000% | $4000.00           | $3711.83           | Agency Debentures and Agency Strips       |
| TVDB 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $350000.00         | $312747.75         | Agency Debentures and Agency Strips       |
| REFC RFIN 07/15/27        | 2027-07-15      | 0.0000%  | 0.0000% | $49000.00          | $46559.80          | Agency Debentures and Agency Strips       |
| REFC RFIN 04/15/30        | 2030-04-15      | 0.0000%  | 0.0000% | $110000.00         | $94382.53          | Agency Debentures and Agency Strips       |
| FNMA 6.625 FNPR BB 11/30  | 2030-11-15      | 0.0000%  | 0.0000% | $13284000.00       | $11157484.00       | Agency Debentures and Agency Strips       |
| REFC 8.625 RFPR 30 A      | 2030-01-15      | 0.0000%  | 0.0000% | $1539000.00        | $1332235.35        | Agency Debentures and Agency Strips       |
| REFC RFIN 01/15/27        | 2027-01-15      | 0.0000%  | 0.0000% | $1000.00           | $966.96            | Agency Debentures and Agency Strips       |
| FCSB 5.00 FCOR 26-35 CR   | 2035-10-29      | 5.0000%  | 0.0000% | $50000.00          | $50772.34          | Agency Debentures and Agency Strips       |
| FCSB 5.11 FCOR 26-33 EL   | 2033-03-25      | 5.1100%  | 0.0000% | $656000.00         | $669878.04         | Agency Debentures and Agency Strips       |
| FCSB 4.50 FCOR 26-31 FY   | 2031-11-28      | 4.5000%  | 0.0000% | $10000.00          | $10102.78          | Agency Debentures and Agency Strips       |
| FCSB 4 3/8 FCSB 29 CO     | 2029-10-24      | 4.3750%  | 0.0000% | $10000.00          | $10416.99          | Agency Debentures and Agency Strips       |
| FCSB 4 3/8 FCSB 29 CP     | 2029-11-21      | 4.3750%  | 0.0000% | $10000.00          | $10376.97          | Agency Debentures and Agency Strips       |
| FCSB 1.60 FCSB 31 BM      | 2031-04-22      | 1.6000%  | 0.0000% | $25000.00          | $22713.39          | Agency Debentures and Agency Strips       |
| FCSB 1.57 FCOR 22-30 FD   | 2030-09-23      | 1.5700%  | 0.0000% | $2000.00           | $1838.78           | Agency Debentures and Agency Strips       |
| FCSB 1.32 FCSB 30 BM      | 2030-03-18      | 1.3200%  | 0.0000% | $40000.00          | $36836.40          | Agency Debentures and Agency Strips       |
| FCSB 4.50 FCSB 32 B       | 2032-06-16      | 4.5000%  | 0.0000% | $5000.00           | $5239.73           | Agency Debentures and Agency Strips       |
| FCSB 4.60 FCSB 37 C       | 2037-06-08      | 4.6000%  | 0.0000% | $5000.00           | $5106.87           | Agency Debentures and Agency Strips       |
| FCSB 4.75 FCSB 29 G       | 2029-01-16      | 4.7500%  | 0.0000% | $5000.00           | $5188.50           | Agency Debentures and Agency Strips       |
| FHLB FHOR 26-46 CC        | 2046-02-20      | 5.0000%  | 0.0000% | $4680000.00        | $4677015.20        | Agency Debentures and Agency Strips       |
| FHLB 4.00 FHLB 27 G7905   | 2027-03-10      | 4.0000%  | 0.0000% | $705000.00         | $720856.55         | Agency Debentures and Agency Strips       |
| FHLB FHOR 21-28 TE        | 2028-01-27      | 1.0000%  | 0.0000% | $190000.00         | $181735.25         | Agency Debentures and Agency Strips       |
| FHLB FHOR 22-27 B7        | 2027-07-29      | 1.2500%  | 0.0000% | $100000.00         | $97029.22          | Agency Debentures and Agency Strips       |
| FMAC FEPC 05.500 CTRB5369 | 2045-10-01      | 5.5000%  | 0.0000% | $3246007.19        | $3326674.44        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5368 | 2045-10-01      | 5.0000%  | 0.0000% | $3352329.07        | $3404193.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6704 C     | 2055-12-20      | 6.5000%  | 0.0000% | $3239267.54        | $3411108.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $52358.31          | $50989.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $1101.70           | $1129.26           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  | 0.0000% | $2221.01           | $2264.48           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5373 | 2045-11-01      | 4.5000%  | 0.0000% | $2804673.81        | $2812106.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8353 | 2055-12-01      | 6.0000%  | 0.0000% | $3376705.07        | $3443288.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $5364470.94        | $5442637.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M     | 2055-11-20      | 6.0000%  | 0.0000% | $953000.07         | $963638.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTCC1741 | 2045-12-01      | 5.0000%  | 0.0000% | $2571625.52        | $2623307.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $166782.37         | $170082.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7519 C     | 2065-12-20      | 2.0000%  | 0.0000% | $764940.00         | $610349.03         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP7518 C     | 2065-11-20      | 4.0000%  | 0.0000% | $297711.00         | $288086.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  | 0.0000% | $7175.15           | $7398.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $4774.58           | $4655.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $814.50            | $737.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF3724 | 2055-11-01      | 6.0000%  | 0.0000% | $2760448.77        | $2843682.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL800804 | 2034-10-01      | 6.0000%  | 0.0000% | $1988.56           | $2046.15           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL800982 | 2034-11-01      | 5.5000%  | 0.0000% | $1297.95           | $1323.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 3PQU8342 | 2055-11-01      | 6.0000%  | 0.0000% | $4239718.28        | $4318205.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDF4697 | 2055-11-01      | 6.0000%  | 0.0000% | $2732255.36        | $2822898.84        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTRB5377 | 2045-12-01      | 4.5000%  | 0.0000% | $627350.90         | $628806.35         | Agency Mortgage-Backed Securities         |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $19114000.00       | $19444134.49       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  | 0.0000% | $692200.00         | $715164.32         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  | 0.0000% | $304000.00         | $315148.62         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  | 0.0000% | $1075600.00        | $1112708.29        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $3500.00           | $3494.38           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE BE 26     | 2026-07-31      | 4.3750%  | 0.0000% | $800.00            | $804.91            | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $321400.00         | $326126.07         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $115123.01         | $93240.40          | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $606300.00         | $526450.16         | U.S. Treasuries (including strips)        |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  | 0.0000% | $1100.00           | $815.23            | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  | 0.0000% | $183900.00         | $121227.47         | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIB 51        | 2051-02-15      | 0.1250%  | 0.0000% | $124.47            | $70.42             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  | 0.0000% | $30800.00          | $31146.56          | U.S. Treasuries (including strips)        |
| USTR BILL 03/26/26        | 2026-03-26      | 0.0000%  | 0.0000% | $55500.00          | $55349.60          | U.S. Treasuries (including strips)        |
| USTR BILL 03/05/26        | 2026-03-05      | 0.0000%  | 0.0000% | $1100.00           | $1099.34           | U.S. Treasuries (including strips)        |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  | 0.0000% | $4300.00           | $4243.89           | U.S. Treasuries (including strips)        |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  | 0.0000% | $5439100.00        | $5382914.10        | U.S. Treasuries (including strips)        |
| USTR 5 1/2 BOND 28        | 2028-08-15      | 5.5000%  | 0.0000% | $168600.00         | $176953.66         | U.S. Treasuries (including strips)        |
| USTR BILL 02/18/27        | 2027-02-18      | 0.0000%  | 0.0000% | $195500.00         | $188954.66         | U.S. Treasuries (including strips)        |
| USTR BILL 07/30/26        | 2026-07-30      | 0.0000%  | 0.0000% | $3400.00           | $3349.00           | U.S. Treasuries (including strips)        |
| USTR BILL 04/14/26        | 2026-04-14      | 0.0000%  | 0.0000% | $23700.00          | $23590.03          | U.S. Treasuries (including strips)        |
| USTR BILL 05/28/26        | 2026-05-28      | 0.0000%  | 0.0000% | $611000.00         | $605507.11         | U.S. Treasuries (including strips)        |
| USTR BILL 05/21/26        | 2026-05-21      | 0.0000%  | 0.0000% | $117200.00         | $116229.58         | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE S 32      | 2032-11-30      | 3.7500%  | 0.0000% | $7000.00           | $7055.43           | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $1648500.00        | $1672655.60        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $10100.00          | $10236.42          | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $447700.00         | $456817.35         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $11200.00          | $11423.27          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  | 0.0000% | $145000.00         | $146991.52         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  | 0.0000% | $75700.00          | $76936.09          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $56400.00          | $57760.17          | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $276986.23         | $284775.70         | U.S. Treasuries (including strips)        |
| USTR 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | 0.0000% | $16600.00          | $17952.30          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AK 27     | 2027-02-15      | 4.1250%  | 0.0000% | $19248900.00       | $19375122.80       | U.S. Treasuries (including strips)        |
| USTR BILL 06/04/26        | 2026-06-04      | 0.0000%  | 0.0000% | $23800.00          | $23571.52          | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  | 0.0000% | $47105300.00       | $48910535.67       | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $385800.00         | $390997.91         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $500.00            | $466.39            | U.S. Treasuries (including strips)        |
| USTR BILL 03/24/26        | 2026-03-24      | 0.0000%  | 0.0000% | $321400.00         | $320592.64         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  | 0.0000% | $195100.00         | $173605.43         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $6407000.00        | $6573524.66        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  | 0.0000% | $100700.00         | $101045.45         | U.S. Treasuries (including strips)        |
| USTR BILL 06/18/26        | 2026-06-18      | 0.0000%  | 0.0000% | $23200.00          | $22943.87          | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $600.00            | $564.38            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  | 0.0000% | $1368900.00        | $1394602.00        | U.S. Treasuries (including strips)        |
| USTR BILL 11/27/26        | 2026-11-27      | 0.0000%  | 0.0000% | $240000.00         | $233769.60         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  | 0.0000% | $1860000.00        | $1922086.70        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  | 0.0000% | $5932.00           | $5196.43           | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $382000.00         | $360562.77         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  | 0.0000% | $900.00            | $901.63            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $52000.00          | $46081.35          | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE R 27      | 2027-10-31      | 0.5000%  | 0.0000% | $199500.00         | $190257.89         | U.S. Treasuries (including strips)        |
| USTR 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | 0.0000% | $600.00            | $622.07            | U.S. Treasuries (including strips)        |
| USTR BILL 10/01/26        | 2026-10-01      | 0.0000%  | 0.0000% | $53400.00          | $52291.42          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $251600.00         | $263253.88         | U.S. Treasuries (including strips)        |
| USTR 5 1/4 BOND 29        | 2029-02-15      | 5.2500%  | 0.0000% | $21000.00          | $22123.40          | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  | 0.0000% | $94300.00          | $100257.60         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  | 0.0000% | $247800.00         | $249889.77         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  | 0.0000% | $901500.00         | $934963.23         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  | 0.0000% | $450500.00         | $465357.86         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  | 0.0000% | $6767800.00        | $6948964.71        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  | 0.0000% | $5191000.00        | $5332390.18        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $13800.00          | $13939.60          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $1571700.00        | $1599716.22        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  | 0.0000% | $1975100.00        | $2086116.77        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | 0.0000% | $131700.00         | $134747.95         | U.S. Treasuries (including strips)        |

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

- **C.1 - Title:** Citibank NA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 989LHR002, C.4 - ISIN: N/A, C.3 - LEI: N/A, C.5 - Other ID: 989LHR002_3.66_0302
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 5.3000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | 0.0000% | $2775700.00        | $2632180.78        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | 0.0000% | $276200.00         | $186399.45         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $643500.00         | $484447.18         | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | 0.0000% | $1238000.00        | $1014839.25        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  | 0.0000% | $193100.00         | $213175.57         | U.S. Treasuries (including strips) |
| USTR 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | 0.0000% | $900.00            | $1011.79           | U.S. Treasuries (including strips) |
| USTR 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | 0.0000% | $5002200.00        | $5312390.79        | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $106.19            | U.S. Treasuries (including strips) |
| USTR 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | 0.0000% | $100.00            | $103.27            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AV 28 | 2028-12-15      | 3.5000%  | 0.0000% | $1000.00           | $1009.62           | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | 0.0000% | $113329100.00      | $115575037.95      | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | 0.0000% | $16200.00          | $15973.94          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | 0.0000% | $516300.00         | $492531.91         | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | 0.0000% | $500.00            | $476.56            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | 0.0000% | $8511100.00        | $8420748.56        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.68             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $1100.00           | $1055.46           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | 0.0000% | $200.00            | $192.38            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $88.22             | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | 0.0000% | $1900.00           | $1820.27           | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | 0.0000% | $1100.00           | $1058.73           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | 0.0000% | $7000.00           | $6874.29           | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.84             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | 0.0000% | $120100.00         | $119509.88         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $839000.00         | $790614.60         | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $75300.00          | $74884.78          | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $99.71             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $200.00            | $195.05            | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | 0.0000% | $400.00            | $391.51            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $285300.00         | $285772.14         | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | 0.0000% | $326900.00         | $323157.33         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $20100.00          | $19838.72          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | 0.0000% | $5100.00           | $5051.95           | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | 0.0000% | $18800.00          | $18349.00          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | 0.0000% | $72000.00          | $73151.37          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | 0.0000% | $2100.00           | $2140.06           | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | 0.0000% | $683600.00         | $692815.83         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | 0.0000% | $2000.00           | $2033.90           | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | 0.0000% | $12484600.00       | $12619067.56       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $1029700.00        | $975162.56         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | 0.0000% | $3000.00           | $3060.62           | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  | 0.0000% | $50700.00          | $52275.27          | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | 0.0000% | $708100.00         | $722307.53         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | 0.0000% | $3200.00           | $3206.81           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | 0.0000% | $800.00            | $713.83            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $524900.00         | $520818.87         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26 | 2026-05-15      | 3.6250%  | 0.0000% | $200.00            | $202.04            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $309.42            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $700.00            | $668.44            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | 0.0000% | $539900.00         | $535678.44         | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $579600.00         | $581621.35         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $1209412700.00     | $1229274203.22     | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | 0.0000% | $1500.00           | $1335.76           | U.S. Treasuries (including strips) |
| USTR 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | 0.0000% | $654100.00         | $682397.84         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | 0.0000% | $400.00            | $393.48            | U.S. Treasuries (including strips) |
| USTR 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | 0.0000% | $1700.00           | $1767.29           | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $1204800.00        | $1192377.52        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | 0.0000% | $1200.00           | $1251.89           | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.51             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | 0.0000% | $2351100.00        | $2352723.81        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $1011.88           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | 0.0000% | $1700.00           | $1785.03           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | 0.0000% | $105600.00         | $110965.19         | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | 0.0000% | $2100.00           | $2109.53           | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | 0.0000% | $1558900.00        | $1582780.91        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $400.00            | $410.43            | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $2000.00           | $2045.39           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $102.96            | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32      | 2032-06-30      | 4.0000%  | 0.0000% | $3022900.00        | $3097178.21        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $954400.00         | $971943.54         | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $103.59            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | 0.0000% | $1000.00           | $1017.26           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | 0.0000% | $3210800.00        | $3337169.60        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | 0.0000% | $11189000.00       | $11560148.66       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | 0.0000% | $412560700.00      | $424778543.81      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $3000.00           | $3097.51           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | 0.0000% | $3000.00           | $3159.10           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | 0.0000% | $22400.00          | $23458.60          | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | 0.0000% | $3928300.00        | $4218450.34        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $106.55            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | 0.0000% | $8000.00           | $8357.58           | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  | 0.0000% | $1100.00           | $1109.20           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $3200.00           | $3288.10           | U.S. Treasuries (including strips) |

### Security 154: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1E11F0, C.4 - ISIN: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1E11F0_3.67_0306
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CTQK1845 | 2046-01-01      | 5.5000%  | 0.0000% | $178453.50         | $182860.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQF1212 | 2052-10-01      | 4.0000%  | 0.0000% | $29484.67          | $28774.65          | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC G07343 G | 2040-08-01      | 5.5000%  | 0.0000% | $193.25            | $202.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9814 | 2055-01-01      | 6.0000%  | 0.0000% | $7835298.26        | $8178784.68        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $3057.29           | $3039.68           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7628 | 2053-12-01      | 6.5000%  | 0.0000% | $8821518.74        | $9427887.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLDF2954 | 2055-12-01      | 4.5000%  | 0.0000% | $134707.55         | $134020.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $113405.22         | $116849.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL5538 | 2044-07-01      | 4.0000%  | 0.0000% | $83361.60          | $82870.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 3PRE6100 | 2051-06-01      | 2.0000%  | 0.0000% | $185184.06         | $149398.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $189760.15         | $166323.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB2680 | 2052-01-01      | 3.5000%  | 0.0000% | $17509.60          | $16584.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9422 | 2053-09-01      | 5.0000%  | 0.0000% | $1075200.51        | $1097888.44        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBX9358 | 2053-04-01      | 4.0000%  | 0.0000% | $38871.01          | $37887.14          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  | 0.0000% | $116959.94         | $111852.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU5570 | 2055-02-01      | 6.5000%  | 0.0000% | $1908209.47        | $1997142.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $9986.55           | $9143.53           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBE2335 | 2047-02-01      | 3.5000%  | 0.0000% | $573435.41         | $546761.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBD9328 | 2046-10-01      | 3.5000%  | 0.0000% | $107184.88         | $102910.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7833 M     | 2052-01-20      | 5.5000%  | 0.0000% | $159.94            | $166.01            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $41321.46          | $41051.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA1959 | 2055-06-01      | 5.5000%  | 0.0000% | $1874810.81        | $1912703.03        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5537 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1192.09           | $1255.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX3527 | 2055-09-01      | 6.5000%  | 0.0000% | $124208.49         | $132705.90         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7320 C     | 2055-07-20      | 6.5000%  | 0.0000% | $47359.30          | $49901.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6283 C     | 2055-09-20      | 6.5000%  | 0.0000% | $608293.65         | $642167.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $61.40             | $61.09             | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q26813 G | 2044-06-01      | 4.0000%  | 0.0000% | $502919.39         | $499982.28         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2341 M     | 2029-11-20      | 3.5000%  | 0.0000% | $6590.26           | $6563.80           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBQ6477 | 2036-08-01      | 2.5000%  | 0.0000% | $95025.21          | $90971.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO1040 | 2049-09-01      | 3.0000%  | 0.0000% | $15808.71          | $14480.33          | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  | 0.0000% | $20283.53          | $22108.58          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  | 0.0000% | $717147.58         | $713264.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SP 786963 C     | 2053-09-20      | 6.0000%  | 0.0000% | $8632.36           | $8974.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7981 C     | 2056-02-20      | 6.0000%  | 0.0000% | $192074.25         | $198940.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3821 C     | 2055-12-20      | 6.0000%  | 0.0000% | $210489.74         | $220028.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0489 M     | 2055-07-20      | 7.5000%  | 0.0000% | $24029.26          | $25147.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0785 M     | 2040-12-20      | 5.0000%  | 0.0000% | $29276.83          | $29805.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2198 C     | 2056-02-20      | 5.0000%  | 0.0000% | $352034.50         | $355358.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0802 C     | 2056-02-20      | 6.0000%  | 0.0000% | $153590.50         | $159407.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP3985 C     | 2056-01-20      | 6.0000%  | 0.0000% | $126905.63         | $132734.45         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN8893 C     | 2056-02-20      | 6.5000%  | 0.0000% | $145762.25         | $153494.86         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DN3718 C     | 2065-10-20      | 6.5000%  | 0.0000% | $2198209.63        | $2304920.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM4466 C     | 2055-10-20      | 6.0000%  | 0.0000% | $144262.34         | $149418.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM2078 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2271.07           | $2341.21           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE3824 | 2052-06-01      | 3.5000%  | 0.0000% | $7087.64           | $6681.97           | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  | 0.0000% | $205343.10         | $208070.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $10411876.95       | $10658557.45       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD6077 | 2052-10-01      | 4.0000%  | 0.0000% | $1141585.58        | $1117759.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD4520 | 2052-07-01      | 3.5000%  | 0.0000% | $49363.76          | $46610.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9987 | 2045-08-01      | 3.5000%  | 0.0000% | $201084.58         | $193853.73         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08715 G | 2046-08-01      | 3.0000%  | 0.0000% | $30167.51          | $28036.98          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G15268 G | 2029-11-01      | 3.5000%  | 0.0000% | $71275.71          | $71036.42          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC G14298 G | 2026-07-01      | 4.0000%  | 0.0000% | $1940.06           | $1942.66           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $12645205.86       | $12565414.61       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  | 0.0000% | $89061.24          | $84764.64          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD0295 | 2049-02-01      | 3.0000%  | 0.0000% | $86629.33          | $80965.74          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q18524 G | 2043-05-01      | 3.5000%  | 0.0000% | $10987.68          | $10629.55          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8123 M     | 2037-07-20      | 2.5000%  | 0.0000% | $18746.13          | $17872.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  | 0.0000% | $29992.77          | $28432.15          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM8815 | 2051-09-01      | 3.5000%  | 0.0000% | $1344.71           | $1291.51           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7537 M     | 2051-08-20      | 4.0000%  | 0.0000% | $331.86            | $322.14            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $33.97             | $31.21             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6659 M     | 2050-05-20      | 4.5000%  | 0.0000% | $23.91             | $24.04             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5875 M     | 2049-04-20      | 3.5000%  | 0.0000% | $57421.05          | $54729.59          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $57491.47          | $58921.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5529 M     | 2048-10-20      | 4.5000%  | 0.0000% | $37.67             | $37.97             | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $88.46             | $84.73             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA7526 | 2056-01-01      | 4.5000%  | 0.0000% | $1214010.00        | $1203269.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5998 | 2056-02-01      | 4.5000%  | 0.0000% | $477609.96         | $475487.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLTA5514 | 2056-01-01      | 4.5000%  | 0.0000% | $319178.54         | $317834.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSL3918 | 2054-05-01      | 5.0000%  | 0.0000% | $2038747.44        | $2081196.43        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3396 | 2048-05-01      | 3.5000%  | 0.0000% | $1195835.93        | $1142329.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL2834 | 2055-10-01      | 5.5000%  | 0.0000% | $6215.96           | $6424.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3930 | 2035-02-01      | 2.5000%  | 0.0000% | $76349.38          | $73060.60          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLQE5878 | 2052-07-01      | 3.5000%  | 0.0000% | $373982.79         | $352405.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA7049 | 2050-09-01      | 3.0000%  | 0.0000% | $1554491.10        | $1441396.69        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  | 0.0000% | $3063786.40        | $3132942.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $2976.39           | $3112.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | 0.0000% | $9335875.27        | $9958106.17        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ8030       | 2060-08-15      | 4.5000%  | 0.0000% | $327118.40         | $325757.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTMA5964 | 2045-12-01      | 6.0000%  | 0.0000% | $28803.41          | $29752.47          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL3229 | 2050-09-01      | 3.5000%  | 0.0000% | $1541543.53        | $1459081.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2333 C     | 2056-02-20      | 6.0000%  | 0.0000% | $125.00            | $130.46            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL4087 | 2055-12-01      | 5.5000%  | 0.0000% | $3353223.53        | $3467867.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1057 C     | 2056-02-20      | 5.0000%  | 0.0000% | $179809.75         | $181507.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CIQO4751 | 2040-12-01      | 6.5000%  | 0.0000% | $139496.26         | $145937.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6680 C     | 2056-02-20      | 5.0000%  | 0.0000% | $554208.75         | $559441.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIMA5976 | 2041-02-01      | 4.0000%  | 0.0000% | $312276.05         | $310055.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL4130 | 2055-02-01      | 6.0000%  | 0.0000% | $1952954.64        | $2044419.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6517 C     | 2056-01-20      | 6.5000%  | 0.0000% | $297201.97         | $312966.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA1032 | 2053-10-01      | 3.5000%  | 0.0000% | $2122672.79        | $2002057.81        | Agency Mortgage-Backed Securities |
| GNMA GNII BD DJ7622 C     | 2055-07-20      | 6.0000%  | 0.0000% | $107826.66         | $111486.33         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DJ5986       | 2060-10-15      | 5.6500%  | 0.0000% | $121170.04         | $132002.96         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DE5749 C     | 2064-12-20      | 6.5000%  | 0.0000% | $135991.98         | $142593.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $379.67            | $389.76            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $94.06             | $91.34             | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL3546 | 2050-12-01      | 5.5000%  | 0.0000% | $1783273.85        | $1822543.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSL1300 | 2053-04-01      | 4.0000%  | 0.0000% | $21910.86          | $21389.14          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ9772 | 2055-10-01      | 6.0000%  | 0.0000% | $481738.87         | $505851.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ8830 | 2055-11-01      | 6.5000%  | 0.0000% | $96034.69          | $102551.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5872 | 2055-10-01      | 7.5000%  | 0.0000% | $310022.99         | $331766.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | 0.0000% | $7301704.87        | $7449434.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | 0.0000% | $1283598.92        | $1314145.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $3371933.59        | $3354959.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  | 0.0000% | $632213.27         | $613924.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCC1919 | 2056-02-01      | 4.5000%  | 0.0000% | $1145170.43        | $1145831.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC1193 | 2055-10-01      | 5.0000%  | 0.0000% | $935095.83         | $957940.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0427 | 2055-05-01      | 5.0000%  | 0.0000% | $6519102.40        | $6579606.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  | 0.0000% | $10512415.98       | $9911818.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS7503 | 2054-02-01      | 6.0000%  | 0.0000% | $318127.55         | $328059.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  | 0.0000% | $1795254.04        | $1937521.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7807 | 2051-04-01      | 2.5000%  | 0.0000% | $2839973.26        | $2480786.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1196 | 2053-05-01      | 4.0000%  | 0.0000% | $116.01            | $113.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFA1088 | 2052-02-01      | 2.0000%  | 0.0000% | $2871060.97        | $2422332.64        | Agency Mortgage-Backed Securities |

### Security 155: BNP Paribas SA

- **C.1 - Title:** BNP Paribas Fortis SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1E5G24, C.4 - ISIN: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1E5G24_3.65_0306
- **C.18 - Value (incl. sponsor support):** $249500000.00
- **C.18.a - Value (excl. sponsor support):** $249500000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** DBRS Ltd.: R-1 M; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 3/4 TRIB 45   | 2045-02-15      | 0.7500%  | 0.0000% | $11862.81          | $8964.13           | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43   | 2043-02-15      | 0.6250%  | 0.0000% | $14685027.40       | $11316395.41       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33 | 2033-01-15      | 1.1250%  | 0.0000% | $27276899.80       | $26788024.82       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  | 0.0000% | $7262857.68        | $7550834.53        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31 | 2031-10-31      | 4.1250%  | 0.0000% | $11196537.05       | $11607148.58       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31 | 2031-06-30      | 4.2500%  | 0.0000% | $30197359.25       | $31304074.11       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | 0.0000% | $19253790.25       | $20384784.44       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  | 0.0000% | $32567297.38       | $30739672.83       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31 | 2031-08-15      | 1.2500%  | 0.0000% | $37538472.60       | $33122610.53       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54   | 2054-02-15      | 2.1250%  | 0.0000% | $6203538.64        | $5778196.73        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43   | 2043-08-15      | 4.3750%  | 0.0000% | $9734841.30        | $9546280.11        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42   | 2042-08-15      | 3.3750%  | 0.0000% | $12878179.53       | $11182120.51       | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42   | 2042-05-15      | 3.2500%  | 0.0000% | $1616510.50        | $1397927.59        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | 0.0000% | $21647156.43       | $14058006.63       | U.S. Treasuries (including strips) |
| USTR 3 BOND 42       | 2042-05-15      | 3.0000%  | 0.0000% | $24313650.25       | $20301552.33       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44   | 2044-11-15      | 4.6250%  | 0.0000% | $53792.20          | $54750.63          | U.S. Treasuries (including strips) |
| USTR 4 7/8 BOND 45   | 2045-08-15      | 4.8750%  | 0.0000% | $20541684.30       | $21297125.74       | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46       | 2046-02-15      | 1.0000%  | 0.0000% | $478750.83         | $373753.01         | U.S. Treasuries (including strips) |

### Security 156: Natixis Financial Products LLC

- **C.1 - Title:** Bank of New York Mellon Corp. (The) 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1ENXP5, C.4 - ISIN: N/A, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066, C.5 - Other ID: ARP1ENXP5_3.67_0306
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5386FD 03/25/54 | 2054-03-25      | 4.9172%  | 0.0000% | $1866015.69        | $1884670.58        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL028MY R13F028 | 2043-04-25      | 2.7500%  | 0.0000% | $3409.39           | $3279.50           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 2439LH 04/15/32 | 2032-04-15      | 6.0000%  | 0.0000% | $52.51             | $54.58             | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-14O FE     | 2074-08-20      | 4.4615%  | 0.0000% | $7465769.79        | $7521475.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-08O FJ     | 2071-05-20      | 5.1615%  | 0.0000% | $135.04            | $137.50            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-6O DF      | 2068-04-20      | 4.8619%  | 0.0000% | $306139.32         | $307074.38         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-07O FC     | 2071-05-20      | 4.8530%  | 0.0000% | $248743.88         | $252490.60         | Agency Collateralized Mortgage Obligation |
| FMAC 3.90 FMNT GB26-29B1  | 2029-02-20      | 3.9000%  | 0.0000% | $683069.44         | $682943.31         | Agency Debentures and Agency Strips       |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  | 0.0000% | $3055555.56        | $2251649.07        | Agency Debentures and Agency Strips       |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  | 0.0000% | $1498902.78        | $1271556.70        | Agency Debentures and Agency Strips       |
| FHLB 4.08 FHOR 23-33 AY   | 2033-05-25      | 4.0800%  | 0.0000% | $508750.00         | $505919.65         | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLCB6862 | 2053-08-01      | 5.0000%  | 0.0000% | $125.40            | $126.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4058 | 2052-07-01      | 4.0000%  | 0.0000% | $192526.68         | $189587.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY9425 | 2053-09-01      | 6.0000%  | 0.0000% | $1358387.72        | $1427767.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV6038 | 2055-09-01      | 5.5000%  | 0.0000% | $57895.41          | $59068.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB9844 | 2054-09-01      | 6.5000%  | 0.0000% | $1248.14           | $1331.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6134 | 2045-11-01      | 4.0000%  | 0.0000% | $976339.73         | $968448.84         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7939 | 2052-09-01      | 5.0000%  | 0.0000% | $737861.35         | $748236.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  | 0.0000% | $112.09            | $114.64            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7399 | 2052-05-01      | 4.0000%  | 0.0000% | $196723.76         | $192891.36         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA5949 | 2052-05-01      | 4.0000%  | 0.0000% | $305854.45         | $300087.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQJ5956 | 2054-09-01      | 7.0000%  | 0.0000% | $130.30            | $139.98            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  | 0.0000% | $87081.33          | $85396.21          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  | 0.0000% | $3978013.01        | $3670260.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB8569 | 2054-05-01      | 5.0000%  | 0.0000% | $7787614.43        | $7862150.55        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  | 0.0000% | $202555.85         | $213935.53         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCC0429 | 2055-05-01      | 5.5000%  | 0.0000% | $2857429.33        | $2940524.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6374 | 2055-10-01      | 6.5000%  | 0.0000% | $175543.35         | $186036.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ9356 | 2054-11-01      | 5.5000%  | 0.0000% | $271.57            | $281.77            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQZ6326 | 2055-10-01      | 6.5000%  | 0.0000% | $206252.99         | $218593.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSL2496 | 2055-09-01      | 5.5000%  | 0.0000% | $8302940.72        | $8551325.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY9848 | 2055-08-01      | 6.0000%  | 0.0000% | $126.04            | $129.82            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SODG3103 | 2056-02-01      | 4.8350%  | 0.0000% | $152.78            | $155.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA4482 | 2056-02-01      | 5.0000%  | 0.0000% | $656307.23         | $663637.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  | 0.0000% | $1955103.87        | $2018957.99        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLRA7561 | 2052-06-01      | 4.0000%  | 0.0000% | $589403.77         | $578387.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA7386 | 2050-10-01      | 3.0000%  | 0.0000% | $172.58            | $156.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  | 0.0000% | $116.39            | $96.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  | 0.0000% | $3659706.35        | $3766801.56        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  | 0.0000% | $2764137.45        | $2858820.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  | 0.0000% | $9615015.52        | $10121058.06       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL1236 | 2055-05-01      | 5.0000%  | 0.0000% | $1584943.78        | $1612585.37        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ6499 | 2055-09-01      | 5.5000%  | 0.0000% | $138.98            | $141.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ6384 | 2055-10-01      | 6.0000%  | 0.0000% | $877565.89         | $904370.56         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ4559 | 2055-10-01      | 6.0000%  | 0.0000% | $2494831.85        | $2588261.64        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQZ2093 | 2055-08-01      | 6.0000%  | 0.0000% | $62078.70          | $63971.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  | 0.0000% | $1763.10           | $1895.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $3889565.01        | $3920919.23        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2133 | 2052-06-01      | 4.0000%  | 0.0000% | $480622.45         | $473285.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  | 0.0000% | $85000.61          | $83054.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3783 | 2052-06-01      | 4.0000%  | 0.0000% | $368085.47         | $361496.33         | Agency Mortgage-Backed Securities         |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  | 0.0000% | $5741159.72        | $5723822.24        | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  | 0.0000% | $1802.78           | $1812.57           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  | 0.0000% | $1832340.28        | $1790704.31        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  | 0.0000% | $7770308.33        | $7739076.89        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $7017297.22        | $5789593.93        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  | 0.0000% | $15.28             | $12.10             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  | 0.0000% | $685237.71         | $512378.61         | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  | 0.0000% | $198.61            | $152.92            | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | 0.0000% | $15.28             | $10.40             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 42        | 2042-02-15      | 3.1250%  | 0.0000% | $91.67             | $77.48             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 41        | 2041-11-15      | 3.1250%  | 0.0000% | $17050.00          | $14605.98          | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  | 0.0000% | $489393.06         | $452183.57         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  | 0.0000% | $15.28             | $14.48             | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 39        | 2039-11-15      | 4.3750%  | 0.0000% | $21800227.78       | $22211817.40       | U.S. Treasuries (including strips)        |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  | 0.0000% | $213.89            | $240.02            | U.S. Treasuries (including strips)        |
| USTR BILL 04/02/26        | 2026-04-02      | 0.0000%  | 0.0000% | $244.44            | $243.61            | U.S. Treasuries (including strips)        |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  | 0.0000% | $152.78            | $152.04            | U.S. Treasuries (including strips)        |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  | 0.0000% | $3789591.67        | $3782008.69        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 34      | 2034-07-15      | 1.8750%  | 0.0000% | $15.78             | $16.22             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  | 0.0000% | $15.28             | $15.53             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | 0.0000% | $15.28             | $15.04             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  | 0.0000% | $152762.50         | $144566.80         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  | 0.0000% | $763919.44         | $755638.77         | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  | 0.0000% | $856319.44         | $844450.08         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | 0.0000% | $275.00            | $284.66            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | 0.0000% | $1199534.72        | $1216594.60        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  | 0.0000% | $6718311.11        | $6817101.48        | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 45        | 2045-11-15      | 4.6250%  | 0.0000% | $3332098.61        | $3382557.56        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE F 35          | 2035-11-15      | 4.0000%  | 0.0000% | $15.28             | $15.44             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  | 0.0000% | $4277640.28        | $4388820.64        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | 0.0000% | $15.28             | $13.91             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | 0.0000% | $15.28             | $10.26             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  | 0.0000% | $15.28             | $15.52             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  | 0.0000% | $3538913.89        | $2298226.79        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  | 0.0000% | $30.56             | $29.14             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  | 0.0000% | $2763200.00        | $2714158.13        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | 0.0000% | $2441083.33        | $2491129.36        | U.S. Treasuries (including strips)        |
| USTR 2 1/2 BOND 46        | 2046-05-15      | 2.5000%  | 0.0000% | $61.11             | $44.19             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  | 0.0000% | $19.02             | $18.08             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  | 0.0000% | $15.28             | $15.55             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  | 0.0000% | $8567869.44        | $8261509.89        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  | 0.0000% | $1060568.06        | $968974.64         | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | 0.0000% | $1919805.56        | $1648030.46        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | 0.0000% | $1622515.28        | $892170.05         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  | 0.0000% | $15.28             | $10.02             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 BOND 50        | 2050-05-15      | 1.2500%  | 0.0000% | $30.56             | $15.31             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | 0.0000% | $11458058.33       | $7689768.83        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  | 0.0000% | $5512375.00        | $4126451.85        | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  | 0.0000% | $15.28             | $16.29             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  | 0.0000% | $107876.39         | $109798.45         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  | 0.0000% | $15.28             | $15.03             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  | 0.0000% | $15.28             | $14.25             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | 0.0000% | $15.28             | $15.65             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  | 0.0000% | $45.83             | $26.54             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 32      | 2032-12-31      | 3.8750%  | 0.0000% | $76.39             | $77.32             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AU 28     | 2028-11-15      | 3.5000%  | 0.0000% | $22916513.89       | $23172840.79       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AF 30     | 2030-10-31      | 3.6250%  | 0.0000% | $3819413.89        | $3872833.88        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE BH 27     | 2027-09-30      | 3.5000%  | 0.0000% | $702793.06         | $713091.14         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Q 32      | 2032-09-30      | 3.8750%  | 0.0000% | $1550969.44        | $1586406.62        | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | 0.0000% | $22916666.67       | $23226208.67       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 30     | 2030-08-31      | 3.6250%  | 0.0000% | $179987.50         | $183652.92         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE BG 27     | 2027-08-31      | 3.6250%  | 0.0000% | $5218445.83        | $5322474.83        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | 0.0000% | $122.22            | $124.88            | U.S. Treasuries (including strips)        |
| USTR 1 7/8 TRIN D 35      | 2035-07-15      | 1.8750%  | 0.0000% | $15.42             | $15.74             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  | 0.0000% | $9090262.50        | $9251763.97        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  | 0.0000% | $991787.50         | $1017012.88        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | 0.0000% | $3819413.89        | $3875892.89        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | 0.0000% | $15.28             | $15.88             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  | 0.0000% | $30.56             | $31.08             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  | 0.0000% | $15.28             | $15.62             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  | 0.0000% | $15.28             | $15.48             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  | 0.0000% | $1761558.33        | $1800321.18        | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 55        | 2055-08-15      | 4.7500%  | 0.0000% | $3225658.33        | $3270542.03        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | 0.0000% | $15.28             | $15.25             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | 0.0000% | $15.28             | $15.57             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | 0.0000% | $152.78            | $156.48            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | 0.0000% | $1680509.72        | $1725291.18        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  | 0.0000% | $106.94            | $108.03            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  | 0.0000% | $4180030.56        | $4254541.38        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | 0.0000% | $15.28             | $15.80             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE M 30      | 2030-06-30      | 3.7500%  | 0.0000% | $122.22            | $123.91            | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | 0.0000% | $1522384.72        | $1495523.97        | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  | 0.0000% | $2169.44           | $2191.62           | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $236240.28         | $227071.71         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | 0.0000% | $2165044.44        | $2116584.45        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  | 0.0000% | $524531.94         | $520734.44         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  | 0.0000% | $3685886.11        | $3637682.85        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  | 0.0000% | $6454158.33        | $6136640.20        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  | 0.0000% | $8552408.33        | $8196261.39        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  | 0.0000% | $62363.89          | $59291.99          | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  | 0.0000% | $763.89            | $676.94            | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  | 0.0000% | $15.28             | $14.62             | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  | 0.0000% | $4378000.00        | $4118085.47        | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  | 0.0000% | $918805.56         | $913135.13         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | 0.0000% | $1741131.94        | $1729141.12        | U.S. Treasuries (including strips)        |

### Security 157: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EY4A6, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EY4A6_3.67_0306
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRM 2025-196 GA      | 2065-05-20      | 4.7500%  | 0.0000% | $35829693.65       | $36213772.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 4.7115%  | 0.0000% | $1557006.33        | $1566499.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 4.8615%  | 0.0000% | $3052668.57        | $3080079.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-133 MK      | 2055-08-20      | 10.1615% | 0.0000% | $3019848.13        | $3235990.30        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.0817%  | 0.0000% | $5345.47           | $5238.13           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC008BF R26F008  | 2056-02-25      | 4.8672%  | 0.0000% | $30898755.70       | $30785802.21       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  | 0.0000% | $4873327.86        | $5147644.77        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 4.9172%  | 0.0000% | $9116482.74        | $9202726.29        | Agency Collateralized Mortgage Obligation |
| FMAC FHLMC MULTI SCR 2021- | 2051-01-25      | 7.4172%  | 0.0000% | $206165.79         | $214030.00         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-120 TA      | 2051-05-20      | 5.0000%  | 0.0000% | $3450231.39        | $3465416.25        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  | 0.0000% | $1531411.46        | $1237604.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GE      | 2049-10-20      | 5.0000%  | 0.0000% | $263829.50         | $265597.72         | Agency Collateralized Mortgage Obligation |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  | 0.0000% | $26238889.70       | $17794366.35       | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  | 0.0000% | $509.87            | $533.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3793 C      | 2055-12-20      | 6.0000%  | 0.0000% | $1386411.07        | $1419263.93        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3160 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2275386.27        | $2329097.52        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3144 C      | 2056-01-20      | 6.5000%  | 0.0000% | $6032520.06        | $6196016.09        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3142 C      | 2056-01-20      | 6.5000%  | 0.0000% | $1076665.22        | $1105843.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0938 M      | 2056-02-20      | 6.0000%  | 0.0000% | $5148339.27        | $5297967.17        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $53051923.78       | $53438731.25       | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0675 M      | 2055-10-20      | 6.5000%  | 0.0000% | $211431.67         | $216906.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0621 M      | 2055-09-20      | 4.5000%  | 0.0000% | $7879033.14        | $7804560.52        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711752 X      | 2043-05-15      | 2.5000%  | 0.0000% | $374.17            | $334.54            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 711724 C      | 2043-02-20      | 3.5000%  | 0.0000% | $174.04            | $166.56            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691693 X      | 2040-04-15      | 4.5000%  | 0.0000% | $7562.60           | $7798.21           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 691269 X      | 2038-07-15      | 6.0000%  | 0.0000% | $2.79              | $2.82              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  | 0.0000% | $0.73              | $0.75              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688386 X      | 2038-04-15      | 5.5000%  | 0.0000% | $1823.58           | $1897.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 688022 X      | 2038-10-15      | 6.0000%  | 0.0000% | $4806.91           | $5101.99           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687923 X      | 2038-09-15      | 6.0000%  | 0.0000% | $1775.02           | $1853.09           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 687836 X      | 2038-08-15      | 6.0000%  | 0.0000% | $14.31             | $15.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0516  | 2043-09-01      | 3.0000%  | 0.0000% | $3073781.73        | $2890512.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ9278  | 2041-12-01      | 3.5000%  | 0.0000% | $190842.99         | $185560.98         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3157 C      | 2056-01-20      | 6.5000%  | 0.0000% | $6043661.60        | $6207453.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4141 C      | 2056-01-20      | 6.0000%  | 0.0000% | $3072188.99        | $3144709.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIQO0578  | 2037-07-01      | 2.5000%  | 0.0000% | $9736.01           | $9266.20           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIRC1421  | 2035-06-01      | 2.5000%  | 0.0000% | $22581.39          | $21577.45          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q44073 G  | 2046-09-01      | 3.0000%  | 0.0000% | $2263068.14        | $2100662.83        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q07758 G  | 2042-04-01      | 3.5000%  | 0.0000% | $209785.80         | $204096.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTZA2501  | 2038-04-01      | 3.0000%  | 0.0000% | $69867.04          | $67106.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK8095  | 2031-06-01      | 2.5000%  | 0.0000% | $26197.92          | $25491.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004713 M      | 2040-06-20      | 4.5000%  | 0.0000% | $259.42            | $263.67            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004370 M      | 2039-02-20      | 5.5000%  | 0.0000% | $9104.22           | $9497.05           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003213 M      | 2032-03-20      | 5.5000%  | 0.0000% | $18.18             | $18.49             | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DP9751 C      | 2065-12-20      | 6.0000%  | 0.0000% | $2060298.78        | $2122716.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9486 C      | 2056-02-20      | 5.0000%  | 0.0000% | $2134746.16        | $2157003.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8713 C      | 2056-01-20      | 5.0000%  | 0.0000% | $2089837.47        | $2118234.41        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7856 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2081696.73        | $2187853.55        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7205 C      | 2056-02-20      | 5.0000%  | 0.0000% | $427.04            | $431.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP7178 C      | 2056-02-20      | 6.0000%  | 0.0000% | $571972.97         | $603744.55         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP5967 C      | 2056-01-20      | 6.0000%  | 0.0000% | $5205822.89        | $5420335.76        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP4142 C      | 2056-01-20      | 6.5000%  | 0.0000% | $1912204.06        | $1964029.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3832 C      | 2056-01-20      | 5.0000%  | 0.0000% | $928228.24         | $940984.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP2905 C      | 2055-12-20      | 6.5000%  | 0.0000% | $790302.52         | $811721.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0666 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1261576.24        | $1274455.81        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5741 C      | 2055-10-20      | 5.5000%  | 0.0000% | $571989.08         | $595425.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5350 C      | 2055-11-20      | 6.5000%  | 0.0000% | $398876.20         | $422587.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL5283 C      | 2055-10-20      | 6.0000%  | 0.0000% | $319646.23         | $332817.36         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6440 C      | 2055-03-20      | 6.5000%  | 0.0000% | $297520.77         | $317611.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6439 C      | 2055-04-20      | 6.5000%  | 0.0000% | $371020.91         | $396075.00         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6434 C      | 2055-03-20      | 6.5000%  | 0.0000% | $352303.37         | $376093.16         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DG3004 C      | 2054-12-20      | 6.0000%  | 0.0000% | $412156.76         | $426537.46         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2944 C      | 2054-08-20      | 7.0000%  | 0.0000% | $1417526.14        | $1490747.83        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DD2851 C      | 2054-07-20      | 7.0000%  | 0.0000% | $290181.33         | $303765.17         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  | 0.0000% | $340387.86         | $341082.63         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0483 X      | 2046-03-15      | 4.5000%  | 0.0000% | $13400.67          | $13488.13          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 644019 X      | 2035-07-15      | 6.0000%  | 0.0000% | $1377.72           | $1450.95           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 623897 X      | 2034-08-15      | 6.0000%  | 0.0000% | $12.12             | $12.44             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617740 X      | 2037-10-15      | 6.0000%  | 0.0000% | $1259.61           | $1318.86           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783173 X      | 2039-12-15      | 6.0000%  | 0.0000% | $3847.34           | $4076.82           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782938 X      | 2040-03-15      | 5.5000%  | 0.0000% | $5217.44           | $5459.12           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782379 X      | 2038-08-15      | 6.0000%  | 0.0000% | $1943.24           | $2052.70           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788277 C      | 2055-11-20      | 6.5000%  | 0.0000% | $33204.96          | $34388.66          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783788 X      | 2040-12-15      | 5.5000%  | 0.0000% | $12561.17          | $13143.03          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781001 X      | 2029-03-15      | 7.5000%  | 0.0000% | $38.55             | $39.29             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780941 X      | 2028-12-15      | 6.0000%  | 0.0000% | $258.68            | $264.55            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 780914 X      | 2028-11-15      | 6.0000%  | 0.0000% | $54.73             | $55.97             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 487588 X      | 2029-04-15      | 6.0000%  | 0.0000% | $70.55             | $71.59             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 728837 X      | 2040-01-15      | 5.0000%  | 0.0000% | $6153.13           | $6320.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 476975 X      | 2029-02-15      | 6.0000%  | 0.0000% | $15.41             | $15.74             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 654432 X      | 2036-09-15      | 6.5000%  | 0.0000% | $13005.31          | $13738.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 466888 X      | 2028-07-15      | 7.0000%  | 0.0000% | $21.78             | $22.13             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 005177 M      | 2041-09-20      | 5.5000%  | 0.0000% | $10381.65          | $10829.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AP5306 X      | 2046-01-15      | 4.5000%  | 0.0000% | $5751.43           | $5717.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AL3131 X      | 2045-02-15      | 4.0000%  | 0.0000% | $98976.22          | $97310.44          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CL8514 X      | 2052-03-15      | 4.0000%  | 0.0000% | $94558.37          | $91677.26          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CK0445 X      | 2052-02-15      | 4.0000%  | 0.0000% | $15285.54          | $14780.53          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BJ2870 X      | 2048-10-15      | 5.5000%  | 0.0000% | $1303.03           | $1336.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA4894 X      | 2047-06-15      | 5.0000%  | 0.0000% | $12149.80          | $12303.50          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2743 X      | 2047-07-15      | 4.5000%  | 0.0000% | $23371.89          | $23273.14          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA0224 X      | 2047-06-15      | 4.5000%  | 0.0000% | $15690.54          | $15894.64          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M      | 2054-04-20      | 4.0000%  | 0.0000% | $14155467.97       | $13655608.51       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  | 0.0000% | $110671.28         | $105013.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8876 M      | 2053-05-20      | 4.0000%  | 0.0000% | $128432.81         | $124651.35         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7705 M      | 2051-11-20      | 2.5000%  | 0.0000% | $3446960.65        | $3040721.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7589 M      | 2051-09-20      | 2.5000%  | 0.0000% | $47624485.41       | $42012013.91       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7255 M      | 2051-03-20      | 2.5000%  | 0.0000% | $777140.94         | $685566.97         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4651 M      | 2047-08-20      | 3.0000%  | 0.0000% | $372244.24         | $344778.82         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4624 M      | 2032-08-20      | 3.0000%  | 0.0000% | $13695.36          | $13390.05          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4586 M      | 2047-07-20      | 3.5000%  | 0.0000% | $44844.98          | $42996.78          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2755 M      | 2045-04-20      | 4.0000%  | 0.0000% | $16306.71          | $16066.93          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2371 M      | 2044-11-20      | 3.5000%  | 0.0000% | $350.56            | $337.49            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0220 M      | 2042-07-20      | 3.5000%  | 0.0000% | $1651.36           | $1598.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL955791  | 2037-10-01      | 6.5000%  | 0.0000% | $2819.26           | $2991.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3957  | 2050-03-01      | 5.0000%  | 0.0000% | $29481.91          | $30274.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  | 0.0000% | $11803630.29       | $12217621.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5466  | 2053-01-01      | 5.5000%  | 0.0000% | $10043350.30       | $10306910.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5088  | 2052-11-01      | 5.5000%  | 0.0000% | $1390364.56        | $1436249.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3612  | 2047-02-01      | 4.0000%  | 0.0000% | $5812.84           | $5749.13           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBJ0978  | 2047-11-01      | 3.0000%  | 0.0000% | $1848.85           | $1702.59           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7024 M      | 2035-12-20      | 2.5000%  | 0.0000% | $38583.34          | $36558.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6409 M      | 2050-01-20      | 3.0000%  | 0.0000% | $9443641.36        | $8691423.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7138 M      | 2051-01-20      | 3.5000%  | 0.0000% | $202850.40         | $192869.71         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5530 M      | 2048-10-20      | 5.0000%  | 0.0000% | $98757.93          | $101422.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL745932  | 2036-11-01      | 6.5000%  | 0.0000% | $9406.86           | $10015.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL745458  | 2036-04-01      | 6.0000%  | 0.0000% | $24435.65          | $25927.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8840  | 2045-07-01      | 3.5000%  | 0.0000% | $50644.83          | $48757.89          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2026-013 AD      | 2058-04-16      | 4.0000%  | 0.0000% | $13118720.64       | $12854232.65       | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.0653%  | 0.0000% | $1129217.06        | $1079158.96        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2017-SB4 | 2037-10-25      | 11.2937% | 0.0000% | $106657.88         | $100120.10         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-178 LB      | 2066-07-16      | 4.0000%  | 0.0000% | $397655.46         | $307190.79         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-031 KB      | 2066-02-16      | 4.0000%  | 0.0000% | $306440.89         | $235745.86         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-220 E       | 2064-10-16      | 3.0000%  | 0.0000% | $52526.32          | $38769.08          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-017 AE      | 2061-01-16      | 1.2000%  | 0.0000% | $1513648.94        | $1109831.11        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-080 AB      | 2062-06-16      | 1.5000%  | 0.0000% | $1443889.60        | $1121159.10        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-094 A       | 2064-09-16      | 2.7500%  | 0.0000% | $6413438.40        | $5599002.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2022-042 B       | 2063-02-16      | 2.5000%  | 0.0000% | $472736.84         | $316520.27         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003081 M      | 2031-05-20      | 7.0000%  | 0.0000% | $36.20             | $37.61             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002975 M      | 2030-09-20      | 9.0000%  | 0.0000% | $257.27            | $267.38            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 002589 M      | 2028-05-20      | 6.0000%  | 0.0000% | $9.41              | $9.64              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 570503 X      | 2031-12-15      | 6.5000%  | 0.0000% | $105.15            | $108.20            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 569702 X      | 2032-02-15      | 7.0000%  | 0.0000% | $20.37             | $21.24             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AI4466 X      | 2044-09-15      | 4.0000%  | 0.0000% | $158380.22         | $155545.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT6321  | 2043-06-01      | 3.5000%  | 0.0000% | $16743.98          | $16196.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6879  | 2046-03-01      | 3.5000%  | 0.0000% | $23107.02          | $22246.23          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724600 X      | 2040-05-15      | 5.0000%  | 0.0000% | $10094.57          | $10374.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAZ7355  | 2045-11-01      | 3.5000%  | 0.0000% | $11637.53          | $11218.98          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M      | 2054-04-20      | 4.5000%  | 0.0000% | $95039585.18       | $94209604.48       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBJ9175  | 2048-05-01      | 5.5000%  | 0.0000% | $7889.05           | $8166.97           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  | 0.0000% | $17285.34          | $17592.02          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3159 C      | 2056-01-20      | 6.0000%  | 0.0000% | $5539975.28        | $5670748.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DH6442 C      | 2055-04-20      | 6.5000%  | 0.0000% | $301330.52         | $321679.20         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0935 M      | 2056-02-20      | 4.5000%  | 0.0000% | $10030517.71       | $9937514.75        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD8684  | 2052-03-01      | 3.0000%  | 0.0000% | $430310.73         | $392743.17         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4194 M      | 2047-01-20      | 2.5000%  | 0.0000% | $48100.81          | $43252.99          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711740 X      | 2043-04-15      | 2.5000%  | 0.0000% | $38105.27          | $34044.87          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7136 M      | 2051-01-20      | 2.5000%  | 0.0000% | $131.24            | $115.85            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5966 X      | 2045-09-15      | 4.5000%  | 0.0000% | $11576.31          | $11646.73          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G61720 G  | 2044-01-01      | 3.5000%  | 0.0000% | $5451.74           | $5292.05           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BD4016 X      | 2049-10-15      | 3.0000%  | 0.0000% | $156.04            | $143.07            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9361 M      | 2053-12-20      | 5.0000%  | 0.0000% | $609131.98         | $614444.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7242  | 2046-05-01      | 3.5000%  | 0.0000% | $12545.06          | $12044.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB1186  | 2051-07-01      | 2.0000%  | 0.0000% | $3615597.40        | $3004418.42        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA5509 X      | 2047-06-15      | 5.0000%  | 0.0000% | $215.91            | $218.19            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BO5617 X      | 2049-01-15      | 4.5000%  | 0.0000% | $2717.64           | $2697.32           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004715 M      | 2040-06-20      | 5.0000%  | 0.0000% | $194496.21         | $201951.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783038 M      | 2040-07-20      | 5.5000%  | 0.0000% | $90937.53          | $94467.02          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 781148 X      | 2029-07-15      | 6.0000%  | 0.0000% | $9.54              | $9.77              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004017 M      | 2037-08-20      | 6.0000%  | 0.0000% | $9892.19           | $10480.01          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 680184 X      | 2038-03-15      | 5.5000%  | 0.0000% | $3024.19           | $3136.72           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 700918 X      | 2038-11-15      | 5.5000%  | 0.0000% | $506.49            | $527.21            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783179 X      | 2039-12-15      | 5.5000%  | 0.0000% | $3181.91           | $3329.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4707  | 2047-03-01      | 3.5000%  | 0.0000% | $35528.66          | $34089.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBC3218  | 2046-04-01      | 3.5000%  | 0.0000% | $36219.08          | $34823.11          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3024 C      | 2056-01-20      | 6.0000%  | 0.0000% | $2692318.37        | $2757589.14        | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DN3889 C      | 2065-12-20      | 7.0000%  | 0.0000% | $603605.42         | $632018.07         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN4971 C      | 2055-12-20      | 6.0000%  | 0.0000% | $3029739.00        | $3154583.43        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP8702 C      | 2056-01-20      | 5.0000%  | 0.0000% | $2295139.35        | $2332669.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5014 C      | 2056-01-20      | 6.0000%  | 0.0000% | $189548.07         | $198279.67         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DQ3346 C      | 2066-02-20      | 6.0000%  | 0.0000% | $2149981.68        | $2215118.24        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9948 C      | 2056-02-20      | 5.0000%  | 0.0000% | $735287.79         | $744291.47         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO4847 C      | 2055-11-20      | 5.5000%  | 0.0000% | $658643.86         | $680598.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3143 C      | 2056-01-20      | 6.5000%  | 0.0000% | $2639322.20        | $2710851.65        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DM8156        | 2061-02-15      | 4.9300%  | 0.0000% | $6565772.14        | $6761035.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0483 M      | 2055-07-20      | 4.5000%  | 0.0000% | $367.30            | $363.83            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  | 0.0000% | $20077371.54       | $20424453.52       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0816 M      | 2055-12-20      | 6.5000%  | 0.0000% | $267.46            | $279.87            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  | 0.0000% | $5889758.41        | $5932701.29        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2745 C      | 2056-02-20      | 6.5000%  | 0.0000% | $2097395.22        | $2184614.24        | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  | 0.0000% | $112.49            | $117.61            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZK4374  | 2027-08-01      | 2.5000%  | 0.0000% | $20496.45          | $20317.98          | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18719 G  | 2034-01-01      | 3.0000%  | 0.0000% | $413408.54         | $405550.75         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC G06534 G  | 2038-12-01      | 6.0000%  | 0.0000% | $2972.82           | $3155.21           | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC G04955 G  | 2038-11-01      | 6.5000%  | 0.0000% | $1970.85           | $2100.56           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A69830 G  | 2037-12-01      | 6.0000%  | 0.0000% | $3072.84           | $3263.27           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A62706 G  | 2037-06-01      | 6.0000%  | 0.0000% | $4388.34           | $4602.58           | Agency Mortgage-Backed Securities         |

### Security 158: Bank of Montreal

- **C.1 - Title:** Bank of Montreal/US 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1F2O39, C.4 - ISIN: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1F2O39_3.67_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DO3994 C | 2056-02-20      | 5.0000%  | 0.0000% | $1757789.82        | $1774388.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3242 C | 2055-11-20      | 5.0000%  | 0.0000% | $1628420.61        | $1651795.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3475 C | 2055-10-20      | 6.5000%  | 0.0000% | $2900191.64        | $3041902.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1915 C | 2055-11-20      | 6.0000%  | 0.0000% | $1354757.29        | $1408938.55        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1695 C | 2055-11-20      | 5.0000%  | 0.0000% | $1751516.06        | $1776657.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0938 M | 2056-02-20      | 6.0000%  | 0.0000% | $3515084.12        | $3617244.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0747 M | 2055-11-20      | 6.0000%  | 0.0000% | $2849577.15        | $2927231.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0688 M | 2055-10-20      | 6.5000%  | 0.0000% | $2863604.99        | $2987866.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0683 M | 2055-10-20      | 4.0000%  | 0.0000% | $2051947.71        | $1974525.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0627 M | 2055-09-20      | 7.5000%  | 0.0000% | $1429314.60        | $1490678.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0488 M | 2055-07-20      | 7.0000%  | 0.0000% | $2374644.35        | $2467886.08        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4351 C | 2056-02-20      | 5.5000%  | 0.0000% | $1177893.00        | $1209937.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ4495 C | 2056-02-20      | 5.0000%  | 0.0000% | $1452080.29        | $1472926.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2948 C | 2056-02-20      | 6.5000%  | 0.0000% | $1741287.18        | $1833664.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0107 C | 2056-02-20      | 6.0000%  | 0.0000% | $2288974.24        | $2361347.78        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8668 C | 2056-02-20      | 6.0000%  | 0.0000% | $1782917.65        | $1846643.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8670 C | 2056-02-20      | 6.0000%  | 0.0000% | $1631591.82        | $1689910.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP7896 C | 2056-02-20      | 6.0000%  | 0.0000% | $1266376.76        | $1320790.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4263 C | 2056-01-20      | 6.0000%  | 0.0000% | $1999347.82        | $2081735.62        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4256 C | 2056-01-20      | 5.5000%  | 0.0000% | $1502778.61        | $1550997.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN7561 C | 2055-10-20      | 5.0000%  | 0.0000% | $1825409.49        | $1845724.68        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN4070 C | 2055-10-20      | 6.5000%  | 0.0000% | $1642764.51        | $1714051.36        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0376 C | 2056-02-20      | 5.5000%  | 0.0000% | $1848889.06        | $1899188.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0372 C | 2056-02-20      | 5.0000%  | 0.0000% | $1249547.82        | $1261347.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM7327 C | 2055-10-20      | 6.5000%  | 0.0000% | $1318916.27        | $1382966.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6568 C | 2055-10-20      | 6.0000%  | 0.0000% | $1453645.02        | $1517073.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM3525 C | 2055-09-20      | 6.0000%  | 0.0000% | $1202168.29        | $1260459.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7621 C | 2055-08-20      | 7.0000%  | 0.0000% | $3006827.76        | $3123094.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9373 C | 2055-05-20      | 7.5000%  | 0.0000% | $1272556.10        | $1387398.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3193 C | 2055-08-20      | 6.5000%  | 0.0000% | $3519792.95        | $3792659.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2294 C | 2055-06-20      | 5.0000%  | 0.0000% | $1372155.43        | $1391217.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6780 C | 2054-11-20      | 4.5000%  | 0.0000% | $2223821.76        | $2182894.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9605 M | 2054-04-20      | 5.5000%  | 0.0000% | $3149097.11        | $3222698.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9543 M | 2054-03-20      | 6.5000%  | 0.0000% | $2967471.60        | $3098552.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9541 M | 2054-03-20      | 5.5000%  | 0.0000% | $3236883.40        | $3292823.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9245 M | 2053-10-20      | 7.5000%  | 0.0000% | $1275233.06        | $1332877.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8878 M | 2053-05-20      | 5.0000%  | 0.0000% | $1488200.18        | $1505905.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7935 M | 2052-03-20      | 2.0000%  | 0.0000% | $4356879.43        | $3682758.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7417 M | 2051-06-20      | 2.0000%  | 0.0000% | $2597283.80        | $2195495.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6541 M | 2050-03-20      | 3.0000%  | 0.0000% | $1360344.34        | $1250286.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6475 M | 2050-02-20      | 3.5000%  | 0.0000% | $1259711.29        | $1200421.44        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6474 M | 2050-02-20      | 3.0000%  | 0.0000% | $3167386.00        | $2914142.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7471 M | 2051-07-20      | 2.0000%  | 0.0000% | $2712076.11        | $2292519.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9670 M | 2054-05-20      | 6.5000%  | 0.0000% | $3586226.15        | $3743670.25        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8725 M | 2053-03-20      | 5.0000%  | 0.0000% | $598306.73         | $604276.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8267 M | 2052-09-20      | 4.0000%  | 0.0000% | $1423176.69        | $1382625.96        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $2716236.11        | $2772957.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6522 C | 2055-08-20      | 5.5000%  | 0.0000% | $1164749.34        | $1197003.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ1981 C | 2055-05-20      | 7.5000%  | 0.0000% | $2397596.40        | $2606783.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M | 2055-06-20      | 4.0000%  | 0.0000% | $1750548.56        | $1684498.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $1461389.16        | $1406541.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM1232 C | 2055-09-20      | 6.0000%  | 0.0000% | $3448957.68        | $3572238.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8552 C | 2055-12-20      | 5.0000%  | 0.0000% | $1216092.33        | $1227573.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8793 C | 2055-08-20      | 7.5000%  | 0.0000% | $1513246.30        | $1649810.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3725 C | 2055-12-20      | 5.0000%  | 0.0000% | $2646253.33        | $2671236.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7448 C | 2054-12-20      | 7.5000%  | 0.0000% | $2272894.28        | $2471196.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ0091 C | 2056-02-20      | 5.5000%  | 0.0000% | $1710475.41        | $1757007.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO7898 C | 2055-12-20      | 5.0000%  | 0.0000% | $1372916.02        | $1385877.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6592 C | 2055-09-20      | 6.0000%  | 0.0000% | $1182712.41        | $1234319.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DN0543 C | 2055-10-20      | 6.5000%  | 0.0000% | $1480350.74        | $1558882.52        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5486 C | 2055-12-20      | 5.5000%  | 0.0000% | $1408058.56        | $1453239.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP4002 C | 2056-02-20      | 5.0000%  | 0.0000% | $1976589.35        | $1995254.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6681 C | 2056-02-20      | 5.5000%  | 0.0000% | $3181013.47        | $3267544.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3568 C | 2055-11-20      | 5.0000%  | 0.0000% | $1308506.04        | $1323722.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO8483 C | 2055-12-20      | 5.0000%  | 0.0000% | $1883872.10        | $1901659.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP8669 C | 2056-02-20      | 6.0000%  | 0.0000% | $1430830.59        | $1481971.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO3717 C | 2055-12-20      | 5.5000%  | 0.0000% | $1182738.44        | $1217512.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO1074 C | 2056-02-20      | 5.5000%  | 0.0000% | $1526385.53        | $1567906.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DQ2949 C | 2056-02-20      | 6.5000%  | 0.0000% | $1254899.29        | $1321472.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DP6682 C | 2056-02-20      | 6.0000%  | 0.0000% | $1401507.71        | $1451602.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DM6318 C | 2055-10-20      | 6.5000%  | 0.0000% | $1276763.18        | $1371457.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9148 C | 2055-12-20      | 5.0000%  | 0.0000% | $1944025.91        | $1971930.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9863 C | 2056-01-20      | 5.0000%  | 0.0000% | $4068203.36        | $4124231.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO9854 C | 2056-01-20      | 6.5000%  | 0.0000% | $1714036.93        | $1766437.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4995 C | 2056-01-20      | 5.0000%  | 0.0000% | $3430226.81        | $3462618.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DO4955 C | 2056-01-20      | 5.0000%  | 0.0000% | $1444027.54        | $1457663.65        | Agency Mortgage-Backed Securities |

### Security 159: Barclays Bank plc

- **C.1 - Title:** Barclays Capital, Inc. 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1F2O88, C.4 - ISIN: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1F2O88_3.67_0306
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **C.10 - Ratings:** DBRS Ltd.: R-1 L; Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 2016-68 JC       | 2046-05-20      | 2.0000%  | 0.0000% | $149229.96         | $134927.53         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-208 QP      | 2055-06-20      | 4.5000%  | 0.0000% | $1827275.22        | $1834158.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-79 MY       | 2045-05-20      | 3.5000%  | 0.0000% | $731700.00         | $653661.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 MQ      | 2056-01-20      | 4.5000%  | 0.0000% | $8996039.17        | $9014813.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 DP      | 2056-01-20      | 4.5000%  | 0.0000% | $8079505.17        | $8106498.80        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GY      | 2056-01-20      | 4.5000%  | 0.0000% | $833333.25         | $785245.76         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-196 J       | 2055-11-20      | 4.5000%  | 0.0000% | $7790229.44        | $7804493.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-102 PD      | 2055-04-20      | 5.0000%  | 0.0000% | $3081190.87        | $3108564.51        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-001 GC      | 2051-10-20      | 3.5000%  | 0.0000% | $3472653.60        | $3397264.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FH      | 2054-11-20      | 5.3415%  | 0.0000% | $4337323.35        | $4399905.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.2317%  | 0.0000% | $3445.02           | $3397.64           | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2026-002 GL      | 2056-01-20      | 4.5000%  | 0.0000% | $367395.90         | $340960.66         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  | 0.0000% | $148677.98         | $151059.50         | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SP 781607 X      | 2033-03-15      | 6.0000%  | 0.0000% | $779.43            | $820.64            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 737532 X      | 2040-10-15      | 4.0000%  | 0.0000% | $25682.02          | $25157.57          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 732485 X      | 2040-02-15      | 6.0000%  | 0.0000% | $917.37            | $949.29            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004697 M      | 2040-05-20      | 5.0000%  | 0.0000% | $13521.88          | $13999.01          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004619 M      | 2040-01-20      | 5.5000%  | 0.0000% | $2906.48           | $3031.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004266 M      | 2038-10-20      | 5.5000%  | 0.0000% | $1036.37           | $1081.07           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003796 M      | 2035-12-20      | 5.5000%  | 0.0000% | $869.68            | $907.13            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003295 M      | 2032-10-20      | 5.5000%  | 0.0000% | $4092.52           | $4284.71           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 605630 X      | 2034-08-15      | 6.0000%  | 0.0000% | $1055.75           | $1091.08           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 598679 X      | 2033-05-15      | 5.5000%  | 0.0000% | $1945.99           | $1994.07           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AX0416 X      | 2046-10-15      | 4.5000%  | 0.0000% | $5096.89           | $5191.49           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AW5781 X      | 2047-02-15      | 4.5000%  | 0.0000% | $14213.24          | $14264.25          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AU6655 X      | 2047-01-15      | 4.5000%  | 0.0000% | $6642.92           | $6659.92           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO5019 C      | 2055-12-20      | 5.0000%  | 0.0000% | $524280.02         | $530356.49         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4370 C      | 2065-11-20      | 7.0000%  | 0.0000% | $551101.25         | $577041.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO3164 C      | 2055-12-20      | 6.5000%  | 0.0000% | $620311.93         | $637123.28         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8712 C      | 2055-07-20      | 6.5000%  | 0.0000% | $394151.92         | $415061.07         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 704090 X      | 2038-12-15      | 6.0000%  | 0.0000% | $1913.35           | $1994.42           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0684 M      | 2055-10-20      | 4.5000%  | 0.0000% | $11143865.40       | $11038533.59       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO9841 C      | 2055-12-20      | 6.5000%  | 0.0000% | $2923.99           | $3003.24           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM7363 C      | 2055-11-20      | 6.0000%  | 0.0000% | $853855.84         | $870254.42         | Agency Mortgage-Backed Securities         |
| GNMA GNII JM MB0734 M      | 2055-11-20      | 6.0000%  | 0.0000% | $1107100.84        | $1119459.77        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN5141 C      | 2055-11-20      | 6.5000%  | 0.0000% | $1110656.58        | $1166225.44        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7315 M      | 2051-04-20      | 4.0000%  | 0.0000% | $28522.87          | $27831.16          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8098 M      | 2052-06-20      | 3.0000%  | 0.0000% | $8005.76           | $7340.60           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6474 M      | 2050-02-20      | 3.0000%  | 0.0000% | $1291734.84        | $1188456.34        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DB6877        | 2064-05-15      | 6.0100%  | 0.0000% | $2718.75           | $2890.19           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF BR7374 C      | 2050-01-20      | 5.0000%  | 0.0000% | $112205.64         | $114246.56         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4511 M      | 2047-06-20      | 4.0000%  | 0.0000% | $2155593.89        | $2115512.54        | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 784407 M      | 2047-11-20      | 3.5000%  | 0.0000% | $1064.59           | $1015.94           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF AW6056 C      | 2046-11-20      | 3.5000%  | 0.0000% | $33923.75          | $32117.88          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0620 M      | 2055-09-20      | 4.0000%  | 0.0000% | $72111.61          | $69425.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M      | 2055-07-20      | 5.0000%  | 0.0000% | $5210925.43        | $5248168.49        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0257 M      | 2055-03-20      | 4.5000%  | 0.0000% | $153028.75         | $151621.95         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0203 M      | 2055-02-20      | 4.5000%  | 0.0000% | $2733445.87        | $2709159.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ3326 C      | 2056-02-20      | 5.0000%  | 0.0000% | $400090.95         | $404176.32         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0813 M      | 2055-12-20      | 5.0000%  | 0.0000% | $50113.47          | $50478.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DO6968 C      | 2056-01-20      | 5.5000%  | 0.0000% | $439074.03         | $453162.69         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DO4798 C      | 2066-01-20      | 7.0000%  | 0.0000% | $874.52            | $915.69            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DN9185 C      | 2055-12-20      | 5.0000%  | 0.0000% | $1126246.28        | $1137226.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6377 C      | 2056-01-20      | 5.0000%  | 0.0000% | $2414.59           | $2439.76           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9488 M      | 2054-02-20      | 5.5000%  | 0.0000% | $4904806.82        | $5025181.68        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8266 M      | 2052-09-20      | 3.5000%  | 0.0000% | $21770.78          | $20657.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8199 M      | 2052-08-20      | 3.5000%  | 0.0000% | $16233.36          | $15318.68          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8948 M      | 2053-06-20      | 5.5000%  | 0.0000% | $10624460.46       | $10859284.64       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7882 M      | 2052-02-20      | 3.0000%  | 0.0000% | $5199.44           | $4767.98           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6476 M      | 2050-02-20      | 4.0000%  | 0.0000% | $19518.43          | $19039.21          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6475 M      | 2050-02-20      | 3.5000%  | 0.0000% | $67975.57          | $64776.22          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7192 M      | 2051-02-20      | 2.0000%  | 0.0000% | $6470747.42        | $5469816.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6091 M      | 2049-08-20      | 4.0000%  | 0.0000% | $21678.68          | $20987.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5711 M      | 2049-01-20      | 4.5000%  | 0.0000% | $1120364.54        | $1129740.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5597 M      | 2048-11-20      | 5.0000%  | 0.0000% | $112716.20         | $115519.57         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5595 M      | 2048-11-20      | 4.0000%  | 0.0000% | $20971.90          | $20501.27          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5078 M      | 2048-03-20      | 4.0000%  | 0.0000% | $14690.26          | $14395.85          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4722 M      | 2047-09-20      | 5.0000%  | 0.0000% | $4570.98           | $4709.90           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4261 M      | 2047-02-20      | 3.0000%  | 0.0000% | $37977.91          | $35199.59          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2304 M      | 2044-10-20      | 4.0000%  | 0.0000% | $94541.10          | $93179.60          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA2303 M      | 2044-10-20      | 3.5000%  | 0.0000% | $101584.03         | $97602.73          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1601 M      | 2044-01-20      | 4.0000%  | 0.0000% | $15816.25          | $15610.46          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1376 M      | 2043-10-20      | 4.0000%  | 0.0000% | $2387.43           | $2356.73           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA0934 M      | 2043-04-20      | 3.5000%  | 0.0000% | $129405.30         | $125208.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4579  | 2052-04-01      | 3.0000%  | 0.0000% | $2668705.71        | $2420720.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA3038  | 2055-10-01      | 5.5000%  | 0.0000% | $95093.17          | $98428.40          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM0059  | 2045-08-01      | 3.5000%  | 0.0000% | $2183.63           | $2105.10           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 724406 X      | 2039-11-15      | 4.5000%  | 0.0000% | $1175.29           | $1185.59           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 706801 X      | 2040-04-15      | 4.5000%  | 0.0000% | $4132.87           | $4261.29           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004695 M      | 2040-05-20      | 4.0000%  | 0.0000% | $3310.22           | $3280.98           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 719228 X      | 2040-07-15      | 4.5000%  | 0.0000% | $18759.50          | $19066.60          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 669626 X      | 2037-06-15      | 6.0000%  | 0.0000% | $5848.16           | $6057.89           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 682587 X      | 2038-04-15      | 5.5000%  | 0.0000% | $1476.35           | $1532.85           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 689825 X      | 2038-08-15      | 6.0000%  | 0.0000% | $1591.43           | $1645.90           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 698028 X      | 2039-01-15      | 5.0000%  | 0.0000% | $14660.38          | $15190.94          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA3938 M      | 2046-09-20      | 4.0000%  | 0.0000% | $44525.22          | $43749.09          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 711729 X      | 2043-03-15      | 2.5000%  | 0.0000% | $3090.02           | $2762.71           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN AU4920        | 2041-09-15      | 3.0200%  | 0.0000% | $640.75            | $578.30            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4320 M      | 2047-03-20      | 3.0000%  | 0.0000% | $25844.67          | $24001.34          | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C      | 2053-09-20      | 6.0000%  | 0.0000% | $124192.15         | $129139.26         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0936 M      | 2056-02-20      | 5.0000%  | 0.0000% | $155.10            | $156.23            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0744 M      | 2055-11-20      | 4.5000%  | 0.0000% | $16376391.46       | $16221601.80       | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783655 X      | 2040-05-15      | 6.5000%  | 0.0000% | $15079.14          | $16231.70          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0623 M      | 2055-09-20      | 5.5000%  | 0.0000% | $7874076.56        | $8013780.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0422 M      | 2055-06-20      | 4.5000%  | 0.0000% | $11385807.31       | $11278188.66       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0304 M      | 2055-04-20      | 3.5000%  | 0.0000% | $178052.90         | $166814.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0091 M      | 2054-12-20      | 5.0000%  | 0.0000% | $163492.05         | $164693.90         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0090 M      | 2054-12-20      | 4.5000%  | 0.0000% | $2427390.12        | $2405810.62        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M      | 2054-11-20      | 4.5000%  | 0.0000% | $6699230.23        | $6639674.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0812 M      | 2055-12-20      | 4.5000%  | 0.0000% | $948930.07         | $939960.78         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ2025 C      | 2056-02-20      | 5.0000%  | 0.0000% | $519994.80         | $525304.52         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DQ1992 C      | 2056-02-20      | 5.0000%  | 0.0000% | $415609.05         | $420835.38         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP9467 C      | 2056-01-20      | 6.0000%  | 0.0000% | $464936.32         | $474994.44         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6343 C      | 2056-01-20      | 5.0000%  | 0.0000% | $480128.54         | $485031.19         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP6313 C      | 2056-01-20      | 5.0000%  | 0.0000% | $437247.15         | $442745.58         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3232 C      | 2056-01-20      | 5.0000%  | 0.0000% | $1101978.34        | $1117121.85        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP3156 C      | 2056-01-20      | 5.0000%  | 0.0000% | $475776.02         | $480414.89         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DP0590 C      | 2055-12-20      | 5.0000%  | 0.0000% | $895200.11         | $904339.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DL5281 C      | 2065-11-20      | 7.0000%  | 0.0000% | $402398.96         | $421890.59         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DK8581        | 2060-09-15      | 6.0000%  | 0.0000% | $32515.81          | $34671.42          | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255        | 2067-01-15      | 5.2400%  | 0.0000% | $10700.55          | $11063.89          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DC3518 C      | 2054-06-20      | 7.0000%  | 0.0000% | $32550.68          | $34181.45          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF CE9917 C      | 2051-07-20      | 3.5000%  | 0.0000% | $116686.00         | $109989.13         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CN7573        | 2066-12-15      | 5.7800%  | 0.0000% | $297441.45         | $316825.84         | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BA2485 X      | 2047-04-15      | 4.5000%  | 0.0000% | $3042.11           | $3097.33           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 702547 X      | 2038-11-15      | 5.5000%  | 0.0000% | $4096.79           | $4269.83           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 696186 X      | 2038-08-15      | 6.0000%  | 0.0000% | $3462.43           | $3628.73           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 674446 X      | 2037-09-15      | 6.0000%  | 0.0000% | $1580.56           | $1640.67           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 672415 X      | 2037-12-15      | 6.0000%  | 0.0000% | $1818.85           | $1924.16           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 656323 X      | 2036-11-15      | 6.0000%  | 0.0000% | $99.10             | $103.61            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 638595 X      | 2039-02-15      | 6.0000%  | 0.0000% | $4047.33           | $4246.93           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 631491 X      | 2034-06-15      | 5.5000%  | 0.0000% | $4432.42           | $4527.42           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 617256 X      | 2036-10-15      | 6.5000%  | 0.0000% | $970.91            | $1033.00           | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615895 X      | 2033-08-15      | 5.0000%  | 0.0000% | $10187.27          | $10426.29          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 615519 X      | 2033-09-15      | 4.5000%  | 0.0000% | $7998.82           | $8030.58           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 783590 M      | 2041-06-20      | 4.5000%  | 0.0000% | $929.60            | $944.39            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 782559 X      | 2039-01-15      | 6.5000%  | 0.0000% | $1068.19           | $1149.81           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC STACR REMIC TR  | 2045-09-25      | 5.1672%  | 0.0000% | $513750.00         | $515057.01         | Agency Mortgage-Backed Securities         |
| FMAC FHLMCT SLSTT SERIES 2 | 2060-07-26      | 6.0087%  | 0.0000% | $2195.55           | $1488.95           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-221 DA      | 2056-07-16      | 4.0000%  | 0.0000% | $2451624.75        | $2411670.35        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-147 EH      | 2059-10-16      | 4.7500%  | 0.0000% | $47169.75          | $43614.36          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2023-175 HB      | 2065-05-16      | 4.0000%  | 0.0000% | $174779.55         | $141135.52         | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-127 A       | 2062-11-16      | 2.0000%  | 0.0000% | $503260.31         | $417772.71         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2020-139 AG      | 2062-06-16      | 1.5000%  | 0.0000% | $2153299.31        | $1541312.99        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2021-132 AT      | 2063-04-16      | 1.7500%  | 0.0000% | $151486.84         | $102188.16         | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2013-033 AC      | 2046-05-16      | 1.7440%  | 0.0000% | $12955.56          | $11805.41          | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-09-25      | 13.3937% | 0.0000% | $1360066.56        | $1273029.23        | Agency Mortgage-Backed Securities         |

### Security 160: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1F4CS3, C.4 - ISIN: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1F4CS3_3.67_0306
- **C.18 - Value (incl. sponsor support):** $149500000.00
- **C.18.a - Value (excl. sponsor support):** $149500000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** DBRS Ltd.: R-1 H; Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLBQ1844 | 2050-09-01      | 2.5000%  | 0.0000% | $2631033.98        | $2283068.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $3335.24           | $3473.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8326 | 2054-04-01      | 5.5000%  | 0.0000% | $3341093.39        | $3453929.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1569 | 2052-09-01      | 4.5000%  | 0.0000% | $3129369.73        | $3122162.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9310 | 2053-03-01      | 5.5000%  | 0.0000% | $216596.52         | $224798.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $3159276.78        | $3255787.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFA2192 | 2052-04-01      | 2.0000%  | 0.0000% | $2159529.05        | $1824222.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC1066 | 2055-09-01      | 6.5000%  | 0.0000% | $2602.65           | $2735.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5507 | 2055-02-01      | 5.5000%  | 0.0000% | $842413.32         | $867069.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0651 | 2042-08-01      | 2.0000%  | 0.0000% | $1700609.13        | $1513377.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  | 0.0000% | $160168.70         | $165533.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1842 | 2055-07-01      | 6.0000%  | 0.0000% | $1514294.59        | $1590267.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD8410 | 2054-03-01      | 6.5000%  | 0.0000% | $2383.83           | $2485.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $2164525.86        | $1718705.68        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6906 | 2054-10-01      | 6.0000%  | 0.0000% | $3056073.10        | $3193517.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  | 0.0000% | $9622.78           | $10111.85          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4688 | 2054-02-01      | 6.5000%  | 0.0000% | $2717867.08        | $2905501.67        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0704 | 2051-10-01      | 2.5000%  | 0.0000% | $3999648.74        | $3562709.33        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  | 0.0000% | $91.43             | $94.03             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ3524 | 2047-11-01      | 4.0000%  | 0.0000% | $16488.37          | $16301.09          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5741 | 2053-07-01      | 6.5000%  | 0.0000% | $5509738.35        | $5829107.27        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  | 0.0000% | $34662.37          | $36142.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4663 | 2052-09-01      | 4.0000%  | 0.0000% | $2848420.72        | $2822921.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB4205 | 2052-04-01      | 2.0000%  | 0.0000% | $62331.14          | $51598.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3273 | 2052-04-01      | 4.0000%  | 0.0000% | $1225060.97        | $1197014.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB0581 | 2051-05-01      | 2.0000%  | 0.0000% | $708224.93         | $593460.93         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2837 | 2053-06-01      | 5.5000%  | 0.0000% | $214269.48         | $223512.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY1814 | 2053-05-01      | 5.5000%  | 0.0000% | $134797.23         | $138230.00         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX9551 | 2053-03-01      | 6.5000%  | 0.0000% | $140379.55         | $150540.99         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9507 | 2053-03-01      | 5.5000%  | 0.0000% | $174199.72         | $178641.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX5310 | 2053-02-01      | 5.5000%  | 0.0000% | $161305.75         | $167726.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9574 | 2052-11-01      | 4.5000%  | 0.0000% | $116751.78         | $116027.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBW7047 | 2052-10-01      | 6.0000%  | 0.0000% | $153842.42         | $162587.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5865 | 2052-08-01      | 4.5000%  | 0.0000% | $225696.77         | $224296.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU9879 | 2052-01-01      | 2.5000%  | 0.0000% | $3921001.71        | $3446586.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD2921 | 2055-04-01      | 6.5000%  | 0.0000% | $822704.84         | $869463.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0180 | 2055-04-01      | 7.0000%  | 0.0000% | $155046.12         | $166071.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD0106 | 2055-03-01      | 7.0000%  | 0.0000% | $77797.21          | $82600.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA4980 | 2053-11-01      | 6.5000%  | 0.0000% | $3360.75           | $3570.64           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2972 | 2053-11-01      | 7.0000%  | 0.0000% | $78657.57          | $84415.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9587 | 2047-05-01      | 4.0000%  | 0.0000% | $461093.68         | $456379.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7912 | 2046-09-01      | 3.0000%  | 0.0000% | $12169.14          | $11283.24          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5077 | 2040-10-01      | 2.0000%  | 0.0000% | $2000426.16        | $1800852.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5855 | 2051-09-01      | 2.5000%  | 0.0000% | $5524529.58        | $4801123.13        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2790 | 2050-06-01      | 2.5000%  | 0.0000% | $4352343.04        | $3802361.63        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4321 | 2053-11-01      | 6.5000%  | 0.0000% | $4007.87           | $4236.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $3218887.35        | $3285493.28        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $4095797.45        | $4204636.44        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $5005092.15        | $4235276.16        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6410 M     | 2050-01-20      | 3.5000%  | 0.0000% | $2024601.02        | $1928685.10        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ5670 | 2056-01-01      | 4.5000%  | 0.0000% | $456594.34         | $453313.25         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0140 | 2053-12-01      | 6.5000%  | 0.0000% | $97742.24          | $102072.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL3387 | 2042-09-01      | 3.5000%  | 0.0000% | $1283474.17        | $1248025.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ2578 | 2055-09-01      | 6.0000%  | 0.0000% | $189843.61         | $199557.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4775 | 2055-06-01      | 5.5000%  | 0.0000% | $3034903.09        | $3102102.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX1641 | 2054-12-01      | 5.5000%  | 0.0000% | $736767.52         | $763515.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5946 | 2056-01-01      | 6.0000%  | 0.0000% | $4112986.60        | $4238734.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $1397526.75        | $1230989.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $530473.66         | $467591.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  | 0.0000% | $1771873.63        | $1478264.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  | 0.0000% | $170.01            | $172.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLFS6959 | 2054-01-01      | 7.0000%  | 0.0000% | $1363243.10        | $1471276.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS6942 | 2053-12-01      | 6.5000%  | 0.0000% | $4208816.71        | $4408964.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5972 | 2053-10-01      | 6.5000%  | 0.0000% | $3113066.97        | $3327975.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4824 | 2053-06-01      | 5.0000%  | 0.0000% | $1967067.94        | $2004228.04        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5867 | 2049-06-01      | 3.5000%  | 0.0000% | $4275384.64        | $4095766.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4257 | 2050-09-01      | 2.5000%  | 0.0000% | $185772.37         | $163713.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2328 | 2055-06-01      | 6.0000%  | 0.0000% | $2323169.21        | $2434823.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1994 | 2055-04-01      | 6.5000%  | 0.0000% | $4332758.04        | $4615047.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9452 | 2054-11-01      | 4.5000%  | 0.0000% | $242043.72         | $241126.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7511 | 2053-11-01      | 6.5000%  | 0.0000% | $2804105.12        | $2941490.69        | Agency Mortgage-Backed Securities  |
| GNMA GNII RG CJ9358 C     | 2041-06-20      | 5.0000%  | 0.0000% | $28834.71          | $29194.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7746 | 2053-12-01      | 6.5000%  | 0.0000% | $2896.71           | $3027.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7635 | 2053-12-01      | 7.0000%  | 0.0000% | $4478435.65        | $4842199.08        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $10212753.55       | $8632671.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $2944703.91        | $3005041.54        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7935 M     | 2052-03-20      | 2.0000%  | 0.0000% | $13504083.16       | $11414656.38       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | 0.0000% | $2700086.09        | $2231889.66        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $6661827.09        | $6951886.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7658 | 2053-12-01      | 7.0000%  | 0.0000% | $4279112.81        | $4609779.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX6880 | 2053-02-01      | 5.5000%  | 0.0000% | $119179.67         | $124252.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE2847 | 2052-05-01      | 4.5000%  | 0.0000% | $128359.66         | $127934.66         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5153 | 2042-04-01      | 2.0000%  | 0.0000% | $1059392.42        | $932492.51         | Agency Mortgage-Backed Securities  |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  | 0.0000% | $208851.50         | $200745.90         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  | 0.0000% | $39064.35          | $40052.15          | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Edward Jones Money Market Fund

**Date:** 2026-03-06

**By:** Aaron J. Masek

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

**Title of Signing Officer:** Treasurer