# EDGAR Filing Document

**Accession Number:** 0000856517
**File Stem:** 0001258897-25-000159
**Filing Date:** 2025-9
**Character Count:** 1925624
**Document Hash:** 9d6d86126b35f8abde559c263c8e2fe3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001258897-25-000159.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001258897-25-000159

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05950
- **FILM NUMBER:** 251298893

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

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

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

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

## Series and Classes Contracts Data

### Federated Hermes Government Obligations Fund (Series ID: S000009536)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000026059 | Capital Shares        | GOCXX           |
| C000026060 | Institutional Shares  | GOIXX           |
| C000026061 | Service Shares        | GOSXX           |
| C000026062 | Trust Shares          | GORXX           |
| C000151096 | Premier Shares        | GOFXX           |
| C000157038 | Cash II Shares        | GFYXX           |
| C000157039 | Cash Series Shares    | GFSXX           |
| C000168188 | Select Shares         | GRTXX           |
| C000190786 | Advisor Shares        | GOVXX           |
| C000194027 | Administrative Shares | GOEXX           |
| C000235065 | SDG Shares            | GPHXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-08-29

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

**CIK Number of Registrant:** 0000856517

**LEI of Registrant:** 25490005VWJDWX717014

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

**LEI of Series:** 254900VAJ9169N7JRF45

**EDGAR Series Identifier:** S000009536

**Total number of share classes in the series:** 11

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 97 days

- **Total Value of Portfolio Securities:** $180825681602.04

- **Amortized Cost of Portfolio Securities:** $180799433673.64

- **Cash:** $5714160177.95

- **Total Other Assets:** $330806267.67

- **Total Liabilities:** $4758001274.09

- **Net Assets of Series:** $182086398845.17

- **Number of Shares Outstanding (Series):** 182136160085.4600

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $121965825542.61          | $144683020435.66           | 68.1600%                  | 80.8500%                   |
| 2025-08-04 | $121277194332.43          | $145994454749.08           | 67.1100%                  | 80.7900%                   |
| 2025-08-05 | $123405871628.35          | $148123197568.62           | 67.4200%                  | 80.9200%                   |
| 2025-08-06 | $126238397027.76          | $148705788491.64           | 68.7400%                  | 80.9800%                   |
| 2025-08-07 | $128837975452.49          | $152555432439.98           | 68.7200%                  | 81.3700%                   |
| 2025-08-08 | $130728080310.32          | $153446140080.31           | 69.0700%                  | 81.0700%                   |
| 2025-08-11 | $128298463621.11          | $154656613811.19           | 67.7800%                  | 81.7000%                   |
| 2025-08-12 | $122784425712.30          | $148392666322.46           | 66.8100%                  | 80.7500%                   |
| 2025-08-13 | $125157545767.67          | $149515876797.92           | 67.6900%                  | 80.8700%                   |
| 2025-08-14 | $125969430892.70          | $151327852343.02           | 67.0400%                  | 80.5400%                   |
| 2025-08-15 | $127509612697.69          | $150218507388.27           | 68.5200%                  | 80.7200%                   |
| 2025-08-18 | $124625371520.34          | $150334444931.34           | 67.3000%                  | 81.1800%                   |
| 2025-08-19 | $120449676704.80          | $145453928836.21           | 67.0200%                  | 80.9400%                   |
| 2025-08-20 | $121369826368.65          | $145124257220.48           | 67.9100%                  | 81.2100%                   |
| 2025-08-21 | $123388161263.76          | $147512670836.00           | 68.0300%                  | 81.3300%                   |
| 2025-08-22 | $125269796019.57          | $144144841753.07           | 69.9600%                  | 80.5100%                   |
| 2025-08-25 | $123568795270.03          | $146999019723.94           | 67.9500%                  | 80.8300%                   |
| 2025-08-26 | $122605213764.16          | $146562116938.48           | 67.5500%                  | 80.7500%                   |
| 2025-08-27 | $123798676563.63          | $146385858458.37           | 68.2700%                  | 80.7300%                   |
| 2025-08-28 | $127439346609.59          | $148291582224.75           | 69.4100%                  | 80.7700%                   |
| 2025-08-29 | $130492060000.20          | $152354725951.61           | 69.8400%                  | 81.5400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3900%             |
| 2025-08-04 | 4.3800%             |
| 2025-08-05 | 4.3800%             |
| 2025-08-06 | 4.3800%             |
| 2025-08-07 | 4.3700%             |
| 2025-08-08 | 4.3700%             |
| 2025-08-11 | 4.3700%             |
| 2025-08-12 | 4.3700%             |
| 2025-08-13 | 4.3700%             |
| 2025-08-14 | 4.3700%             |
| 2025-08-15 | 4.3700%             |
| 2025-08-18 | 4.3700%             |
| 2025-08-19 | 4.3700%             |
| 2025-08-20 | 4.3600%             |
| 2025-08-21 | 4.3600%             |
| 2025-08-22 | 4.3600%             |
| 2025-08-25 | 4.3600%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9998                      |
|  |  |
| 2025-08-04 | 0.9998                      |
|  |  |
| 2025-08-05 | 0.9998                      |
|  |  |
| 2025-08-06 | 0.9998                      |
|  |  |
| 2025-08-07 | 0.9998                      |
|  |  |
| 2025-08-08 | 0.9998                      |
|  |  |
| 2025-08-11 | 0.9998                      |
|  |  |
| 2025-08-12 | 0.9998                      |
|  |  |
| 2025-08-13 | 0.9999                      |
|  |  |
| 2025-08-14 | 0.9999                      |
|  |  |
| 2025-08-15 | 0.9998                      |
|  |  |
| 2025-08-18 | 0.9998                      |
|  |  |
| 2025-08-19 | 0.9998                      |
|  |  |
| 2025-08-20 | 0.9998                      |
|  |  |
| 2025-08-21 | 0.9998                      |
|  |  |
| 2025-08-22 | 0.9998                      |
|  |  |
| 2025-08-25 | 0.9998                      |
|  |  |
| 2025-08-26 | 0.9998                      |
|  |  |
| 2025-08-27 | 0.9998                      |
|  |  |
| 2025-08-28 | 0.9998                      |
|  |  |
| 2025-08-29 | 0.9999                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $35948532511.60

- **Number of Shares Outstanding:** 35958356658.6900

- **Expense Reimbursement/Waiver:** 2349893.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $954468188.45             | $542404107.19           |
| 2025-08-04 | $463371979.84             | $498110370.31           |
| 2025-08-05 | $537643624.81             | $631166243.95           |
| 2025-08-06 | $620309894.17             | $279094338.04           |
| 2025-08-07 | $724978264.40             | $332510146.41           |
| 2025-08-08 | $900342515.61             | $455382812.25           |
| 2025-08-11 | $483939175.26             | $333296059.50           |
| 2025-08-12 | $506381857.80             | $629157581.31           |
| 2025-08-13 | $538469408.24             | $452580327.83           |
| 2025-08-14 | $284751853.01             | $1288493476.14          |
| 2025-08-15 | $792938034.65             | $789237290.78           |
| 2025-08-18 | $364534383.97             | $486197409.83           |
| 2025-08-19 | $446165437.05             | $718866221.30           |
| 2025-08-20 | $1199151624.99            | $325966025.81           |
| 2025-08-21 | $401215796.56             | $397917928.13           |
| 2025-08-22 | $378143877.33             | $581928926.12           |
| 2025-08-25 | $724918451.15             | $326489297.92           |
| 2025-08-26 | $1000605777.57            | $564261052.34           |
| 2025-08-27 | $1128135379.59            | $503649721.38           |
| 2025-08-28 | $315383904.92             | $480047526.50           |
| 2025-08-29 | $716359756.91             | $1219093668.11          |

**Total Gross Subscriptions (Month):** $13482209186.28

**Total Gross Redemptions (Month):** $11835850531.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1900%           |
| 2025-08-04 | 4.1800%           |
| 2025-08-05 | 4.1800%           |
| 2025-08-06 | 4.1700%           |
| 2025-08-07 | 4.1700%           |
| 2025-08-08 | 4.1700%           |
| 2025-08-11 | 4.1700%           |
| 2025-08-12 | 4.1700%           |
| 2025-08-13 | 4.1700%           |
| 2025-08-14 | 4.1700%           |
| 2025-08-15 | 4.1700%           |
| 2025-08-18 | 4.1700%           |
| 2025-08-19 | 4.1600%           |
| 2025-08-20 | 4.1600%           |
| 2025-08-21 | 4.1600%           |
| 2025-08-22 | 4.1600%           |
| 2025-08-25 | 4.1600%           |
| 2025-08-26 | 4.1600%           |
| 2025-08-27 | 4.1700%           |
| 2025-08-28 | 4.1700%           |
| 2025-08-29 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 13.0100%         | 0.0000%              |
| Broker-dealer                                       |  | 15.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.5100%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.8500%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $12441915466.40

- **Number of Shares Outstanding:** 12445315638.7900

- **Expense Reimbursement/Waiver:** 815506.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $102730004.30             | $204362563.73           |
| 2025-08-04 | $98736033.12              | $68381885.28            |
| 2025-08-05 | $111288708.84             | $30577335.34            |
| 2025-08-06 | $111214761.67             | $44360401.08            |
| 2025-08-07 | $135694645.69             | $50317117.39            |
| 2025-08-08 | $130612101.17             | $167201625.24           |
| 2025-08-11 | $141236613.71             | $80314878.01            |
| 2025-08-12 | $160263787.14             | $55130737.46            |
| 2025-08-13 | $96257742.43              | $109620647.71           |
| 2025-08-14 | $151070751.89             | $185778842.41           |
| 2025-08-15 | $150196170.22             | $362152472.52           |
| 2025-08-18 | $71079346.96              | $231406761.69           |
| 2025-08-19 | $219466594.35             | $395257929.17           |
| 2025-08-20 | $89317800.32              | $183282268.26           |
| 2025-08-21 | $177511504.93             | $112994590.64           |
| 2025-08-22 | $162357257.34             | $119843360.38           |
| 2025-08-25 | $140290978.14             | $40997437.81            |
| 2025-08-26 | $229139577.38             | $42672200.67            |
| 2025-08-27 | $97317985.14              | $98094842.06            |
| 2025-08-28 | $87656349.56              | $141761293.60           |
| 2025-08-29 | $276827025.00             | $58890899.30            |

**Total Gross Subscriptions (Month):** $2940265739.30

**Total Gross Redemptions (Month):** $2783400089.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9800%           |
| 2025-08-04 | 3.9700%           |
| 2025-08-05 | 3.9600%           |
| 2025-08-06 | 3.9600%           |
| 2025-08-07 | 3.9600%           |
| 2025-08-08 | 3.9600%           |
| 2025-08-11 | 3.9600%           |
| 2025-08-12 | 3.9600%           |
| 2025-08-13 | 3.9600%           |
| 2025-08-14 | 3.9500%           |
| 2025-08-15 | 3.9600%           |
| 2025-08-18 | 3.9500%           |
| 2025-08-19 | 3.9500%           |
| 2025-08-20 | 3.9500%           |
| 2025-08-21 | 3.9500%           |
| 2025-08-22 | 3.9500%           |
| 2025-08-25 | 3.9500%           |
| 2025-08-26 | 3.9500%           |
| 2025-08-27 | 3.9500%           |
| 2025-08-28 | 3.9600%           |
| 2025-08-29 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.0700%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5700%          | 0.0000%              |

### Class: Trust Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $1340945719.13

- **Number of Shares Outstanding:** 1341312177.7000

- **Expense Reimbursement/Waiver:** 90835.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $7798266.84               | $75496772.43            |
| 2025-08-04 | $76883927.18              | $1077583.24             |
| 2025-08-05 | $3947152.39               | $66317631.74            |
| 2025-08-06 | $56700854.63              | $1834778.73             |
| 2025-08-07 | $10694819.81              | $1866537.21             |
| 2025-08-08 | $1247999.24               | $5287587.99             |
| 2025-08-11 | $50293330.55              | $27726307.59            |
| 2025-08-12 | $7920327.29               | $4682226.96             |
| 2025-08-13 | $8262044.47               | $8102795.55             |
| 2025-08-14 | $26180036.64              | $3469551.58             |
| 2025-08-15 | $5853116.47               | $56590845.06            |
| 2025-08-18 | $21932871.39              | $48189436.72            |
| 2025-08-19 | $3917514.06               | $31200157.80            |
| 2025-08-20 | $5676783.54               | $1662901.66             |
| 2025-08-21 | $5343515.25               | $5163355.06             |
| 2025-08-22 | $1961540.90               | $3104428.11             |
| 2025-08-25 | $6865066.02               | $3304134.97             |
| 2025-08-26 | $4066681.29               | $62385079.06            |
| 2025-08-27 | $7618639.14               | $2960751.97             |
| 2025-08-28 | $4889551.76               | $4319879.25             |
| 2025-08-29 | $49447101.97              | $6672185.96             |

**Total Gross Subscriptions (Month):** $367501140.83

**Total Gross Redemptions (Month):** $421414928.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7000%           |
| 2025-08-04 | 3.6900%           |
| 2025-08-05 | 3.6900%           |
| 2025-08-06 | 3.6900%           |
| 2025-08-07 | 3.6900%           |
| 2025-08-08 | 3.6900%           |
| 2025-08-11 | 3.6900%           |
| 2025-08-12 | 3.6900%           |
| 2025-08-13 | 3.6900%           |
| 2025-08-14 | 3.6900%           |
| 2025-08-15 | 3.6900%           |
| 2025-08-18 | 3.6900%           |
| 2025-08-19 | 3.6900%           |
| 2025-08-20 | 3.6800%           |
| 2025-08-21 | 3.6800%           |
| 2025-08-22 | 3.6800%           |
| 2025-08-25 | 3.6800%           |
| 2025-08-26 | 3.6800%           |
| 2025-08-27 | 3.6900%           |
| 2025-08-28 | 3.6900%           |
| 2025-08-29 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3500%          | 0.0000%              |
| Retail investor                                     |  | 33.3000%         | 0.0000%              |
| Retail investor                                     |  | 23.0700%         | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $7903105313.29

- **Number of Shares Outstanding:** 7905265102.9600

- **Expense Reimbursement/Waiver:** 523703.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $107390334.04             | $15041422.08            |
| 2025-08-04 | $45626526.58              | $4010797.02             |
| 2025-08-05 | $8427773.51               | $45905562.40            |
| 2025-08-06 | $1459138.36               | $34342399.55            |
| 2025-08-07 | $75287496.43              | $1180734.11             |
| 2025-08-08 | $22003919.70              | $16203619.56            |
| 2025-08-11 | $35277757.64              | $93828471.24            |
| 2025-08-12 | $15410976.16              | $36126563.05            |
| 2025-08-13 | $51307978.64              | $4923470.00             |
| 2025-08-14 | $73244558.07              | $46145825.00            |
| 2025-08-15 | $27330763.31              | $27717069.31            |
| 2025-08-18 | $17342396.77              | $61087590.08            |
| 2025-08-19 | $3224835.22               | $76848819.00            |
| 2025-08-20 | $2452435.96               | $16930148.11            |
| 2025-08-21 | $64106408.89              | $18610809.26            |
| 2025-08-22 | $86948975.65              | $6326672.17             |
| 2025-08-25 | $1089580.89               | $84526206.99            |
| 2025-08-26 | $198390476.13             | $11416060.43            |
| 2025-08-27 | $14288124.98              | $104725843.65           |
| 2025-08-28 | $1071749.34               | $41480763.15            |
| 2025-08-29 | $67147884.24              | $35752223.00            |

**Total Gross Subscriptions (Month):** $918830090.51

**Total Gross Redemptions (Month):** $783131069.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0900%           |
| 2025-08-04 | 4.0800%           |
| 2025-08-05 | 4.0800%           |
| 2025-08-06 | 4.0700%           |
| 2025-08-07 | 4.0700%           |
| 2025-08-08 | 4.0700%           |
| 2025-08-11 | 4.0700%           |
| 2025-08-12 | 4.0700%           |
| 2025-08-13 | 4.0700%           |
| 2025-08-14 | 4.0700%           |
| 2025-08-15 | 4.0700%           |
| 2025-08-18 | 4.0700%           |
| 2025-08-19 | 4.0600%           |
| 2025-08-20 | 4.0600%           |
| 2025-08-21 | 4.0600%           |
| 2025-08-22 | 4.0600%           |
| 2025-08-25 | 4.0600%           |
| 2025-08-26 | 4.0600%           |
| 2025-08-27 | 4.0700%           |
| 2025-08-28 | 4.0700%           |
| 2025-08-29 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 74.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.1300%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $101307735073.77

- **Number of Shares Outstanding:** 101335420823.9400

- **Expense Reimbursement/Waiver:** 6652722.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3944168058.84            | $5845653177.84          |
| 2025-08-04 | $1607105315.12            | $2455711956.72          |
| 2025-08-05 | $3684784014.68            | $1261566190.76          |
| 2025-08-06 | $3021512467.68            | $2596493960.43          |
| 2025-08-07 | $2313232035.31            | $3613787623.23          |
| 2025-08-08 | $2999614380.95            | $2511599325.51          |
| 2025-08-11 | $2209414113.33            | $1708497970.90          |
| 2025-08-12 | $2523265525.02            | $2024912875.66          |
| 2025-08-13 | $1420374017.90            | $1651691805.55          |
| 2025-08-14 | $2922725882.86            | $1741041556.75          |
| 2025-08-15 | $3323027824.74            | $3238341969.98          |
| 2025-08-18 | $2789219973.05            | $3485213128.13          |
| 2025-08-19 | $1139334222.49            | $3316400010.73          |
| 2025-08-20 | $1508266277.85            | $2971558131.89          |
| 2025-08-21 | $2678042438.94            | $2227402389.78          |
| 2025-08-22 | $1754558636.36            | $3095745387.73          |
| 2025-08-25 | $2716653819.34            | $1577151324.60          |
| 2025-08-26 | $2002914524.42            | $1525002347.41          |
| 2025-08-27 | $2447215247.61            | $2961102977.84          |
| 2025-08-28 | $3196078499.13            | $3196506790.48          |
| 2025-08-29 | $5313182707.32            | $2425199196.15          |

**Total Gross Subscriptions (Month):** $55514689982.94

**Total Gross Redemptions (Month):** $55430580098.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2300%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2200%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2100%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2100%           |
| 2025-08-26 | 4.2100%           |
| 2025-08-27 | 4.2200%           |
| 2025-08-28 | 4.2200%           |
| 2025-08-29 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4700%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5400%          | 0.0000%              |

### Class: Cash Series Shares

- **Minimum Initial Investment:** $10000.00

- **Net Assets of Class:** $9915534373.77

- **Number of Shares Outstanding:** 9918244127.4500

- **Expense Reimbursement/Waiver:** 1078060.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $27705641.93              | $24799873.19            |
| 2025-08-04 | $21283161.34              | $25062488.46            |
| 2025-08-05 | $19052700.40              | $15804205.00            |
| 2025-08-06 | $18638230.15              | $19704744.23            |
| 2025-08-07 | $11250422.46              | $10024145.46            |
| 2025-08-08 | $14002718.94              | $44933232.62            |
| 2025-08-11 | $20660269.35              | $17563113.04            |
| 2025-08-12 | $14353300.64              | $14375967.16            |
| 2025-08-13 | $12686549.98              | $17101214.78            |
| 2025-08-14 | $10656011.02              | $24323980.84            |
| 2025-08-15 | $13579564.33              | $22699396.92            |
| 2025-08-18 | $30593334.81              | $18559120.57            |
| 2025-08-19 | $16174256.70              | $9445263.34             |
| 2025-08-20 | $19248241.78              | $8337231.43             |
| 2025-08-21 | $11971043.07              | $17235418.78            |
| 2025-08-22 | $17257544.03              | $14593913.43            |
| 2025-08-25 | $29573616.31              | $17956597.73            |
| 2025-08-26 | $21600848.05              | $8223736.94             |
| 2025-08-27 | $28004192.24              | $11990133.79            |
| 2025-08-28 | $15333595.47              | $26564887.64            |
| 2025-08-29 | $17177652.22              | $19809567.24            |

**Total Gross Subscriptions (Month):** $390802895.22

**Total Gross Redemptions (Month):** $389108232.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.4400%           |
| 2025-08-04 | 3.4300%           |
| 2025-08-05 | 3.4200%           |
| 2025-08-06 | 3.4100%           |
| 2025-08-07 | 3.3900%           |
| 2025-08-08 | 3.3800%           |
| 2025-08-11 | 3.3300%           |
| 2025-08-12 | 3.3200%           |
| 2025-08-13 | 3.3200%           |
| 2025-08-14 | 3.3200%           |
| 2025-08-15 | 3.3200%           |
| 2025-08-18 | 3.3200%           |
| 2025-08-19 | 3.3200%           |
| 2025-08-20 | 3.3100%           |
| 2025-08-21 | 3.3100%           |
| 2025-08-22 | 3.3100%           |
| 2025-08-25 | 3.3100%           |
| 2025-08-26 | 3.3100%           |
| 2025-08-27 | 3.3200%           |
| 2025-08-28 | 3.3200%           |
| 2025-08-29 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.7900%         | 0.0000%              |

### Class: Cash II Shares

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $648029383.76

- **Number of Shares Outstanding:** 648206479.6100

- **Expense Reimbursement/Waiver:** 43075.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $6212588.13               | $718148.35              |
| 2025-08-04 | $2907715.22               | $2648845.08             |
| 2025-08-05 | $376737.36                | $1743887.08             |
| 2025-08-06 | $1254422.50               | $339863.63              |
| 2025-08-07 | $2115638.71               | $787181.29              |
| 2025-08-08 | $6739596.03               | $1025128.69             |
| 2025-08-11 | $2190069.47               | $658365.16              |
| 2025-08-12 | $2089992.35               | $448598.82              |
| 2025-08-13 | $1956310.70               | $1900187.47             |
| 2025-08-14 | $665896.92                | $1514079.45             |
| 2025-08-15 | $830686.76                | $2722127.69             |
| 2025-08-18 | $3331917.19               | $283785.10              |
| 2025-08-19 | $4408824.22               | $690828.34              |
| 2025-08-20 | $173131.85                | $5440648.82             |
| 2025-08-21 | $132455.01                | $3100934.90             |
| 2025-08-22 | $5485533.19               | $1663269.92             |
| 2025-08-25 | $1789092.67               | $1911512.59             |
| 2025-08-26 | $3896554.52               | $4997206.29             |
| 2025-08-27 | $1269816.67               | $1888579.08             |
| 2025-08-28 | $589912.96                | $4977305.91             |
| 2025-08-29 | $5739403.16               | $2851699.15             |

**Total Gross Subscriptions (Month):** $54156295.59

**Total Gross Redemptions (Month):** $42312182.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.5400%           |
| 2025-08-04 | 3.5300%           |
| 2025-08-05 | 3.5300%           |
| 2025-08-06 | 3.5300%           |
| 2025-08-07 | 3.5200%           |
| 2025-08-08 | 3.5200%           |
| 2025-08-11 | 3.5200%           |
| 2025-08-12 | 3.5200%           |
| 2025-08-13 | 3.5200%           |
| 2025-08-14 | 3.5200%           |
| 2025-08-15 | 3.5200%           |
| 2025-08-18 | 3.5200%           |
| 2025-08-19 | 3.5200%           |
| 2025-08-20 | 3.5200%           |
| 2025-08-21 | 3.5200%           |
| 2025-08-22 | 3.5100%           |
| 2025-08-25 | 3.5100%           |
| 2025-08-26 | 3.5200%           |
| 2025-08-27 | 3.5200%           |
| 2025-08-28 | 3.5200%           |
| 2025-08-29 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 82.4000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $1083399962.94

- **Number of Shares Outstanding:** 1083696038.4600

- **Expense Reimbursement/Waiver:** 84085.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $117638310.89             | $2303469.92             |
| 2025-08-04 | $6336783.56               | $3009976.93             |
| 2025-08-05 | $15960045.52              | $46155624.72            |
| 2025-08-06 | $2596688.88               | $37297198.08            |
| 2025-08-07 | $110349574.25             | $18221712.49            |
| 2025-08-08 | $7472615.83               | $17492388.31            |
| 2025-08-11 | $9781480.51               | $8507279.04             |
| 2025-08-12 | $4137243.38               | $37294647.92            |
| 2025-08-13 | $4449993.14               | $108849028.99           |
| 2025-08-14 | $6558757.82               | $15092100.77            |
| 2025-08-15 | $6362648.33               | $25420825.31            |
| 2025-08-18 | $11188168.86              | $10276614.78            |
| 2025-08-19 | $187272232.99             | $11744160.11            |
| 2025-08-20 | $3880900.45               | $106171585.34           |
| 2025-08-21 | $16520048.21              | $68766186.45            |
| 2025-08-22 | $3024523.26               | $16541760.35            |
| 2025-08-25 | $4855301.68               | $39280190.36            |
| 2025-08-26 | $14303869.69              | $14900320.62            |
| 2025-08-27 | $8616772.20               | $118082207.44           |
| 2025-08-28 | $8644212.58               | $3033011.28             |
| 2025-08-29 | $4171508.69               | $11822087.56            |

**Total Gross Subscriptions (Month):** $554121680.72

**Total Gross Redemptions (Month):** $720262376.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2100%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.2000%           |
| 2025-08-08 | 4.2000%           |
| 2025-08-11 | 4.2000%           |
| 2025-08-12 | 4.2000%           |
| 2025-08-13 | 4.2000%           |
| 2025-08-14 | 4.2000%           |
| 2025-08-15 | 4.2000%           |
| 2025-08-18 | 4.2000%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1900%           |
| 2025-08-25 | 4.1900%           |
| 2025-08-26 | 4.1900%           |
| 2025-08-27 | 4.2000%           |
| 2025-08-28 | 4.2000%           |
| 2025-08-29 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.3800%         | 0.0000%              |
| Broker-dealer                                       |  | 19.0100%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.2600%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.0300%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.2100%         | 0.0000%              |

### Class: Advisor Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $9100133197.40

- **Number of Shares Outstanding:** 9102620115.2400

- **Expense Reimbursement/Waiver:** 611437.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $136123574.08             | $67936413.42            |
| 2025-08-04 | $168852189.75             | $40748763.22            |
| 2025-08-05 | $151484757.61             | $69178550.87            |
| 2025-08-06 | $61446420.46              | $110018927.55           |
| 2025-08-07 | $48937927.23              | $84311123.22            |
| 2025-08-08 | $62070397.33              | $64072582.67            |
| 2025-08-11 | $53798004.01              | $117541834.33           |
| 2025-08-12 | $46991792.84              | $112582378.04           |
| 2025-08-13 | $85168014.98              | $71890463.71            |
| 2025-08-14 | $33070633.08              | $86175715.41            |
| 2025-08-15 | $43481087.67              | $84749219.09            |
| 2025-08-18 | $71398828.26              | $36155847.83            |
| 2025-08-19 | $42266823.78              | $90954860.84            |
| 2025-08-20 | $73850062.27              | $70222945.23            |
| 2025-08-21 | $131953985.41             | $96241693.51            |
| 2025-08-22 | $48261200.59              | $63736405.28            |
| 2025-08-25 | $34656284.54              | $78220115.73            |
| 2025-08-26 | $56359210.44              | $93154108.72            |
| 2025-08-27 | $50769056.31              | $94789180.98            |
| 2025-08-28 | $98608334.89              | $57081210.24            |
| 2025-08-29 | $73738967.07              | $33678239.90            |

**Total Gross Subscriptions (Month):** $1573287552.60

**Total Gross Redemptions (Month):** $1623440579.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2300%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2200%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2100%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2100%           |
| 2025-08-26 | 4.2100%           |
| 2025-08-27 | 4.2200%           |
| 2025-08-28 | 4.2200%           |
| 2025-08-29 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.6000%          | 0.0000%              |
| Broker-dealer |  | 8.5900%          | 0.0000%              |
| Broker-dealer |  | 78.4200%         | 0.0000%              |

### Class: Administrative Shares

- **Minimum Initial Investment:** $500000.00

- **Net Assets of Class:** $130657895.72

- **Number of Shares Outstanding:** 130693602.3900

- **Expense Reimbursement/Waiver:** 9389.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $9943490.07               | $14.99                  |
| 2025-08-04 | $8240395.60               | $33564.74               |
| 2025-08-05 | $12686455.51              | $9474.95                |
| 2025-08-06 | $2985.67                  | $6165362.54             |
| 2025-08-07 | $1559952.03               | $78.17                  |
| 2025-08-08 | $12310283.43              | $2361.76                |
| 2025-08-11 | $109.73                   | $6608029.61             |
| 2025-08-12 | $27496.53                 | $7144237.18             |
| 2025-08-13 | $3181105.12               | $0.00                   |
| 2025-08-14 | $22.62                    | $12530804.11            |
| 2025-08-15 | $2569227.21               | $2419.05                |
| 2025-08-18 | $263.33                   | $2661893.09             |
| 2025-08-19 | $1138336.54               | $0.00                   |
| 2025-08-20 | $820467.27                | $1210.14                |
| 2025-08-21 | $50000.00                 | $831573.93              |
| 2025-08-22 | $0.00                     | $4280058.46             |
| 2025-08-25 | $1823.82                  | $1306063.13             |
| 2025-08-26 | $2505332.95               | $2573.32                |
| 2025-08-27 | $2680.46                  | $3407046.10             |
| 2025-08-28 | $4396131.05               | $39312.41               |
| 2025-08-29 | $116790.95                | $6521583.62             |

**Total Gross Subscriptions (Month):** $59553349.89

**Total Gross Redemptions (Month):** $51547661.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9400%           |
| 2025-08-04 | 3.9300%           |
| 2025-08-05 | 3.9300%           |
| 2025-08-06 | 3.9200%           |
| 2025-08-07 | 3.9200%           |
| 2025-08-08 | 3.9200%           |
| 2025-08-11 | 3.9200%           |
| 2025-08-12 | 3.9200%           |
| 2025-08-13 | 3.9200%           |
| 2025-08-14 | 3.9200%           |
| 2025-08-15 | 3.9200%           |
| 2025-08-18 | 3.9200%           |
| 2025-08-19 | 3.9100%           |
| 2025-08-20 | 3.9100%           |
| 2025-08-21 | 3.9100%           |
| 2025-08-22 | 3.9100%           |
| 2025-08-25 | 3.9100%           |
| 2025-08-26 | 3.9100%           |
| 2025-08-27 | 3.9200%           |
| 2025-08-28 | 3.9200%           |
| 2025-08-29 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 78.8100%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.8700%         | 0.0000%              |

### Class: SDG Shares

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2266409947.39

- **Number of Shares Outstanding:** 2267029320.2300

- **Expense Reimbursement/Waiver:** 163915.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9998          |
|  |  |
| 2025-08-05 | 0.9998          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9998          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $55356536.63              | $82000000.00            |
| 2025-08-04 | $1249333333.00            | $0.00                   |
| 2025-08-05 | $82500000.00              | $1000000.00             |
| 2025-08-06 | $200.00                   | $2.55                   |
| 2025-08-07 | $0.00                     | $90000000.00            |
| 2025-08-08 | $325000000.00             | $0.00                   |
| 2025-08-11 | $151000000.00             | $174500000.00           |
| 2025-08-12 | $49932870.00              | $62500000.00            |
| 2025-08-13 | $114500000.00             | $61800000.00            |
| 2025-08-14 | $25000000.00              | $143000000.24           |
| 2025-08-15 | $0.00                     | $437500000.00           |
| 2025-08-18 | $72500000.00              | $4623982.33             |
| 2025-08-19 | $0.00                     | $35789894.75            |
| 2025-08-20 | $0.00                     | $65080000.00            |
| 2025-08-21 | $55000000.00              | $112250000.00           |
| 2025-08-22 | $0.00                     | $516250000.00           |
| 2025-08-25 | $0.00                     | $327000000.00           |
| 2025-08-26 | $106000000.00             | $0.00                   |
| 2025-08-27 | $0.00                     | $74000000.00            |
| 2025-08-28 | $168000546.76             | $94750000.00            |
| 2025-08-29 | $473450000.00             | $150000.00              |

**Total Gross Subscriptions (Month):** $2927573486.39

**Total Gross Redemptions (Month):** $2282193879.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2400%           |
| 2025-08-04 | 4.2300%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2200%           |
| 2025-08-07 | 4.2200%           |
| 2025-08-08 | 4.2200%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2200%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2100%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2100%           |
| 2025-08-26 | 4.2100%           |
| 2025-08-27 | 4.2200%           |
| 2025-08-28 | 4.2200%           |
| 2025-08-29 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 31.3200%         | 31.3200%             |
| Depository institution or other banking institution |  | 55.8100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN Amro Bank NV

- **C.1 - Title:** ABN Amro Bank NV, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 00699Q009, C.3 - LEI: BFXS5XCH7N0Y05NIXW11
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CL890718 | 2046-01-01      | 3.5000%  |  | $1220932.19        | $1147003.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  |  | $7207116.16        | $6438933.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3112 | 2052-10-01      | 5.0000%  |  | $123601.93         | $123014.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  |  | $865813.68         | $909741.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8478 | 2054-05-01      | 5.0000%  |  | $6777914.68        | $6732224.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8131 | 2054-03-01      | 5.0000%  |  | $17820551.22       | $17686699.08       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8005 | 2054-02-01      | 6.0000%  |  | $3087207.21        | $3182962.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5083 | 2052-11-01      | 5.0000%  |  | $5801824.67        | $5808884.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4026 | 2052-07-01      | 4.5000%  |  | $3577911.38        | $3486996.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  |  | $1015271.67        | $960874.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2163 | 2051-11-01      | 3.0000%  |  | $213867.84         | $189029.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0393 | 2047-09-01      | 4.0000%  |  | $119447.64         | $113594.85         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ1725 | 2029-10-01      | 4.3800%  |  | $18060000.00       | $18300462.89       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0112 | 2053-05-01      | 5.0000%  |  | $305986.82         | $303645.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4209 | 2053-01-01      | 5.5000%  |  | $935769.48         | $958511.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV7735 | 2052-04-01      | 3.0000%  |  | $3833767.93        | $3385272.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV0872 | 2052-01-01      | 2.5000%  |  | $3769897.45        | $3203128.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU5438 | 2054-12-01      | 5.0000%  |  | $4815850.75        | $4775392.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBT7946 | 2052-11-01      | 5.5000%  |  | $554537.52         | $568769.05         | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBS9469 | 2028-10-01      | 5.1250%  |  | $17727500.00       | $18348389.93       | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HYBS7329 | 2032-12-01      | 5.4100%  |  | $4321590.73        | $4513675.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBK4820 | 2048-09-01      | 4.0000%  |  | $1160684.73        | $1102222.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB7634 | 2053-12-01      | 7.0000%  |  | $625784.19         | $666944.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $509.27            | $524.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2968 | 2042-04-01      | 3.5000%  |  | $82185.05          | $77680.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL682229 | 2033-03-01      | 5.5000%  |  | $23110.33          | $23995.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8536 | 2053-02-01      | 5.0000%  |  | $2447557.32        | $2446152.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8026 | 2052-10-01      | 5.0000%  |  | $1060222.35        | $1056113.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $7277984.26        | $7238092.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE4964 | 2052-06-01      | 5.0000%  |  | $575686.47         | $575954.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0530 | 2052-04-01      | 3.5000%  |  | $7440361.23        | $6791280.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9834 | 2052-04-01      | 3.5000%  |  | $3923363.97        | $3603073.18        | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC Q60297 G | 2048-12-01      | 4.0000%  |  | $1530654.33        | $1463781.75        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6900 | 2054-11-01      | 5.0000%  |  | $2996212.87        | $3003103.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD6624 | 2054-10-01      | 5.5000%  |  | $1363887.72        | $1386559.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3560 | 2053-05-01      | 5.5000%  |  | $4663495.31        | $4748864.22        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD1915 | 2052-11-01      | 5.0000%  |  | $691797.91         | $690611.40         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $79707.46          | $75042.28          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZL5313 | 2043-03-01      | 3.0000%  |  | $1467431.17        | $1353108.51        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD1948 | 2052-06-01      | 3.0000%  |  | $288306.74         | $251296.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ2700 | 2048-04-01      | 4.0000%  |  | $692214.19         | $665287.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4164 | 2052-07-01      | 5.0000%  |  | $1474756.48        | $1481122.84        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0555 M     | 2055-08-20      | 5.0000%  |  | $8702730.40        | $8643246.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF3339 | 2052-11-01      | 5.0000%  |  | $7347997.92        | $7308126.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0528 | 2046-08-01      | 3.5000%  |  | $3278860.91        | $3052554.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2151 | 2051-11-01      | 2.5000%  |  | $3065145.46        | $2602444.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2561 | 2048-03-01      | 4.5000%  |  | $24426.97          | $24167.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $2949144.43        | $2608401.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $11199471.73       | $10870532.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU6494 | 2052-01-01      | 2.5000%  |  | $3431743.94        | $2912478.00        | Agency Mortgage-Backed Securities  |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $205100.00         | $208403.17         | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $613970.00         | $591512.23         | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $333200.00         | $325828.17         | U.S. Treasuries (including strips) |

### Security 2: Bank of America N.A.

- **C.1 - Title:** Bank of America N.A., REPO,  4.340%, 9/2/2025
- **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: 03199U009, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $169402000.00
- **C.18.a - Value (excl. sponsor support):** $169402000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLAB6221 | 2042-09-01      | 3.5000%  |  | $23513028.24       | $22200018.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM4584 | 2050-10-01      | 2.0000%  |  | $29996543.77       | $24198078.55       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC9513 | 2046-09-01      | 3.0000%  |  | $27332932.37       | $24505677.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8581 | 2046-12-01      | 3.5000%  |  | $26586543.53       | $24678326.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLAS8471 | 2046-12-01      | 3.0000%  |  | $27661859.56       | $24793416.92       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $26303578.40       | $24352884.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT5903 | 2043-06-01      | 3.5000%  |  | $26033081.00       | $24517440.81       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBP8074 | 2050-08-01      | 2.0000%  |  | $4508035.07        | $3627519.15        | Agency Mortgage-Backed Securities |

### Security 3: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.350%, 9/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $792000000.00
- **C.18.a - Value (excl. sponsor support):** $792000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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%  |  | $3509327.62        | $3533559.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-120 FG     | 2055-07-20      | 5.5950%  |  | $140603472.77      | $141109470.50      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54 | 2054-11-25      | 5.4984%  |  | $187363.02         | $186688.13         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-104 AB     | 2048-05-20      | 3.5000%  |  | $43113712.84       | $41504201.28       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-045 QT     | 2055-03-20      | 5.0000%  |  | $3426573.92        | $3279347.37        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB     | 2054-08-20      | 5.3950%  |  | $3518566.97        | $3519371.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-077 LC     | 2050-07-20      | 1.2500%  |  | $122466.03         | $95406.34          | Agency Collateralized Mortgage Obligation |
| GNMA GNII SF DJ8269 C     | 2055-08-20      | 6.0000%  |  | $5323561.76        | $5502090.95        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  |  | $2824634.00        | $3026295.61        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1748       | 2060-02-15      | 5.8500%  |  | $613432.56         | $654957.04         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF8946       | 2060-02-15      | 4.9000%  |  | $569046.89         | $571026.67         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3879       | 2059-11-15      | 4.9800%  |  | $567619.57         | $571692.43         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE5546       | 2059-10-15      | 5.0100%  |  | $654408.87         | $659932.51         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD4693       | 2049-11-15      | 5.4400%  |  | $650839.27         | $676009.90         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DD2255       | 2067-01-15      | 5.2400%  |  | $2265213.28        | $2287350.21        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2245       | 2059-10-15      | 5.0200%  |  | $567165.04         | $573355.90         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7244       | 2060-05-15      | 5.5900%  |  | $203440.50         | $214141.43         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7240       | 2060-04-15      | 5.5200%  |  | $658032.39         | $685810.80         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7180       | 2059-09-15      | 5.4700%  |  | $497370.51         | $517525.68         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL DC7177       | 2066-07-15      | 5.7500%  |  | $568448.32         | $594215.64         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC4402       | 2059-07-15      | 5.8900%  |  | $871.98            | $935.05            | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DB4200       | 2059-12-15      | 5.5900%  |  | $586106.20         | $615746.05         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CS3813       | 2066-02-15      | 5.6900%  |  | $3081710.72        | $3218694.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $78892.54          | $74036.48          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7472 M     | 2051-07-20      | 2.5000%  |  | $34324038.42       | $29322354.78       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8044 M     | 2052-05-20      | 3.5000%  |  | $94165841.30       | $86208095.29       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6820 M     | 2050-08-20      | 3.0000%  |  | $1468.46           | $1307.68           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7027       | 2059-10-15      | 5.1800%  |  | $654614.46         | $667479.53         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004196 M     | 2038-07-20      | 6.5000%  |  | $14549.45          | $15512.53          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $52665.39          | $50944.81          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9630 C     | 2055-08-20      | 6.0000%  |  | $5099915.92        | $5305558.13        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA4451 M     | 2047-05-20      | 3.5000%  |  | $10389451.55       | $9661641.61        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4499 C     | 2055-08-20      | 6.0000%  |  | $3763331.44        | $3902385.28        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4502 C     | 2055-08-20      | 6.0000%  |  | $6052555.52        | $6255532.01        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0484 M     | 2055-07-20      | 5.0000%  |  | $11418864.42       | $11341089.27       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1116 C     | 2055-08-20      | 6.0000%  |  | $2163357.68        | $2256355.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0486 M     | 2055-07-20      | 6.0000%  |  | $43875344.92       | $44944221.46       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8224 C     | 2055-08-20      | 6.0000%  |  | $14889665.12       | $15416396.95       | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2243       | 2059-10-15      | 5.6000%  |  | $353552.23         | $371415.65         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3169 C     | 2055-08-20      | 6.0000%  |  | $4769245.36        | $4935037.05        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI9344 C     | 2055-03-20      | 6.0000%  |  | $12523215.06       | $13112666.11       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M     | 2055-05-20      | 5.5000%  |  | $16160789.18       | $16353696.93       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8270 C     | 2055-08-20      | 6.0000%  |  | $6773085.44        | $7012694.63        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4540 C     | 2055-08-20      | 6.0000%  |  | $3353580.56        | $3488685.15        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8273 C     | 2055-08-20      | 6.0000%  |  | $16356854.80       | $16890328.17       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1123 C     | 2055-08-20      | 6.0000%  |  | $9340357.84        | $9665632.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA9017 M     | 2053-07-20      | 5.5000%  |  | $3486983.02        | $3543698.02        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3224 C     | 2055-08-20      | 6.0000%  |  | $3444451.12        | $3570665.00        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DC7255       | 2060-07-15      | 5.8200%  |  | $4147213.75        | $4405932.15        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE7031       | 2060-01-15      | 5.4400%  |  | $656468.50         | $682362.31         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9628 C     | 2055-08-20      | 6.0000%  |  | $7747512.96        | $8050422.64        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CY9778       | 2060-05-15      | 5.6800%  |  | $570769.92         | $601490.91         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M     | 2054-11-20      | 4.0000%  |  | $7997650.39        | $7485561.72        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0024 M     | 2054-11-20      | 4.5000%  |  | $125686.66         | $121515.87         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0425 M     | 2055-06-20      | 6.0000%  |  | $2407092.67        | $2466821.46        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8858 C     | 2055-08-20      | 6.5000%  |  | $996475.04         | $1046725.84        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  |  | $687345.63         | $680952.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB9654 | 2054-12-01      | 5.0000%  |  | $13905212.23       | $13877761.80       | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 786934 C     | 2053-09-20      | 6.0000%  |  | $10065733.82       | $10489618.65       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 004029 M     | 2037-09-20      | 6.5000%  |  | $23640.57          | $25495.31          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF 003306 M     | 2032-11-20      | 5.5000%  |  | $11330.72          | $11824.38          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8810 C     | 2055-08-20      | 6.0000%  |  | $276786.40         | $285559.05         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI8712 C     | 2055-07-20      | 6.5000%  |  | $41526.38          | $43299.25          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4538 C     | 2055-08-20      | 6.0000%  |  | $2994081.20        | $3118382.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DI4535 C     | 2055-08-20      | 6.0000%  |  | $2053458.88        | $2129885.89        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0556 M     | 2055-08-20      | 5.5000%  |  | $17592696.00       | $17802696.10       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0485 M     | 2055-07-20      | 5.5000%  |  | $1774365.02        | $1795545.22        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0480 M     | 2055-07-20      | 3.0000%  |  | $31469.41          | $27951.86          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0458 M     | 2040-07-20      | 5.0000%  |  | $9682653.45        | $9819352.08        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0426 M     | 2055-06-20      | 6.5000%  |  | $1918.54           | $1983.99           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $70850299.98       | $71696024.28       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0399 M     | 2040-06-20      | 5.0000%  |  | $20406153.70       | $20688144.07       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0205 M     | 2055-02-20      | 5.5000%  |  | $36501818.98       | $36937533.09       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0144 M     | 2055-01-20      | 4.0000%  |  | $5969760.21        | $5587463.39        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL7051 C     | 2055-08-20      | 6.5000%  |  | $1074.48           | $1120.35           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL6662 C     | 2055-08-20      | 5.5000%  |  | $2797590.40        | $2843940.26        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4501 C     | 2055-08-20      | 6.0000%  |  | $5601523.84        | $5794533.69        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4500 C     | 2055-08-20      | 6.0000%  |  | $2889776.56        | $2995555.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL4498 C     | 2055-08-20      | 6.0000%  |  | $3636177.60        | $3774860.21        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2222 C     | 2055-08-20      | 6.0000%  |  | $1833365.60        | $1898295.47        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2221 C     | 2055-08-20      | 6.0000%  |  | $3442060.16        | $3565945.64        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0457 C     | 2055-08-20      | 6.5000%  |  | $37510.00          | $39134.43          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK9629 C     | 2055-08-20      | 6.0000%  |  | $5671148.56        | $5892882.91        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8225 C     | 2055-08-20      | 6.0000%  |  | $3311040.48        | $3424108.10        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8223 C     | 2055-08-20      | 6.0000%  |  | $11193299.04       | $11603014.83       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK8222 C     | 2055-08-20      | 6.0000%  |  | $8167597.68        | $8476583.35        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3227 C     | 2055-08-20      | 6.0000%  |  | $2503107.20        | $2592524.86        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8274 C     | 2055-08-20      | 6.0000%  |  | $12406350.00       | $12799565.13       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8272 C     | 2055-08-20      | 6.0000%  |  | $11054498.40       | $11425207.32       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ8271 C     | 2055-08-20      | 6.0000%  |  | $7510424.24        | $7769200.92        | Agency Mortgage-Backed Securities         |

### Security 4: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA 5.625 FNSM A 07/37  | 2037-07-15      | 5.6250%  |  | $21333.33          | $23542.29          | Agency Debentures and Agency Strips |
| FNMA 7.125 FNPR BB 01/30 | 2030-01-15      | 0.0000%  |  | $31945333.33       | $26959465.44       | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM  | 2034-07-28      | 5.4500%  |  | $7176444.44        | $7208207.79        | Agency Debentures and Agency Strips |
| FCSB 5.40 FCOR 26-34 DI  | 2034-06-05      | 5.4000%  |  | $8841777.78        | $8965978.23        | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF | 2040-03-26      | 5.6250%  |  | $11103111.11       | $11377294.11       | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT  | 2032-11-26      | 5.2300%  |  | $10410222.22       | $10542596.87       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G   | 2045-03-06      | 5.7400%  |  | $295555.56         | $304079.64         | Agency Debentures and Agency Strips |
| FCSB 4.00 FCSB 37 AG     | 2037-09-08      | 4.0000%  |  | $184888.89         | $177463.75         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S  | 2041-10-21      | 2.3750%  |  | $5411111.11        | $3810799.05        | Agency Debentures and Agency Strips |
| FCSB 2.31 FCOR 22-36 AV  | 2036-07-14      | 2.3100%  |  | $155555.56         | $123983.76         | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L   | 2041-06-21      | 2.7000%  |  | $17366222.22       | $12867346.06       | Agency Debentures and Agency Strips |
| FCSB 2.42 FCOR 22-36 AR  | 2036-06-02      | 2.4200%  |  | $2448444.44        | $1986832.68        | Agency Debentures and Agency Strips |
| FCSB 2.45 FCOR 22-41 O   | 2041-08-09      | 2.4500%  |  | $10458666.67       | $7389059.62        | Agency Debentures and Agency Strips |
| FHLB 4.72 FHOR 28-35 IR  | 2035-08-15      | 4.7200%  |  | $1333333.33        | $1347646.08        | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK  | 2035-06-18      | 5.4500%  |  | $4444444.44        | $4507802.72        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN  | 2032-03-10      | 5.1800%  |  | $6666666.67        | $6839628.15        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS  | 2040-02-10      | 5.5200%  |  | $6666666.67        | $6690922.22        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS  | 2033-01-14      | 5.3200%  |  | $6666666.67        | $6716460.00        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ  | 2033-03-03      | 4.9400%  |  | $12888888.89       | $13277760.99       | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30  | 2030-05-15      | 0.0000%  |  | $155313333.33      | $129390295.49      | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK  | 2034-06-12      | 5.3700%  |  | $8888000.00        | $8990921.56        | Agency Debentures and Agency Strips |
| FCSB 2.40 FCOR 22-41 P   | 2041-09-16      | 2.4000%  |  | $8814222.22        | $6263929.85        | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK  | 2036-12-16      | 2.6200%  |  | $8856888.89        | $7261734.66        | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 28 M8  | 2028-07-07      | 4.5800%  |  | $1565333.33        | $1575774.11        | Agency Debentures and Agency Strips |
| FNMA 6.625 FNPR BB 11/30 | 2030-11-15      | 0.0000%  |  | $143395111.11      | $116782412.44      | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH  | 2040-04-23      | 5.7800%  |  | $6666666.67        | $6814333.33        | Agency Debentures and Agency Strips |
| USTR TINT 02/15/28       | 2028-02-15      | 0.0000%  |  | $520.55            | $475.75            | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/25       | 2025-11-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35       | 2035-02-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31       | 2031-08-15      | 0.0000%  |  | $0.00              | $0.00              | U.S. Treasuries (including strips)  |

### Security 5: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5549AF 06/25/55  | 2055-06-25      | 5.8484%  |  | $4795599.75        | $4825557.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-119 DF      | 2055-07-20      | 5.6950%  |  | $8325505.33        | $8365315.89        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063DF R25F063  | 2055-08-25      | 5.7484%  |  | $4981805.00        | $5004958.99        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FA      | 2055-07-20      | 5.6650%  |  | $2497450.15        | $2508801.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-045 UE      | 2051-07-20      | 3.0000%  |  | $534945.56         | $511235.88         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-15 DF       | 2048-08-20      | 4.7549%  |  | $3533.41           | $3425.50           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 WF      | 2055-05-20      | 5.6050%  |  | $8304017.25        | $8329230.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNMI SF 617301 X      | 2036-11-15      | 6.5000%  |  | $800.11            | $842.33            | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 785035 C      | 2050-06-20      | 5.5000%  |  | $32276.65          | $33967.72          | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0366 M      | 2055-05-20      | 5.5000%  |  | $4985948.14        | $5045464.30        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0023 M      | 2054-11-20      | 4.0000%  |  | $268.37            | $251.19            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK3076 C      | 2055-07-20      | 6.5000%  |  | $1038393.50        | $1084628.55        | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ7942        | 2060-06-15      | 5.9400%  |  | $1191.06           | $1262.77           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ5978        | 2060-09-15      | 5.6500%  |  | $617968.00         | $646724.80         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DH1761        | 2060-04-15      | 5.7700%  |  | $108037.27         | $114841.33         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9975        | 2059-11-15      | 4.9800%  |  | $124042.74         | $124689.91         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF9972        | 2059-11-15      | 4.9800%  |  | $107503.71         | $108275.08         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DD2261        | 2060-01-15      | 5.5200%  |  | $108538.29         | $113519.36         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CW0767        | 2066-04-15      | 5.8300%  |  | $198066.33         | $211211.49         | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CT6901        | 2065-05-15      | 5.0400%  |  | $3999.83           | $4071.21           | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN CP1229        | 2060-05-15      | 6.1000%  |  | $133073.09         | $144829.36         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DF3001        | 2060-01-15      | 5.6400%  |  | $107779.32         | $113359.66         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DI9897        | 2060-06-15      | 5.9700%  |  | $132489.38         | $140787.37         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DE4026        | 2059-11-15      | 5.2300%  |  | $107548.47         | $110184.78         | Agency Mortgage-Backed Securities         |
| GNMA GNPL PN DJ8025        | 2060-08-15      | 4.9000%  |  | $6458200.00        | $6439762.56        | Agency Mortgage-Backed Securities         |
| GNMA GNCL CL CR4180        | 2067-05-15      | 5.1800%  |  | $10308.83          | $10328.87          | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2024-043 QA      | 2047-10-20      | 4.5000%  |  | $332.09            | $333.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-014 FC      | 2054-01-20      | 5.5450%  |  | $10749655.33       | $10760880.74       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FD      | 2053-08-20      | 5.6950%  |  | $931726.44         | $935299.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-097 FC      | 2053-07-20      | 5.3950%  |  | $10926848.67       | $10924649.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-023 F       | 2053-02-20      | 5.1450%  |  | $9702931.67        | $9627425.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-029 PD      | 2052-02-20      | 2.2500%  |  | $352141.12         | $320968.18         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-025 EB      | 2052-02-20      | 2.5000%  |  | $25000.00          | $16609.96          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-140 GF      | 2051-08-20      | 2.5000%  |  | $645829.68         | $519832.83         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-083 FA      | 2039-06-20      | 4.8549%  |  | $630.91            | $628.02            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-23 AF       | 2049-10-20      | 4.9049%  |  | $1193240.40        | $1162409.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-06 FA       | 2049-08-20      | 4.0000%  |  | $1278354.32        | $1169981.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-114 LF      | 2055-07-20      | 5.6650%  |  | $12473517.63       | $12531797.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-127 FG      | 2055-07-20      | 5.6650%  |  | $8301360.17        | $8335904.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-124 FG      | 2055-07-20      | 5.6950%  |  | $10823229.52       | $10874994.41       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-116 FL      | 2055-07-20      | 5.9950%  |  | $8306374.08        | $8368620.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 GK      | 2055-06-20      | 4.5000%  |  | $457991.56         | $440897.48         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 KF      | 2055-06-20      | 5.7450%  |  | $5809816.43        | $5840749.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2004-72 FN       | 2034-07-20      | 4.8549%  |  | $41595.50          | $41576.85          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5543FH 06/25/55  | 2055-06-25      | 5.8484%  |  | $8000122.50        | $8050513.84        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05477F 11/25/54  | 2054-11-25      | 5.6484%  |  | $2872125.63        | $2862258.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-200 FB      | 2054-12-20      | 5.4450%  |  | $1723553.02        | $1726711.01        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-174 FC      | 2054-10-20      | 5.4950%  |  | $8131193.39        | $8100162.79        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-130 FB      | 2054-08-20      | 5.3950%  |  | $9787849.28        | $9790088.32        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 GC      | 2051-10-20      | 3.5000%  |  | $780971.64         | $753290.27         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5471FJ 11/25/54  | 2054-11-25      | 5.4984%  |  | $5277300.91        | $5258291.72        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5131LU 08/25/51  | 2051-08-25      | 1.5000%  |  | $1014267.62        | $796317.40         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FG R24F082  | 2054-11-25      | 5.5984%  |  | $253.51            | $253.76            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL063FH R24F063  | 2054-09-25      | 5.4484%  |  | $12424511.40       | $12408488.45       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-075 FA      | 2053-05-20      | 5.4450%  |  | $8012550.83        | $8025124.59        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-060 FD      | 2054-04-20      | 5.4950%  |  | $11349874.67       | $11348895.82       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502EF 02/25/55  | 2055-02-25      | 5.7484%  |  | $6092865.67        | $6106304.76        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508FG 02/25/55  | 2055-02-25      | 5.7484%  |  | $4370097.20        | $4385474.31        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC030GK R25F030  | 2055-05-25      | 6.5000%  |  | $3189274.30        | $3379870.29        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-030 FE      | 2050-03-20      | 4.9049%  |  | $1756935.68        | $1716101.38        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 DA      | 2047-09-20      | 4.0000%  |  | $575343.90         | $564886.51         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-98 FL       | 2049-08-20      | 4.9049%  |  | $4022.72           | $3899.22           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2009-094 FA      | 2039-10-16      | 5.1744%  |  | $44082.24          | $44248.80          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-117 FG      | 2054-07-20      | 5.5950%  |  | $12688990.11       | $12755172.80       | Agency Collateralized Mortgage Obligation |
| FMAC FREMF MTG TR 2021-KF1 | 2031-05-25      | 10.7410% |  | $4972680.14        | $4911951.00        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KF5 | 2028-07-25      | 6.3555%  |  | $408723.89         | $392863.01         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MORTGAGE TR 202 | 2031-11-25      | 10.7410% |  | $4315298.17        | $4566968.27        | Agency Mortgage-Backed Securities         |
| FMAC FRESB MTG TR 2020-SB7 | 2040-07-25      | 9.3891%  |  | $4332237.67        | $3551285.67        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KL0 | 2029-06-25      | 4.0903%  |  | $5009666.67        | $4201053.27        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2018-KX0 | 2032-09-25      | 4.2109%  |  | $3986468.93        | $3802454.16        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2017-KF3 | 2027-06-25      | 7.0055%  |  | $163260.05         | $156824.89         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2016-KF1 | 2025-12-25      | 14.9555% |  | $253712.37         | $248892.27         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TRUST 2021- | 2031-01-25      | 4.3976%  |  | $4349850.43        | $3530909.83        | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-05-25      | 6.8055%  |  | $439925.94         | $397871.73         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2019-KF6 | 2029-03-25      | 6.6555%  |  | $414265.04         | $395947.27         | Agency Mortgage-Backed Securities         |
| FMAC FREMF MTG TR 2022-KF1 | 2032-06-25      | 9.5910%  |  | $7599793.29        | $7378051.58        | Agency Mortgage-Backed Securities         |

### Security 6: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 0673PA005, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 L
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  |  | $11990725.19       | $12308856.44       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  |  | $57.25             | $58.65             | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  |  | $17842671.76       | $17220294.64       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  |  | $6297709.92        | $5968788.41        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $57.25             | $56.77             | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $57.25             | $50.77             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  |  | $458.02            | $428.94            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $20147633.59       | $19763680.80       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  |  | $9311335.88        | $8813541.24        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $57.25             | $50.00             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  |  | $14349904.58       | $13406700.02       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  |  | $286.26            | $248.67            | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $286.26            | $271.25            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  |  | $2358377.86        | $2189452.46        | U.S. Treasuries (including strips) |
| USTR 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  |  | $518129.77         | $513683.91         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $2461.83           | $2417.69           | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  |  | $57.25             | $55.16             | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26  | 2026-04-30      | 2.3750%  |  | $550935.11         | $549244.90         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $687022.90         | $673812.96         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $627480.92         | $613114.10         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  |  | $22215973.28       | $20919643.92       | U.S. Treasuries (including strips) |
| USTR 4  NOTE N 30     | 2030-07-31      | 4.0000%  |  | $171.76            | $174.53            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $19448931.30       | $19279767.04       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  |  | $15053416.03       | $14929604.47       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $572.52            | $562.51            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $462652.67         | $445104.03         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $23931240.46       | $23201238.26       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $28118129.77       | $27780684.41       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $114.50            | $117.30            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $5324656.49        | $5488487.88        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  |  | $114.50            | $117.38            | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $57.25             | $31.80             | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $57.25             | $53.55             | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  |  | $515.27            | $460.88            | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $63004007.63       | $56801432.25       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $27709.92          | $27950.99          | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $40076335.88       | $40199235.17       | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $343282.44         | $345861.91         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  |  | $572.52            | $546.94            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $572519.08         | $571857.70         | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  |  | $1144465.65        | $1173248.91        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  |  | $1831832.06        | $1861334.02        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  |  | $8805343.51        | $5673855.46        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  |  | $244408.40         | $242903.35         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $57.25             | $52.33             | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $136450820.61      | $131612405.10      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $57.25             | $50.62             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $46202.29          | $37718.05          | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  |  | $133801145.04      | $119608079.53      | U.S. Treasuries (including strips) |
| USTR 2 BOND 51        | 2051-08-15      | 2.0000%  |  | $65146374.05       | $37132186.96       | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $5096965.65        | $3280389.75        | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $574751.91         | $280392.20         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $3955534.35        | $2304339.53        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $57.25             | $40.15             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $4007.63           | $3073.57           | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $4786832.06        | $4287310.00        | U.S. Treasuries (including strips) |
| USTR 5 BOND 37        | 2037-05-15      | 5.0000%  |  | $1982805.34        | $2138695.83        | U.S. Treasuries (including strips) |
| USTR 6 BOND 26        | 2026-02-15      | 6.0000%  |  | $400.76            | $405.12            | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25    | 2025-12-09      | 0.0000%  |  | $314885.50         | $311294.86         | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25    | 2025-11-25      | 0.0000%  |  | $3435.11           | $3401.14           | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26    | 2026-07-09      | 0.0000%  |  | $57.25             | $55.39             | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26    | 2026-06-11      | 0.0000%  |  | $286.26            | $277.73            | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25    | 2025-11-13      | 0.0000%  |  | $1845801.53        | $1829872.26        | U.S. Treasuries (including strips) |
| USTR 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  |  | $114.50            | $123.74            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $4312385.50        | $4374332.63        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $13216946.56       | $13524484.33       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $6895648.85        | $7008370.98        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  |  | $892328.24         | $930668.87         | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27     | 2027-12-15      | 4.0000%  |  | $57.25             | $58.20             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $12251.91          | $12597.30          | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $42205992.37       | $43045800.78       | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.3484%  |  | $114.50            | $114.93            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  |  | $78876870.23       | $80433164.43       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $7755916.03        | $7964508.95        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $1717.56           | $1761.45           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  |  | $2215763.36        | $2223618.65        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $171.76            | $172.99            | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $834790.08         | $872415.70         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $171.76            | $168.79            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $530553.44         | $537112.90         | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $629770.99         | $639503.85         | U.S. Treasuries (including strips) |

### Security 7: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc., REPO,  4.340%, 9/2/2025
- **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: 068992007, C.3 - LEI: AC28XWWI3WIBK2824319
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHLB 2.625 FHLB 25 TW     | 2025-09-12      | 2.6250%  |  | $46979.87          | $47513.94          | Agency Debentures and Agency Strips |
| REFC RFIN 04/15/27        | 2027-04-15      | 0.0000%  |  | $450335.57         | $422095.03         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CO 26/06   | 2026-06-15      | 4.4850%  |  | $12080.54          | $12202.30          | Agency Debentures and Agency Strips |
| FHLB 4.125 FHLB 27 G6795  | 2027-01-15      | 4.1250%  |  | $677852.35         | $683980.58         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 25/11   | 2025-11-14      | 4.5150%  |  | $148322.15         | $148649.55         | Agency Debentures and Agency Strips |
| FMAC FMZC 12/17/2029 A    | 2029-12-17      | 0.0000%  |  | $10067.11          | $8555.50           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02   | 2026-02-09      | 4.4500%  |  | $13422.82          | $13460.23          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF GR 25/11   | 2025-11-25      | 4.4150%  |  | $121476.51         | $121560.56         | Agency Debentures and Agency Strips |
| FHLB 5.19 FHOR 26-32 LC   | 2032-07-07      | 5.1900%  |  | $4355704.70        | $4390579.38        | Agency Debentures and Agency Strips |
| FCSB 5.05 FCOR 25-32 EV   | 2032-08-25      | 5.0500%  |  | $13240268.46       | $13227810.83       | Agency Debentures and Agency Strips |
| FCSB 4.42 FCOR 26-28 KR   | 2028-06-16      | 4.4200%  |  | $9771812.08        | $9873026.34        | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.4300%  |  | $16778.52          | $16847.23          | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $671140.94         | $674739.93         | Agency Debentures and Agency Strips |
| FHLB 4.50 FHLB 25 LD      | 2025-12-23      | 4.5000%  |  | $30201.34          | $30473.82          | Agency Debentures and Agency Strips |
| FNMA FNDN 10/03/25        | 2025-10-03      | 0.0000%  |  | $1105369.13        | $1100876.91        | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF 26/07      | 2026-07-15      | 4.3950%  |  | $20134228.19       | $20243431.21       | Agency Debentures and Agency Strips |
| FHLB 2.00 FHOR 21-39 AB   | 2039-02-16      | 2.0000%  |  | $6711409.40        | $4739679.34        | Agency Debentures and Agency Strips |
| TVDB 2.875 TVBD 27 A      | 2027-02-01      | 2.8750%  |  | $34228.19          | $33858.70          | Agency Debentures and Agency Strips |
| FCSB 4.76 FCOR 25-30 IM   | 2030-07-22      | 4.7600%  |  | $67114.09          | $67426.12          | Agency Debentures and Agency Strips |
| FMAC 4.75 FMNT 26-30 83   | 2030-07-30      | 4.7500%  |  | $8640939.60        | $8681520.81        | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $2013422.82        | $1491827.52        | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-28 5400 | 2028-02-25      | 1.1000%  |  | $181208.05         | $169823.15         | Agency Debentures and Agency Strips |
| FCSB 2.62 FCOR 22-36 BK   | 2036-12-16      | 2.6200%  |  | $1342281.88        | $1100532.59        | Agency Debentures and Agency Strips |
| FCSB 3.25 FCSB 32 BQ      | 2032-07-28      | 3.2500%  |  | $16107.38          | $15331.58          | Agency Debentures and Agency Strips |
| FCSB 1.16 FCSB 26 DN      | 2026-10-27      | 1.1600%  |  | $853020.13         | $829972.48         | Agency Debentures and Agency Strips |
| FCSB 2 3/8 FCOR 26-41 S   | 2041-10-21      | 2.3750%  |  | $1291946.31        | $909858.93         | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $4026845.64        | $3038164.21        | Agency Debentures and Agency Strips |
| FCSB 1.68 FCSB 37 X       | 2037-11-03      | 1.6800%  |  | $1939597.32        | $1415214.25        | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 25 CO      | 2025-11-13      | 3.3500%  |  | $16778.52          | $16909.30          | Agency Debentures and Agency Strips |
| FCSB 3.35 FCSB 26 CO      | 2026-10-30      | 3.3500%  |  | $6711.41           | $6742.04           | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 26 CE      | 2026-04-02      | 3.0000%  |  | $33557.05          | $33757.05          | Agency Debentures and Agency Strips |
| FCSB 3.30 FCSB 26 CK      | 2026-09-28      | 3.3000%  |  | $6711.41           | $6758.87           | Agency Debentures and Agency Strips |
| FCSB 3.22 FCSB 25 CQ      | 2025-12-10      | 3.2200%  |  | $22147.65          | $22238.81          | Agency Debentures and Agency Strips |
| FCSB 2.83 FCSB 36 Q       | 2036-12-19      | 2.8300%  |  | $75167.79          | $63085.52          | Agency Debentures and Agency Strips |
| FCSB 3.03 FCSB 29 AD      | 2029-03-20      | 3.0300%  |  | $26845.64          | $26579.40          | Agency Debentures and Agency Strips |
| FHLB FHDN 02/27/26        | 2026-02-27      | 0.0000%  |  | $1867114.09        | $1829969.72        | Agency Debentures and Agency Strips |
| FHLB FHDN 02/20/26        | 2026-02-20      | 0.0000%  |  | $3355704.70        | $3291261.74        | Agency Debentures and Agency Strips |
| FHLB FHDN 12/26/25        | 2025-12-26      | 0.0000%  |  | $43624161.07       | $43039030.20       | Agency Debentures and Agency Strips |
| FHLB FHDN 11/14/25        | 2025-11-14      | 0.0000%  |  | $201342.28         | $199562.42         | Agency Debentures and Agency Strips |
| FHLB FHDN 10/24/25        | 2025-10-24      | 0.0000%  |  | $33557046.98       | $33340402.68       | Agency Debentures and Agency Strips |
| FHLB FHDN 10/17/25        | 2025-10-17      | 0.0000%  |  | $73825.50          | $73404.48          | Agency Debentures and Agency Strips |
| FHLB FHDN 09/02/25        | 2025-09-02      | 0.0000%  |  | $4530201.34        | $4527619.13        | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 28 EL      | 2028-03-10      | 3.0000%  |  | $338926.17         | $338731.07         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 07/28 8232 | 2028-07-14      | 4.5900%  |  | $604026.85         | $607541.95         | Agency Debentures and Agency Strips |
| TVDB 5.250 TVBD 55 A      | 2055-02-01      | 5.2500%  |  | $6579194.63        | $6420329.01        | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $87248.32          | $101575.12         | Agency Debentures and Agency Strips |
| REFC RFIN 01/15/28        | 2028-01-15      | 0.0000%  |  | $30201.34          | $27634.29          | Agency Debentures and Agency Strips |
| FNMA 5.625 FNSM A 07/37   | 2037-07-15      | 5.6250%  |  | $346308.72         | $382167.26         | Agency Debentures and Agency Strips |
| FNMA 6.03 FNNT A 10/27    | 2027-10-08      | 6.0300%  |  | $23489.93          | $25120.78          | Agency Debentures and Agency Strips |
| FNMA 1.31 FNNT A 23-32    | 2032-01-27      | 1.3100%  |  | $181208.05         | $153407.92         | Agency Debentures and Agency Strips |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $156375.84         | $154302.75         | Agency Debentures and Agency Strips |
| FNMA 0.75 FNSM A 10/27    | 2027-10-08      | 0.7500%  |  | $406711.41         | $383980.11         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $342953.02         | $299308.25         | Agency Debentures and Agency Strips |
| FNMA 6.625 FNSM BB 11/30  | 2030-11-15      | 6.6250%  |  | $7886577.18        | $9083222.44        | Agency Debentures and Agency Strips |
| FNMA 7.25 FNSM BB 05/30   | 2030-05-15      | 7.2500%  |  | $40268.46          | $47225.01          | Agency Debentures and Agency Strips |
| FNMA 6.21 FNSM GDED 08/38 | 2038-08-06      | 6.2100%  |  | $3355.70           | $3896.74           | Agency Debentures and Agency Strips |
| FMAC 5.00 FMNT 25-30 K4   | 2030-02-19      | 5.0000%  |  | $2814765.10        | $2820788.38        | Agency Debentures and Agency Strips |
| FMAC 6.00 FMNT 25-45 R1   | 2045-01-30      | 6.0000%  |  | $602684.56         | $604980.39         | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $167785.23         | $166746.93         | Agency Debentures and Agency Strips |
| FMAC 1.24 FMNT 22-31 H5   | 2031-09-30      | 1.2400%  |  | $160402.68         | $137093.32         | Agency Debentures and Agency Strips |
| FMAC 6.25 FMNT GB 32 A    | 2032-07-15      | 6.2500%  |  | $1342.28           | $1535.41           | Agency Debentures and Agency Strips |
| FMAC FMIN 03/15/2031 E    | 2031-03-15      | 0.0000%  |  | $30872.48          | $24774.24          | Agency Debentures and Agency Strips |
| FHLB 5.65 FHOR 27-42 TT   | 2042-07-21      | 5.6500%  |  | $238255.03         | $240893.44         | Agency Debentures and Agency Strips |
| FHLB 5.17 FHOR 26-32 KV   | 2032-06-16      | 5.1700%  |  | $3567114.09        | $3616192.63        | Agency Debentures and Agency Strips |
| FHLB 4.95 FHOR 26-33 IX   | 2033-04-14      | 4.9500%  |  | $218120.81         | $221578.56         | Agency Debentures and Agency Strips |
| FHLB 5.75 FHOR 25-40 BK   | 2040-04-02      | 5.7500%  |  | $3456375.84        | $3533844.17        | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 26-32 JN   | 2032-03-10      | 5.1800%  |  | $4805369.13        | $4930040.69        | Agency Debentures and Agency Strips |
| FHLB 5.52 FHOR 27-40 AS   | 2040-02-10      | 5.5200%  |  | $3070469.80        | $3081641.19        | Agency Debentures and Agency Strips |
| FHLB 5.32 FHOR 26-33 IS   | 2033-01-14      | 5.3200%  |  | $1305369.13        | $1315118.93        | Agency Debentures and Agency Strips |
| FHLB 5.50 FHOR 25-34 MW   | 2034-12-26      | 5.5000%  |  | $479865.77         | $483965.74         | Agency Debentures and Agency Strips |
| FHLB 6.00 FHOR 25-54 J    | 2054-10-23      | 6.0000%  |  | $100671.14         | $102345.70         | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6688 | 2025-12-08      | 4.5100%  |  | $184563.76         | $186528.17         | Agency Debentures and Agency Strips |
| FHLB 4.875 FHLB 26 EN     | 2026-09-11      | 4.8750%  |  | $10067.11          | $10392.18          | Agency Debentures and Agency Strips |
| FHLB 4.50 FHLB 30 ME      | 2030-09-13      | 4.5000%  |  | $2020134.23        | $2132774.89        | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 I4     | 2028-09-08      | 4.3750%  |  | $4765100.67        | $4964831.06        | Agency Debentures and Agency Strips |
| FMAC 6.75 FMPR GB 29 A    | 2029-09-15      | 0.0000%  |  | $16778.52          | $14298.52          | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $19463.09          | $22234.42          | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $209395.97         | $206840.93         | Agency Debentures and Agency Strips |
| FHLB 5.125 FHLB 36 A      | 2036-03-14      | 5.1250%  |  | $63758.39          | $68180.01          | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 28 G6378   | 2028-06-30      | 4.0000%  |  | $496644.30         | $504737.39         | Agency Debentures and Agency Strips |
| FHLB 4.00 FHLB 33 FU      | 2033-06-10      | 4.0000%  |  | $33557.05          | $33495.56          | Agency Debentures and Agency Strips |
| FHLB 3.50 FHLB 32 GP      | 2032-06-11      | 3.5000%  |  | $6711.41           | $6542.30           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHLB 28 VB      | 2028-03-10      | 1.0000%  |  | $23489.93          | $22071.95          | Agency Debentures and Agency Strips |
| FHLB 2.09 FHOR 22-36 DH   | 2036-02-22      | 2.0900%  |  | $3000000.00        | $2341510.17        | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-41 TT   | 2041-02-25      | 2.1500%  |  | $3355704.70        | $2282274.79        | Agency Debentures and Agency Strips |
| FHLB 0.92 FHOR 21-27 7U   | 2027-08-24      | 0.9200%  |  | $1342281.88        | $1267379.57        | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-28 TV   | 2028-02-25      | 1.0000%  |  | $671140.94         | $626645.04         | Agency Debentures and Agency Strips |
| FCSB 4.53 FCOR 25-30 IU   | 2030-08-26      | 4.5300%  |  | $15193959.73       | $15182541.47       | Agency Debentures and Agency Strips |
| FCSB 3.97 FCOR 26-27 NW   | 2027-08-26      | 3.9700%  |  | $23489932.89       | $23471865.21       | Agency Debentures and Agency Strips |
| FCSB 4.07 FCOR 26-28 LK   | 2028-08-21      | 4.0700%  |  | $43523489.93       | $43515065.72       | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 26-40 AP   | 2040-08-13      | 5.7300%  |  | $18624161.07       | $18687979.87       | Agency Debentures and Agency Strips |
| FCSB 5.04 FCOR 25-32 EU   | 2032-02-12      | 5.0400%  |  | $3554362.42        | $3558577.89        | Agency Debentures and Agency Strips |
| FCSB 5.45 FCOR 25-34 DM   | 2034-07-28      | 5.4500%  |  | $4722818.79        | $4743722.25        | Agency Debentures and Agency Strips |
| FCSB 3.75 FCSB 28 FN      | 2028-07-03      | 3.7500%  |  | $191275.17         | $192811.17         | Agency Debentures and Agency Strips |
| FCSB 5.37 FCOR 26-34 DK   | 2034-06-12      | 5.3700%  |  | $5716107.38        | $5782298.95        | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF 26/01      | 2026-01-06      | 4.3700%  |  | $45012751.68       | $45309610.78       | Agency Debentures and Agency Strips |
| FCSB 5.12 FCOR 25-31 FE   | 2031-08-01      | 5.1200%  |  | $8249664.43        | $8280181.77        | Agency Debentures and Agency Strips |
| FCSB 5.90 FCOR 25-40 AG   | 2040-04-23      | 5.9000%  |  | $100671.14         | $102596.58         | Agency Debentures and Agency Strips |
| FCSB 5.78 FCOR 26-40 AH   | 2040-04-23      | 5.7800%  |  | $3359060.40        | $3433463.59        | Agency Debentures and Agency Strips |
| FCSB 5.04 FCOR 25-32 EF   | 2032-04-14      | 5.0400%  |  | $11810067.11       | $12012964.07       | Agency Debentures and Agency Strips |
| FCSB 5 5/8 FCOR 26-40 AF  | 2040-03-26      | 5.6250%  |  | $371812.08         | $380993.70         | Agency Debentures and Agency Strips |
| FCSB 5.82 FCOR 25-40 AE   | 2040-03-26      | 5.8200%  |  | $2201342.28        | $2251072.81        | Agency Debentures and Agency Strips |
| FCSB 5.72 FCOR 25-44 AC   | 2044-10-28      | 5.7200%  |  | $2023489.93        | $2034954.13        | Agency Debentures and Agency Strips |
| FCSB 5.29 FCOR 25-36 BZ   | 2036-04-07      | 5.2900%  |  | $2697986.58        | $2731317.81        | Agency Debentures and Agency Strips |
| FHLB 0.55 FHOR 21-26 5377 | 2026-02-12      | 0.5500%  |  | $9634228.19        | $9484027.89        | Agency Debentures and Agency Strips |
| FHLB 1.78 FHOR 21-36 BS   | 2036-02-11      | 1.7800%  |  | $2291946.31        | $1734980.44        | Agency Debentures and Agency Strips |
| FHLB 1.85 FHOR 22-36 BJ   | 2036-01-25      | 1.8500%  |  | $2295302.01        | $1755417.65        | Agency Debentures and Agency Strips |
| FHLB 0.80 FHOR 21-27 6L   | 2027-10-29      | 0.8000%  |  | $671140.94         | $629326.62         | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 20-27 5M   | 2027-09-24      | 0.9000%  |  | $1342281.88        | $1269080.54        | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 29 EQ      | 2029-06-08      | 2.7500%  |  | $57046.98          | $55402.74          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHLB 28 G4973   | 2028-11-16      | 3.2500%  |  | $278523.49         | $278089.72         | Agency Debentures and Agency Strips |
| FHLB 3.00 FHLB 26 HF      | 2026-09-11      | 3.0000%  |  | $57046.98          | $57309.57          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CI 26/09   | 2026-09-03      | 4.5000%  |  | $20805.37          | $21046.87          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BV 26/05   | 2026-05-26      | 4.4650%  |  | $22147.65          | $22168.99          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.4800%  |  | $11409.40          | $11481.34          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.4400%  |  | $12751.68          | $12858.03          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.4600%  |  | $3355.70           | $3355.28           | Agency Debentures and Agency Strips |
| FCSB 5.23 FCOR 25-32 DT   | 2032-11-26      | 5.2300%  |  | $4345637.58        | $4400895.99        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.4850%  |  | $45637.58          | $46060.77          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.4700%  |  | $20805.37          | $20924.98          | Agency Debentures and Agency Strips |
| FCSB FCFR 03FF AI 26/01   | 2026-01-16      | 4.3900%  |  | $39530201.34       | $39745860.55       | Agency Debentures and Agency Strips |
| FCSB 5.74 FCOR 26-45 G    | 2045-03-06      | 5.7400%  |  | $110738.26         | $113932.05         | Agency Debentures and Agency Strips |
| FCSB 5.73 FCOR 25-39 BC   | 2039-03-04      | 5.7300%  |  | $3727516.78        | $3806723.40        | Agency Debentures and Agency Strips |
| FCSB 5.25 FCOR 26-34 DE   | 2034-03-03      | 5.2500%  |  | $2691946.31        | $2761257.64        | Agency Debentures and Agency Strips |
| FCSB 5.42 FCOR 25-33 EI   | 2033-08-12      | 5.4200%  |  | $6711.41           | $6724.34           | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EA      | 2028-08-07      | 4.2500%  |  | $12080.54          | $12293.36          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EE 25/12   | 2025-12-15      | 4.5100%  |  | $18791.95          | $18976.12          | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 EO      | 2026-03-09      | 4.7500%  |  | $114093.96         | $117045.63         | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 28 EE     | 2028-11-01      | 4.8750%  |  | $1342.28           | $1410.66           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AA 26/03   | 2026-03-18      | 4.4750%  |  | $53020.13          | $53498.38          | Agency Debentures and Agency Strips |
| FCSB 3.82 FCSB 37 AE      | 2037-06-15      | 3.8200%  |  | $2388590.60        | $2233863.01        | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 32 BS     | 2032-09-20      | 3.8750%  |  | $2684.56           | $2694.94           | Agency Debentures and Agency Strips |
| FCSB 4.00 FCSB 37 AG      | 2037-09-08      | 4.0000%  |  | $520134.23         | $499245.64         | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 FD      | 2026-05-28      | 4.7500%  |  | $23489.93          | $23914.79          | Agency Debentures and Agency Strips |
| FHLB FHDN 10/22/25        | 2025-10-22      | 0.0000%  |  | $771812.08         | $766984.40         | Agency Debentures and Agency Strips |
| FCSB 2.92 FCSB 30 L       | 2030-12-17      | 2.9200%  |  | $33557.05          | $32184.56          | Agency Debentures and Agency Strips |
| FHLB 5.45 FHOR 26-35 HK   | 2035-06-18      | 5.4500%  |  | $3107382.55        | $3151680.19        | Agency Debentures and Agency Strips |
| FCSB 4.94 FCOR 27-33 EJ   | 2033-03-03      | 4.9400%  |  | $638926.17         | $658203.29         | Agency Debentures and Agency Strips |
| FHLB 2.625 FHLB 25 VQ     | 2025-12-12      | 2.6250%  |  | $30201.34          | $30229.27          | Agency Debentures and Agency Strips |
| FHLB FHDN 11/28/25        | 2025-11-28      | 0.0000%  |  | $26845637.58       | $26565637.58       | Agency Debentures and Agency Strips |
| FHLB 4.75 FHLB 27 G6982   | 2027-04-09      | 4.7500%  |  | $647651.01         | $669821.54         | Agency Debentures and Agency Strips |
| FCSB 4.97 FCOR 26-29 HG   | 2029-03-27      | 4.9700%  |  | $1208053.69        | $1237680.54        | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.4700%  |  | $11409.40          | $11471.27          | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GK     | 2026-08-28      | 4.8750%  |  | $127516.78         | $128676.60         | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $31543.62          | $36113.61          | Agency Debentures and Agency Strips |
| FHLB 4.72 FHOR 28-35 IR   | 2035-08-15      | 4.7200%  |  | $1738255.03        | $1756914.43        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6679 | 2025-12-08      | 4.5150%  |  | $332214.77         | $335757.82         | Agency Debentures and Agency Strips |
| FCSB 3.00 FCSB 37 S       | 2037-09-14      | 3.0000%  |  | $6711.41           | $5721.34           | Agency Debentures and Agency Strips |

### Security 8: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.500%, 10/20/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXGM4, C.4 - ISIN: US3130AXGM46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339869244.44
- **C.18.a - Value (excl. sponsor support):** $339869244.44
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.495%, 12/8/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXYH5, C.4 - ISIN: US3130AXYH58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $404921492.58
- **C.18.a - Value (excl. sponsor support):** $404921492.58
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 5/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1L96, C.4 - ISIN: US3130B1L968, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $195006393.96
- **C.18.a - Value (excl. sponsor support):** $195006393.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.440%, 6/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1SR9, C.4 - ISIN: US3130B1SR94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204118397.52
- **C.18.a - Value (excl. sponsor support):** $204118397.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.460%, 7/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B23F0, C.4 - ISIN: US3130B23F02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $330213381.30
- **C.18.a - Value (excl. sponsor support):** $330213381.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2EY7, C.4 - ISIN: US3130B2EY74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50037773.50
- **C.18.a - Value (excl. sponsor support):** $50037773.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.475%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FD2, C.4 - ISIN: US3130B2FD29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170028787.60
- **C.18.a - Value (excl. sponsor support):** $170028787.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.425%, 12/12/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MJ1, C.4 - ISIN: US3130B2MJ16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $255061498.35
- **C.18.a - Value (excl. sponsor support):** $255061498.35
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.405%, 9/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2NY7, C.4 - ISIN: US3130B2NY73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $824518881.05
- **C.18.a - Value (excl. sponsor support):** $824518881.05
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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 17: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.485%, 9/25/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2UL7, C.4 - ISIN: US3130B2UL79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $415186850.78
- **C.18.a - Value (excl. sponsor support):** $415186850.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.525%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3G64, C.4 - ISIN: US3130B3G642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $418882645.99
- **C.18.a - Value (excl. sponsor support):** $418882645.99
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.335%, 1/14/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B47H8, C.4 - ISIN: US3130B47H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $796357585.80
- **C.18.a - Value (excl. sponsor support):** $796357585.80
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.360%, 10/9/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4JK8, C.4 - ISIN: US3130B4JK81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694707627.81
- **C.18.a - Value (excl. sponsor support):** $694707627.81
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4MS7, C.4 - ISIN: US3130B4MS70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $783502014.20
- **C.18.a - Value (excl. sponsor support):** $783502014.20
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.350%, 3/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UV1, C.4 - ISIN: US3130B4UV18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $669060972.26
- **C.18.a - Value (excl. sponsor support):** $669060972.26
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.450%, 2/12/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $49999460.50
- **C.18.a - Value (excl. sponsor support):** $49999460.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **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 24: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.340%, 4/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MM7, C.4 - ISIN: US3130B5MM75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $705204492.75
- **C.18.a - Value (excl. sponsor support):** $705204492.75
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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 25: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 12/11/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.4 - ISIN: US3130B5U556, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $339998942.60
- **C.18.a - Value (excl. sponsor support):** $339998942.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.345%, 12/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U89, C.4 - ISIN: US3130B5U895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $364493264.04
- **C.18.a - Value (excl. sponsor support):** $364493264.04
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.415%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UR7, C.4 - ISIN: US3130B5UR70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240742522.31
- **C.18.a - Value (excl. sponsor support):** $240742522.31
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.415%, 4/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UV8, C.4 - ISIN: US3130B5UV82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249991242.50
- **C.18.a - Value (excl. sponsor support):** $249991242.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-14
- **C.13 - Final Legal Maturity Date:** 2027-04-14
- **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 29: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.460%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308773905.54
- **C.18.a - Value (excl. sponsor support):** $308773905.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.375%, 1/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z43, C.4 - ISIN: US3130B5Z431, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $541553716.80
- **C.18.a - Value (excl. sponsor support):** $541553716.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.375%, 1/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $335045737.55
- **C.18.a - Value (excl. sponsor support):** $335045737.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.375%, 1/27/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZR2, C.4 - ISIN: US3130B5ZR26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344784857.67
- **C.18.a - Value (excl. sponsor support):** $344784857.67
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.360%, 5/22/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62L9, C.4 - ISIN: US3130B62L97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $669097832.55
- **C.18.a - Value (excl. sponsor support):** $669097832.55
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6HR0, C.4 - ISIN: US3130B6HR01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $694000946.19
- **C.18.a - Value (excl. sponsor support):** $694000946.19
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.380%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6KU9, C.4 - ISIN: US3130B6KU92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $739268240.70
- **C.18.a - Value (excl. sponsor support):** $739268240.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 6/14/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QR0, C.4 - ISIN: US3130B6QR00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $400001000.00
- **C.18.a - Value (excl. sponsor support):** $400001000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-14
- **C.13 - Final Legal Maturity Date:** 2027-06-14
- **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 37: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 12/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TX4, C.4 - ISIN: US3130B6TX41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679692251.42
- **C.18.a - Value (excl. sponsor support):** $679692251.42
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 1/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YV2, C.4 - ISIN: US3130B6YV20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $184997225.00
- **C.18.a - Value (excl. sponsor support):** $184997225.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.340%, 1/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499992070.00
- **C.18.a - Value (excl. sponsor support):** $499992070.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **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 40: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 3/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73Q5, C.4 - ISIN: US3130B73Q57, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $308499777.88
- **C.18.a - Value (excl. sponsor support):** $308499777.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.365%, 3/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73R3, C.4 - ISIN: US3130B73R31, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699999160.00
- **C.18.a - Value (excl. sponsor support):** $699999160.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **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 42: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.345%, 10/22/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B77F5, C.4 - ISIN: US3130B77F56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $874986035.00
- **C.18.a - Value (excl. sponsor support):** $874986035.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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 43: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G65, C.4 - ISIN: US3130B7G650, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $560298287.26
- **C.18.a - Value (excl. sponsor support):** $560298287.26
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GB4, C.4 - ISIN: US3130B7GB41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499820060.00
- **C.18.a - Value (excl. sponsor support):** $499820060.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GM0, C.4 - ISIN: US3130B7GM06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $733901028.44
- **C.18.a - Value (excl. sponsor support):** $733901028.44
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.400%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JB1, C.4 - ISIN: US3130B7JB14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100012712.00
- **C.18.a - Value (excl. sponsor support):** $100012712.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KD5, C.4 - ISIN: US3130B7KD50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $890675558.63
- **C.18.a - Value (excl. sponsor support):** $890675558.63
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Notes,  4.000%, 2/19/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KS2, C.4 - ISIN: US3130B7KS20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499564170.00
- **C.18.a - Value (excl. sponsor support):** $499564170.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Floating Rate Notes,  4.400%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LQ5, C.4 - ISIN: US3130B7LQ54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $84009461.76
- **C.18.a - Value (excl. sponsor support):** $84009461.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Discount Notes,  4.060%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199562730.62
- **C.18.a - Value (excl. sponsor support):** $199562730.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  0.000%, 9/26/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ME3, C.4 - ISIN: US313385ME36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $348856665.50
- **C.18.a - Value (excl. sponsor support):** $348856665.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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? Yes, C.23 Categorized at Level 3? No

### Security 52: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.270%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MU7, C.4 - ISIN: US313385MU77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $208895979.03
- **C.18.a - Value (excl. sponsor support):** $208895979.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.264%, 10/17/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NB8, C.4 - ISIN: US313385NB87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $741339692.52
- **C.18.a - Value (excl. sponsor support):** $741339692.52
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.200%, 10/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $388194575.00
- **C.18.a - Value (excl. sponsor support):** $388194575.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.165%, 10/31/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $471591875.00
- **C.18.a - Value (excl. sponsor support):** $471591875.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.165%, 11/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NW2, C.4 - ISIN: US313385NW25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $198475666.00
- **C.18.a - Value (excl. sponsor support):** $198475666.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **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 57: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.140%, 11/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.4 - ISIN: US313385PF73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $633237319.23
- **C.18.a - Value (excl. sponsor support):** $633237319.23
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.235%, 11/28/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PV2, C.4 - ISIN: US313385PV24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $366226155.40
- **C.18.a - Value (excl. sponsor support):** $366226155.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.070%, 12/16/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QP4, C.4 - ISIN: US313385QP47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $361583957.46
- **C.18.a - Value (excl. sponsor support):** $361583957.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank System

- **C.1 - Title:** Federal Home Loan Bank System Discount Notes,  4.100%, 1/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.4 - ISIN: US313385RG39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $459335458.13
- **C.18.a - Value (excl. sponsor support):** $459335458.13
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 2/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95054658.25
- **C.18.a - Value (excl. sponsor support):** $95054658.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 9/5/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPVF9, C.4 - ISIN: US3133EPVF98, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214877535.53
- **C.18.a - Value (excl. sponsor support):** $214877535.53
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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? Yes, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.495%, 9/25/2025
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWW1, C.4 - ISIN: US3133EPWW13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $227020561.66
- **C.18.a - Value (excl. sponsor support):** $227020561.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **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 64: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.380%, 2/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3H2, C.4 - ISIN: US3133ER3H22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009516.00
- **C.18.a - Value (excl. sponsor support):** $100009516.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **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 65: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182898472.79
- **C.18.a - Value (excl. sponsor support):** $182898472.79
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139880926.42
- **C.18.a - Value (excl. sponsor support):** $139880926.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.395%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $44969567.02
- **C.18.a - Value (excl. sponsor support):** $44969567.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 4/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $444822146.59
- **C.18.a - Value (excl. sponsor support):** $444822146.59
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.430%, 2/2/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $232954044.76
- **C.18.a - Value (excl. sponsor support):** $232954044.76
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 5/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $107964043.22
- **C.18.a - Value (excl. sponsor support):** $107964043.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 6/5/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGH8, C.4 - ISIN: US3133ERGH85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $95010727.40
- **C.18.a - Value (excl. sponsor support):** $95010727.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 2/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGM7, C.4 - ISIN: US3133ERGM70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $210057044.40
- **C.18.a - Value (excl. sponsor support):** $210057044.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 12/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112971581.99
- **C.18.a - Value (excl. sponsor support):** $112971581.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 9/8/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46029155.72
- **C.18.a - Value (excl. sponsor support):** $46029155.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 6/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHC8, C.4 - ISIN: US3133ERHC89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $301813023.51
- **C.18.a - Value (excl. sponsor support):** $301813023.51
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177002163.29
- **C.18.a - Value (excl. sponsor support):** $177002163.29
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.450%, 6/24/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125928122.28
- **C.18.a - Value (excl. sponsor support):** $125928122.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 7/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $170050891.20
- **C.18.a - Value (excl. sponsor support):** $170050891.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/10/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190033640.23
- **C.18.a - Value (excl. sponsor support):** $190033640.23
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.425%, 3/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL58, C.4 - ISIN: US3133ERL582, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80033997.60
- **C.18.a - Value (excl. sponsor support):** $80033997.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99971392.54
- **C.18.a - Value (excl. sponsor support):** $99971392.54
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.465%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349916755.60
- **C.18.a - Value (excl. sponsor support):** $349916755.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.460%, 7/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200111312.00
- **C.18.a - Value (excl. sponsor support):** $200111312.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMQ1, C.4 - ISIN: US3133ERMQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $244916143.78
- **C.18.a - Value (excl. sponsor support):** $244916143.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/6/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNN7, C.4 - ISIN: US3133ERNN70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $329952171.04
- **C.18.a - Value (excl. sponsor support):** $329952171.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/12/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERNW7, C.4 - ISIN: US3133ERNW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $357994568.63
- **C.18.a - Value (excl. sponsor support):** $357994568.63
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.440%, 1/15/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPN5, C.4 - ISIN: US3133ERPN52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $90033355.80
- **C.18.a - Value (excl. sponsor support):** $90033355.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 8/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQA2, C.4 - ISIN: US3133ERQA23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $304976366.42
- **C.18.a - Value (excl. sponsor support):** $304976366.42
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 8/26/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $252068129.80
- **C.18.a - Value (excl. sponsor support):** $252068129.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 9/3/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRV5, C.4 - ISIN: US3133ERRV50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $226006457.63
- **C.18.a - Value (excl. sponsor support):** $226006457.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.395%, 2/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS85, C.4 - ISIN: US3133ERS850, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $147024253.53
- **C.18.a - Value (excl. sponsor support):** $147024253.53
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 9/9/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85072207.50
- **C.18.a - Value (excl. sponsor support):** $85072207.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 9/17/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTB7, C.4 - ISIN: US3133ERTB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $384992180.66
- **C.18.a - Value (excl. sponsor support):** $384992180.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 9/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $172088129.36
- **C.18.a - Value (excl. sponsor support):** $172088129.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 1/21/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $201949633.08
- **C.18.a - Value (excl. sponsor support):** $201949633.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.485%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXS5, C.4 - ISIN: US3133ERXS57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178985388.97
- **C.18.a - Value (excl. sponsor support):** $178985388.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.475%, 9/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193056210.42
- **C.18.a - Value (excl. sponsor support):** $193056210.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 8/28/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $80058479.20
- **C.18.a - Value (excl. sponsor support):** $80058479.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.480%, 11/4/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106090464.64
- **C.18.a - Value (excl. sponsor support):** $106090464.64
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.490%, 11/13/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $477023954.85
- **C.18.a - Value (excl. sponsor support):** $477023954.85
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 3/11/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAA5, C.4 - ISIN: US3133ETAA52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113939851.88
- **C.18.a - Value (excl. sponsor support):** $113939851.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.420%, 4/9/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $445618327.58
- **C.18.a - Value (excl. sponsor support):** $445618327.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 10/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEA1, C.4 - ISIN: US3133ETEA17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $126029422.26
- **C.18.a - Value (excl. sponsor support):** $126029422.26
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.455%, 5/27/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJA6, C.4 - ISIN: US3133ETJA61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $193899833.25
- **C.18.a - Value (excl. sponsor support):** $193899833.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.445%, 6/4/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETKK2, C.4 - ISIN: US3133ETKK25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $559747984.90
- **C.18.a - Value (excl. sponsor support):** $559747984.90
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-04
- **C.13 - Final Legal Maturity Date:** 2027-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.435%, 6/17/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLK1, C.4 - ISIN: US3133ETLK16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $214718706.63
- **C.18.a - Value (excl. sponsor support):** $214718706.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.470%, 7/29/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRA7, C.4 - ISIN: US3133ETRA79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $464789927.78
- **C.18.a - Value (excl. sponsor support):** $464789927.78
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Farm Credit System

- **C.1 - Title:** Federal Farm Credit System Floating Rate Notes,  4.400%, 8/21/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUT2, C.4 - ISIN: US3133ETUT24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35004470.90
- **C.18.a - Value (excl. sponsor support):** $35004470.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.480%, 10/16/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $339100549.08
- **C.18.a - Value (excl. sponsor support):** $339100549.08
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.450%, 5/7/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $212133492.16
- **C.18.a - Value (excl. sponsor support):** $212133492.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.510%, 9/2/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $572997559.02
- **C.18.a - Value (excl. sponsor support):** $572997559.02
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 112: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Floating Rate Notes,  4.435%, 6/16/2027
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $399735220.41
- **C.18.a - Value (excl. sponsor support):** $399735220.41
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.440%, 6/18/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $350115223.50
- **C.18.a - Value (excl. sponsor support):** $350115223.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.460%, 7/29/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105059601.15
- **C.18.a - Value (excl. sponsor support):** $105059601.15
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.480%, 10/23/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $341075223.26
- **C.18.a - Value (excl. sponsor support):** $341075223.26
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.480%, 11/20/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $253232324.84
- **C.18.a - Value (excl. sponsor support):** $253232324.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association Floating Rate Notes,  4.480%, 12/11/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $237142583.23
- **C.18.a - Value (excl. sponsor support):** $237142583.23
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: Housing and Urban Development

- **C.1 - Title:** Housing and Urban Development Floating Rate Notes,  4.585%, 5/1/2026
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 442993002, C.4 - ISIN: US4429930021, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $260314092.40
- **C.18.a - Value (excl. sponsor support):** $260314092.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-09-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.350%, 9/18/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 2.15 FMNT 21-40 J2   | 2040-07-13      | 2.1500%  |  | $789.47            | $547.15            | Agency Debentures and Agency Strips |
| FMAC 2.70 FMNT 22-37 T2   | 2037-12-28      | 2.7000%  |  | $7745526.32        | $6256255.25        | Agency Debentures and Agency Strips |
| TVDB 4.250 TVBD 65 A      | 2065-09-15      | 4.2500%  |  | $1578947.37        | $1293453.33        | Agency Debentures and Agency Strips |
| TVDB 3.50 TVBD 42 B       | 2042-12-15      | 3.5000%  |  | $2993684.21        | $2471628.92        | Agency Debentures and Agency Strips |
| TVDB 5.375 TVBD 56 A      | 2056-04-01      | 5.3750%  |  | $836052.63         | $849347.72         | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $2035263.16        | $1712105.20        | Agency Debentures and Agency Strips |
| FCSB 2.82 FCOR 23-42 E    | 2042-01-24      | 2.8200%  |  | $419210.53         | $310639.89         | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-36 BE   | 2036-10-14      | 2.3400%  |  | $2047105.26        | $1639053.73        | Agency Debentures and Agency Strips |
| FCSB 1.73 FCOR 21-35 AX   | 2035-09-10      | 1.7300%  |  | $1199210.53        | $906820.68         | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 21-40 Q    | 2040-08-13      | 1.9500%  |  | $21600789.47       | $14503994.10       | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 23-38 Z    | 2038-06-01      | 4.1500%  |  | $11842.11          | $10975.92          | Agency Debentures and Agency Strips |
| FNMA FNAR XX.XXX HYAN9408 | 2033-07-01      | 3.7500%  |  | $789.47            | $754.11            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  |  | $789.47            | $708.35            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN6043 | 2037-07-01      | 3.2900%  |  | $1578947.37        | $1412155.09        | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HY387999 | 2030-08-01      | 3.6100%  |  | $11273684.21       | $11040857.58       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI6713 | 2054-05-01      | 5.5000%  |  | $895989.47         | $908076.17         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9622 | 2053-08-01      | 5.5000%  |  | $34440828.95       | $35067231.09       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8491 M     | 2052-12-20      | 5.5000%  |  | $8374.19           | $8538.39           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7419 M     | 2051-06-20      | 3.0000%  |  | $12943965.33       | $11508367.39       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ2198 | 2054-08-01      | 5.5000%  |  | $756.79            | $771.43            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.850 WAWA4820 | 2053-01-01      | 3.8500%  |  | $1484950.31        | $1220041.77        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $3675881.74        | $3631660.89        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ2082 | 2055-08-01      | 6.0000%  |  | $981202.11         | $1008274.13        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  |  | $2039440.88        | $2061700.93        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA8250 | 2052-11-01      | 4.5000%  |  | $30988433.36       | $30078303.08       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $615.43            | $616.18            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7537 | 2052-06-01      | 4.5000%  |  | $58051331.82       | $56428448.79       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  |  | $249.35            | $221.16            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ1641 | 2055-07-01      | 6.0000%  |  | $1359772.11        | $1402371.96        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  |  | $795.79            | $817.07            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ9769 | 2054-12-01      | 5.0000%  |  | $2348184.32        | $2328433.48        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ6133 | 2054-10-01      | 5.0000%  |  | $848285.53         | $846350.50         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  |  | $736275.07         | $768729.09         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQY7549 | 2055-07-01      | 5.5000%  |  | $24409656.59       | $24669833.71       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY4443 | 2055-05-01      | 6.5000%  |  | $1245128.97        | $1302796.56        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $747.27            | $798.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB4355 | 2042-02-01      | 4.0000%  |  | $2064759.06        | $2013059.79        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7846 | 2036-07-01      | 2.0000%  |  | $253081.95         | $233854.70         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $1387.65           | $1410.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $1287.34           | $1259.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB4563 | 2052-09-01      | 5.0000%  |  | $1264.10           | $1258.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3921 | 2052-06-01      | 4.5000%  |  | $6650505.78        | $6459263.83        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  |  | $1216.25           | $1035.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  |  | $1332.94           | $1111.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ2392 | 2054-08-01      | 7.0000%  |  | $816979.21         | $868505.64         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQH8653 | 2054-01-01      | 7.0000%  |  | $920828.27         | $983670.60         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQG7715 | 2053-08-01      | 5.5000%  |  | $571038.68         | $591350.98         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQF9775 | 2053-04-01      | 6.5000%  |  | $583023.30         | $621944.51         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4218 | 2055-08-01      | 6.0000%  |  | $2664367.89        | $2735590.89        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4102 | 2055-08-01      | 6.0000%  |  | $2410119.47        | $2478387.72        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4068 | 2055-08-01      | 6.5000%  |  | $1085721.32        | $1134712.93        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQF6991 | 2053-02-01      | 5.5000%  |  | $999228.88         | $1027240.04        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  |  | $631.53            | $612.58            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQC5763 | 2051-08-01      | 3.0000%  |  | $597.82            | $524.58            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  |  | $161.03            | $154.03            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC Q63627 G | 2049-05-01      | 5.0000%  |  | $651365.31         | $663784.17         | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC Q63396 G | 2049-05-01      | 5.0000%  |  | $141984.18         | $144079.43         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  |  | $670.88            | $535.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  |  | $1177.94           | $1086.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2164 | 2051-11-01      | 3.0000%  |  | $1165.40           | $1027.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  |  | $34217689.87       | $30339776.26       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  |  | $1157.29           | $934.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  |  | $955.42            | $813.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  |  | $833.23            | $756.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTCA4201 | 2039-09-01      | 3.0000%  |  | $2529133.03        | $2383329.35        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4297 | 2053-11-01      | 6.0000%  |  | $42771117.25       | $44550552.58       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3911 | 2053-09-01      | 5.5000%  |  | $33160233.31       | $33754225.21       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $759.40            | $752.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $681.08            | $676.83            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $629.60            | $608.19            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $2283678.92        | $2272710.16        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  |  | $613.07            | $623.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  |  | $717.21            | $695.26            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CTSC0595 | 2044-12-01      | 5.5000%  |  | $676.80            | $691.03            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  |  | $762.31            | $763.20            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  |  | $85.50             | $82.95             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 ZLZT2230 | 2048-07-01      | 4.0000%  |  | $134970.79         | $129162.61         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZT2101 | 2048-04-01      | 3.0000%  |  | $1432518.35        | $1276851.36        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  |  | $715.80            | $666.05            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA5054 | 2047-10-01      | 3.5000%  |  | $2629104.44        | $2433896.64        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTZA2273 | 2032-08-01      | 3.0000%  |  | $856157.72         | $833684.72         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91861 G | 2036-01-01      | 3.0000%  |  | $33925660.39       | $32416047.66       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCB1261 | 2051-08-01      | 2.0000%  |  | $1177.56           | $953.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBO3192 | 2049-10-01      | 3.0000%  |  | $315.62            | $277.93            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $14773827.63       | $15132257.10       | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ3466 | 2030-04-01      | 4.4400%  |  | $789.47            | $802.26            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ1208 | 2029-07-01      | 4.8400%  |  | $13005789.47       | $13399142.34       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY0191 | 2053-05-01      | 5.0000%  |  | $1410.67           | $1399.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBX7833 | 2053-03-01      | 5.5000%  |  | $631.24            | $645.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBX3943 | 2053-01-01      | 5.0000%  |  | $2368032.13        | $2364688.21        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $1158.46           | $1172.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBW9852 | 2052-09-01      | 5.0000%  |  | $585.00            | $584.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLBV1620 | 2055-05-01      | 6.5000%  |  | $756403.39         | $789240.03         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU4842 | 2054-08-01      | 5.5000%  |  | $1842953.55        | $1894631.40        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBU1027 | 2051-11-01      | 2.0000%  |  | $642.07            | $511.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR1922 | 2051-01-01      | 2.0000%  |  | $512.73            | $416.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBO9948 | 2050-01-01      | 5.0000%  |  | $242691.52         | $243681.92         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBO9098 | 2050-01-01      | 5.0000%  |  | $295439.24         | $294209.00         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBO5032 | 2049-12-01      | 3.0000%  |  | $324.74            | $287.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN8421 | 2049-06-01      | 5.0000%  |  | $228325.54         | $227930.06         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN7909 | 2049-06-01      | 5.0000%  |  | $385288.59         | $390498.04         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE8122 | 2055-08-01      | 6.5000%  |  | $925628.68         | $966123.60         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8120 | 2055-07-01      | 6.0000%  |  | $1281994.74        | $1322157.92        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8114 | 2055-09-01      | 6.0000%  |  | $795.79            | $822.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7772 | 2055-08-01      | 6.0000%  |  | $808.42            | $835.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7694 | 2055-08-01      | 6.0000%  |  | $3533807.37        | $3633145.05        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE6494 | 2055-09-01      | 6.5000%  |  | $911447.37         | $954706.99         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE6100 | 2055-08-01      | 6.0000%  |  | $3915701.05        | $4019896.56        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4223 | 2055-08-01      | 6.0000%  |  | $931830.79         | $958122.09         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SOBM7244 | 2053-06-01      | 4.6080%  |  | $10141736.30       | $10121625.24       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $518.58            | $514.16            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL1189 | 2034-02-01      | 3.9600%  |  | $12032040.00       | $11647688.51       | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL0748 | 2034-01-01      | 4.0900%  |  | $1404741.32        | $1383140.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $409.51            | $367.44            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE9353 | 2055-09-01      | 5.5000%  |  | $8684.21           | $8806.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE3354 | 2055-07-01      | 6.0000%  |  | $451148.44         | $468406.52         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2917 | 2055-07-01      | 6.5000%  |  | $1329712.19        | $1392273.23        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2393 | 2055-06-01      | 6.5000%  |  | $1578938.83        | $1655156.67        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE1647 | 2055-06-01      | 6.5000%  |  | $2659602.89        | $2796518.07        | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYAN9592 | 2033-08-01      | 3.8100%  |  | $10950000.00       | $10510098.35       | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6537       | 2058-06-15      | 5.1300%  |  | $12021339.67       | $12310873.64       | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX AM462363 | 2037-06-01      | 6.5820%  |  | $24.35             | $24.50             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN5404 | 2049-04-01      | 4.5000%  |  | $627.70            | $622.84            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8301 | 2052-12-01      | 5.5000%  |  | $64493834.78       | $65674444.60       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $90734.56          | $79020.76          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQB5093 | 2050-11-01      | 2.5000%  |  | $528.82            | $449.54            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN7503 | 2037-11-01      | 3.5100%  |  | $756.18            | $671.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9001 | 2055-05-01      | 6.5000%  |  | $578457.84         | $610409.28         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM9322 | 2036-11-01      | 2.0000%  |  | $2481097.34        | $2290247.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4053 | 2055-08-01      | 6.0000%  |  | $1629397.11        | $1672953.61        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD5746 | 2055-07-01      | 6.5000%  |  | $257479.99         | $269248.25         | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL3064 | 2039-06-01      | 3.3700%  |  | $19652358.16       | $16975984.29       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQJ5173 | 2054-10-01      | 6.5000%  |  | $929958.08         | $983845.02         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  |  | $914.35            | $777.28            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  |  | $780.88            | $774.36            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA2163 | 2048-08-01      | 4.5000%  |  | $330.23            | $325.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $673.17            | $586.16            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBL0323 | 2048-10-01      | 4.2100%  |  | $1184210.53        | $1009255.79        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQI9181 | 2054-06-01      | 6.5000%  |  | $886197.13         | $935519.80         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  |  | $75.08             | $69.63             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY0945 | 2053-05-01      | 5.0000%  |  | $687.63            | $684.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $568.10            | $481.14            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN7330 | 2037-12-01      | 3.2600%  |  | $866.84            | $750.63            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17941 G | 2043-05-01      | 3.5000%  |  | $124.72            | $118.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0744 | 2055-06-01      | 6.5000%  |  | $3202685.35        | $3356012.49        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE0470 | 2055-06-01      | 6.5000%  |  | $1068750.14        | $1117466.50        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9987 | 2055-04-01      | 6.5000%  |  | $1812714.01        | $1891836.36        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7955 | 2055-05-01      | 6.5000%  |  | $1577748.72        | $1646686.18        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6935 | 2055-05-01      | 6.5000%  |  | $2674669.77        | $2833364.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6216 | 2055-04-01      | 6.0000%  |  | $786.22            | $817.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD4554 | 2055-04-01      | 6.5000%  |  | $408407.20         | $430585.17         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC5422 | 2054-10-01      | 5.5000%  |  | $744700.57         | $757610.53         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDB7981 | 2054-10-01      | 5.5000%  |  | $645440.79         | $660513.62         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB6987 | 2054-06-01      | 6.0000%  |  | $1500563.69        | $1567107.18        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDB3174 | 2054-04-01      | 5.5000%  |  | $1133633.79        | $1152483.61        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDA2678 | 2053-10-01      | 5.5000%  |  | $531294.17         | $547663.76         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $15.59             | $15.96             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CQAR8232 | 2043-04-01      | 3.0000%  |  | $2310152.47        | $2079165.72        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $1103.33           | $1103.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6080 | 2055-05-01      | 6.5000%  |  | $1013772.75        | $1055446.47        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CISB1482 | 2040-02-01      | 6.5000%  |  | $7080738.55        | $7419924.02        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN9894 | 2049-06-01      | 5.0000%  |  | $356230.75         | $358343.51         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA9263 | 2053-06-01      | 5.0000%  |  | $55410157.70       | $55129720.74       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8113 | 2055-09-01      | 6.0000%  |  | $808.42            | $836.38            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBZ4289 | 2035-07-01      | 5.1600%  |  | $1359000.00        | $1405972.93        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL BW0712       | 2063-03-15      | 2.7500%  |  | $31382.37          | $27484.26          | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN8578 | 2038-04-01      | 3.5100%  |  | $5667299.21        | $5084944.55        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7796 | 2055-08-01      | 6.0000%  |  | $4495181.05        | $4633631.13        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4067 | 2055-08-01      | 6.0000%  |  | $1128702.63        | $1160672.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4707 | 2055-07-01      | 6.5000%  |  | $1389444.87        | $1459147.14        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $406.23            | $342.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE5924 | 2055-08-01      | 6.0000%  |  | $1578.95           | $1631.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  |  | $442.98            | $439.01            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ3225 | 2030-04-01      | 4.7200%  |  | $22116315.79       | $22684950.84       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6601 M     | 2050-04-20      | 4.0000%  |  | $16323.93          | $15404.42          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2673 | 2055-06-01      | 6.5000%  |  | $1577936.67        | $1646921.78        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ6579 | 2054-10-01      | 7.0000%  |  | $625493.85         | $665174.83         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8264 | 2052-11-01      | 3.5000%  |  | $664.66            | $603.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBV2787 | 2052-02-01      | 2.5000%  |  | $2822476.73        | $2396382.78        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  |  | $439.02            | $370.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7292 | 2055-08-01      | 6.0000%  |  | $3260868.95        | $3347841.76        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD9590 | 2055-05-01      | 6.5000%  |  | $1047818.45        | $1108067.54        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8750 | 2055-09-01      | 6.0000%  |  | $10263.16          | $10621.18          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAO8772 | 2042-08-01      | 3.5000%  |  | $2354588.36        | $2223089.83        | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN9683 | 2030-06-01      | 3.5300%  |  | $2601487.40        | $2544734.79        | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX HYAN9500 | 2033-07-01      | 3.7500%  |  | $5625385.26        | $5404851.41        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5278 | 2052-11-01      | 5.0000%  |  | $1258.36           | $1254.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBU5723 | 2055-03-01      | 5.5000%  |  | $99846600.77       | $101496643.52      | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY7708 | 2055-07-01      | 6.0000%  |  | $3882505.23        | $3985576.69        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE6444 | 2055-08-01      | 6.5000%  |  | $1232565.79        | $1286677.34        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE2670 | 2055-06-01      | 6.5000%  |  | $1109436.04        | $1158148.66        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $611.84            | $559.25            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQF6481 | 2053-01-01      | 5.5000%  |  | $523.67            | $536.39            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ8635 | 2054-10-01      | 5.5000%  |  | $1093991.16        | $1116472.44        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLQJ0338 | 2054-07-01      | 7.0000%  |  | $764044.38         | $814308.14         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR7241 | 2051-04-01      | 2.0000%  |  | $1098.41           | $892.37            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQZ2081 | 2055-09-01      | 6.5000%  |  | $1277.37           | $1343.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAX7598 | 2030-01-01      | 3.0000%  |  | $164.10            | $161.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT8845 | 2051-10-01      | 2.5000%  |  | $2848622.78        | $2420364.95        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $768.84            | $742.71            | Agency Mortgage-Backed Securities   |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $78.95             | $81.43             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AR 27     | 2027-08-15      | 3.7500%  |  | $1815789.47        | $1821357.83        | U.S. Treasuries (including strips)  |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $1365394.74        | $1390509.40        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $1969657.89        | $2066051.38        | U.S. Treasuries (including strips)  |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $2080657.89        | $1959248.94        | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 31      | 2031-01-15      | 0.1250%  |  | $97.78             | $92.23             | U.S. Treasuries (including strips)  |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $157.89            | $137.43            | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $45409736.84       | $42157137.61       | U.S. Treasuries (including strips)  |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $236.84            | $204.73            | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  |  | $157.89            | $101.62            | U.S. Treasuries (including strips)  |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $138156394.74      | $102163380.16      | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $3947289.47        | $4065942.42        | U.S. Treasuries (including strips)  |
| USTR 6 1/4 BOND 30        | 2030-05-15      | 6.2500%  |  | $10394289.47       | $11716855.93       | U.S. Treasuries (including strips)  |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $78.95             | $60.84             | U.S. Treasuries (including strips)  |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $78.95             | $59.04             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 NOTE H 28      | 2028-02-29      | 1.1250%  |  | $2762921.05        | $2615212.14        | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $710.53            | $699.96            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $121500.00         | $118371.98         | U.S. Treasuries (including strips)  |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $80.67             | $76.98             | U.S. Treasuries (including strips)  |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $78.95             | $45.99             | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $540.91            | $533.78            | U.S. Treasuries (including strips)  |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $78.95             | $80.66             | U.S. Treasuries (including strips)  |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $78.95             | $65.38             | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 39        | 2039-05-15      | 4.2500%  |  | $5323026.32        | $5247630.17        | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 43        | 2043-05-15      | 2.8750%  |  | $78.95             | $61.29             | U.S. Treasuries (including strips)  |
| USTR 3 1/2 BOND 39        | 2039-02-15      | 3.5000%  |  | $64843105.26       | $58688296.41       | U.S. Treasuries (including strips)  |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $157.89            | $159.17            | U.S. Treasuries (including strips)  |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $542228.18         | $500919.53         | U.S. Treasuries (including strips)  |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $78.95             | $71.31             | U.S. Treasuries (including strips)  |
| USTR 3 7/8 BOND 43        | 2043-05-15      | 3.8750%  |  | $157.89            | $142.35            | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $78.95             | $79.48             | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $4359473.68        | $4270444.41        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $78.95             | $82.03             | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $330371289.47      | $344077740.80      | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $3926052.63        | $3955121.64        | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $236.84            | $240.27            | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $78.95             | $80.60             | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $78.95             | $80.99             | U.S. Treasuries (including strips)  |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $4982368.42        | $5140447.46        | U.S. Treasuries (including strips)  |
| USTR TRFR AX 01/31/27     | 2027-01-31      | 4.2414%  |  | $236.84            | $237.55            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $2312605.26        | $2392895.32        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE AY 26     | 2026-02-28      | 4.6250%  |  | $315947.37         | $324020.98         | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $78.95             | $79.71             | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $4672105.26        | $4729868.49        | U.S. Treasuries (including strips)  |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $709657.89         | $728486.14         | U.S. Treasuries (including strips)  |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $78.95             | $80.88             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $14677736.84       | $14583419.46       | U.S. Treasuries (including strips)  |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $710.53            | $698.79            | U.S. Treasuries (including strips)  |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $789.47            | $782.79            | U.S. Treasuries (including strips)  |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $11101973.68       | $10352522.16       | U.S. Treasuries (including strips)  |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $78.95             | $81.00             | U.S. Treasuries (including strips)  |
| USTR 1 5/8 NOTE B 26      | 2026-02-15      | 1.6250%  |  | $3947210.53        | $3905824.84        | U.S. Treasuries (including strips)  |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $157.89            | $155.68            | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE C 29      | 2029-05-15      | 2.3750%  |  | $78.95             | $76.06             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $430184.21         | $428864.45         | U.S. Treasuries (including strips)  |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $710.53            | $688.33            | U.S. Treasuries (including strips)  |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $1293631.58        | $1264012.56        | U.S. Treasuries (including strips)  |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $631.58            | $654.20            | U.S. Treasuries (including strips)  |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $36809842.11       | $36368087.60       | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $157.89            | $159.28            | U.S. Treasuries (including strips)  |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $157.89            | $156.86            | U.S. Treasuries (including strips)  |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $22582184.21       | $19967557.79       | U.S. Treasuries (including strips)  |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $78.95             | $47.67             | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $157.89            | $87.54             | U.S. Treasuries (including strips)  |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $1263.16           | $800.04            | U.S. Treasuries (including strips)  |
| USTR 1 7/8 BOND 51        | 2051-02-15      | 1.8750%  |  | $157.89            | $87.72             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $78.95             | $49.57             | U.S. Treasuries (including strips)  |
| USTR 1 1/8 BOND 40        | 2040-08-15      | 1.1250%  |  | $315.79            | $195.24            | U.S. Treasuries (including strips)  |
| USTR 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  |  | $473.68            | $231.09            | U.S. Treasuries (including strips)  |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $78.95             | $58.44             | U.S. Treasuries (including strips)  |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $2751157.89        | $2223648.34        | U.S. Treasuries (including strips)  |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $157.89            | $138.39            | U.S. Treasuries (including strips)  |
| FNMA FNRA CL007A2 R17M007 | 2027-02-25      | 2.9610%  |  | $7487967.33        | $7379856.06        | Agency Mortgage-Backed Securities   |
| FNMA MNRA RC01SA1X R23M01 | 2033-07-25      | 4.6482%  |  | $3472146.65        | $3526246.98        | Agency Mortgage-Backed Securities   |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $78.95             | $61.22             | U.S. Treasuries (including strips)  |
| USTR 1 3/8 TRIB 44        | 2044-02-15      | 1.3750%  |  | $764.52            | $642.58            | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $110.71            | $82.67             | U.S. Treasuries (including strips)  |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $78.95             | $63.33             | U.S. Treasuries (including strips)  |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $78.95             | $60.54             | U.S. Treasuries (including strips)  |
| USTR 4 1/2 BOND 39        | 2039-08-15      | 4.5000%  |  | $3947210.53        | $3936083.17        | U.S. Treasuries (including strips)  |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  |  | $7894736.84        | $7871502.63        | U.S. Treasuries (including strips)  |
| USTR BILL 10/09/25        | 2025-10-09      | 0.0000%  |  | $78.95             | $78.57             | U.S. Treasuries (including strips)  |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $78.95             | $77.04             | U.S. Treasuries (including strips)  |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $78.95             | $80.26             | U.S. Treasuries (including strips)  |

### Security 120: Natixis Financial Products LLC

- **C.1 - Title:** Natixis Financial Products LLC, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 45099F004, C.3 - LEI: WGYX5OQ1IY3N5AOSQ066
- **C.18 - Value (incl. sponsor support):** $165000000.00
- **C.18.a - Value (excl. sponsor support):** $165000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 05.500 CLRA9300 | 2053-06-01      | 5.5000%  |  | $128.90            | $130.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL5864 | 2033-03-01      | 4.0000%  |  | $9.49              | $9.46              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  |  | $12124.58          | $12497.38          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CNRD5260 | 2035-09-01      | 5.0000%  |  | $141.63            | $144.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9432 | 2053-07-01      | 5.5000%  |  | $126.41            | $128.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9349 | 2053-07-01      | 5.5000%  |  | $127.86            | $130.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9270 | 2053-06-01      | 5.5000%  |  | $114.77            | $116.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $110.41            | $110.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  |  | $114.58            | $111.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  |  | $3178.39           | $2893.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5312 | 2052-12-01      | 6.0000%  |  | $1189868.82        | $1226643.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3790 | 2052-06-01      | 4.5000%  |  | $106.35            | $103.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3636 | 2052-05-01      | 4.5000%  |  | $157.53            | $153.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $108.99            | $96.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $109.64            | $92.83             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $117.01            | $97.58             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $355.89            | $310.01            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  |  | $4510.87           | $3795.67           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2637 | 2052-01-01      | 2.5000%  |  | $74781.99          | $63086.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $260.55            | $226.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0912 | 2051-07-01      | 3.0000%  |  | $7485410.10        | $6512930.57        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  |  | $201.88            | $162.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8460 | 2051-01-01      | 2.5000%  |  | $83.69             | $70.45             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8929 | 2051-02-01      | 2.0000%  |  | $99.40             | $79.98             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $29.58             | $26.04             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $805.61            | $778.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6041 | 2054-08-01      | 5.0000%  |  | $139.66            | $139.04            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD4811 | 2052-05-01      | 3.0000%  |  | $125.17            | $110.27            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD4526 | 2052-03-01      | 2.0000%  |  | $260.63            | $208.24            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD2990 | 2053-03-01      | 6.0000%  |  | $122.51            | $128.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $9390.72           | $9546.64           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2061 | 2052-10-01      | 4.5000%  |  | $126.73            | $122.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD2603 | 2052-04-01      | 3.0000%  |  | $117.48            | $102.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $129836.69         | $119538.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  |  | $114.01            | $104.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7714 | 2050-11-01      | 2.0000%  |  | $196.37            | $157.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7368 | 2050-10-01      | 2.5000%  |  | $13867.69          | $11699.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $94.78             | $76.16             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $188.06            | $151.83            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  |  | $191.66            | $154.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  |  | $35.39             | $33.63             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4691 | 2030-08-01      | 4.7200%  |  | $145.03            | $148.90            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0059 | 2047-11-01      | 3.5000%  |  | $44.54             | $41.97             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0018 | 2049-06-01      | 3.0000%  |  | $27.26             | $24.32             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CISB8115 | 2036-08-01      | 2.0000%  |  | $85.28             | $78.46             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB8020 | 2034-12-01      | 2.5000%  |  | $27.28             | $25.90             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  |  | $48.13             | $45.70             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZT1962 | 2033-02-01      | 3.5000%  |  | $26.37             | $26.14             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  |  | $22.79             | $22.99             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0089 | 2049-09-01      | 3.0000%  |  | $128.19            | $111.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  |  | $28.66             | $29.31             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $31.16             | $30.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $17.98             | $17.63             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIAY9308 | 2030-05-01      | 3.5000%  |  | $15.30             | $15.13             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CVAQ8711 | 2027-12-01      | 2.5000%  |  | $4058.60           | $3994.19           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9361 | 2055-09-01      | 6.0000%  |  | $141.63            | $145.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9378 | 2055-09-01      | 6.0000%  |  | $141.63            | $145.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE8757 | 2055-09-01      | 5.0000%  |  | $538754.03         | $535792.98         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8727 | 2055-09-01      | 5.5000%  |  | $141.63            | $143.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6671 | 2055-08-01      | 6.5000%  |  | $283.24            | $296.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6517 | 2055-08-01      | 6.5000%  |  | $141.63            | $150.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE4667 | 2055-07-01      | 5.5000%  |  | $142.60            | $145.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  |  | $25.77             | $23.79             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3570 | 2055-08-01      | 6.0000%  |  | $141.91            | $146.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2186 | 2055-06-01      | 7.0000%  |  | $282.84            | $300.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE0058 | 2055-05-01      | 6.5000%  |  | $283.33            | $296.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  |  | $25.04             | $22.94             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4511 | 2043-03-01      | 3.0000%  |  | $24.07             | $22.07             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZM6887 | 2048-05-01      | 3.0000%  |  | $4520.07           | $4011.98           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5579 | 2048-02-01      | 3.5000%  |  | $25.93             | $23.90             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5150 | 2047-12-01      | 3.5000%  |  | $22.12             | $20.46             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91362 G | 2031-03-01      | 4.5000%  |  | $4.48              | $4.53              | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  |  | $14.82             | $14.70             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  |  | $13.55             | $13.28             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ3083 C     | 2055-08-20      | 6.0000%  |  | $143.61            | $148.17            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DE6852 C     | 2054-10-20      | 5.5000%  |  | $126.23            | $126.50            | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CS8167       | 2065-06-15      | 5.3500%  |  | $141.63            | $149.51            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF AE8453 C     | 2044-06-20      | 4.0000%  |  | $23.03             | $21.91             | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CM3795       | 2058-05-15      | 4.7600%  |  | $141.40            | $141.96            | Agency Mortgage-Backed Securities  |
| GNMA GNHA RM CK9659 H     | 2072-01-20      | 5.8420%  |  | $138.91            | $145.81            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CI1769       | 2057-07-15      | 2.5700%  |  | $133.98            | $118.72            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CP3716       | 2058-05-15      | 4.5500%  |  | $591774.20         | $586396.09         | Agency Mortgage-Backed Securities  |
| GNMA GNCL CL CP2704       | 2067-03-15      | 5.5800%  |  | $141.63            | $147.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  |  | $112.63            | $121.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $125.61            | $134.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  |  | $94.45             | $101.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQH0207 | 2053-09-01      | 6.0000%  |  | $332.05            | $348.03            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH0188 | 2053-09-01      | 6.5000%  |  | $118.68            | $125.85            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG7742 | 2053-07-01      | 6.0000%  |  | $102.49            | $105.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6275 | 2053-07-01      | 6.0000%  |  | $113.79            | $117.09            | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CN7592       | 2065-02-15      | 4.4700%  |  | $141.63            | $136.50            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA9458 M     | 2039-02-20      | 5.5000%  |  | $109.81            | $113.59            | Agency Mortgage-Backed Securities  |
| GNMA GNAR AT MA8671 M     | 2052-11-20      | 4.5000%  |  | $60.34             | $61.25             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8570 M     | 2053-01-20      | 5.5000%  |  | $100.10            | $101.86            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7651 M     | 2051-10-20      | 3.5000%  |  | $2700223.79        | $2475044.62        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7991 M     | 2052-04-20      | 4.5000%  |  | $104.68            | $101.75            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6938 M     | 2050-10-20      | 6.0000%  |  | $36.00             | $38.02             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6541 M     | 2050-03-20      | 3.0000%  |  | $25.64             | $22.86             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6477 M     | 2050-02-20      | 4.5000%  |  | $18.92             | $18.57             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $12.34             | $11.70             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA0698 M     | 2043-01-20      | 3.0000%  |  | $16.75             | $15.32             | Agency Mortgage-Backed Securities  |
| GNMA GNII JM MA0774 M     | 2043-02-20      | 2.5000%  |  | $22.08             | $18.87             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG1464 | 2053-04-01      | 5.5000%  |  | $115.98            | $117.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD4214 | 2052-01-01      | 2.0000%  |  | $111.22            | $89.18             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  |  | $118.03            | $98.40             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4747 | 2051-07-01      | 2.5000%  |  | $89.43             | $75.98             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9482 | 2051-03-01      | 2.0000%  |  | $86.65             | $70.01             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  |  | $83.94             | $68.12             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB7172 | 2051-01-01      | 2.0000%  |  | $195.38            | $156.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQA1839 | 2049-08-01      | 4.0000%  |  | $35.74             | $34.08             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG5386 | 2053-06-01      | 6.0000%  |  | $98.53             | $101.28            | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.830 WAWA4438 | 2029-07-01      | 3.8300%  |  | $155.36            | $154.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6529 | 2055-04-01      | 6.5000%  |  | $150268.85         | $157650.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD6203 | 2055-04-01      | 6.5000%  |  | $148.25            | $157.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD6199 | 2055-04-01      | 6.0000%  |  | $140.83            | $146.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4967 | 2055-03-01      | 7.0000%  |  | $233.38            | $247.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD4966 | 2055-04-01      | 7.0000%  |  | $282.30            | $300.46            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  |  | $141.07            | $150.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5279 | 2054-11-01      | 5.5000%  |  | $133.33            | $136.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3824 | 2054-11-01      | 5.0000%  |  | $136.40            | $135.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0121 | 2054-09-01      | 6.0000%  |  | $116.67            | $122.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9556 | 2054-08-01      | 6.0000%  |  | $124.79            | $130.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9542 | 2054-08-01      | 6.5000%  |  | $130731.44         | $138688.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB9808 | 2054-09-01      | 6.5000%  |  | $139.56            | $147.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6318 | 2054-06-01      | 6.5000%  |  | $234.85            | $247.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7472 | 2054-01-01      | 7.5000%  |  | $146.67            | $158.65            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5957 | 2054-01-01      | 7.5000%  |  | $210.97            | $229.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5940 | 2054-01-01      | 7.5000%  |  | $133.61            | $143.98            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5867 | 2053-12-01      | 7.5000%  |  | $157.91            | $170.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  |  | $1958988.63        | $1894729.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL1950 | 2055-07-01      | 6.5000%  |  | $56930.57          | $59623.42          | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC V60885 G | 2030-07-01      | 2.5000%  |  | $16.32             | $15.86             | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Z40117 G | 2045-04-01      | 3.0000%  |  | $33.01             | $30.11             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1589 | 2055-06-01      | 5.0000%  |  | $697724.82         | $693877.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL0364 | 2055-02-01      | 6.5000%  |  | $131.72            | $139.54            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $136.02            | $135.53            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ0502 | 2055-08-01      | 6.0000%  |  | $150.84            | $154.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5847 | 2055-09-01      | 6.5000%  |  | $1463727.04        | $1497790.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5354 | 2054-05-01      | 6.0000%  |  | $113.43            | $116.42            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  |  | $7721715.15        | $7078985.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFA2615 | 2037-05-01      | 3.0000%  |  | $1512763.06        | $1469058.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8697 | 2054-06-01      | 6.0000%  |  | $158.43            | $164.96            | Agency Mortgage-Backed Securities  |
| FNMA FNAR XX.XXX SOCB6354 | 2053-05-01      | 4.9540%  |  | $123.24            | $125.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5847 | 2053-03-01      | 5.5000%  |  | $2516791.77        | $2572663.98        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  |  | $226.53            | $231.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5472 | 2053-01-01      | 6.0000%  |  | $109.59            | $114.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  |  | $5935.45           | $5750.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  |  | $212.71            | $219.97            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $224.19            | $223.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  |  | $117.56            | $117.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $3030.56           | $2532.90           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $137.33            | $136.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  |  | $136.12            | $137.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $122.18            | $121.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8316 | 2053-04-01      | 5.5000%  |  | $113.03            | $114.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $119.28            | $103.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $238.39            | $207.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $113.56            | $98.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $80.69             | $73.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $104.53            | $87.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $106.45            | $92.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4235 | 2053-11-01      | 6.0000%  |  | $125.16            | $129.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8106 | 2050-11-01      | 2.0000%  |  | $371.36            | $298.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $113.88            | $120.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $113.05            | $113.70            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD7525 | 2050-10-01      | 2.5000%  |  | $82.86             | $70.67             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  |  | $117.91            | $127.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4937 | 2053-11-01      | 7.0000%  |  | $283.38            | $301.18            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4108 | 2053-12-01      | 7.5000%  |  | $200.20            | $215.74            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4106 | 2053-12-01      | 7.0000%  |  | $233.91            | $248.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2507 | 2053-11-01      | 7.0000%  |  | $207.44            | $222.10            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA0285 | 2053-12-01      | 7.0000%  |  | $237.59            | $253.15            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850023 | 2036-04-01      | 6.0000%  |  | $5.45              | $5.76              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL812248 | 2035-03-01      | 6.0000%  |  | $9.37              | $9.62              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  |  | $22.39             | $20.53             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  |  | $76.61             | $64.60             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  |  | $15.31             | $14.27             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI8000 | 2038-08-01      | 6.0000%  |  | $1.34              | $1.40              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $119.40            | $108.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $121.39            | $124.80            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA7137 M     | 2051-01-20      | 3.0000%  |  | $7647.34           | $6801.04           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD2395 | 2053-01-01      | 5.0000%  |  | $114.55            | $114.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQE5811 | 2052-07-01      | 4.0000%  |  | $110.02            | $103.27            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  |  | $4.78              | $4.83              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  |  | $18475.82          | $17426.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7460 | 2054-01-01      | 7.5000%  |  | $184.60            | $198.58            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC T61928 G | 2045-06-01      | 3.5000%  |  | $38.83             | $35.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $21.02             | $20.81             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  |  | $23.74             | $21.37             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $132.36            | $141.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7732 | 2050-11-01      | 2.5000%  |  | $5847826.84        | $5019736.22        | Agency Mortgage-Backed Securities  |
| FMAC FKAR 03.830 WAWA4439 | 2029-07-01      | 3.8300%  |  | $260.29            | $258.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $70.87             | $76.60             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  |  | $88.27             | $96.25             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6044 | 2053-12-01      | 7.5000%  |  | $100.85            | $109.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6052 | 2053-12-01      | 7.5000%  |  | $128.72            | $138.93            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAQ4394 | 2042-11-01      | 3.5000%  |  | $30927.13          | $29078.50          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CTRB5110 | 2041-05-01      | 1.5000%  |  | $7518.27           | $6272.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $231.80            | $250.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $127.41            | $123.12            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD1688 | 2051-11-01      | 4.0000%  |  | $89.57             | $84.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5740 | 2053-12-01      | 7.5000%  |  | $51.94             | $56.80             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8576 | 2052-10-01      | 5.0000%  |  | $1321545.83        | $1313237.12        | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $28.51             | $25.40             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4571 | 2049-11-01      | 4.0000%  |  | $8638.26           | $8198.83           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0821 | 2045-07-01      | 3.0000%  |  | $79.64             | $71.69             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7508 | 2053-12-01      | 7.5000%  |  | $113.03            | $123.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6239 | 2053-01-01      | 5.5000%  |  | $105.99            | $107.42            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD1400 | 2052-08-01      | 4.0000%  |  | $224.22            | $211.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9991 | 2054-12-01      | 5.5000%  |  | $130.86            | $133.35            | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DJ8335 H     | 2075-05-20      | 6.7410%  |  | $133.58            | $142.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5672 | 2053-11-01      | 7.0000%  |  | $101.23            | $107.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC7453 | 2051-09-01      | 2.0000%  |  | $15211.27          | $12260.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  |  | $11169.60          | $11143.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CISB0206 | 2034-11-01      | 3.5000%  |  | $35.78             | $34.98             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6446 | 2055-08-01      | 6.0000%  |  | $141.63            | $146.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8100 | 2050-10-01      | 3.0000%  |  | $51.55             | $45.26             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  |  | $120.92            | $101.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  |  | $102.55            | $90.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6201 | 2053-05-01      | 6.0000%  |  | $237.36            | $244.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB7883 | 2054-07-01      | 6.5000%  |  | $135.64            | $144.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $109.07            | $87.39             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2185 | 2055-06-01      | 7.0000%  |  | $148.63            | $157.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2762 | 2055-04-01      | 6.5000%  |  | $147695.41         | $154594.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $131.17            | $134.61            | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC G18566 G | 2030-08-01      | 3.5000%  |  | $11.05             | $10.98             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8453 | 2054-01-01      | 7.5000%  |  | $125.51            | $135.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP7257 | 2050-07-01      | 2.0000%  |  | $207.87            | $167.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $22.73             | $20.85             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3947 | 2049-01-01      | 5.0000%  |  | $638785.49         | $645408.34         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN CR9629       | 2053-01-15      | 5.6700%  |  | $832221.64         | $842591.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $72.88             | $61.41             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $4.56              | $4.49              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $19.11             | $17.66             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  |  | $17.39             | $16.62             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $107.92            | $98.44             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  |  | $99.89             | $84.62             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  |  | $80.38             | $67.73             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA2579 | 2050-05-01      | 3.0000%  |  | $684.56            | $598.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9052 | 2054-11-01      | 5.0000%  |  | $143.31            | $142.30            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ6514 | 2054-10-01      | 5.5000%  |  | $130.08            | $131.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3452 | 2054-09-01      | 5.5000%  |  | $121.79            | $123.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8481 | 2054-01-01      | 7.5000%  |  | $111.15            | $121.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $108.69            | $117.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  |  | $115.13            | $124.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7763 | 2054-01-01      | 7.5000%  |  | $76.56             | $82.77             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $68.87             | $74.79             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH7179 | 2053-12-01      | 7.0000%  |  | $98.12             | $105.35            | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ4350 | 2030-07-01      | 4.7650%  |  | $4133.92           | $4234.22           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBW8677 | 2052-09-01      | 5.5000%  |  | $132.59            | $136.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTBV5983 | 2045-07-01      | 5.0000%  |  | $141.63            | $142.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBV5922 | 2055-08-01      | 6.0000%  |  | $142.76            | $146.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $81.34             | $88.61             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6081 | 2053-12-01      | 7.5000%  |  | $87.09             | $95.39             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $103.60            | $113.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6051 | 2053-12-01      | 7.5000%  |  | $100.34            | $110.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $280.29            | $262.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CISB1629 | 2040-09-01      | 5.0000%  |  | $145.03            | $147.82            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5076 | 2055-07-01      | 6.0000%  |  | $482.00            | $499.84            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF DJ2176 C     | 2055-06-20      | 6.0000%  |  | $148.57            | $153.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE5221 | 2055-08-01      | 6.0000%  |  | $106103.07         | $109825.45         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH9196 | 2054-01-01      | 7.0000%  |  | $100.21            | $107.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6831 | 2046-03-01      | 3.5000%  |  | $3745.78           | $3496.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1804 | 2051-10-01      | 2.0000%  |  | $5058.12           | $4069.79           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB9229 | 2054-08-01      | 6.0000%  |  | $118.86            | $123.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  |  | $104.46            | $95.38             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  |  | $24.30             | $22.96             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF1753 | 2052-10-01      | 5.0000%  |  | $12644.57          | $12631.42          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $29.87             | $26.76             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $106.27            | $85.21             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQX9774 | 2055-04-01      | 7.0000%  |  | $134.06            | $143.31            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC5352 | 2054-11-01      | 5.5000%  |  | $140.17            | $142.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6980 | 2055-04-01      | 5.5000%  |  | $140.82            | $143.72            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $138.62            | $137.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  |  | $91.37             | $83.91             | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8488 M     | 2052-12-20      | 4.0000%  |  | $119.28            | $112.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6279 | 2054-05-01      | 6.0000%  |  | $126.63            | $130.30            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF BV4695 C     | 2050-07-20      | 3.0000%  |  | $65.11             | $57.82             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  |  | $124.83            | $110.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7448 | 2054-01-01      | 7.5000%  |  | $115.01            | $123.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $4640.31           | $4493.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC0687 | 2054-11-01      | 6.0000%  |  | $280.98            | $293.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBC9492 | 2046-07-01      | 4.0000%  |  | $15682.21          | $14843.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  |  | $991.42            | $1040.28           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE9375 | 2055-09-01      | 6.0000%  |  | $141.63            | $145.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE2413 | 2055-05-01      | 6.5000%  |  | $141.41            | $148.12            | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA8154 M     | 2052-07-20      | 6.0000%  |  | $98.81             | $102.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH6108 | 2053-12-01      | 6.5000%  |  | $69.33             | $72.24             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $141.63            | $145.35            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQI5568 | 2054-05-01      | 5.5000%  |  | $129.26            | $130.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  |  | $121.30            | $101.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS9321 | 2032-03-01      | 2.5000%  |  | $31.58             | $30.42             | Agency Mortgage-Backed Securities  |
| FMAC FKAR 04.650 WNWN4056 | 2035-03-01      | 4.6500%  |  | $147.01            | $147.02            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $2636059.76        | $2604347.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7726 | 2054-12-01      | 5.0000%  |  | $141.48            | $140.26            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY2887 | 2055-05-01      | 6.5000%  |  | $286.85            | $299.40            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $114.98            | $124.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  |  | $210.82            | $217.00            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $108.03            | $95.60             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7753 | 2054-01-01      | 7.5000%  |  | $78.43             | $85.18             | Agency Mortgage-Backed Securities  |
| FNMA MNAR XX.XXX HXBZ3831 | 2032-06-01      | 4.4650%  |  | $162.31            | $164.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  |  | $229630.89         | $239660.38         | Agency Mortgage-Backed Securities  |
| GNMA GNHA AL DL4966 H     | 2075-07-20      | 6.7290%  |  | $141.63            | $150.94            | Agency Mortgage-Backed Securities  |
| GNMA GNHA RM DL1794 H     | 2075-07-20      | 5.7650%  |  | $141.63            | $147.77            | Agency Mortgage-Backed Securities  |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $67147.21          | $68048.52          | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $5022968.24        | $5156234.84        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $559711.16         | $520417.31         | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $14.16             | $13.67             | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  |  | $1017646.35        | $1002506.95        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $14.16             | $13.93             | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $14944216.03       | $13805718.64       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $571154.94         | $534229.12         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $1133061.37        | $1070368.02        | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $14.16             | $13.23             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $708140.34         | $672916.04         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE N 26      | 2026-07-31      | 1.8750%  |  | $3050375.54        | $2998755.81        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  |  | $3808185.84        | $3750918.46        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $21221960.09       | $20923580.71       | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE K 26      | 2026-04-30      | 2.3750%  |  | $2818412.45        | $2809765.85        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $22604.29          | $21898.33          | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $3454207.73        | $3377785.63        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55        | 2055-02-15      | 2.3750%  |  | $1302254.20        | $1242812.20        | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $56.65             | $51.79             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $14.16             | $14.29             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  |  | $14.16             | $11.45             | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $14.16             | $12.41             | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $84.98             | $48.44             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $510933.48         | $268231.24         | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $14.16             | $8.25              | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $14.16             | $10.48             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $14.16             | $10.91             | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $923716.74         | $909694.72         | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $14.16             | $14.14             | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $12.71             | $11.30             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $14.16             | $14.32             | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $146177.25         | $147259.57         | U.S. Treasuries (including strips) |
| USTR 4 NOTE M 32          | 2032-06-30      | 4.0000%  |  | $298940.34         | $302524.86         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $14.16             | $14.49             | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $14.16             | $14.44             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $858424.89         | $876401.31         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $42.49             | $43.96             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $14.16             | $14.77             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $14.16             | $14.56             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $849742.92         | $874412.81         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $1954492.27        | $1991723.22        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $1430500.43        | $1454913.63        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $741267.81         | $781142.79         | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $7081530.90        | $7211786.49        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $3187431.76        | $3343422.12        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $42.49             | $44.95             | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29         | 2029-10-31      | 4.0000%  |  | $1410289.70        | $1447377.74        | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $155.79            | $152.04            | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $1056793.13        | $1032596.77        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $566509.44         | $557602.36         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $733874.68         | $746654.68         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $2124307.73        | $1848985.28        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $14.16             | $14.59             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $5311.16           | $5423.66           | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $14.16             | $13.63             | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $42.49             | $42.21             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $14.16             | $14.65             | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $708154.51         | $686552.85         | U.S. Treasuries (including strips) |
| USTR 4  NOTE AK 26        | 2026-02-15      | 4.0000%  |  | $70.82             | $70.88             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $925642.92         | $967363.46         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $4453640.34        | $4522024.09        | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $28.33             | $29.34             | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26     | 2026-04-30      | 4.2934%  |  | $14.16             | $14.21             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $8214578.11        | $8424028.98        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $3328.33           | $3414.57           | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE T 28      | 2028-12-31      | 1.3750%  |  | $10055369.10       | $9376569.82        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $14.16             | $14.28             | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30      | 2030-11-30      | 4.3750%  |  | $548848.07         | $571218.13         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $2880177.68        | $2834267.65        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $269.10            | $267.37            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $2977733.05        | $3076093.23        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $14.16             | $14.47             | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $1364897.00        | $1404443.95        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $14.16             | $14.64             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $84.98             | $88.50             | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $1524996.57        | $1548393.33        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $14.16             | $14.27             | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $14.16             | $14.27             | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $141.63            | $144.82            | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $708097.85         | $745945.13         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $3540772.53        | $3712327.51        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $566509.44         | $588600.37         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $14.16             | $14.30             | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $9754757.51        | $9926574.78        | U.S. Treasuries (including strips) |

### Security 121: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.330%, 9/2/2025
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  |  | $182094460.92      | $187919890.66      | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $312786220.93      | $320735448.64      | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $7493893.33        | $7372718.02        | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  |  | $272415.00         | $268334.09         | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 30  | 2030-01-15      | 0.1250%  |  | $63819620.49       | $61223173.71       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $75710613.33       | $73797101.63       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  |  | $140792253.33      | $142256933.45      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  |  | $395062124.45      | $393466015.40      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $50352380.00       | $51142489.46       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $45392533.33       | $46562092.79       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  |  | $38520126.67       | $37840179.87       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  |  | $3585920.00        | $3415635.77        | U.S. Treasuries (including strips) |

### Security 122: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC, REPO,  4.330%, 9/2/2025
- **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.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $359717760.00      | $366431180.47      | U.S. Treasuries (including strips) |
| USTR 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  |  | $287355604.31      | $290952666.87      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  |  | $356833280.00      | $345965580.97      | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $215621000.00      | $220650589.68      | U.S. Treasuries (including strips) |

### Security 123: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.350%, 9/2/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $36040.54          | $30889.43          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  |  | $505914.13         | $444571.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $2520560.31        | $2552608.67        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4049 | 2053-07-01      | 6.5000%  |  | $725486.26         | $771844.51         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR1283 | 2051-01-01      | 2.0000%  |  | $17678.17          | $14124.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $68540654.46       | $57846766.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBP4740 | 2050-05-01      | 2.5000%  |  | $39547.10          | $33391.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  |  | $552518.31         | $596219.38         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $284457.88         | $275402.47         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2172 | 2054-03-01      | 5.5000%  |  | $17913970.19       | $18237008.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CIQN3769 | 2035-10-01      | 2.0000%  |  | $306454.65         | $282822.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $2581928.47        | $2563537.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CTZA2520 | 2038-08-01      | 4.0000%  |  | $128669.23         | $127128.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4979 | 2049-04-01      | 4.5000%  |  | $1533109.08        | $1517080.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  |  | $11299747.21       | $10483930.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $152760.49         | $139351.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $1793724.88        | $1448421.28        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC J39687 G | 2033-10-01      | 4.0000%  |  | $318178.39         | $320545.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  |  | $2668994.41        | $2705270.79        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQG7214 | 2053-07-01      | 4.5000%  |  | $1634138.41        | $1580419.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM2005 | 2047-12-01      | 4.0000%  |  | $29999.87          | $28664.46          | Agency Mortgage-Backed Securities |

### Security 124: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.340%, 9/2/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.000 CL890858 | 2048-06-01      | 4.0000%  |  | $11011.20          | $10521.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCC0726 | 2055-07-01      | 6.0000%  |  | $1779366.38        | $1836540.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM0016 | 2046-01-01      | 4.0000%  |  | $59026.29          | $57653.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIFA2587 | 2040-08-01      | 5.0000%  |  | $87385.00          | $88689.39          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA0554 | 2055-01-01      | 5.5000%  |  | $758449.64         | $771217.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8717 | 2054-06-01      | 6.5000%  |  | $1663485.76        | $1764849.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1522072.51        | $1481585.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4851 | 2052-10-01      | 4.5000%  |  | $345780.73         | $334027.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5270 | 2052-12-01      | 5.0000%  |  | $11478.70          | $11548.25          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8935 | 2051-02-01      | 2.0000%  |  | $4111718.44        | $3301732.75        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7682 | 2050-11-01      | 2.0000%  |  | $1628785.47        | $1309956.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  |  | $27810.68          | $23553.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBY5588 | 2053-08-01      | 4.5000%  |  | $274213.53         | $265847.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8969 | 2053-06-01      | 6.0000%  |  | $67906.24          | $70217.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW0282 | 2052-07-01      | 4.5000%  |  | $477680.54         | $462061.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBR3771 | 2051-04-01      | 2.0000%  |  | $30922.40          | $24709.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP5140 | 2050-04-01      | 4.0000%  |  | $53680.88          | $51471.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $921768.05         | $882959.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIBM4730 | 2032-05-01      | 2.5000%  |  | $8257.11           | $7999.85           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CIBJ2716 | 2033-04-01      | 4.0000%  |  | $11166.23          | $11188.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE8267 | 2055-09-01      | 5.5000%  |  | $406485.92         | $412638.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE3513 | 2055-07-01      | 6.0000%  |  | $160943.58         | $168009.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE0999 | 2055-06-01      | 6.0000%  |  | $398077.66         | $410883.28         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD8125 | 2055-05-01      | 5.5000%  |  | $564644.59         | $573431.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6275 | 2054-08-01      | 5.5000%  |  | $262955.04         | $265714.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS4627 | 2045-03-01      | 3.5000%  |  | $455498.88         | $426566.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAR8593 | 2043-06-01      | 3.5000%  |  | $1063425.96        | $1003385.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ9282 | 2054-11-01      | 5.5000%  |  | $2790910.85        | $2833111.59        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $2447483.49        | $2364293.53        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD6167 | 2054-08-01      | 7.0000%  |  | $2034399.05        | $2174848.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6039 | 2054-08-01      | 6.0000%  |  | $1582077.72        | $1625816.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  |  | $18683186.26       | $18536614.59       | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.000 CISB1627 | 2036-10-01      | 1.0000%  |  | $82559.17          | $73699.06          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCA7372 | 2050-10-01      | 2.5000%  |  | $4592503.20        | $3882113.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM2885 | 2047-03-01      | 4.5000%  |  | $7093.97           | $6919.79           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8372 | 2053-11-01      | 5.5000%  |  | $239692.25         | $242567.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB0671 | 2051-06-01      | 2.5000%  |  | $409957.69         | $349851.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8819 | 2053-04-01      | 5.5000%  |  | $20117.60          | $20444.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBM3967 | 2046-11-01      | 4.0000%  |  | $5420.65           | $5243.11           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7139 | 2052-07-01      | 5.0000%  |  | $177239.03         | $176433.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE1502 | 2055-06-01      | 6.5000%  |  | $86023.80          | $91141.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCC0391 | 2055-05-01      | 5.5000%  |  | $349603.88         | $358444.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $760099.80         | $751132.90         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL4936 | 2043-02-01      | 3.5000%  |  | $3501.03           | $3295.03           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $870994.91         | $882034.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE4991 | 2055-07-01      | 6.0000%  |  | $209460.75         | $215188.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2991 | 2055-06-01      | 6.0000%  |  | $358731.43         | $372454.22         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  |  | $5431.41           | $5388.80           | Agency Mortgage-Backed Securities |

### Security 125: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.340%, 9/2/2025
- **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: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLCA7632 | 2050-11-01      | 2.0000%  |  | $33451403.42       | $27046715.96       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP5570 | 2050-06-01      | 2.5000%  |  | $23613126.30       | $19928945.98       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBJ3149 | 2032-11-01      | 3.0000%  |  | $89284.49          | $86593.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2099 | 2055-06-01      | 6.0000%  |  | $351600.32         | $360870.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0048 | 2055-06-01      | 6.0000%  |  | $2212545.74        | $2300537.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  |  | $5993.78           | $6057.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDA5951 | 2054-01-01      | 6.5000%  |  | $2609275.59        | $2758663.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDA1039 | 2053-10-01      | 5.0000%  |  | $86185.51          | $85478.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8792 | 2047-02-01      | 3.0000%  |  | $35096.09          | $31576.07          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CIRC1785 | 2035-12-01      | 4.0000%  |  | $433594.17         | $431957.84         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  |  | $4548337.53        | $4157363.45        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $5543.87           | $5790.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1782 | 2052-10-01      | 5.5000%  |  | $585801.36         | $600157.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS8686 | 2033-02-01      | 3.0000%  |  | $172069.73         | $168020.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0523 | 2054-12-01      | 5.0000%  |  | $10524.18          | $10578.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $77691.27          | $77277.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $199598.54         | $194968.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2610 | 2036-05-01      | 3.0000%  |  | $160208.54         | $152696.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  |  | $48710.45          | $44326.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7240 | 2053-10-01      | 6.0000%  |  | $401088.58         | $413174.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $221581.19         | $204357.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD1040 | 2055-02-01      | 6.0000%  |  | $208974.79         | $214739.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CIZS6785 | 2028-08-01      | 3.5000%  |  | $180242.14         | $178946.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4249 | 2053-11-01      | 6.0000%  |  | $39306.07          | $40928.49          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  |  | $36941.43          | $37531.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  |  | $289653.67         | $277346.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7847 | 2054-02-01      | 6.0000%  |  | $6124.71           | $6333.16           | Agency Mortgage-Backed Securities  |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $7500400.00        | $7718928.72        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $8734100.00        | $8959138.10        | U.S. Treasuries (including strips) |

### Security 126: HSBC Securities (USA), Inc.

- **C.1 - Title:** HSBC Securities (USA), Inc., REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 643996002, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-2; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $38010657.14       | $38990019.17       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  |  | $22817719.05       | $23221060.54       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AT 25 | 2025-10-15      | 4.2500%  |  | $39290428.57       | $39916260.27       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  |  | $38473757.14       | $37494371.68       | U.S. Treasuries (including strips) |
| USTR 5 BOND 45        | 2045-05-15      | 5.0000%  |  | $83011238.10       | $85499348.38       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $271274666.67      | $243211759.50      | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $5572338.10        | $3480986.61        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $86456123.81       | $89186226.82       | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNAR WB 787977 M     | 2052-06-20      | 2.0830%  |  | $17882310.90       | $17059816.00       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $31340591.01       | $31868202.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $999.00            | $1009.16           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ2205 | 2055-09-01      | 6.0000%  |  | $1040.00           | $1074.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $5821.77           | $6100.09           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  |  | $7435293.51        | $7891705.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  |  | $5670.66           | $5804.63           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $574613.27         | $538786.83         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  |  | $11710416.08       | $11345367.28       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6929 | 2053-08-01      | 6.5000%  |  | $11262096.47       | $11971423.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB5086 | 2052-11-01      | 5.0000%  |  | $19369929.64       | $19607325.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  |  | $766648.32         | $765909.96         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4162 | 2035-06-01      | 5.0500%  |  | $22969055.80       | $23806203.88       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ4047 | 2035-06-01      | 4.8900%  |  | $20100000.00       | $20505202.59       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3742 | 2035-05-01      | 4.3200%  |  | $13520000.00       | $13249275.52       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3739 | 2035-05-01      | 4.6000%  |  | $10975697.15       | $11024832.91       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ2842 | 2035-02-01      | 5.0400%  |  | $12447459.25       | $12926387.69       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3550 | 2035-05-01      | 4.4800%  |  | $15897000.00       | $15801370.71       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3544 | 2035-04-01      | 5.0100%  |  | $21913004.74       | $22597209.10       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3484 | 2035-05-01      | 4.6700%  |  | $106360000.00      | $107492119.45      | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ1826 | 2034-09-01      | 4.5700%  |  | $13457000.00       | $13503096.20       | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0960 | 2034-05-01      | 4.8800%  |  | $8438000.00        | $8648515.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  |  | $719871.49         | $715551.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX6386 | 2053-02-01      | 6.0000%  |  | $7311823.78        | $7535014.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6181 | 2053-02-01      | 5.5000%  |  | $871790.62         | $885732.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  |  | $2897.83           | $2978.98           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  |  | $910992.55         | $935485.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4004 | 2053-06-01      | 6.0000%  |  | $7576095.48        | $7921934.14        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBS7978 | 2033-05-01      | 4.6200%  |  | $50000000.00       | $50722466.65       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  |  | $559973.15         | $516234.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  |  | $595090.94         | $585992.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  |  | $523.35            | $519.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA4782 | 2046-01-01      | 4.0000%  |  | $1350897.52        | $1296714.52        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  |  | $1847339.14        | $1889757.33        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  |  | $27.90             | $26.68             | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAU0304 | 2043-07-01      | 4.0000%  |  | $706071.83         | $680326.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQI5174 | 2054-05-01      | 6.5000%  |  | $1574.93           | $1670.59           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  |  | $1315866.39        | $1380768.28        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG4599 | 2053-06-01      | 6.0000%  |  | $4869.83           | $5073.05           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  |  | $812705.37         | $836527.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9584 | 2052-09-01      | 5.0000%  |  | $1682.93           | $1680.89           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE3671 | 2052-06-01      | 5.0000%  |  | $3222.85           | $3240.87           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $15318.47          | $14692.97          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  |  | $756.57            | $749.80            | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $47.76             | $48.63             | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $18.84             | $19.18             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  |  | $28022593.53       | $29033275.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  |  | $1293437.42        | $1309249.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA3346 | 2049-04-01      | 4.5000%  |  | $4199238.69        | $4123803.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  |  | $1207.05           | $1196.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  |  | $1056495.46        | $1094426.47        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ0585 | 2034-04-01      | 4.5700%  |  | $10000000.00       | $10068044.44       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  |  | $4484.70           | $4687.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  |  | $674549.95         | $668514.08         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC G07346 G | 2043-04-01      | 3.5000%  |  | $3766487.43        | $3558235.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  |  | $789766.38         | $823542.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879509 | 2036-03-01      | 6.0000%  |  | $226636.23         | $237126.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  |  | $359684.06         | $379370.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  |  | $498288.97         | $464824.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBW5088 | 2053-01-01      | 6.5000%  |  | $1611414.06        | $1715729.85        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  |  | $1151871.19        | $1168750.58        | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HYBZ3216 | 2035-03-01      | 5.0900%  |  | $13683000.00       | $14187901.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  |  | $836089.95         | $842428.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSL1704 | 2055-05-01      | 6.0000%  |  | $6894164.91        | $7147109.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  |  | $1321860.09        | $1330582.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFA2212 | 2055-07-01      | 5.5000%  |  | $26354279.82       | $26622376.06       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8746 | 2052-08-01      | 5.0000%  |  | $766450.53         | $772657.16         | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3233 | 2032-03-01      | 4.6600%  |  | $9771000.00        | $9959213.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  |  | $735145.71         | $686826.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  |  | $671.26            | $620.62            | Agency Mortgage-Backed Securities |
| FNMA MNAR XX.XXX HXBZ3549 | 2032-04-01      | 4.9200%  |  | $20853000.00       | $21601824.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $6571.09           | $5827.98           | Agency Mortgage-Backed Securities |

### Security 128: Fixed Income Clearing Corporation ("FICC") - BNYM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNYM, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 857449004, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  |  | $14471.78          | $13985.05          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW1850 | 2053-02-01      | 5.5000%  |  | $957757.04         | $985096.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  |  | $1058742.96        | $1064988.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  |  | $197148.08         | $199348.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  |  | $669273.45         | $611658.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  |  | $8642.35           | $8659.47           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV7331 | 2052-07-01      | 5.0000%  |  | $530865.07         | $527700.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  |  | $25225.37          | $24119.27          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4967 | 2049-04-01      | 4.5000%  |  | $138680.88         | $136046.78         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC N31136 G | 2034-09-01      | 5.5000%  |  | $797.75            | $812.21            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1372 | 2043-03-01      | 3.5000%  |  | $1565560.18        | $1463301.27        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17383 G | 2043-04-01      | 4.0000%  |  | $10467.65          | $10190.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  |  | $17092196.76       | $17570584.56       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3186 | 2049-02-01      | 4.5000%  |  | $384682.27         | $379389.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAV8875 | 2044-12-01      | 4.0000%  |  | $634879.12         | $612393.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAT2780 | 2043-04-01      | 4.0000%  |  | $151537.70         | $144048.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  |  | $470383.06         | $442414.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAS7969 | 2046-09-01      | 3.5000%  |  | $1007543.22        | $934180.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CRAS5038 | 2045-05-01      | 4.0000%  |  | $7572.16           | $7247.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  |  | $224421.00         | $213999.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO8046 | 2042-07-01      | 3.5000%  |  | $79.86             | $75.45             | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  |  | $358424.31         | $338328.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLAL6324 | 2036-12-01      | 6.5000%  |  | $96173.96          | $100101.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAI6963 | 2041-07-01      | 4.5000%  |  | $133828.81         | $134299.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CNRD5259 | 2035-09-01      | 4.5000%  |  | $8000.00           | $8068.96           | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6255 | 2051-11-01      | 2.5000%  |  | $526774.28         | $450774.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  |  | $4942.17           | $5086.39           | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q51218 G | 2047-10-01      | 4.0000%  |  | $970832.97         | $932193.92         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  |  | $9522.97           | $9134.12           | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  |  | $96448.09          | $97349.97          | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q63560 G | 2049-05-01      | 3.5000%  |  | $1147080.18        | $1059292.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  |  | $1452880.46        | $1454289.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBU6230 | 2052-01-01      | 3.0000%  |  | $1195523.88        | $1051640.59        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  |  | $5768465.88        | $6122497.15        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  |  | $4757047.00        | $4766270.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  |  | $469927.88         | $412874.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP3617 | 2050-06-01      | 3.5000%  |  | $492166.05         | $452085.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  |  | $260496.71         | $238816.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  |  | $6840.63           | $6339.64           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  |  | $938682.30         | $868225.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  |  | $814393.32         | $755791.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  |  | $154587.64         | $142525.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO2375 | 2049-11-01      | 4.0000%  |  | $132409.21         | $126435.59         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  |  | $2722742.50        | $2608763.36        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  |  | $19642.35          | $18809.91          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  |  | $261453.50         | $250561.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9991 | 2049-12-01      | 3.5000%  |  | $540604.88         | $498523.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  |  | $549028.51         | $485615.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  |  | $331619.43         | $306717.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  |  | $726113.19         | $678002.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  |  | $7919.04           | $7327.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8244 | 2049-11-01      | 3.5000%  |  | $152584.64         | $140682.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO7794 | 2049-12-01      | 3.5000%  |  | $438628.64         | $404449.04         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  |  | $381770.84         | $370733.50         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q16986 G | 2043-04-01      | 4.0000%  |  | $770186.65         | $749128.29         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q17688 G | 2043-04-01      | 4.0000%  |  | $72643.78          | $69848.67          | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  |  | $596996.37         | $584367.58         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  |  | $238201.49         | $231713.14         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q05155 G | 2041-12-01      | 4.0000%  |  | $658563.94         | $643746.98         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  |  | $631452.26         | $617116.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  |  | $57197.21          | $57507.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL879495 | 2036-02-01      | 6.0000%  |  | $271701.61         | $285309.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL881723 | 2036-03-01      | 6.0000%  |  | $243114.05         | $251935.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  |  | $965.62            | $994.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL869016 | 2036-05-01      | 6.0000%  |  | $95760.88          | $99412.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  |  | $62355.46          | $61970.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  |  | $32960.67          | $34573.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  |  | $377154.50         | $368437.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  |  | $809.34            | $820.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  |  | $40607043.92       | $42395527.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  |  | $133920.60         | $136736.22         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC L10154 G | 2034-01-01      | 5.5000%  |  | $19.72             | $20.08             | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51367 G | 2036-11-01      | 6.0000%  |  | $714405.35         | $734701.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  |  | $29521522.84       | $30568228.12       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6203 | 2049-05-01      | 4.5000%  |  | $346456.25         | $341470.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5053 | 2049-04-01      | 4.5000%  |  | $389684.83         | $380999.92         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN5010 | 2049-04-01      | 4.5000%  |  | $55572.46          | $55142.22          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4978 | 2049-04-01      | 4.5000%  |  | $70277.97          | $69649.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4860 | 2049-03-01      | 4.5000%  |  | $257519.52         | $252084.57         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  |  | $589568.12         | $578335.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP943997 | 2037-08-01      | 6.5000%  |  | $191353.39         | $195388.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  |  | $75468.61          | $76801.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  |  | $530222.40         | $565034.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  |  | $286680.84         | $291258.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  |  | $135839.92         | $137576.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  |  | $161544.90         | $164934.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  |  | $258928.59         | $266488.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  |  | $147540.28         | $150347.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  |  | $593657.80         | $632431.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  |  | $144667.94         | $144670.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  |  | $88655.74          | $89504.42          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  |  | $207591.80         | $211892.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  |  | $812.83            | $844.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  |  | $902.74            | $913.38            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  |  | $77342182.92       | $80534533.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $69328280.37       | $70238198.66       | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  |  | $59150.04          | $59711.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6870 | 2053-08-01      | 5.5000%  |  | $847.61            | $858.04            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  |  | $30542715.51       | $29596868.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  |  | $60148355.09       | $60906090.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  |  | $42165249.31       | $44324597.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  |  | $9702.02           | $9210.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  |  | $37483797.84       | $39726886.63       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  |  | $35743547.03       | $37324897.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  |  | $806.85            | $831.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  |  | $1737216.03        | $1787254.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  |  | $76173867.40       | $77824690.54       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  |  | $74155583.06       | $75865965.12       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  |  | $1059925.51        | $976115.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1723 | 2036-09-01      | 2.0000%  |  | $2402823.43        | $2212823.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  |  | $83963.91          | $89656.04          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  |  | $212874.32         | $221013.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  |  | $89667.00          | $90845.91          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  |  | $226155.02         | $229733.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS9426 | 2054-10-01      | 5.0000%  |  | $6715469.32        | $6653008.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  |  | $2391934.88        | $2424565.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLFS8837 | 2054-07-01      | 7.5000%  |  | $686.06            | $741.73            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  |  | $63354955.62       | $64894657.04       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  |  | $7096.15           | $7526.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  |  | $57164154.39       | $57475006.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  |  | $838623.81         | $891257.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY4515 | 2053-08-01      | 6.5000%  |  | $939553.60         | $998515.81         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q02755 G | 2041-08-01      | 4.0000%  |  | $815753.35         | $797401.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  |  | $335442.97         | $356033.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  |  | $7966.88           | $8034.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  |  | $1192326.77        | $1198716.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  |  | $1038105.05        | $1065069.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  |  | $6305.86           | $6469.62           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  |  | $8012432.41        | $8323248.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7543 | 2051-08-01      | 2.5000%  |  | $45560173.58       | $38697555.98       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  |  | $24683796.66       | $25276103.57       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZA3576 | 2042-06-01      | 4.0000%  |  | $1039718.16        | $1022877.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6096 | 2049-05-01      | 4.5000%  |  | $71689.88          | $71048.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7315 | 2053-07-01      | 6.5000%  |  | $538668.70         | $571861.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  |  | $7594.83           | $7809.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  |  | $736727.04         | $757383.97         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  |  | $1154724.82        | $1181906.78        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  |  | $7349.17           | $7682.97           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  |  | $187177.06         | $199673.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY2209 | 2053-08-01      | 6.0000%  |  | $8974.43           | $9358.58           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  |  | $11724.75          | $12446.66          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  |  | $885906.30         | $943908.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  |  | $552973.58         | $572826.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  |  | $662801.33         | $678708.41         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  |  | $999.00            | $1009.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  |  | $956735.60         | $931054.90         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  |  | $4179441.92        | $4334201.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAD0223 | 2039-05-01      | 6.0000%  |  | $560521.38         | $591088.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  |  | $199221.49         | $206600.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  |  | $211899.31         | $196473.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB6825 | 2042-11-01      | 3.5000%  |  | $2705340.27        | $2546991.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  |  | $6924202.94        | $6540409.76        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  |  | $270743.72         | $255792.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  |  | $1313831.55        | $1237421.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  |  | $1033850.76        | $1103975.37        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  |  | $1231228.60        | $1302351.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  |  | $998937.43         | $1027621.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  |  | $340093.13         | $346012.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  |  | $375177.01         | $394084.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  |  | $144964.21         | $145152.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  |  | $202024.68         | $205521.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  |  | $21227487.35       | $21993092.07       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  |  | $777011.17         | $795367.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  |  | $14489.15          | $14894.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  |  | $11429.30          | $11746.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  |  | $504764.03         | $513644.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  |  | $1740057.98        | $1767369.54        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6549 | 2055-08-01      | 6.0000%  |  | $25099524.28       | $25993887.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  |  | $501974.23         | $465386.44         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  |  | $398922.77         | $395354.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3160 | 2049-02-01      | 4.5000%  |  | $376191.74         | $373280.01         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  |  | $841786.17         | $863116.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  |  | $789203.37         | $790842.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  |  | $10832.29          | $11210.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  |  | $909022.84         | $918550.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7909 | 2052-08-01      | 5.0000%  |  | $1127469.23        | $1127162.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  |  | $11017.67          | $11676.18          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8832 | 2054-07-01      | 5.5000%  |  | $41762827.64       | $42877342.95       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  |  | $1540809.02        | $1586213.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8925 | 2051-02-01      | 2.0000%  |  | $77021686.46       | $62576003.90       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  |  | $2394.96           | $2435.28           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  |  | $32522103.43       | $34431591.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $802.15            | $838.96            | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  |  | $300365.20         | $295276.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  |  | $983295.74         | $908795.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7934 | 2052-08-01      | 5.0000%  |  | $706520.08         | $708787.23         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  |  | $733792.08         | $737516.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5334 | 2045-02-01      | 5.5000%  |  | $933673.57         | $951483.19         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  |  | $795.37            | $804.86            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  |  | $19679278.66       | $17393537.00       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  |  | $5186851.30        | $4787912.71        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA5803 | 2051-09-01      | 4.0000%  |  | $6095542.63        | $5742769.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $765.45            | $708.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  |  | $736.95            | $757.56            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  |  | $778535.62         | $827566.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  |  | $541860.05         | $533349.59         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN1642 | 2048-11-01      | 4.5000%  |  | $43056764.98       | $42514034.46       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  |  | $446346.04         | $442488.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  |  | $822300.17         | $814945.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB9453 | 2054-11-01      | 4.5000%  |  | $20779763.67       | $20131996.09       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6107 | 2053-04-01      | 6.5000%  |  | $680.38            | $712.91            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAL4769 | 2044-01-01      | 5.0000%  |  | $483254.36         | $491442.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  |  | $71348.17          | $71548.30          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  |  | $1476946.35        | $1465294.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  |  | $734924.87         | $782096.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  |  | $6858.62           | $6379.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  |  | $558625.55         | $591624.43         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q63957 G | 2049-05-01      | 4.5000%  |  | $458464.54         | $451074.09         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1890 | 2052-11-01      | 4.5000%  |  | $38323049.01       | $37349260.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  |  | $834.15            | $725.75            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  |  | $10328.53          | $10772.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  |  | $853.52            | $867.54            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  |  | $822080.09         | $769518.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6360 | 2052-08-01      | 5.0000%  |  | $1774470.77        | $1786600.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  |  | $741981.95         | $763163.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  |  | $883601.61         | $779400.54         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8754 | 2054-06-01      | 5.5000%  |  | $33840767.47       | $34300723.67       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  |  | $10380009.91       | $10558709.86       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8727 | 2051-01-01      | 2.0000%  |  | $88187980.35       | $71302588.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  |  | $891.02            | $797.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7555 | 2050-11-01      | 2.0000%  |  | $100046542.46      | $80767629.35       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7352 | 2053-09-01      | 6.5000%  |  | $923993.11         | $983039.56         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  |  | $71653537.57       | $58058608.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  |  | $544922.81         | $543692.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  |  | $782.13            | $815.61            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  |  | $568485.06         | $572893.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  |  | $10923408.28       | $10831508.44       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  |  | $1172266.28        | $1166695.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  |  | $67558051.63       | $68858596.68       | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q62796 G | 2049-04-01      | 4.0000%  |  | $619110.21         | $592933.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4740 | 2049-04-01      | 4.5000%  |  | $607323.59         | $600119.52         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBP1033 | 2050-01-01      | 4.0000%  |  | $288322.68         | $274988.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW4827 | 2052-07-01      | 5.0000%  |  | $1075227.18        | $1071780.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  |  | $24278364.17       | $25372482.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS6339 | 2053-11-01      | 6.0000%  |  | $14312712.14       | $14711645.60       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  |  | $6347.15           | $6309.06           | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  |  | $827.81            | $660.46            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4813 | 2052-10-01      | 5.0000%  |  | $57402972.67       | $57165605.01       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  |  | $10175.56          | $10611.16          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  |  | $16846.57          | $16635.41          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  |  | $652.83            | $681.24            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  |  | $1071946.38        | $1141670.54        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN6326 | 2049-05-01      | 4.5000%  |  | $578659.41         | $566446.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4987 | 2054-11-01      | 5.0000%  |  | $5117678.83        | $5106020.19        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE9483 | 2052-09-01      | 5.0000%  |  | $1814085.54        | $1814301.21        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3183 | 2049-02-01      | 4.5000%  |  | $584664.00         | $577649.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN3205 | 2049-02-01      | 4.5000%  |  | $480242.27         | $471441.83         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN1509 | 2048-11-01      | 4.5000%  |  | $513434.72         | $508195.63         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0565 | 2042-12-01      | 4.0000%  |  | $207401.75         | $203461.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 3VZN0495 | 2042-10-01      | 4.0000%  |  | $365197.69         | $353384.32         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM8410 | 2048-09-01      | 4.5000%  |  | $156775.30         | $153602.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7829 | 2048-08-01      | 4.5000%  |  | $381976.43         | $378558.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7301 | 2048-07-01      | 4.5000%  |  | $483154.00         | $479412.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  |  | $414689.66         | $443805.20         | Agency Mortgage-Backed Securities |
| FMAC 06.000 FGPC P51364 G | 2036-12-01      | 6.0000%  |  | $410831.33         | $423348.81         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51366 G | 2036-11-01      | 5.5000%  |  | $1281057.80        | $1307585.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  |  | $481975.09         | $450027.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  |  | $232829.09         | $188714.16         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $4872826.09        | $4321774.42        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  |  | $12782725.08       | $12415093.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB6066 | 2053-04-01      | 5.0000%  |  | $77485095.01       | $77404501.91       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $833.87            | $869.84            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  |  | $813.41            | $833.31            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5227 | 2052-11-01      | 5.5000%  |  | $37123010.85       | $37671903.45       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $810.79            | $830.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  |  | $738.37            | $773.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  |  | $803.13            | $828.85            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  |  | $725.43            | $680.65            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  |  | $701023.07         | $744428.00         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBY9470 | 2053-09-01      | 7.0000%  |  | $268673.59         | $290916.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY9013 | 2053-08-01      | 6.0000%  |  | $9766.18           | $10186.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  |  | $1077055.50        | $1102139.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  |  | $763588.07         | $782936.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  |  | $885895.71         | $914478.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  |  | $1029623.63        | $1059049.01        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  |  | $1563160.24        | $1605027.40        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  |  | $971479.90         | $982833.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  |  | $705487.82         | $724003.89         | Agency Mortgage-Backed Securities |
| FMAC 05.500 FGPC P51363 G | 2036-09-01      | 5.5000%  |  | $289759.30         | $293170.28         | Agency Mortgage-Backed Securities |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $49.74             | $49.98             | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  |  | $44650.60          | $46090.30          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  |  | $937.12            | $964.18            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  |  | $111556681.72      | $113768491.28      | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  |  | $12387.42          | $12039.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  |  | $279114.19         | $270888.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  |  | $10023.18          | $9955.81           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  |  | $961568.49         | $963177.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  |  | $9779.14           | $10039.28          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX2070 | 2052-11-01      | 6.0000%  |  | $452015.54         | $469674.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  |  | $258625.31         | $255473.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  |  | $514990.92         | $508715.24         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  |  | $236340.11         | $233004.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN9632 | 2049-04-01      | 4.5000%  |  | $427705.49         | $419933.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8539 | 2049-04-01      | 4.5000%  |  | $319930.24         | $315626.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8279 | 2049-05-01      | 4.5000%  |  | $276833.88         | $273514.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  |  | $299174.98         | $293430.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  |  | $550506.04         | $540163.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6949 | 2049-02-01      | 4.5000%  |  | $401307.02         | $397717.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  |  | $5788.00           | $5705.72           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  |  | $454522.25         | $460015.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  |  | $47765.80          | $47297.22          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  |  | $29249623.08       | $27221109.72       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  |  | $21121.19          | $20957.65          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  |  | $304712.96         | $302353.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  |  | $835.76            | $808.87            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  |  | $52154.42          | $41755.74          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  |  | $478100.71         | $505237.01         | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  |  | $138021.33         | $132386.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  |  | $92.44             | $96.86             | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8679 | 2054-06-01      | 5.5000%  |  | $1542873.09        | $1578016.31        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  |  | $71590056.25       | $72716796.25       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  |  | $25975394.18       | $26999283.62       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  |  | $37443959.60       | $39307304.18       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  |  | $56899247.01       | $59834881.49       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  |  | $7745.31           | $7886.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8870 | 2054-07-01      | 6.5000%  |  | $1520968.62        | $1597049.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  |  | $880.35            | $895.64            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $8643.89           | $8940.76           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  |  | $74256034.17       | $72304511.34       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  |  | $717.29            | $736.23            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  |  | $36733397.36       | $35587205.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2803 | 2052-02-01      | 2.0000%  |  | $146455.74         | $117836.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  |  | $802.24            | $698.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2099 | 2051-11-01      | 3.0000%  |  | $14025356.02       | $12203088.26       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2670 | 2052-01-01      | 3.0000%  |  | $847.72            | $737.58            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $726.08            | $607.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  |  | $655.65            | $606.19            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $807.05            | $703.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CICB0339 | 2036-05-01      | 2.5000%  |  | $78406875.71       | $73855234.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8821 | 2051-02-01      | 2.0000%  |  | $93184730.64       | $74827204.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8683 | 2051-01-01      | 2.0000%  |  | $80316751.73       | $65053641.83       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $111516503.17      | $90048857.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  |  | $17442454.66       | $14009946.27       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  |  | $929.78            | $957.48            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAC6616 | 2039-11-01      | 5.5000%  |  | $610447.42         | $633051.55         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  |  | $1399803.63        | $1351352.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8799 | 2051-02-01      | 2.0000%  |  | $75018667.98       | $60762237.05       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  |  | $624.51            | $556.33            | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  |  | $689957.94         | $690785.89         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  |  | $80903244.06       | $83313486.56       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  |  | $7383.05           | $7721.25           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  |  | $6610.81           | $6128.17           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  |  | $841.77            | $860.34            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  |  | $576736.20         | $535240.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  |  | $562094.26         | $563671.49         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  |  | $38151209.42       | $37833214.85       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  |  | $532319.27         | $526177.37         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q02402 G | 2041-07-01      | 4.5000%  |  | $2297164.96        | $2306431.73        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q03209 G | 2041-09-01      | 4.0000%  |  | $394925.59         | $384413.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  |  | $81552.40          | $78164.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  |  | $164005.97         | $166144.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBX8918 | 2053-05-01      | 6.0000%  |  | $914057.14         | $950237.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY9748 | 2053-09-01      | 6.5000%  |  | $531855.51         | $563600.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  |  | $6168.00           | $6338.33           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  |  | $239508.35         | $242175.25         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  |  | $1073010.78        | $1060699.05        | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q06248 G | 2042-02-01      | 3.5000%  |  | $977075.27         | $924870.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  |  | $831.29            | $853.77            | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  |  | $84437793.55       | $85594065.95       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZN4710 | 2049-04-01      | 4.5000%  |  | $503382.81         | $493642.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  |  | $92870993.68       | $74057703.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  |  | $80353874.56       | $64886119.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  |  | $72928767.00       | $58584740.08       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  |  | $66563315.02       | $53499036.76       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCA7430 | 2040-10-01      | 2.5000%  |  | $293153.61         | $266126.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB5308 | 2052-12-01      | 6.0000%  |  | $678.79            | $698.01            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  |  | $747954.20         | $792345.70         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7892 | 2052-08-01      | 5.0000%  |  | $15098.44          | $15180.54          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAB6282 | 2042-09-01      | 3.5000%  |  | $422386.00         | $397664.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA7623 | 2054-05-01      | 6.5000%  |  | $1925427.55        | $2038175.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  |  | $954747.32         | $968775.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  |  | $8004180.64        | $7966151.89        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  |  | $316657.90         | $318978.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  |  | $242112.17         | $223930.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  |  | $898.60            | $870.53            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS8931 | 2052-03-01      | 2.5000%  |  | $1057845.67        | $893214.67         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  |  | $247996.22         | $246453.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  |  | $315598.40         | $291962.04         | Agency Mortgage-Backed Securities |
| FMAC 03.500 FGPC Q15748 G | 2043-02-01      | 3.5000%  |  | $146131.72         | $137523.58         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZM7413 | 2048-07-01      | 4.5000%  |  | $174469.05         | $172887.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  |  | $2076652.23        | $1761145.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  |  | $15372.11          | $16398.41          | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC Q62386 G | 2049-04-01      | 4.5000%  |  | $332706.92         | $325016.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8415 | 2052-09-01      | 5.0000%  |  | $978161.14         | $984697.10         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  |  | $33689540.42       | $27239191.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  |  | $108191604.44      | $87364131.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA7015 | 2050-09-01      | 2.0000%  |  | $109100937.80      | $88054991.16       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  |  | $2494947.23        | $2015402.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  |  | $926261.43         | $884059.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1844 | 2052-12-01      | 5.5000%  |  | $837929.68         | $864847.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  |  | $7080.85           | $7262.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX1360 | 2052-11-01      | 5.5000%  |  | $3298869.72        | $3383448.70        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  |  | $266701.65         | $265972.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  |  | $9495.23           | $9612.16           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  |  | $7239.73           | $7298.36           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  |  | $1029641.26        | $1024236.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  |  | $422971.70         | $422374.42         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  |  | $988222.92         | $991904.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  |  | $8489.32           | $8287.82           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  |  | $6899.82           | $6921.00           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  |  | $5651611.53        | $5629507.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8410 | 2052-09-01      | 5.0000%  |  | $603431.00         | $610760.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  |  | $10587.23          | $10627.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  |  | $959798.95         | $964424.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7935 | 2052-08-01      | 5.0000%  |  | $1452019.60        | $1455520.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  |  | $336065.41         | $326909.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  |  | $9390.63           | $9403.07           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBC9002 | 2046-11-01      | 3.5000%  |  | $1735418.25        | $1607577.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  |  | $90863479.44       | $79171399.15       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  |  | $350473.04         | $327636.29         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  |  | $2392207.73        | $2229889.79        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  |  | $1000.00           | $1049.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  |  | $26466929.10       | $27174301.90       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  |  | $454412.19         | $479611.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP880456 | 2036-04-01      | 6.0000%  |  | $137732.83         | $139966.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  |  | $182090.66         | $182859.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880307 | 2036-04-01      | 6.0000%  |  | $112254.26         | $116980.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 NP878451 | 2036-08-01      | 6.5000%  |  | $77923.00          | $78862.09          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL852707 | 2036-01-01      | 6.0000%  |  | $281634.85         | $296090.22         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL851161 | 2036-04-01      | 6.0000%  |  | $151696.32         | $157124.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL849355 | 2036-01-01      | 6.0000%  |  | $498384.72         | $524979.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CRAZ0842 | 2045-07-01      | 3.5000%  |  | $310033.91         | $287459.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  |  | $1670540.04        | $1604978.21        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAX1190 | 2044-10-01      | 4.0000%  |  | $624492.24         | $597664.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7646 | 2052-08-01      | 5.0000%  |  | $384531.52         | $381883.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  |  | $14601.94          | $14609.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  |  | $965069.93         | $961976.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  |  | $6558.39           | $6661.18           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  |  | $10909.54          | $10968.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  |  | $810532.34         | $815554.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7162 | 2052-08-01      | 5.0000%  |  | $773285.33         | $779617.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW7086 | 2052-11-01      | 5.0000%  |  | $22983.85          | $23172.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  |  | $1104051.25        | $1069392.87        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  |  | $484306.50         | $489878.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW3118 | 2052-06-01      | 5.0000%  |  | $608619.48         | $610759.32         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW1968 | 2052-07-01      | 5.0000%  |  | $908621.05         | $919266.36         | Agency Mortgage-Backed Securities |

### Security 129: Fixed Income Clearing Corporation ("FICC") - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - SSB, REPO,  4.340%, 9/2/2025
- **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: 85748R009, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  |  | $16739.26          | $15452.88          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD7558 | 2053-02-01      | 5.0000%  |  | $13839446.29       | $13918952.37       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2458 | 2054-09-01      | 6.0000%  |  | $420312.16         | $432126.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  |  | $245508.14         | $186010.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  |  | $36252.53          | $27489.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $719.60            | $609.44            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1782 | 2051-10-01      | 2.0000%  |  | $1682120.82        | $1346824.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  |  | $47611.94          | $41499.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0610 | 2051-05-01      | 2.5000%  |  | $35066.39          | $29732.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  |  | $805001.59         | $714648.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB0517 | 2051-05-01      | 2.5000%  |  | $38163.50          | $31869.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  |  | $92982.19          | $77768.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM9138 | 2050-03-01      | 4.0000%  |  | $175554.36         | $165797.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM9063 | 2035-05-01      | 3.0000%  |  | $136620.49         | $132420.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  |  | $148781.35         | $126281.21         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  |  | $5764698.17        | $5711137.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $1066.34           | $1077.19           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8473 | 2054-11-01      | 4.5000%  |  | $4051010.79        | $3913316.94        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  |  | $878.14            | $887.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  |  | $410813.49         | $415403.42         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  |  | $18654162.17       | $19152725.75       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $781.58            | $803.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  |  | $76465.04          | $73893.21          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  |  | $917.14            | $910.61            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $6904389.95        | $6994338.81        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  |  | $1781.76           | $1721.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3351.65           | $3396.86           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $10524665.89       | $10653043.43       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  |  | $696.62            | $716.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $621585.36         | $519385.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $100255.69         | $80320.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CLMA4436 | 2051-10-01      | 1.5000%  |  | $381038.79         | $288696.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4417 | 2036-09-01      | 1.5000%  |  | $8463412.45        | $7581310.47        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  |  | $777.50            | $621.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $805672.10         | $675785.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $57883.63          | $46450.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  |  | $30325.21          | $30621.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $155502.98         | $153825.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3463 | 2033-09-01      | 4.0000%  |  | $90273.94          | $90488.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  |  | $19023.00          | $20096.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  |  | $471724.72         | $476523.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1164 | 2055-03-01      | 5.0000%  |  | $982.10            | $972.96            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1103 | 2052-09-01      | 3.5000%  |  | $950.01            | $863.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1118 | 2055-01-01      | 6.0000%  |  | $17169115.50       | $17733269.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  |  | $1985.35           | $1968.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8477 | 2052-05-01      | 3.0000%  |  | $165315.47         | $145011.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CKMA5082 | 2053-06-01      | 6.5000%  |  | $427786.42         | $441150.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  |  | $26206028.96       | $20883153.55       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  |  | $1973266.60        | $1785485.07        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  |  | $260421.47         | $240658.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB4986 | 2032-04-01      | 3.5000%  |  | $67875.94          | $66844.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAX9648 | 2045-04-01      | 3.0000%  |  | $27715625.69       | $25200746.76       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7526 | 2050-11-01      | 2.5000%  |  | $5589965.64        | $4713427.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9047 | 2054-04-01      | 5.0000%  |  | $9131548.75        | $9156193.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  |  | $1666169.17        | $1714604.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0424 | 2052-01-01      | 2.5000%  |  | $51112.08          | $43351.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX7581 | 2053-03-01      | 5.0000%  |  | $95041.92          | $94560.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8087 | 2054-06-01      | 5.5000%  |  | $554146.13         | $561692.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  |  | $778.08            | $648.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL964249 | 2038-07-01      | 5.5000%  |  | $53292.17          | $55120.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 K0954987 | 2037-09-01      | 6.0000%  |  | $81101.04          | $81907.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CK932213 | 2039-11-01      | 5.5000%  |  | $25327.66          | $25456.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 NP922386 | 2037-01-01      | 5.5000%  |  | $55631.70          | $56412.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.800 CA897347 | 2036-09-01      | 5.8000%  |  | $48502.08          | $49130.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  |  | $901552.75         | $916516.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  |  | $5423340.35        | $5657252.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5479 | 2053-01-01      | 6.0000%  |  | $11019201.52       | $11424836.70       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  |  | $11887793.35       | $12200178.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  |  | $1405195.10        | $1395454.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  |  | $279311.34         | $284424.08         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $28913.37          | $30423.27          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRA8733 | 2053-03-01      | 6.5000%  |  | $738.82            | $770.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8404 | 2053-01-01      | 5.0000%  |  | $4921.42           | $4920.08           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $8520804.77        | $8788431.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA8208 | 2053-01-01      | 5.0000%  |  | $27792.37          | $27653.10          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA8887 | 2053-04-01      | 6.0000%  |  | $323165.06         | $335006.37         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7923 | 2052-09-01      | 4.5000%  |  | $781.93            | $762.64            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $757.16            | $735.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $25035.90          | $25377.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  |  | $91098.35          | $82898.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7306 | 2052-05-01      | 4.0000%  |  | $4740.06           | $4459.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  |  | $54143.72          | $51169.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  |  | $11732458.59       | $10376894.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3272 | 2052-04-01      | 4.0000%  |  | $1021693.44        | $965685.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB3156 | 2052-03-01      | 2.0000%  |  | $1345000.33        | $1081172.54        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4180 | 2050-12-01      | 2.5000%  |  | $650799.42         | $551748.68         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC2044 | 2051-05-01      | 2.5000%  |  | $684.43            | $587.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  |  | $898610.19         | $793731.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  |  | $48194.72          | $44209.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  |  | $971096.13         | $813433.28         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7753 | 2054-01-01      | 7.5000%  |  | $553.80            | $601.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  |  | $1898.69           | $1933.11           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBY9851 | 2053-10-01      | 6.5000%  |  | $1241258.69        | $1314219.33        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $264096.42         | $255684.95         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8168 | 2051-09-01      | 3.0000%  |  | $9081.74           | $7931.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY7493 | 2055-07-01      | 6.0000%  |  | $998.87            | $1038.59           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY1365 | 2055-04-01      | 5.5000%  |  | $990.60            | $1002.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS9839 | 2054-08-01      | 6.0000%  |  | $58267.80          | $59796.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFA1111 | 2043-01-01      | 5.5000%  |  | $2863685.82        | $2946007.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2648 | 2055-04-01      | 6.5000%  |  | $1197902.34        | $1266303.23        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0470 | 2055-01-01      | 5.0000%  |  | $10205737.13       | $10131826.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE8256 | 2055-09-01      | 5.5000%  |  | $1008.00           | $1018.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  |  | $2198420.15        | $2018418.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  |  | $11819.05          | $9903.71           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRBM5836 | 2046-09-01      | 3.0000%  |  | $186521.69         | $169730.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4095 | 2053-02-01      | 5.0000%  |  | $3635397.51        | $3630263.92        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTFM3463 | 2036-12-01      | 3.5000%  |  | $51853.20          | $50715.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  |  | $2186356.01        | $1904454.55        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY9755 | 2055-07-01      | 5.5000%  |  | $1160926.70        | $1178906.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  |  | $12473.05          | $12063.04          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA0558 | 2047-10-01      | 4.5000%  |  | $557.27            | $552.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  |  | $96247.18          | $95893.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1399 | 2055-06-01      | 6.0000%  |  | $3783599.13        | $3934075.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8113 | 2055-09-01      | 6.0000%  |  | $1024.00           | $1059.41           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDE1225 | 2055-06-01      | 5.0000%  |  | $1124986.97        | $1120553.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  |  | $4804.88           | $4792.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC1449 | 2054-08-01      | 6.5000%  |  | $4124811.00        | $4344112.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  |  | $301.15            | $287.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3174 | 2052-03-01      | 3.5000%  |  | $1280971.48        | $1170119.05        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $1994279.40        | $1926493.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  |  | $364359.07         | $351879.05         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIBQ4522 | 2036-02-01      | 2.0000%  |  | $75976.39          | $70164.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA2527 | 2033-10-01      | 4.0000%  |  | $184544.94         | $184984.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  |  | $63544.77          | $53061.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP7257 | 2050-07-01      | 2.0000%  |  | $1467.71           | $1182.56           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA1017 | 2055-02-01      | 6.0000%  |  | $1653964.43        | $1711604.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1362 | 2055-06-01      | 6.0000%  |  | $8562611.80        | $8867720.50        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD9632 | 2055-06-01      | 5.5000%  |  | $1145748.33        | $1164258.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD9393 | 2055-05-01      | 6.0000%  |  | $1568288.28        | $1640247.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CL889210 | 2035-01-01      | 4.5000%  |  | $192623.31         | $191435.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $78295.75          | $80177.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0561 | 2055-06-01      | 5.5000%  |  | $324709.42         | $333283.63         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCC0442 | 2055-05-01      | 6.5000%  |  | $2529622.62        | $2639900.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0399 | 2055-05-01      | 5.5000%  |  | $7193866.99        | $7339382.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  |  | $20316949.43       | $21249145.25       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5055 | 2052-11-01      | 6.0000%  |  | $81351.10          | $84222.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $210819.44         | $211743.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  |  | $6244779.28        | $6380089.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4818 | 2052-10-01      | 4.0000%  |  | $102660.08         | $96327.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  |  | $17925903.10       | $18541564.26       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4300 | 2052-08-01      | 4.5000%  |  | $53221.22          | $51737.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $65295.41          | $63163.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  |  | $35682.86          | $32603.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $34560.15          | $31357.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $49331.16          | $46295.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $8009.44           | $7331.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB3614 | 2052-05-01      | 4.0000%  |  | $271839.10         | $256938.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD8350 | 2055-05-01      | 5.5000%  |  | $1016.41           | $1026.99           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7966 | 2055-05-01      | 6.0000%  |  | $1123084.54        | $1162225.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7568 | 2055-04-01      | 5.0000%  |  | $1367715.15        | $1361065.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD7482 | 2055-05-01      | 6.5000%  |  | $2845924.33        | $2984770.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5023 | 2055-03-01      | 6.5000%  |  | $2104349.07        | $2221474.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDD3749 | 2055-02-01      | 4.5000%  |  | $993.27            | $960.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD3303 | 2055-02-01      | 6.0000%  |  | $5306629.24        | $5457526.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3071 | 2055-03-01      | 6.5000%  |  | $776497.77         | $814264.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  |  | $1307507.34        | $1366505.41        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC6019 | 2054-12-01      | 5.0000%  |  | $1139497.58        | $1136019.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC3871 | 2054-10-01      | 5.5000%  |  | $1562140.79        | $1584772.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  |  | $125944.26         | $127656.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  |  | $40135.90          | $37737.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CISB0307 | 2035-02-01      | 2.5000%  |  | $53692.68          | $50976.61          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3XZT1022 | 2030-04-01      | 3.5000%  |  | $102037.14         | $101275.76         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  |  | $82806.62          | $81714.35          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLZT1748 | 2049-01-01      | 5.0000%  |  | $160.89            | $162.33            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $3299.55           | $3249.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC5082 | 2051-08-01      | 2.5000%  |  | $4365.41           | $3654.00           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC4747 | 2051-07-01      | 2.5000%  |  | $631.42            | $536.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC3917 | 2051-07-01      | 2.0000%  |  | $3262450.48        | $2617345.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC1946 | 2051-05-01      | 2.5000%  |  | $3553.71           | $3025.95           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  |  | $695.73            | $564.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQA5770 | 2050-01-01      | 3.0000%  |  | $78059.72          | $69362.49          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  |  | $203.97            | $195.11            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC Q16673 G | 2043-03-01      | 3.0000%  |  | $990.05            | $909.02            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U59043 G | 2036-05-01      | 4.0000%  |  | $93108.67          | $92606.55          | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC Z40125 G | 2035-03-01      | 6.0000%  |  | $268.54            | $278.78            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4348 | 2053-12-01      | 6.5000%  |  | $749.32            | $788.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  |  | $43948.47          | $38871.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM2971 | 2045-08-01      | 4.0000%  |  | $62092.60          | $59944.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  |  | $113231.63         | $100653.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  |  | $31761.66          | $29347.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM2632 | 2050-03-01      | 2.5000%  |  | $470.26            | $398.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $104433.75         | $94799.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  |  | $316795.68         | $283878.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $27166.23          | $25419.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM1385 | 2049-08-01      | 5.0000%  |  | $554263.66         | $560869.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFM1735 | 2038-10-01      | 6.5000%  |  | $1257750.10        | $1342437.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNFM1702 | 2029-10-01      | 3.0000%  |  | $83799.78          | $82629.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFM1671 | 2049-10-01      | 4.5000%  |  | $546966.01         | $535450.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAP7444 | 2042-10-01      | 3.5000%  |  | $13303852.57       | $12525141.12       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  |  | $33935.89          | $32257.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH6668 | 2047-08-01      | 4.0000%  |  | $32185.26          | $30743.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  |  | $630.88            | $508.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX9687 | 2053-04-01      | 6.0000%  |  | $902551.70         | $941331.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0445 | 2052-11-01      | 5.5000%  |  | $92246.56          | $93673.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CKMA3846 | 2049-11-01      | 3.0000%  |  | $194445.52         | $166696.26         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $12540206.75       | $12434077.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $7076.98           | $5970.57           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAB7349 | 2032-12-01      | 3.5000%  |  | $69001.37          | $67905.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  |  | $17441938.22       | $16956197.68       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA6956 | 2053-12-01      | 7.5000%  |  | $818.32            | $883.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  |  | $3203219.07        | $2976611.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAR1420 | 2043-01-01      | 4.0000%  |  | $100.34            | $97.73             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  |  | $33133.50          | $31450.80          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4306 | 2053-11-01      | 6.5000%  |  | $2642.40           | $2806.95           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5165 | 2052-11-01      | 6.5000%  |  | $4628951.76        | $4843890.45        | Agency Mortgage-Backed Securities  |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $2596600.00        | $2642499.26        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $77100.00          | $78038.61          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $2900.00           | $2951.09           | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $610000.00         | $577706.14         | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $152500.00         | $147855.47         | U.S. Treasuries (including strips) |
| FMAC FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  |  | $22611.14          | $23067.09          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH1496 | 2053-09-01      | 5.5000%  |  | $579579.91         | $590078.30         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  |  | $358825.56         | $366101.74         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQG5903 | 2053-07-01      | 6.5000%  |  | $858.61            | $904.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  |  | $2160862.86        | $2208833.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  |  | $53678.37          | $43103.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  |  | $972033.45         | $854926.10         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  |  | $9273.27           | $8424.23           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA2124 | 2050-02-01      | 2.5000%  |  | $4266.73           | $3609.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBV2623 | 2052-07-01      | 4.5000%  |  | $76694.78          | $74168.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5489 | 2053-01-01      | 6.0000%  |  | $26233173.68       | $26995474.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  |  | $853761.13         | $869056.07         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  |  | $857.10            | $881.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA4106 | 2053-12-01      | 7.0000%  |  | $825.78            | $878.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  |  | $33846.68          | $31891.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $274750.77         | $273147.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX2709 | 2055-01-01      | 6.0000%  |  | $20058.70          | $20591.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX1995 | 2054-12-01      | 6.0000%  |  | $1985.92           | $2045.40           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0523 | 2054-12-01      | 5.0000%  |  | $956.74            | $961.70            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $37339.73          | $36317.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2973 | 2052-09-01      | 4.5000%  |  | $6261.58           | $6071.47           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2946 | 2052-10-01      | 5.0000%  |  | $102657.01         | $102629.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $1571.60           | $1528.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  |  | $33080.41          | $33041.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  |  | $870.26            | $725.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2740 | 2049-06-01      | 3.5000%  |  | $225017.20         | $208378.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $78800.13          | $78567.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3508 | 2048-02-01      | 3.5000%  |  | $15516.89          | $14636.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4941 | 2053-01-01      | 5.5000%  |  | $722.60            | $735.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $73369.18          | $74272.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  |  | $144347.55         | $143655.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW9852 | 2052-09-01      | 5.0000%  |  | $741.00            | $740.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW9774 | 2053-06-01      | 4.5000%  |  | $145368.05         | $140918.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  |  | $831.41            | $838.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  |  | $31241775.93       | $31065756.29       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $12307.49          | $11898.63          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  |  | $53485.62          | $48567.58          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD6011 | 2054-07-01      | 6.0000%  |  | $5328136.39        | $5562775.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  |  | $959.72            | $951.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD5696 | 2054-06-01      | 6.5000%  |  | $865.66            | $918.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3572.04           | $3648.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD5573 | 2052-08-01      | 3.0000%  |  | $881.38            | $779.59            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  |  | $3523.00           | $3680.97           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5086 | 2054-03-01      | 5.5000%  |  | $901.69            | $918.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4756 | 2054-02-01      | 6.0000%  |  | $923.98            | $965.11            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  |  | $836.57            | $860.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD3382 | 2053-06-01      | 5.0000%  |  | $896.60            | $896.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD3072 | 2053-05-01      | 6.0000%  |  | $807.01            | $834.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0448 | 2040-06-01      | 4.5000%  |  | $29420.40          | $28560.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  |  | $64073.09          | $65077.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0243 | 2029-11-01      | 5.0000%  |  | $36910.63          | $37477.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  |  | $12205.19          | $12256.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CKMA0216 | 2039-10-01      | 5.5000%  |  | $33998.75          | $34166.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  |  | $6355874.90        | $6702368.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  |  | $1628.97           | $1673.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6989 | 2053-06-01      | 5.5000%  |  | $8134253.32        | $8222613.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8211 | 2043-04-01      | 3.5000%  |  | $177.21            | $167.77            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAR2029 | 2043-02-01      | 3.5000%  |  | $187.87            | $176.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ7185 | 2043-06-01      | 3.0000%  |  | $682990.17         | $625565.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAQ0535 | 2042-11-01      | 3.0000%  |  | $2286850.53        | $2104408.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAP1083 | 2042-08-01      | 3.5000%  |  | $661470.12         | $623571.33         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9955 | 2042-07-01      | 3.5000%  |  | $14372265.49       | $13560724.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAO9952 | 2042-07-01      | 3.5000%  |  | $14548344.87       | $13729887.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO6762 | 2042-06-01      | 4.0000%  |  | $728327.08         | $704923.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CRAO4101 | 2042-05-01      | 4.0000%  |  | $9610626.12        | $9313668.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.775 CAAO0385 | 2042-02-01      | 2.7750%  |  | $274.13            | $266.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL9565 | 2046-09-01      | 3.5000%  |  | $23417947.44       | $21790100.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL7497 | 2040-09-01      | 3.5000%  |  | $351.23            | $333.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3468 | 2052-12-01      | 5.5000%  |  | $19417295.69       | $19861151.34       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $42252.69          | $42731.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2496 | 2052-08-01      | 4.5000%  |  | $238417.88         | $231179.27         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  |  | $14541181.83       | $13714779.00       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFS2407 | 2040-09-01      | 3.0000%  |  | $70159.37          | $65396.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2126 | 2052-06-01      | 3.5000%  |  | $560825.47         | $513586.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  |  | $82220.60          | $71740.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1863 | 2052-05-01      | 3.5000%  |  | $89519.52          | $81935.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  |  | $89755.57          | $79355.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2640 | 2051-11-01      | 2.5000%  |  | $882048.63         | $742244.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS2637 | 2052-05-01      | 2.5000%  |  | $1612.87           | $1357.15           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  |  | $4222.54           | $4352.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  |  | $972.53            | $911.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  |  | $502206.99         | $512997.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  |  | $1423180.93        | $1409943.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5497 | 2054-10-01      | 5.5000%  |  | $921901.96         | $931506.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5215 | 2053-12-01      | 5.5000%  |  | $11193.48          | $11325.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $42417.77          | $43629.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $19949.54          | $19812.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $295948.36         | $285953.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $94440.14          | $95601.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $89799.23          | $89205.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $3412005.34        | $3506325.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS2602 | 2051-12-01      | 3.0000%  |  | $197584.44         | $173550.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2578 | 2052-07-01      | 4.5000%  |  | $783.14            | $761.27            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS1663 | 2044-05-01      | 5.5000%  |  | $143890.89         | $149326.77         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  |  | $835.13            | $696.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2884 | 2053-05-01      | 5.5000%  |  | $776.56            | $789.54            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  |  | $819.40            | $851.19            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $1040912.62        | $1047362.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6762 | 2053-07-01      | 6.0000%  |  | $71206.85          | $73207.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5061 | 2054-03-01      | 5.5000%  |  | $872.71            | $893.36            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CNMA3845 | 2029-11-01      | 2.5000%  |  | $65705.48          | $63956.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQB7617 | 2051-01-01      | 2.5000%  |  | $319.88            | $271.06            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  |  | $53375.36          | $55598.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB3335 | 2052-04-01      | 4.5000%  |  | $912661.06         | $896070.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8508 | 2040-09-01      | 6.5000%  |  | $1537588.51        | $1637140.53        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ0693 | 2054-01-01      | 5.5000%  |  | $12285826.78       | $12499278.00       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD0502 | 2050-08-01      | 3.0000%  |  | $7730131.64        | $6848041.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW2108 | 2052-05-01      | 5.0000%  |  | $1048345.29        | $1046995.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CQAY5608 | 2035-06-01      | 3.0000%  |  | $460725.35         | $435821.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  |  | $620829.97         | $647630.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1634 | 2051-09-01      | 3.0000%  |  | $813.81            | $708.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW7860 | 2052-09-01      | 4.5000%  |  | $69505.50          | $67270.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW7764 | 2052-08-01      | 5.0000%  |  | $586326.82         | $583208.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW5141 | 2052-10-01      | 4.5000%  |  | $96764.02          | $93542.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW4925 | 2053-04-01      | 5.0000%  |  | $223535.95         | $222410.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  |  | $2661.62           | $2649.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW1201 | 2052-09-01      | 5.0000%  |  | $295197.28         | $293764.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  |  | $674.53            | $671.73            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $21419.52          | $18657.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4547 | 2052-02-01      | 2.0000%  |  | $823.19            | $657.30            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  |  | $906522.92         | $725404.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $78865.55          | $71998.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLZM2818 | 2047-03-01      | 4.0000%  |  | $30967.75          | $29589.26          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM1673 | 2046-09-01      | 3.5000%  |  | $41115.32          | $38291.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLZL4712 | 2043-01-01      | 2.5000%  |  | $102695.66         | $91752.56          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  |  | $171.57            | $162.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLZI8000 | 2038-08-01      | 6.0000%  |  | $9.43              | $9.91              | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  |  | $33.76             | $34.08             | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91362 G | 2031-03-01      | 4.5000%  |  | $31.66             | $31.97             | Agency Mortgage-Backed Securities  |
| FMAC 02.500 FGPC G18665 G | 2032-11-01      | 2.5000%  |  | $443089.12         | $426504.05         | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $158.92            | $143.18            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G07559 G | 2043-11-01      | 4.0000%  |  | $109.59            | $106.79            | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC G06231 G | 2040-12-01      | 4.0000%  |  | $96294.97          | $94268.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7500 | 2052-04-01      | 2.5000%  |  | $911.75            | $762.53            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7397 | 2054-03-01      | 6.0000%  |  | $131941.67         | $136629.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  |  | $35603.60          | $35274.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV3842 | 2052-04-01      | 3.0000%  |  | $279221.31         | $243152.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2996 | 2052-04-01      | 2.5000%  |  | $314996.16         | $263482.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $60444.62          | $50551.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV1926 | 2052-01-01      | 3.5000%  |  | $188867.44         | $171990.48         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV2634 | 2052-07-01      | 4.0000%  |  | $802.36            | $752.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBU8730 | 2052-06-01      | 2.5000%  |  | $68717.12          | $57496.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU8948 | 2052-04-01      | 4.0000%  |  | $150195.60         | $140946.72         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4890 | 2054-09-01      | 6.0000%  |  | $492737.94         | $513833.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBU4913 | 2054-08-01      | 5.0000%  |  | $55429.90          | $55348.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  |  | $2018.19           | $1982.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA2079 | 2038-07-01      | 4.5000%  |  | $2530827.37        | $2574673.95        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2044 | 2048-07-01      | 4.5000%  |  | $225134.23         | $221628.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  |  | $96923.40          | $97159.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTCA1886 | 2038-06-01      | 4.5000%  |  | $2741014.10        | $2788282.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0492 | 2052-09-01      | 5.5000%  |  | $2316.53           | $2359.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4834 | 2052-10-01      | 5.0000%  |  | $41505.13          | $41355.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3972 | 2051-04-01      | 3.0000%  |  | $1880625.70        | $1676170.34        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  |  | $881.52            | $901.79            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIQN0951 | 2034-11-01      | 2.5000%  |  | $353.59            | $335.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL3433 | 2041-10-01      | 4.0000%  |  | $68.06             | $66.62             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  |  | $27416.23          | $26531.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1635 | 2028-10-01      | 3.0000%  |  | $161582.44         | $159112.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  |  | $1931.23           | $1988.77           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8394 | 2054-07-01      | 5.5000%  |  | $90487.37          | $91733.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2785 | 2051-11-01      | 2.0000%  |  | $888.97            | $715.00            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM1429 | 2046-12-01      | 3.0000%  |  | $1262469.60        | $1156017.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBO5384 | 2049-12-01      | 3.5000%  |  | $275008.32         | $252499.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  |  | $131726.04         | $120798.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  |  | $7084752.53        | $7207834.37        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3090 | 2032-08-01      | 3.0000%  |  | $148397.28         | $144834.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5940 | 2054-01-01      | 7.5000%  |  | $471.67            | $508.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  |  | $617.52            | $525.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  |  | $4657962.64        | $4771159.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF7431 | 2053-02-01      | 5.0000%  |  | $3983.88           | $3996.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF6931 | 2053-02-01      | 5.0000%  |  | $435876.05         | $433469.53         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  |  | $484038.35         | $491195.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5348 | 2034-03-01      | 4.0000%  |  | $573041.88         | $570126.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  |  | $644.57            | $671.20            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  |  | $6373.62           | $6446.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $242678.00         | $212147.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7290 | 2049-02-01      | 4.5000%  |  | $2019090.42        | $1989805.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6738 | 2053-07-01      | 5.0000%  |  | $2991928.28        | $2976785.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  |  | $25675925.49       | $26406348.52       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  |  | $5852469.02        | $5901459.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  |  | $1812942.86        | $1802761.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  |  | $1724625.66        | $1798550.97        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  |  | $131150.16         | $130891.38         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1220 | 2054-04-01      | 5.5000%  |  | $2237832.01        | $2272056.92        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  |  | $7144067.24        | $7227922.72        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1213 | 2054-04-01      | 5.5000%  |  | $18758304.45       | $19154438.16       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  |  | $13307803.23       | $13467440.68       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  |  | $23787824.13       | $24170802.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  |  | $5641.88           | $5980.91           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1000 | 2054-03-01      | 5.5000%  |  | $1197375.38        | $1218826.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1780 | 2054-06-01      | 6.0000%  |  | $25400993.70       | $26519721.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6825 | 2053-12-01      | 6.0000%  |  | $874.93            | $911.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  |  | $1458379.70        | $1179103.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6717 | 2053-04-01      | 6.0000%  |  | $92899.06          | $96178.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  |  | $32583.95          | $32937.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $21078.33          | $16846.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  |  | $244445.77         | $248060.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS6339 | 2053-11-01      | 6.0000%  |  | $237903.43         | $244534.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  |  | $161443.50         | $153080.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $91757.80          | $80765.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  |  | $978.38            | $988.33            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5671 | 2055-04-01      | 4.5000%  |  | $566476.69         | $547222.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8613 | 2050-11-01      | 3.0000%  |  | $81952.73          | $72808.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  |  | $12082.10          | $11212.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  |  | $3930360.49        | $3602231.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  |  | $242172.70         | $240505.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  |  | $9510308.83        | $9663070.81        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  |  | $29972550.24       | $25011357.17       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  |  | $85617.11          | $87874.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  |  | $31781729.02       | $26904328.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4039 | 2053-02-01      | 5.5000%  |  | $868085.67         | $883976.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  |  | $28713.47          | $27302.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $161785.46         | $154582.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  |  | $1619.26           | $1353.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2841 | 2036-12-01      | 2.5000%  |  | $44518.90          | $41480.06          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB6110 | 2053-04-01      | 6.5000%  |  | $712153.89         | $747060.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $1425653.31        | $1140388.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CKMA4319 | 2051-04-01      | 2.0000%  |  | $769.18            | $598.59            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  |  | $50754.48          | $44453.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  |  | $704.36            | $565.61            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $546.79            | $503.57            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  |  | $570.42            | $510.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $44122.92          | $40635.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4258 | 2051-02-01      | 3.5000%  |  | $87491.55          | $80187.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  |  | $82127.94          | $72131.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4208 | 2050-12-01      | 2.0000%  |  | $387857.02         | $311936.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4238 | 2051-01-01      | 2.5000%  |  | $46484.76          | $39124.11          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM5534 | 2041-01-01      | 2.0000%  |  | $419364.75         | $363230.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  |  | $15769.93          | $14912.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM4756 | 2048-09-01      | 4.5000%  |  | $1017.31           | $1006.53           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM4787 | 2033-10-01      | 4.0000%  |  | $89983.96          | $90201.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  |  | $29811.17          | $28204.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF8924 | 2053-03-01      | 5.5000%  |  | $3270938.46        | $3321444.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  |  | $397850.00         | $429120.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  |  | $155981.00         | $141716.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV9700 | 2052-06-01      | 2.5000%  |  | $54304.00          | $45390.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV8535 | 2052-05-01      | 3.0000%  |  | $53140.35          | $46810.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBV7959 | 2052-08-01      | 5.0000%  |  | $56964.84          | $56702.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV6760 | 2052-03-01      | 3.5000%  |  | $1245957.06        | $1131815.21        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5405 | 2052-04-01      | 4.0000%  |  | $69111.18          | $65322.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7143 | 2053-09-01      | 6.5000%  |  | $898377.32         | $940216.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB7138 | 2053-09-01      | 6.5000%  |  | $9037526.62        | $9427672.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  |  | $7051062.36        | $7215731.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5986 | 2053-03-01      | 5.0000%  |  | $373861.66         | $371988.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNCB5952 | 2033-03-01      | 5.0000%  |  | $679236.09         | $691625.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5866 | 2053-03-01      | 6.5000%  |  | $1173651.36        | $1232984.78        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  |  | $5271.35           | $5252.16           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  |  | $39253.00          | $39963.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS6072 | 2036-12-01      | 2.5000%  |  | $993433.06         | $938994.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  |  | $11985.50          | $12380.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS5745 | 2053-08-01      | 6.5000%  |  | $25410250.44       | $26602386.47       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5708 | 2053-06-01      | 5.0000%  |  | $5410.24           | $5411.42           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS5704 | 2052-04-01      | 2.0000%  |  | $989615.28         | $796249.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5600 | 2052-06-01      | 2.5000%  |  | $1141946.59        | $970475.83         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $143942.69         | $147211.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAH5542 | 2041-01-01      | 3.5000%  |  | $61547.59          | $58174.37          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 3WZT1028 | 2032-09-01      | 3.5000%  |  | $126492.74         | $124496.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM6599 | 2050-06-01      | 3.5000%  |  | $177081.36         | $162460.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  |  | $122598.03         | $111386.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4308 | 2053-04-01      | 5.0000%  |  | $74465.80          | $74445.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  |  | $792.36            | $788.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA9273 | 2051-02-01      | 2.0000%  |  | $742.91            | $595.68            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  |  | $77111.84          | $77912.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5288 | 2034-02-01      | 4.5000%  |  | $626557.92         | $632494.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFA2491 | 2049-09-01      | 3.0000%  |  | $1000.00           | $906.10            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0737 | 2055-02-01      | 6.0000%  |  | $5066333.77        | $5266943.70        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCC0523 | 2055-06-01      | 5.0000%  |  | $1020.21           | $1013.75           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0101 | 2041-04-01      | 2.5000%  |  | $65200.35          | $58408.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA4155 | 2048-02-01      | 3.5000%  |  | $38621.97          | $35971.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX4219 | 2053-01-01      | 5.5000%  |  | $97747.48          | $99442.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1704 | 2048-05-01      | 4.5000%  |  | $292615.40         | $288290.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2275 | 2051-12-01      | 2.5000%  |  | $1542.91           | $1299.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD7967 | 2055-05-01      | 6.0000%  |  | $256778.26         | $264114.58         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX2793 | 2055-01-01      | 5.5000%  |  | $990.43            | $1010.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6820 | 2055-07-01      | 6.5000%  |  | $998.89            | $1049.18           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5209 | 2053-12-01      | 7.5000%  |  | $416.28            | $449.20            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 01.500 CLRA3653 | 2050-10-01      | 1.5000%  |  | $626.79            | $478.31            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQE8744 | 2052-08-01      | 5.0000%  |  | $2232980.49        | $2232395.20        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ8045 | 2035-11-01      | 1.5000%  |  | $286573.99         | $257432.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  |  | $10214069.51       | $10944226.80       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  |  | $820.68            | $745.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC3175 | 2054-10-01      | 5.0000%  |  | $1487041.34        | $1478869.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  |  | $9748241.34        | $10313293.82       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF8917 | 2053-03-01      | 6.0000%  |  | $15321628.67       | $15853100.23       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDB7780 | 2054-07-01      | 6.0000%  |  | $986.16            | $1027.56           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  |  | $51.29             | $53.89             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  |  | $21892915.73       | $22550068.10       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  |  | $39631.86          | $31652.60          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  |  | $193965.76         | $196402.51         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $771.08            | $674.94            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE0499 | 2055-06-01      | 6.0000%  |  | $1334463.03        | $1389559.90        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCC0390 | 2055-05-01      | 5.5000%  |  | $16368998.64       | $16775355.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4856 | 2055-07-01      | 6.0000%  |  | $3436972.11        | $3555257.80        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA6808 | 2052-02-01      | 3.0000%  |  | $37324.63          | $32751.59          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  |  | $860629.06         | $875148.73         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8896 | 2054-07-01      | 7.0000%  |  | $5790.39           | $6214.02           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $11194.00          | $11487.77          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $2003.38           | $2055.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4591 | 2055-08-01      | 6.0000%  |  | $1022.72           | $1053.66           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4163 | 2055-05-01      | 6.0000%  |  | $4212645.37        | $4405928.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  |  | $11531566.23       | $11850421.72       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  |  | $4930721.42        | $5006115.99        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ2835 | 2054-11-01      | 4.5000%  |  | $6967.55           | $6730.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3586 | 2055-02-01      | 6.0000%  |  | $218514.30         | $226096.02         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2472 | 2054-09-01      | 6.5000%  |  | $9228232.69        | $9629121.48        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  |  | $20712236.18       | $21354660.71       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ2410 | 2054-09-01      | 5.5000%  |  | $25474969.30       | $25813347.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ2227 | 2054-08-01      | 6.5000%  |  | $10624894.64       | $11073430.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  |  | $1765.67           | $1536.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  |  | $20800.61          | $17341.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  |  | $11311.70          | $9842.08           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS5035 | 2052-06-01      | 2.5000%  |  | $3673457.80        | $3062578.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4805 | 2053-05-01      | 5.5000%  |  | $244703.68         | $248006.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  |  | $100532.60         | $102149.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  |  | $210884.22         | $191586.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4629 | 2053-05-01      | 5.5000%  |  | $1226399.97        | $1248850.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4571 | 2053-05-01      | 5.5000%  |  | $73494.37          | $74752.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $693.05            | $711.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4523 | 2053-04-01      | 5.0000%  |  | $4941468.22        | $4920263.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4531 | 2052-11-01      | 5.5000%  |  | $61931.35          | $64530.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  |  | $492932.12         | $501655.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  |  | $541166.15         | $438325.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4239 | 2053-03-01      | 5.0000%  |  | $624651.54         | $624481.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4238 | 2053-03-01      | 5.0000%  |  | $577038.32         | $574117.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS4118 | 2053-03-01      | 5.0000%  |  | $163544.99         | $163314.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $841.29            | $879.92            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  |  | $821694.46         | $845107.55         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  |  | $880093.81         | $855670.33         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $77579.07          | $80840.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  |  | $2674.59           | $2235.38           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD4492 | 2053-09-01      | 6.0000%  |  | $2526.98           | $2599.24           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  |  | $4255186.77        | $4366858.47        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  |  | $961.07            | $970.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $469262.86         | $457512.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3898 | 2035-01-01      | 3.5000%  |  | $43966.74          | $42978.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  |  | $69703.25          | $63918.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $105412.44         | $103947.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  |  | $39699.09          | $36729.69          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  |  | $2099777.42        | $2225952.12        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  |  | $42445.27          | $42958.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTFM5783 | 2038-06-01      | 3.0000%  |  | $314221.40         | $298786.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  |  | $1123.14           | $1164.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4779 | 2042-10-01      | 4.0000%  |  | $340982.09         | $331274.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL8658 | 2046-06-01      | 3.5000%  |  | $7701845.00        | $7193617.36        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4156 | 2047-07-01      | 4.0000%  |  | $150234.72         | $142925.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8231 | 2052-07-01      | 4.5000%  |  | $30304.68          | $29274.62          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  |  | $886.89            | $950.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  |  | $45975.09          | $40039.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  |  | $156268.76         | $140043.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9435 | 2042-03-01      | 3.5000%  |  | $10414430.16       | $9841482.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAK9393 | 2042-04-01      | 3.5000%  |  | $226323.42         | $213871.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $889.46            | $872.84            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4052 | 2048-06-01      | 4.0000%  |  | $4981297.35        | $4777069.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3688 | 2047-02-01      | 3.5000%  |  | $178.56            | $166.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM4484 | 2047-05-01      | 4.0000%  |  | $638.15            | $611.99            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM3149 | 2047-11-01      | 4.5000%  |  | $844.05            | $833.92            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM3528 | 2047-02-01      | 3.5000%  |  | $473923.10         | $441574.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $738241.68         | $626120.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  |  | $11613.24          | $10728.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBH8154 | 2047-11-01      | 3.0000%  |  | $76544.05          | $68292.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBH5775 | 2032-11-01      | 3.0000%  |  | $280191.59         | $273467.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  |  | $104905.82         | $100229.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBH0567 | 2047-06-01      | 3.5000%  |  | $29812.34          | $27226.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  |  | $1289977.01        | $1185886.32        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  |  | $34555.13          | $34448.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $1693.67           | $1640.77           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQB2296 | 2050-08-01      | 2.0000%  |  | $3811.32           | $3077.34           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  |  | $1130021.45        | $1099962.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CNMA5115 | 2033-06-01      | 4.0000%  |  | $164513.18         | $163713.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA1862 | 2055-05-01      | 6.5000%  |  | $305891.05         | $319420.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  |  | $14060330.75       | $14267126.97       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6213 | 2055-02-01      | 6.0000%  |  | $994.96            | $1034.53           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3897 | 2055-04-01      | 6.0000%  |  | $1010.17           | $1044.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX8841 | 2055-03-01      | 6.5000%  |  | $3913807.05        | $4093766.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4848 | 2055-05-01      | 5.5000%  |  | $997.20            | $1017.69           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  |  | $24864272.86       | $25605045.86       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5150 | 2047-12-01      | 3.5000%  |  | $156.16            | $144.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG8586 | 2053-08-01      | 6.0000%  |  | $2072269.37        | $2131463.06        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  |  | $154943.89         | $130229.48         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $784.74            | $800.50            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  |  | $614.78            | $532.58            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5383 | 2034-05-01      | 5.0000%  |  | $273919.92         | $278225.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9218 | 2051-10-01      | 2.0000%  |  | $232789.37         | $187003.32         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $134334.83         | $116892.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7710 | 2045-11-01      | 2.0000%  |  | $2671238.70        | $2203960.40        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4968 | 2053-07-01      | 6.0000%  |  | $1196049.14        | $1241734.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0584 | 2052-02-01      | 2.0000%  |  | $74054.37          | $59911.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA6522 | 2035-07-01      | 2.5000%  |  | $81442.76          | $76970.45          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4794 | 2045-04-01      | 3.5000%  |  | $173.55            | $162.49            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2560 | 2055-07-01      | 6.0000%  |  | $1655981.31        | $1731965.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQJ9408 | 2054-11-01      | 5.5000%  |  | $942.30            | $962.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  |  | $587385.50         | $582413.22         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL2030 | 2055-08-01      | 5.5000%  |  | $853331.00         | $866412.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  |  | $29143888.00       | $29908730.49       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5733 | 2055-06-01      | 4.5000%  |  | $1136.72           | $1098.09           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX3772 | 2055-01-01      | 5.0000%  |  | $5608794.24        | $5556626.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7869 | 2051-01-01      | 2.5000%  |  | $64698.81          | $54862.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1171 | 2052-01-01      | 3.0000%  |  | $72834.19          | $63490.46          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  |  | $666579.99         | $677015.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1241 | 2052-01-01      | 3.5000%  |  | $81612.72          | $74571.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS9620 | 2052-06-01      | 3.0000%  |  | $674437.45         | $592231.17         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $307346.59         | $283935.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4495 | 2050-10-01      | 2.0000%  |  | $622.27            | $501.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1339 | 2049-09-01      | 3.0000%  |  | $315.84            | $280.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFM5684 | 2049-09-01      | 5.0000%  |  | $1719039.56        | $1753899.77        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICA0052 | 2032-07-01      | 2.0000%  |  | $51388.67          | $48897.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $3574348.61        | $3676445.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  |  | $6933.39           | $6889.36           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $394470.28         | $369586.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $49819.83          | $46713.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  |  | $9758780.79        | $9878879.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  |  | $2077888.15        | $2105644.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  |  | $11411.28          | $11033.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CNMA5024 | 2033-05-01      | 4.5000%  |  | $224590.51         | $226672.46         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5022 | 2043-05-01      | 5.5000%  |  | $466250.13         | $476557.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $5021.10           | $5161.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  |  | $22941.48          | $22819.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $17314.40          | $15719.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  |  | $977471.70         | $1006147.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $15452.34          | $14027.02          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  |  | $245397.28         | $244081.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  |  | $347342.96         | $351829.86         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0653 | 2051-07-01      | 2.5000%  |  | $687.49            | $582.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  |  | $1238.07           | $1056.78           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0056 | 2048-01-01      | 3.5000%  |  | $2098.41           | $1957.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTSC0206 | 2041-11-01      | 2.0000%  |  | $691.74            | $595.97            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $622.79            | $613.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8032 | 2035-02-01      | 3.0000%  |  | $34329.94          | $33274.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CISB8000 | 2034-07-01      | 3.0000%  |  | $108.30            | $105.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $21238.18          | $22036.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4791 | 2054-07-01      | 6.0000%  |  | $493731.20         | $506688.52         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU3955 | 2053-03-01      | 6.0000%  |  | $1046677.25        | $1085066.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBU4486 | 2054-03-01      | 6.0000%  |  | $46029.96          | $47276.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU2299 | 2051-10-01      | 2.0000%  |  | $55153.31          | $44230.51          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBT8038 | 2053-01-01      | 5.0000%  |  | $78139.41          | $77751.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT6823 | 2051-10-01      | 2.5000%  |  | $121527.66         | $101935.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  |  | $34254.08          | $28608.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  |  | $70003.72          | $56806.03          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR7744 | 2051-04-01      | 2.0000%  |  | $62799.42          | $50968.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB6238 | 2053-05-01      | 4.5000%  |  | $5694727.59        | $5586675.83        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  |  | $596839.23         | $595137.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5224 | 2052-11-01      | 4.5000%  |  | $911.93            | $882.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  |  | $1263076.73        | $1293303.13        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5160 | 2052-11-01      | 6.5000%  |  | $10706230.71       | $11259020.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  |  | $1597938.53        | $1562878.16        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $694254.05         | $614202.70         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CTRB5132 | 2041-10-01      | 2.5000%  |  | $688.88            | $613.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CTRB0714 | 2041-12-01      | 2.0000%  |  | $4405.97           | $3795.96           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9570 | 2053-08-01      | 6.0000%  |  | $4854562.20        | $4993221.44        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  |  | $30318.83          | $31174.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  |  | $308528.33         | $282294.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  |  | $763.20            | $702.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $398889.45         | $347063.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1462 | 2052-01-01      | 3.5000%  |  | $616640.93         | $568425.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $33009.63          | $29967.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1427 | 2050-02-01      | 3.0000%  |  | $8493.54           | $7513.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1425 | 2052-05-01      | 3.5000%  |  | $79395.59          | $72902.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  |  | $9766934.93        | $8497949.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS1330 | 2037-03-01      | 2.0000%  |  | $75537.91          | $69756.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1289 | 2052-03-01      | 3.0000%  |  | $1462.17           | $1299.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1285 | 2052-02-01      | 3.5000%  |  | $66788.39          | $61242.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  |  | $212517.76         | $172945.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS1097 | 2052-04-01      | 3.0000%  |  | $16437.12          | $14458.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  |  | $968952.91         | $908539.88         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS1014 | 2052-02-01      | 2.0000%  |  | $7697.78           | $6235.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS0739 | 2052-02-01      | 3.5000%  |  | $125038.17         | $114133.62         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQC6745 | 2051-08-01      | 4.5000%  |  | $1249.01           | $1220.07           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBV5403 | 2052-04-01      | 4.0000%  |  | $1714600.24        | $1625905.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  |  | $623.85            | $570.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBV4297 | 2052-03-01      | 3.5000%  |  | $1532529.98        | $1405440.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  |  | $469.43            | $433.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE7772 | 2055-08-01      | 6.0000%  |  | $1024.00           | $1058.35           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6617 | 2055-08-01      | 6.0000%  |  | $6048.00           | $6253.50           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE6311 | 2055-07-01      | 6.5000%  |  | $2403875.70        | $2559357.31        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6129 | 2055-08-01      | 6.0000%  |  | $1000.00           | $1041.29           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE6064 | 2055-07-01      | 6.0000%  |  | $3898237.86        | $4077103.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE4245 | 2055-07-01      | 6.0000%  |  | $1806102.02        | $1888972.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE3531 | 2055-08-01      | 5.5000%  |  | $999.28            | $1009.62           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0115 | 2029-07-01      | 4.5000%  |  | $443777.44         | $445520.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0878 | 2031-10-01      | 4.0000%  |  | $46.20             | $46.07             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0864 | 2031-10-01      | 4.5000%  |  | $53.56             | $54.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0804 | 2031-07-01      | 4.0000%  |  | $35205.47          | $35112.92          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CTMA0777 | 2031-06-01      | 5.0000%  |  | $40320.69          | $41106.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTAC3263 | 2029-09-01      | 4.5000%  |  | $101695.33         | $101865.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB9011 | 2028-04-01      | 3.0000%  |  | $209160.11         | $206537.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  |  | $5042075.48        | $4426792.69        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $36618.47          | $37259.95          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8863 | 2051-09-01      | 2.5000%  |  | $677430.28         | $578472.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4568 | 2037-03-01      | 2.5000%  |  | $157415.66         | $147883.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS7847 | 2054-02-01      | 6.0000%  |  | $874.96            | $904.74            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX6790 | 2055-02-01      | 5.5000%  |  | $992.73            | $1008.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY9529 | 2055-08-01      | 5.5000%  |  | $1145652.30        | $1162109.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  |  | $215490.25         | $213485.95         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  |  | $68572.48          | $61301.36          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8677 | 2052-04-01      | 2.5000%  |  | $98019.61          | $82018.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3362 | 2052-04-01      | 3.0000%  |  | $340393.58         | $299175.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $58893.98          | $54350.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $846.56            | $825.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  |  | $1527932.69        | $1569336.11        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  |  | $84115.67          | $83529.29          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $146634.62         | $129613.76         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $59267.23          | $52163.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3115 | 2052-03-01      | 3.0000%  |  | $767.06            | $677.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDD7752 | 2055-04-01      | 5.0000%  |  | $1058009.71        | $1056318.89        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY8699 | 2055-07-01      | 7.0000%  |  | $1053.49           | $1118.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE3154 | 2055-06-01      | 6.0000%  |  | $1435342.59        | $1490241.10        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $81375.05          | $73834.93          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA4671 | 2032-07-01      | 3.0000%  |  | $47870.99          | $46472.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  |  | $665.02            | $560.15            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD1473 | 2051-11-01      | 2.5000%  |  | $2649692.04        | $2253060.82        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  |  | $85070.12          | $84643.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1816 | 2051-09-01      | 3.0000%  |  | $72136.60          | $62944.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9646 | 2054-12-01      | 5.0000%  |  | $960.88            | $956.52            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4252 | 2055-05-01      | 6.5000%  |  | $997.36            | $1053.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1783 | 2054-06-01      | 6.0000%  |  | $16645582.97       | $17146060.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  |  | $97609.49          | $83526.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS8813 | 2053-06-01      | 4.5000%  |  | $79822.49          | $77218.68          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  |  | $26712.79          | $25197.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  |  | $233065.54         | $196764.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2211 | 2051-11-01      | 2.5000%  |  | $479567.69         | $401596.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  |  | $9958.20           | $8769.00           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  |  | $982.85            | $995.75            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  |  | $88592.28          | $71380.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  |  | $1183.43           | $1112.17           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $10695105.45       | $10654131.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  |  | $79384.90          | $80763.64          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  |  | $42308.41          | $39703.11          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $841.58            | $732.86            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $852.68            | $742.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7581 | 2054-09-01      | 6.0000%  |  | $1132441.57        | $1167018.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY7289 | 2053-08-01      | 6.0000%  |  | $2917.96           | $3011.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY6786 | 2053-08-01      | 5.5000%  |  | $283521.56         | $286585.79         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY6343 | 2053-07-01      | 6.0000%  |  | $141463.91         | $145678.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $847.79            | $858.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4181 | 2053-06-01      | 5.0000%  |  | $320542.33         | $318688.60         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4063 | 2053-06-01      | 5.0000%  |  | $16388140.07       | $16273732.64       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY4409 | 2053-05-01      | 5.0000%  |  | $892.25            | $891.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  |  | $47996.31          | $48606.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2827 | 2053-06-01      | 5.5000%  |  | $6850883.05        | $6942827.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY2603 | 2053-08-01      | 5.5000%  |  | $162218.07         | $164163.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY1265 | 2053-05-01      | 5.0000%  |  | $86118.08          | $85588.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY0630 | 2053-04-01      | 5.5000%  |  | $62394.47          | $63486.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  |  | $847126.20         | $859431.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0709 | 2054-11-01      | 5.0000%  |  | $24398.46          | $24495.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  |  | $2171.22           | $2193.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0559 | 2054-09-01      | 6.0000%  |  | $15115266.36       | $15639715.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA0485 | 2054-09-01      | 6.5000%  |  | $932.79            | $973.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA0198 | 2054-10-01      | 5.5000%  |  | $2455689.11        | $2510735.29        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA0103 | 2054-12-01      | 6.0000%  |  | $1858.12           | $1941.43           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0874 | 2054-06-01      | 5.0000%  |  | $3617077.57        | $3584476.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  |  | $18716999.69       | $19158510.84       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6079 | 2053-12-01      | 7.5000%  |  | $811.79            | $877.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6052 | 2053-12-01      | 7.5000%  |  | $908.81            | $980.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6046 | 2053-12-01      | 7.5000%  |  | $795.20            | $859.81            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6044 | 2053-12-01      | 7.5000%  |  | $712.05            | $770.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  |  | $934.56            | $995.69            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7763 | 2054-01-01      | 7.5000%  |  | $540.53            | $584.43            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7508 | 2053-12-01      | 7.5000%  |  | $798.04            | $869.44            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7499 | 2053-12-01      | 7.5000%  |  | $500.40            | $540.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  |  | $486.25            | $528.07            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6083 | 2053-12-01      | 7.5000%  |  | $574.29            | $625.67            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8453 | 2054-01-01      | 7.5000%  |  | $886.15            | $957.65            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8481 | 2054-01-01      | 7.5000%  |  | $784.78            | $860.38            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8299 | 2054-01-01      | 7.5000%  |  | $767.42            | $830.87            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5672 | 2053-11-01      | 7.0000%  |  | $714.75            | $762.16            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAB9779 | 2028-07-01      | 2.5000%  |  | $33240.24          | $32604.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  |  | $231.86            | $204.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  |  | $26.42             | $26.04             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  |  | $941265.17         | $864418.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3125 | 2052-03-01      | 3.5000%  |  | $862811.92         | $789431.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $2322.40           | $1966.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $54971.91          | $49939.24          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  |  | $2478.58           | $2066.97           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $190699.39         | $165918.64         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  |  | $96812.67          | $89633.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  |  | $51504.66          | $41641.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4146 | 2050-09-01      | 5.0000%  |  | $42172.84          | $42211.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  |  | $36209.17          | $29151.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  |  | $443755.00         | $374520.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4080 | 2050-07-01      | 3.5000%  |  | $35572.27          | $32607.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  |  | $149808.55         | $138437.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  |  | $30296.12          | $28746.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4019 | 2050-05-01      | 2.5000%  |  | $304938.09         | $257488.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  |  | $201441.83         | $161387.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $61462.68          | $59968.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3985 | 2035-04-01      | 3.0000%  |  | $228933.62         | $220489.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3956 | 2035-03-01      | 3.0000%  |  | $48943.17          | $47137.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3954 | 2030-03-01      | 3.0000%  |  | $20287.24          | $19974.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $85806.06          | $78452.50          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  |  | $2991927.24        | $2724985.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0143 | 2056-08-01      | 5.5000%  |  | $148402.51         | $154278.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  |  | $9421.39           | $9001.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBE1585 | 2047-05-01      | 4.0000%  |  | $2447130.40        | $2338194.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  |  | $103823.78         | $97187.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $13507.61          | $12538.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIBC4777 | 2031-10-01      | 2.5000%  |  | $38046.73          | $36764.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $80214.02          | $71974.71          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBC0793 | 2046-04-01      | 3.5000%  |  | $112995.02         | $105299.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAZ7528 | 2030-08-01      | 3.0000%  |  | $212625.65         | $208584.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRA9384 | 2053-07-01      | 6.0000%  |  | $792.12            | $821.17            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRA9265 | 2053-06-01      | 5.5000%  |  | $26239921.56       | $26808587.31       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  |  | $31467.74          | $27387.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2817 | 2036-11-01      | 2.5000%  |  | $57834.81          | $53906.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  |  | $159720.48         | $151416.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  |  | $55467.27          | $56879.79          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD2629 | 2052-01-01      | 2.5000%  |  | $853.75            | $713.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5139 | 2052-11-01      | 5.5000%  |  | $50447.44          | $51370.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4722 | 2051-03-01      | 2.0000%  |  | $811783.73         | $655778.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  |  | $92505.81          | $83945.16          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6081 | 2053-12-01      | 7.5000%  |  | $614.93            | $673.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  |  | $277934.67         | $282358.59         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  |  | $18398447.81       | $18602114.54       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  |  | $53102.69          | $44459.66          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBY5986 | 2053-07-01      | 5.5000%  |  | $1179367.31        | $1193611.44        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIBM3084 | 2032-08-01      | 4.0000%  |  | $26760.93          | $26840.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $556349.08         | $516241.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  |  | $13607.86          | $14007.30          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX6056 | 2055-02-01      | 6.0000%  |  | $6667557.44        | $6852533.26        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3727 | 2055-03-01      | 6.0000%  |  | $4901172.88        | $5080980.58        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB9630 | 2054-12-01      | 4.5000%  |  | $6769.88           | $6564.54           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ3077 | 2054-12-01      | 5.5000%  |  | $933695.48         | $949986.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  |  | $762.84            | $671.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBV3214 | 2052-02-01      | 2.5000%  |  | $154342.63         | $130424.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  |  | $581.35            | $491.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  |  | $87232.53          | $82275.12          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBN0892 | 2048-11-01      | 4.5000%  |  | $1175.17           | $1161.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  |  | $11830128.06       | $11975718.82       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  |  | $1624.05           | $1356.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $92511.44          | $77743.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBY9495 | 2053-08-01      | 6.0000%  |  | $729074.45         | $750191.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1588 | 2038-04-01      | 4.0000%  |  | $3159627.15        | $3127197.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  |  | $80106.43          | $79725.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ1575 | 2050-09-01      | 2.0000%  |  | $1613871.61        | $1311265.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS3537 | 2052-04-01      | 2.5000%  |  | $1703006.32        | $1456026.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5136 | 2052-11-01      | 5.5000%  |  | $19428321.02       | $19867280.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2579 | 2036-04-01      | 3.0000%  |  | $96955.03          | $92535.85          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  |  | $101633.28         | $101868.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  |  | $6998453.17        | $5622673.14        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  |  | $556.09            | $469.58            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8394 | 2054-01-01      | 5.0000%  |  | $88165.07          | $87491.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $319627.66         | $317465.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQY4128 | 2055-05-01      | 7.0000%  |  | $193286.68         | $204765.68         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS2442 | 2052-07-01      | 4.0000%  |  | $141143.48         | $132783.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAL6047 | 2044-11-01      | 3.5000%  |  | $206.58            | $193.80            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1099 | 2054-03-01      | 5.0000%  |  | $19810235.34       | $19647670.35       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5578 | 2053-12-01      | 7.5000%  |  | $623.23            | $679.56            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQH5577 | 2053-12-01      | 7.0000%  |  | $666.87            | $720.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA4643 | 2042-05-01      | 3.0000%  |  | $687150.73         | $629720.96         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $7936.71           | $7675.51           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $25648.12          | $23301.33          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  |  | $98540.85          | $94413.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  |  | $791.76            | $718.40            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $88030.82          | $73391.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  |  | $65319.31          | $56854.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $447289.02         | $406361.28         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $223595.17         | $178878.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA4571 | 2042-03-01      | 2.5000%  |  | $11039.10          | $9755.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8479 | 2051-08-01      | 3.0000%  |  | $847242.96         | $744178.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  |  | $70114.66          | $64625.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  |  | $105732.82         | $91995.30          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $179135.91         | $164275.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7929 | 2050-08-01      | 3.5000%  |  | $51492.42          | $47411.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM7847 | 2036-06-01      | 2.0000%  |  | $191924.29         | $177697.82         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7796 | 2048-06-01      | 4.0000%  |  | $846297.80         | $808672.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  |  | $2514992.05        | $2135289.72        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBP1925 | 2050-04-01      | 5.0000%  |  | $290293.85         | $290438.67         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBO9587 | 2049-11-01      | 4.0000%  |  | $729864.66         | $689908.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  |  | $69469.85          | $61099.31          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBO2201 | 2049-09-01      | 3.0000%  |  | $203.94            | $179.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH8298 | 2054-01-01      | 7.5000%  |  | $812.85            | $882.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $187790.36         | $190216.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  |  | $18237.46          | $18799.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0735 | 2052-01-01      | 3.0000%  |  | $792800.24         | $695674.54         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  |  | $280572.00         | $249598.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $781.79            | $659.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0440 | 2037-01-01      | 2.0000%  |  | $12567625.00       | $11670730.86       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  |  | $113660.44         | $94759.22          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  |  | $2299082.27        | $2033384.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0147 | 2051-11-01      | 3.0000%  |  | $752.40            | $660.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS0067 | 2051-09-01      | 4.5000%  |  | $348777.62         | $340110.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0034 | 2051-12-01      | 3.0000%  |  | $68685.22          | $60599.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  |  | $183931.83         | $154769.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  |  | $633.33            | $583.28            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS0831 | 2052-03-01      | 3.0000%  |  | $843.06            | $733.52            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $559.58            | $513.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  |  | $90182.04          | $89390.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS9450 | 2047-04-01      | 3.5000%  |  | $510.68            | $474.02            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $36389.59          | $33319.74          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS7778 | 2033-07-01      | 3.5000%  |  | $743927.54         | $732957.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7798 | 2046-08-01      | 3.0000%  |  | $354142.34         | $317637.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  |  | $1395565.17        | $1181276.76        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1419 | 2052-01-01      | 3.5000%  |  | $248376.66         | $227640.24         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBP6679 | 2050-09-01      | 2.0000%  |  | $7759560.84        | $6287312.64        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8162 | 2051-07-01      | 2.5000%  |  | $111494.15         | $94117.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $2343654.47        | $2247571.93        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBR6750 | 2051-06-01      | 2.5000%  |  | $351089.97         | $295629.85         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $5391.94           | $5361.31           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  |  | $134.91            | $124.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  |  | $91582.14          | $95065.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS0350 | 2052-01-01      | 2.0000%  |  | $51118.60          | $41114.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  |  | $11121129.41       | $10588518.75       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBK2003 | 2048-04-01      | 4.5000%  |  | $585.42            | $578.51            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  |  | $1815.72           | $1806.54           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB2610 | 2052-01-01      | 2.0000%  |  | $30283.94          | $24354.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS4000 | 2041-07-01      | 6.0000%  |  | $475566.12         | $502993.29         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB4637 | 2052-09-01      | 6.0000%  |  | $3559755.58        | $3685420.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAB3546 | 2031-09-01      | 4.0000%  |  | $999165.27         | $996395.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  |  | $2652.67           | $2578.04           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  |  | $2754010.68        | $2535417.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1772 | 2054-06-01      | 5.5000%  |  | $7494.57           | $7585.73           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAK9847 | 2042-05-01      | 4.0000%  |  | $229436.96         | $223716.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  |  | $70.88             | $67.10             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAJ4203 | 2041-12-01      | 3.5000%  |  | $911930.52         | $863080.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $319.09            | $300.21            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQF4920 | 2052-12-01      | 6.5000%  |  | $6076152.39        | $6358587.49        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQF3213 | 2052-11-01      | 4.5000%  |  | $799.93            | $775.94            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  |  | $265625.44         | $279932.46         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0493 | 2052-09-01      | 5.5000%  |  | $448721.91         | $455738.93         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  |  | $2096405.99        | $2136970.98        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLQE9208 | 2052-09-01      | 4.5000%  |  | $3658854.21        | $3551100.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQE1356 | 2052-04-01      | 2.5000%  |  | $505830.09         | $421712.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQE0524 | 2052-04-01      | 3.5000%  |  | $10315666.03       | $9446387.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLQD9728 | 2052-04-01      | 3.5000%  |  | $782.32            | $710.82            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  |  | $30204.52          | $24200.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  |  | $6752209.74        | $5743047.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBQ7059 | 2052-01-01      | 2.0000%  |  | $74755.63          | $59729.41          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  |  | $195428.24         | $198064.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX9382 | 2053-04-01      | 5.5000%  |  | $54784.54          | $55388.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFS7113 | 2039-02-01      | 4.5000%  |  | $185071.56         | $185295.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  |  | $17039023.15       | $17298251.07       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  |  | $9063345.54        | $9301200.96        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBU5750 | 2040-03-01      | 6.0000%  |  | $1298026.51        | $1349640.80        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  |  | $1169603.21        | $1183406.61        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ3093 | 2054-12-01      | 6.0000%  |  | $5264737.76        | $5423610.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE1433 | 2055-07-01      | 5.5000%  |  | $1667027.65        | $1701543.08        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CNMA5778 | 2035-05-01      | 6.5000%  |  | $95829.68          | $101276.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE3425 | 2055-07-01      | 7.0000%  |  | $998.28            | $1058.49           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  |  | $31058.90          | $30686.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  |  | $841.10            | $764.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS7161 | 2054-02-01      | 6.5000%  |  | $20339116.81       | $21368592.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNMA5100 | 2033-07-01      | 5.0000%  |  | $59926.18          | $61018.99          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $6897.72           | $5523.80           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4121 | 2052-07-01      | 4.0000%  |  | $139432.87         | $130647.36         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM5446 | 2050-08-01      | 4.0000%  |  | $7829181.16        | $7348509.46        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  |  | $588224.90         | $617054.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6202 | 2053-02-01      | 6.0000%  |  | $1261042.31        | $1294550.31        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQH1726 | 2053-10-01      | 6.5000%  |  | $914.70            | $963.78            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE1437 | 2055-06-01      | 6.0000%  |  | $2125344.85        | $2209869.11        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDD6233 | 2055-04-01      | 5.5000%  |  | $1580737.09        | $1605396.23        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD5299 | 2055-03-01      | 6.5000%  |  | $4540930.10        | $4766648.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 I4BF0822 | 2062-10-01      | 2.5000%  |  | $1080.75           | $862.25            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  |  | $4522.95           | $4577.21           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $184334.14         | $174149.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CTFM9886 | 2041-12-01      | 2.0000%  |  | $72796.71          | $62718.12          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  |  | $805.01            | $734.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  |  | $17615468.62       | $15127890.43       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CIBY1327 | 2039-01-01      | 6.5000%  |  | $120109.29         | $125858.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA3616 | 2049-03-01      | 4.5000%  |  | $26661.37          | $26145.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  |  | $13254936.08       | $11669689.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5190 | 2053-11-01      | 5.5000%  |  | $19329762.75       | $19574763.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  |  | $4576755.35        | $4664023.91        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $2608.80           | $2592.55           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CIBT3901 | 2038-10-01      | 6.0000%  |  | $68780.37          | $71363.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  |  | $916.44            | $931.13            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ9052 | 2054-11-01      | 5.0000%  |  | $1043.44           | $1036.15           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM9730 | 2051-12-01      | 2.0000%  |  | $165819.51         | $134352.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9292 | 2051-11-01      | 3.0000%  |  | $564186.99         | $499079.43         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  |  | $70314.96          | $56725.58          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  |  | $125030.46         | $101002.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4694 | 2051-03-01      | 2.0000%  |  | $76320.61          | $61005.62          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR4035 | 2051-02-01      | 2.0000%  |  | $338927.75         | $274031.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR3256 | 2051-02-01      | 2.0000%  |  | $56268.02          | $46124.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR2935 | 2036-03-01      | 1.5000%  |  | $55117.95          | $49374.48          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBR2026 | 2051-06-01      | 3.0000%  |  | $34064.08          | $29690.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 ZLFP0044 | 2050-10-01      | 3.5000%  |  | $32747.47          | $29713.13          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0034 | 2050-10-01      | 2.5000%  |  | $26035.25          | $21736.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 ZLFP0015 | 2050-09-01      | 2.5000%  |  | $834.62            | $696.81            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS9930 | 2054-03-01      | 4.5000%  |  | $37927.19          | $37094.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS9535 | 2054-10-01      | 5.0000%  |  | $429423.16         | $425843.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9534 | 2054-10-01      | 5.5000%  |  | $937.92            | $953.13            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS9051 | 2054-08-01      | 5.5000%  |  | $3649676.20        | $3753497.73        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS9043 | 2051-10-01      | 2.5000%  |  | $28517.62          | $23813.39          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBR0965 | 2036-04-01      | 1.5000%  |  | $581050.33         | $520363.50         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0948 | 2051-04-01      | 2.0000%  |  | $2013844.73        | $1610535.18        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $68085.85          | $57471.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA3832 | 2039-11-01      | 3.5000%  |  | $102917.42         | $99248.65          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  |  | $82208.91          | $72395.82          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3768 | 2034-09-01      | 3.0000%  |  | $116.69            | $113.11            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $113535.99         | $98860.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  |  | $274414.43         | $249730.37         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  |  | $321848.60         | $316101.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3426 | 2052-10-01      | 4.0000%  |  | $64388.16          | $60858.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3421 | 2052-12-01      | 5.0000%  |  | $805.47            | $800.89            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS3395 | 2052-12-01      | 5.0000%  |  | $937.45            | $936.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $624267.26         | $569467.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0889 | 2053-04-01      | 5.0000%  |  | $1044956.94        | $1039883.56        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY0879 | 2053-04-01      | 5.0000%  |  | $654703.30         | $650714.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9989 | 2053-04-01      | 5.0000%  |  | $170863.43         | $169983.81         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $217289.03         | $217229.91         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9416 | 2053-03-01      | 5.0000%  |  | $196042.17         | $194869.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  |  | $31412.85          | $31245.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  |  | $83324.13          | $82704.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLBX8626 | 2053-04-01      | 5.5000%  |  | $159044.75         | $160984.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $828.70            | $801.55            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $31984.20          | $32390.01          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLQD1688 | 2051-11-01      | 4.0000%  |  | $632.41            | $597.83            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLQD0229 | 2051-11-01      | 2.5000%  |  | $743.71            | $627.39            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  |  | $25136856.80       | $20045048.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $1984757.49        | $1691935.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  |  | $19557291.83       | $16525235.77       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6990 | 2050-09-01      | 2.5000%  |  | $399993.61         | $340032.34         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  |  | $564.91            | $493.62            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM5176 | 2050-12-01      | 2.0000%  |  | $329264.81         | $266696.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5197 | 2050-03-01      | 3.5000%  |  | $150882.34         | $138308.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM4583 | 2050-10-01      | 2.0000%  |  | $798775.03         | $647010.61         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  |  | $3158.48           | $3078.22           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $3841.57           | $3513.66           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  |  | $45369.96          | $45727.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  |  | $17611934.47       | $17416794.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1378 | 2048-03-01      | 4.0000%  |  | $16014.95          | $15292.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  |  | $1218033.86        | $1208955.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0995 | 2048-01-01      | 3.5000%  |  | $122348.88         | $112246.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $284287.07         | $271528.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0687 | 2042-11-01      | 3.5000%  |  | $71147.07          | $66981.56          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA0660 | 2047-11-01      | 4.0000%  |  | $658305.32         | $628892.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  |  | $195412.93         | $180897.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  |  | $37554.88          | $33216.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFA2414 | 2052-05-01      | 2.5000%  |  | $648680.00         | $543066.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  |  | $5465169.91        | $5497484.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFA1817 | 2051-07-01      | 3.5000%  |  | $22909060.41       | $21018060.01       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  |  | $762.12            | $774.77            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  |  | $3541.21           | $2952.32           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD2567 | 2052-09-01      | 4.5000%  |  | $908.47            | $880.66            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD2349 | 2053-02-01      | 5.5000%  |  | $4206554.50        | $4300494.34        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  |  | $979.76            | $990.76            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $25469.21          | $25400.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  |  | $75255.66          | $63310.67          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3375 | 2035-02-01      | 3.5000%  |  | $28925.07          | $28543.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC2912 | 2054-09-01      | 6.5000%  |  | $879436.21         | $932811.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3236 | 2052-06-01      | 3.5000%  |  | $40990.49          | $37491.84          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6051 | 2053-12-01      | 7.5000%  |  | $708.46            | $776.80            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  |  | $225919.01         | $205213.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCA2077 | 2038-07-01      | 4.0000%  |  | $2878637.79        | $2846227.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA0898 | 2041-10-01      | 4.5000%  |  | $56801.47          | $54578.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4277 | 2027-01-01      | 3.0000%  |  | $51926.61          | $51513.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CNFA2695 | 2035-09-01      | 5.0000%  |  | $6796656.00        | $6920809.76        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH6078 | 2053-12-01      | 7.5000%  |  | $731.50            | $798.95            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  |  | $116533.98         | $118015.69         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  |  | $11176679.43       | $11543840.80       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CNMA3900 | 2030-01-01      | 3.0000%  |  | $104820.22         | $102859.38         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7448 | 2054-01-01      | 7.5000%  |  | $406.02            | $435.60            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4940 | 2053-03-01      | 5.0000%  |  | $1226417.01        | $1219972.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  |  | $7615142.84        | $7910813.45        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  |  | $1994.51           | $1608.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  |  | $36276.62          | $35794.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  |  | $129007.63         | $128302.10         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIMA3855 | 2034-11-01      | 2.0000%  |  | $38421.64          | $35625.41          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8015 | 2053-07-01      | 6.0000%  |  | $307989.81         | $319603.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $13954.44          | $14329.86          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CIRC1370 | 2032-01-01      | 2.0000%  |  | $507.24            | $485.72            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  |  | $7966642.37        | $8174291.14        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7995 | 2051-07-01      | 2.5000%  |  | $1831837.06        | $1566151.89        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA0679 | 2055-02-01      | 5.0000%  |  | $172925.60         | $171465.91         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY4503 | 2055-06-01      | 6.0000%  |  | $894.12            | $932.41            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0327 | 2055-02-01      | 5.0000%  |  | $991.00            | $983.49            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  |  | $856.46            | $717.24            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM8025 | 2051-07-01      | 2.5000%  |  | $69384.01          | $59149.34          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS8980 | 2047-03-01      | 4.5000%  |  | $33222.61          | $32823.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8762 | 2054-08-01      | 6.5000%  |  | $5886.66           | $6163.96           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBU0034 | 2051-08-01      | 4.0000%  |  | $282065.04         | $265079.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS4970 | 2053-06-01      | 4.0000%  |  | $874.86            | $819.68            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1511 | 2054-05-01      | 5.5000%  |  | $980132.88         | $998449.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7900 | 2051-07-01      | 2.5000%  |  | $538322.44         | $457209.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  |  | $146535.45         | $150670.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  |  | $32291.54          | $31902.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  |  | $1481403.83        | $1532772.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB6333 | 2054-06-01      | 6.5000%  |  | $1541586.32        | $1621430.55        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIFS4261 | 2035-06-01      | 3.5000%  |  | $1046427.88        | $1037300.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBU8210 | 2052-01-01      | 2.0000%  |  | $197514.40         | $158293.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  |  | $945759.80         | $925007.94         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 U3BF0448 | 2042-02-01      | 2.5000%  |  | $1437255.04        | $1280872.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ2930 | 2045-09-01      | 3.5000%  |  | $12647473.24       | $11838872.49       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $838.11            | $761.38            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  |  | $803551.61         | $751677.71         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2899 | 2052-02-01      | 3.0000%  |  | $340897.91         | $298626.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  |  | $4204388.10        | $4076738.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $69104.50          | $68776.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $16244096.51       | $15710104.32       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $148810.30         | $139638.84         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $47708.98          | $46350.76          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $216876.13         | $188845.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  |  | $100949.87         | $99158.91          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  |  | $126.92            | $124.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $77075.68          | $72669.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3670 | 2049-05-01      | 3.0000%  |  | $56046.44          | $49393.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  |  | $32701.62          | $30014.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $27128.40          | $26899.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE2217 | 2055-07-01      | 6.0000%  |  | $4198763.82        | $4372120.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  |  | $3588301.65        | $3655359.03        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDE2183 | 2055-06-01      | 7.0000%  |  | $947662.50         | $1011032.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD2508 | 2055-02-01      | 6.0000%  |  | $2608420.03        | $2693432.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDC9269 | 2054-12-01      | 4.5000%  |  | $1500810.11        | $1450213.30        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDC7534 | 2055-01-01      | 6.5000%  |  | $2324877.39        | $2430846.59        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  |  | $989.50            | $927.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  |  | $42714.75          | $37252.96          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB2094 | 2051-11-01      | 3.0000%  |  | $784638.46         | $688515.02         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTCB2113 | 2041-11-01      | 2.5000%  |  | $764665.67         | $680257.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  |  | $683.66            | $599.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $16158965.38       | $15048993.48       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $68992.03          | $67734.19          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  |  | $672.94            | $629.50            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5186 | 2045-06-01      | 3.5000%  |  | $14362607.05       | $13426498.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5173 | 2045-06-01      | 3.5000%  |  | $21034394.74       | $19680878.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS5135 | 2045-06-01      | 3.5000%  |  | $15211962.72       | $14229912.21       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS4997 | 2045-05-01      | 3.5000%  |  | $90.54             | $84.59             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  |  | $827.15            | $720.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  |  | $20993.03          | $19047.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS3155 | 2052-07-01      | 4.0000%  |  | $986582.61         | $932498.26         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3095 | 2052-08-01      | 3.5000%  |  | $1017701.84        | $934618.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  |  | $84228.27          | $70221.49          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  |  | $371810.96         | $310287.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  |  | $710012.27         | $617762.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  |  | $9439.02           | $7896.78           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  |  | $839357.46         | $675133.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB1250 | 2051-07-01      | 2.5000%  |  | $48038.57          | $40589.44          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  |  | $78193.74          | $77818.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8348 | 2054-04-01      | 6.0000%  |  | $6267971.02        | $6570868.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM4595 | 2050-09-01      | 3.0000%  |  | $45045.76          | $39659.79          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  |  | $28088.24          | $28151.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $72328.32          | $66250.73          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $50643.26          | $46465.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3899 | 2050-07-01      | 2.5000%  |  | $48596.53          | $41310.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  |  | $60460.80          | $57141.16          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3869 | 2035-06-01      | 3.0000%  |  | $26640.10          | $25821.46          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM3836 | 2035-09-01      | 1.5000%  |  | $33621.92          | $30203.77          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $52567.85          | $49143.70          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $13897.84          | $13266.47          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  |  | $1588171.07        | $1517176.82        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  |  | $28958.04          | $27889.93          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8090 | 2050-09-01      | 2.0000%  |  | $5369.95           | $4321.05           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $127143.26         | $125932.86         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA2448 | 2030-11-01      | 3.0000%  |  | $66971.97          | $65678.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CJMA2308 | 2030-06-01      | 2.5000%  |  | $478299.29         | $461709.21         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2230 | 2035-04-01      | 3.0000%  |  | $340164.93         | $324396.01         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA2169 | 2034-12-01      | 4.5000%  |  | $186653.15         | $187712.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2176 | 2035-02-01      | 3.0000%  |  | $130370.36         | $124535.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  |  | $147801.21         | $144374.03         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  |  | $67689.29          | $64645.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1608 | 2033-10-01      | 3.5000%  |  | $22845.66          | $22411.64          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  |  | $28051.76          | $27689.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1527 | 2033-08-01      | 3.0000%  |  | $44641.31          | $43189.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRMA1328 | 2043-01-01      | 3.5000%  |  | $2066148.14        | $1945200.42        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1381 | 2052-07-01      | 4.5000%  |  | $744.53            | $735.37            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1353 | 2052-06-01      | 3.5000%  |  | $775.11            | $712.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  |  | $891991.30         | $876781.06         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  |  | $748.07            | $683.22            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  |  | $438849.36         | $402728.64         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  |  | $1026522.30        | $1049715.32        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  |  | $800.25            | $777.14            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 PLAB4662 | 2041-08-01      | 4.5000%  |  | $34385.63          | $34024.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  |  | $16655.29          | $16253.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAB4276 | 2027-01-01      | 3.0000%  |  | $104387.11         | $103557.58         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  |  | $29000.07          | $28836.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CA991216 | 2038-09-01      | 5.5000%  |  | $31879.42          | $32165.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $76263.76          | $77505.78          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  |  | $25719991.53       | $23634646.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB6466 | 2053-06-01      | 6.0000%  |  | $777.23            | $803.48            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3833 | 2052-06-01      | 3.0000%  |  | $338602.93         | $297205.79         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX7388 | 2055-03-01      | 5.5000%  |  | $992.83            | $1012.25           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  |  | $9799744.81        | $9681853.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1717 | 2055-01-01      | 5.5000%  |  | $18756452.64       | $19015850.22       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC7726 | 2054-12-01      | 5.0000%  |  | $998.92            | $990.29            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD6961 | 2053-11-01      | 5.0000%  |  | $26426.18          | $26547.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9321 | 2055-08-01      | 6.0000%  |  | $999.57            | $1038.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDD5514 | 2055-05-01      | 6.0000%  |  | $283136.87         | $290592.90         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLBR0912 | 2051-04-01      | 2.0000%  |  | $2732288.86        | $2206313.84        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX3079 | 2052-11-01      | 5.0000%  |  | $86335.31          | $85875.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM3505 | 2050-06-01      | 2.5000%  |  | $65940.53          | $55676.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3245 | 2052-11-01      | 5.5000%  |  | $66943.46          | $67933.27          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  |  | $10667.18          | $10808.33          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.000 CLQI6522 | 2054-05-01      | 7.0000%  |  | $740147.49         | $790753.18         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $1904688.29        | $1737498.99        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  |  | $108802.33         | $98809.08          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1380 | 2052-04-01      | 3.5000%  |  | $251424.32         | $229497.66         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  |  | $118946.27         | $103618.06         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBW2284 | 2052-08-01      | 4.5000%  |  | $289280.55         | $279624.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  |  | $337.55            | $343.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA1691 | 2048-05-01      | 4.0000%  |  | $3404758.22        | $3258687.66        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLQC0885 | 2051-04-01      | 2.0000%  |  | $661.04            | $534.46            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $766.55            | $678.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS2906 | 2052-09-01      | 5.0000%  |  | $106863.74         | $106521.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  |  | $1208.50           | $1021.14           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $79698.19          | $72405.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB1430 | 2051-08-01      | 4.0000%  |  | $1286338.46        | $1210505.09        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  |  | $47608.70          | $45462.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  |  | $15808827.24       | $14227396.47       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY4698 | 2055-06-01      | 6.5000%  |  | $1995.98           | $2101.29           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  |  | $1955109.00        | $1999268.61        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFA1592 | 2055-05-01      | 5.5000%  |  | $2015.98           | $2063.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $324070.36         | $328622.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZT0790 | 2048-09-01      | 3.5000%  |  | $57582.90          | $53509.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIFS8858 | 2035-02-01      | 3.0000%  |  | $3409305.17        | $3349050.24        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  |  | $127.28            | $119.67            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $183.57            | $175.14            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY6220 | 2055-06-01      | 6.5000%  |  | $998.46            | $1048.55           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY5119 | 2055-06-01      | 6.0000%  |  | $6028.66           | $6259.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS4012 | 2053-03-01      | 5.5000%  |  | $1582.65           | $1612.17           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3977 | 2052-11-01      | 4.5000%  |  | $335016.04         | $325662.39         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS3880 | 2053-02-01      | 6.0000%  |  | $752.01            | $786.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $382587.85         | $349760.75         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS3810 | 2053-01-01      | 4.5000%  |  | $1563.92           | $1529.61           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  |  | $81982.17          | $83454.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFS3655 | 2052-01-01      | 2.0000%  |  | $29380.87          | $23553.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $76106.79          | $71688.37          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $1400447.78        | $1270684.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTCB4451 | 2042-08-01      | 4.0000%  |  | $851060.84         | $827884.85         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  |  | $5951.87           | $5416.45           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTCB3386 | 2042-04-01      | 3.5000%  |  | $66697.27          | $63092.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3372 | 2052-04-01      | 3.5000%  |  | $514017.26         | $466984.80         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  |  | $525409.94         | $447345.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  |  | $745375.58         | $704431.44         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $761.96            | $695.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA6135 | 2051-10-01      | 2.5000%  |  | $709.08            | $598.47            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA5807 | 2051-09-01      | 2.0000%  |  | $72588.12          | $58404.81          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4784 | 2051-03-01      | 2.5000%  |  | $679.06            | $575.76            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLRA4179 | 2050-12-01      | 2.5000%  |  | $952146.48         | $797965.82         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $4212.54           | $3389.72           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLRA4454 | 2051-02-01      | 2.0000%  |  | $566810.10         | $456069.89         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLRA2658 | 2050-05-01      | 3.5000%  |  | $359.19            | $329.93            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $314471.94         | $279365.34         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQJ8604 | 2054-11-01      | 5.0000%  |  | $990.05            | $981.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  |  | $9249340.19        | $9427952.15        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CIZS6793 | 2028-04-01      | 2.5000%  |  | $32.18             | $31.67             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  |  | $50264.78          | $46368.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4713 | 2047-04-01      | 3.5000%  |  | $237.86            | $220.73            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  |  | $57680.19          | $53670.97          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  |  | $167.62            | $150.89            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4633 | 2045-10-01      | 3.5000%  |  | $52959.07          | $49474.43          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLZS4191 | 2035-07-01      | 5.5000%  |  | $51287.76          | $53433.52          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2372459.92        | $2347193.22        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDB3709 | 2054-07-01      | 5.5000%  |  | $535443.77         | $542252.35         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  |  | $52606.66          | $53327.57          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSD6745 | 2054-10-01      | 6.5000%  |  | $5051814.18        | $5331995.66        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  |  | $414191.07         | $379321.24         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLQC6768 | 2051-09-01      | 3.0000%  |  | $689.33            | $602.32            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $177110.95         | $176251.23         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  |  | $11696383.25       | $9876945.85        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  |  | $883.96            | $904.09            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB5460 | 2053-01-01      | 5.5000%  |  | $3616840.89        | $3670271.68        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  |  | $309990.71         | $309268.09         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  |  | $2153.76           | $2228.25           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  |  | $15661617.04       | $15766219.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  |  | $14906720.42       | $14089535.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  |  | $269465.68         | $268247.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  |  | $212459.20         | $213791.32         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ0059 | 2053-10-01      | 5.0000%  |  | $25557320.23       | $25582900.27       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL2240 | 2055-07-01      | 5.0000%  |  | $1024.00           | $1015.92           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSL1523 | 2050-07-01      | 3.5000%  |  | $1004.01           | $922.16            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL1130 | 2054-12-01      | 5.0000%  |  | $1930898.90        | $1920020.00        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL1083 | 2054-05-01      | 6.0000%  |  | $66475.31          | $68539.15          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  |  | $18564035.99       | $19084713.89       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0611 | 2055-02-01      | 5.0000%  |  | $999.41            | $994.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLQH5740 | 2053-12-01      | 7.5000%  |  | $366.72            | $401.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $85995.94          | $80691.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  |  | $194.50            | $203.66            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS1157 | 2052-03-01      | 3.5000%  |  | $424965.54         | $390181.78         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQG6702 | 2053-07-01      | 6.0000%  |  | $10271664.06       | $10694545.05       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $63045.44          | $59621.72          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  |  | $214543.73         | $210247.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7079 | 2053-03-01      | 5.5000%  |  | $19271.17          | $19519.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  |  | $25065490.37       | $25391536.71       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  |  | $208895.65         | $216270.22         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  |  | $7840849.50        | $8307611.79        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $3087.75           | $2842.84           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAL9035 | 2046-08-01      | 3.0000%  |  | $14310052.21       | $12840142.72       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CWAB9717 | 2028-06-01      | 2.5000%  |  | $46595.52          | $45892.88          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAQ4078 | 2043-06-01      | 4.0000%  |  | $161.26            | $157.34            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  |  | $160372.87         | $150422.57         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  |  | $33420077.62       | $27021588.40       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA2110 | 2034-12-01      | 3.5000%  |  | $644800.64         | $629842.05         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 3RZA3083 | 2030-08-01      | 3.0000%  |  | $439858.83         | $430658.01         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  |  | $282943.39         | $280624.67         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM5579 | 2048-02-01      | 3.5000%  |  | $183.06            | $168.75            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM4195 | 2047-09-01      | 3.5000%  |  | $277.62            | $254.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  |  | $95.10             | $88.20             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  |  | $85211.01          | $72360.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ7784 | 2036-03-01      | 1.5000%  |  | $190557.96         | $170898.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  |  | $15153878.25       | $13541606.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  |  | $33174.76          | $31697.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLAS9828 | 2047-06-01      | 4.5000%  |  | $3631495.84        | $3603377.17        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8364 | 2046-11-01      | 3.5000%  |  | $24524671.49       | $22809249.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  |  | $16140782.52       | $14469103.19       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  |  | $136469.32         | $126672.49         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  |  | $15291309.33       | $14265097.66       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS7904 | 2046-09-01      | 3.0000%  |  | $439461.43         | $394004.13         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  |  | $1587429.71        | $1480502.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAS8031 | 2046-10-01      | 3.0000%  |  | $23093037.08       | $20740141.41       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CIAS6537 | 2031-01-01      | 2.5000%  |  | $109.63            | $106.12            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDC2730 | 2055-01-01      | 5.5000%  |  | $913160.03         | $922893.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2271 | 2054-09-01      | 6.0000%  |  | $1268079.07        | $1302173.49        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDC2031 | 2054-09-01      | 6.0000%  |  | $1272104.59        | $1317424.16        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLDC0444 | 2054-10-01      | 5.0000%  |  | $11440100.04       | $11338396.28       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDB7023 | 2054-06-01      | 7.0000%  |  | $2312513.38        | $2452377.53        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB4821 | 2054-06-01      | 6.5000%  |  | $743247.48         | $775491.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDB2845 | 2054-10-01      | 4.5000%  |  | $991.41            | $957.71            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDB2142 | 2054-06-01      | 6.5000%  |  | $1458827.21        | $1527309.75        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7472 | 2054-01-01      | 7.5000%  |  | $517.80            | $560.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA7460 | 2054-01-01      | 7.5000%  |  | $651.68            | $701.05            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $1636.71           | $1681.39           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CI890897 | 2034-04-01      | 4.5000%  |  | $162836.95         | $165567.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CI890698 | 2030-10-01      | 2.0000%  |  | $48480.60          | $46640.01          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  |  | $25727.68          | $27378.25          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL890059 | 2033-04-01      | 8.0000%  |  | $400536.68         | $422144.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CICA9480 | 2036-03-01      | 1.5000%  |  | $1152400.12        | $1031657.01        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  |  | $1800989.60        | $1698730.21        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  |  | $978.10            | $977.08            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0248 | 2054-01-01      | 5.0000%  |  | $1537149.67        | $1526992.01        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0200 | 2055-01-01      | 5.5000%  |  | $16465865.56       | $16639379.20       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ2641 | 2055-09-01      | 5.5000%  |  | $2053476.00        | $2087840.46        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  |  | $61906.00          | $62594.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  |  | $7781.28           | $6838.26           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  |  | $113018.81         | $95213.20          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBY2247 | 2053-05-01      | 5.0000%  |  | $364312.65         | $361904.14         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAS7587 | 2046-07-01      | 3.5000%  |  | $257.60            | $239.91            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  |  | $1418.97           | $1442.43           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $103073.07         | $96163.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM3782 | 2050-07-01      | 2.0000%  |  | $1332170.60        | $1075528.67        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9329 | 2054-10-01      | 5.5000%  |  | $2925.25           | $2964.10           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  |  | $514.56            | $433.60            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  |  | $923.72            | $946.06            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  |  | $16640839.04       | $17053112.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $3935562.98        | $3734420.73        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  |  | $405651.32         | $361237.50         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  |  | $201.62            | $185.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  |  | $32021.02          | $29478.14          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  |  | $387.72            | $359.03            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $1126382.60        | $1180173.63        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CIBX7705 | 2038-02-01      | 4.5000%  |  | $320428.31         | $321061.47         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLBX6118 | 2053-01-01      | 6.0000%  |  | $12303710.09       | $12661399.45       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBX6086 | 2053-03-01      | 5.0000%  |  | $94349.39          | $94046.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX6067 | 2053-02-01      | 6.5000%  |  | $332586.07         | $353529.53         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9313 | 2054-10-01      | 5.0000%  |  | $2813653.35        | $2805938.00        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  |  | $18136652.41       | $18376632.56       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $128038.80         | $133005.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLBX5865 | 2053-01-01      | 6.5000%  |  | $25899.04          | $27845.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9375 | 2054-10-01      | 6.0000%  |  | $7961.56           | $8198.76           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB9339 | 2054-10-01      | 6.0000%  |  | $9302308.65        | $9654965.37        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  |  | $21623892.07       | $22644919.41       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  |  | $5622428.71        | $5780462.07        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  |  | $349001.02         | $352841.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1539 | 2054-05-01      | 6.5000%  |  | $868.02            | $906.98            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  |  | $5801.86           | $5604.65           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  |  | $13151822.77       | $13462557.97       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA1237 | 2032-11-01      | 3.0000%  |  | $198750.04         | $192390.30         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTMA1138 | 2032-08-01      | 3.5000%  |  | $40002.48          | $39520.54          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA0908 | 2031-11-01      | 4.0000%  |  | $599885.43         | $598218.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTMA1764 | 2034-01-01      | 4.0000%  |  | $89525.93          | $89078.40          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  |  | $22984.06          | $23170.39          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  |  | $8001731.88        | $8345658.77        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  |  | $9299231.51        | $9422620.95        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQZ0180 | 2055-08-01      | 5.5000%  |  | $1031442.00        | $1043169.27        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY9234 | 2055-08-01      | 6.0000%  |  | $999.21            | $1036.16           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8716 | 2055-07-01      | 6.0000%  |  | $998.46            | $1027.71           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY8671 | 2055-07-01      | 5.5000%  |  | $998.67            | $1020.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY8931 | 2055-07-01      | 6.0000%  |  | $372084.37         | $384239.87         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7901 | 2055-07-01      | 5.5000%  |  | $1239372.93        | $1260113.56        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY7015 | 2055-07-01      | 5.5000%  |  | $998.25            | $1013.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQY6957 | 2055-07-01      | 6.0000%  |  | $998.00            | $1024.88           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY5507 | 2055-06-01      | 6.5000%  |  | $998.20            | $1050.87           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQY5432 | 2055-06-01      | 5.0000%  |  | $5401546.08        | $5355275.83        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  |  | $6737.23           | $5867.46           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  |  | $1433.70           | $1151.27           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  |  | $84879.10          | $68473.80          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  |  | $5820284.77        | $4683184.79        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8684 | 2051-01-01      | 2.0000%  |  | $3540524.22        | $2858964.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  |  | $23651.42          | $22309.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  |  | $30644155.26       | $24721361.90       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA8450 | 2051-01-01      | 2.0000%  |  | $8632.89           | $6896.59           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA8388 | 2035-12-01      | 2.5000%  |  | $442666.85         | $418348.70         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $3399.32           | $2735.20           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA7605 | 2050-11-01      | 3.0000%  |  | $728619.63         | $648720.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  |  | $32628232.21       | $26411691.15       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7795 | 2049-10-01      | 4.0000%  |  | $534.79            | $510.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $222623.09         | $212724.40         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLFM7685 | 2051-06-01      | 3.0000%  |  | $64710.47          | $56427.10          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $15394.43          | $14109.18          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLFM7522 | 2051-06-01      | 2.0000%  |  | $180491.24         | $145931.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  |  | $1173777.08        | $978583.17         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  |  | $494.92            | $457.35            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 01.500 CIFM5792 | 2035-12-01      | 1.5000%  |  | $62607.87          | $56240.76          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  |  | $828.29            | $721.36            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  |  | $2405.47           | $2093.21           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  |  | $4105.79           | $3285.48           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  |  | $4944.86           | $4492.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  |  | $769992.40         | $699536.72         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $569.73            | $520.57            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  |  | $762.23            | $638.48            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $252423.20         | $211389.90         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  |  | $1476.13           | $1232.10           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3363 | 2033-05-01      | 3.0000%  |  | $61431.06          | $59975.96          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  |  | $1591936.28        | $1537826.36        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLSL0361 | 2055-02-01      | 6.0000%  |  | $74937.39          | $78163.72          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL0293 | 2052-06-01      | 3.0000%  |  | $7197618.87        | $6319389.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSL0264 | 2055-01-01      | 5.0000%  |  | $1001.66           | $996.55            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  |  | $17635246.86       | $17873583.31       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  |  | $47881.58          | $43749.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS5410 | 2053-07-01      | 5.5000%  |  | $19765955.96       | $20232902.51       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  |  | $22069.54          | $20084.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS5213 | 2053-07-01      | 6.0000%  |  | $4686391.48        | $4851838.28        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL995203 | 2035-07-01      | 5.0000%  |  | $52097.07          | $53032.94          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLCB9020 | 2054-08-01      | 6.5000%  |  | $420036.25         | $446419.80         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLCB8858 | 2054-07-01      | 6.0000%  |  | $33723.49          | $34809.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  |  | $822376.59         | $796532.59         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  |  | $2028019.74        | $2055793.02        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  |  | $1762.30           | $1783.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  |  | $1472260.77        | $1489846.60        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8421 | 2054-02-01      | 5.5000%  |  | $601066.91         | $608091.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  |  | $6296.22           | $6439.63           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8982 | 2054-08-01      | 5.0000%  |  | $910034.30         | $902202.44         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB8974 | 2054-08-01      | 5.0000%  |  | $227734.97         | $226723.12         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8887 | 2054-07-01      | 7.0000%  |  | $2562.14           | $2726.12           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIAW0938 | 2029-04-01      | 3.0000%  |  | $359142.24         | $353568.11         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  |  | $258350.81         | $251004.89         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAU1332 | 2043-07-01      | 3.5000%  |  | $10497818.98       | $9880108.65        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAT3976 | 2043-05-01      | 3.5000%  |  | $10684920.20       | $10056168.44       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8810 | 2054-08-01      | 6.5000%  |  | $43837.09          | $45846.83          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFS8761 | 2054-07-01      | 6.5000%  |  | $213687.00         | $223491.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8740 | 2054-08-01      | 5.5000%  |  | $250251.31         | $254734.51         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFS8505 | 2053-09-01      | 5.0000%  |  | $984.22            | $977.08            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLFS8356 | 2052-08-01      | 3.5000%  |  | $3856795.94        | $3499429.94        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8280 | 2053-05-01      | 6.0000%  |  | $176755.39         | $182074.25         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8278 | 2054-06-01      | 6.0000%  |  | $20187356.94       | $21113425.03       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFS8190 | 2054-06-01      | 6.0000%  |  | $637695.68         | $661090.61         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS8189 | 2054-06-01      | 5.5000%  |  | $597311.80         | $610257.20         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLFS7879 | 2052-07-01      | 2.5000%  |  | $21263.16          | $17747.60          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  |  | $25566271.75       | $26421940.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  |  | $1963348.93        | $1986194.02        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  |  | $11189255.82       | $11389697.66       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  |  | $12798792.62       | $12696004.10       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ1281 | 2054-04-01      | 6.5000%  |  | $12770476.63       | $13313497.17       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CIMA3353 | 2033-04-01      | 4.0000%  |  | $52056.15          | $52177.86          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $184747.83         | $170180.69         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $142.45            | $131.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $59578.98          | $56926.53          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2897 | 2037-02-01      | 3.0000%  |  | $203.13            | $193.43            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2838 | 2046-11-01      | 3.0000%  |  | $57024.61          | $51318.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  |  | $283.79            | $243.23            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $225093.85         | $201751.92         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  |  | $50246.64          | $45218.98          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  |  | $46452.19          | $43291.61          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CKMA3595 | 2049-02-01      | 4.5000%  |  | $54235.02          | $51508.63          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5957 | 2054-01-01      | 7.5000%  |  | $744.78            | $809.37            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA5867 | 2053-12-01      | 7.5000%  |  | $557.46            | $601.47            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CLDA4108 | 2053-12-01      | 7.5000%  |  | $706.78            | $761.63            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA2507 | 2053-11-01      | 7.0000%  |  | $732.31            | $784.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLDA2597 | 2053-09-01      | 5.5000%  |  | $1045084.14        | $1068886.74        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLDA0457 | 2053-09-01      | 4.5000%  |  | $2252194.62        | $2183482.42        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLDA0285 | 2053-12-01      | 7.0000%  |  | $838.77            | $893.69            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  |  | $72039.76          | $75966.84          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CL850023 | 2036-04-01      | 6.0000%  |  | $38.51             | $40.70             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.500 CL745519 | 2032-05-01      | 8.5000%  |  | $27077.08          | $27321.89          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $22724.54          | $23265.75          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ5541 | 2045-07-01      | 3.5000%  |  | $572424.30         | $535233.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  |  | $28192.03          | $26285.07          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAZ0821 | 2045-07-01      | 3.0000%  |  | $281.15            | $253.07            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLAY7550 | 2045-05-01      | 3.0000%  |  | $355.52            | $321.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLAY1379 | 2045-04-01      | 3.5000%  |  | $11870014.20       | $11111083.74       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  |  | $40217.86          | $38733.52          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7451 | 2050-10-01      | 2.0000%  |  | $1923.63           | $1551.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  |  | $18266150.10       | $14702215.18       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  |  | $14382830.20       | $11556942.87       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  |  | $20421826.92       | $16486531.81       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  |  | $31644239.34       | $25540083.16       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  |  | $7124.28           | $5748.58           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  |  | $190055.88         | $161565.45         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  |  | $3572569.45        | $2888542.28        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY4193 | 2055-06-01      | 5.5000%  |  | $8996385.98        | $9096450.78        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3465 | 2055-05-01      | 5.5000%  |  | $5370805.73        | $5461222.05        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQY3162 | 2055-05-01      | 5.5000%  |  | $943.19            | $958.95            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQY1817 | 2055-05-01      | 6.5000%  |  | $1377082.06        | $1449740.43        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6799 | 2050-08-01      | 2.0000%  |  | $1840124.93        | $1488737.54        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $37988.59          | $32043.55          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  |  | $7996297.30        | $6448954.25        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  |  | $281715.73         | $247412.15         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  |  | $15097325.33       | $12797420.59       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  |  | $24302.96          | $23555.97          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CICA5461 | 2035-03-01      | 2.5000%  |  | $243366.31         | $229553.19         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA5318 | 2050-03-01      | 3.5000%  |  | $1698737.43        | $1570027.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  |  | $305947.88         | $302419.42         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLCA3666 | 2049-06-01      | 4.0000%  |  | $270.06            | $257.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CICA4464 | 2034-11-01      | 3.0000%  |  | $278316.83         | $269765.08         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA3403 | 2049-04-01      | 4.5000%  |  | $667.15            | $661.99            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX0149 | 2054-12-01      | 5.0000%  |  | $996.71            | $990.22            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  |  | $103563.99         | $103346.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLAE0201 | 2037-08-01      | 5.5000%  |  | $339354.12         | $349668.04         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLAD0020 | 2037-12-01      | 7.0000%  |  | $338461.60         | $357571.97         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLMA5820 | 2055-09-01      | 4.5000%  |  | $1000.00           | $966.01            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $208.89            | $183.88            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8038 | 2050-01-01      | 3.5000%  |  | $160.46            | $147.18            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8011 | 2049-09-01      | 3.5000%  |  | $266274.03         | $244313.94         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  |  | $23350665.80       | $23802145.74       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ1718 | 2054-06-01      | 6.0000%  |  | $813944.20         | $838415.97         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLRJ0714 | 2054-01-01      | 6.5000%  |  | $20532580.44       | $21419270.81       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLRJ0095 | 2053-10-01      | 6.0000%  |  | $17568015.54       | $18112864.13       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8492 | 2055-01-01      | 5.0000%  |  | $13607258.25       | $13480695.63       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLCA3257 | 2049-03-01      | 5.5000%  |  | $71211.39          | $73417.15          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLCA2797 | 2048-12-01      | 4.5000%  |  | $94276.89          | $92793.91          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2855 | 2052-02-01      | 2.5000%  |  | $1231556.38        | $1048589.52        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 02.500 CLCB2804 | 2052-02-01      | 2.5000%  |  | $152443.83         | $129034.62         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB2787 | 2051-12-01      | 3.5000%  |  | $39607.92          | $36174.00          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $36016.85          | $31373.32          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  |  | $2150679.89        | $1873378.39        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CLFS7629 | 2054-04-01      | 5.5000%  |  | $29009.57          | $29514.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  |  | $56519.74          | $54824.38          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLFS7579 | 2053-06-01      | 4.0000%  |  | $226589.67         | $214167.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8053 | 2055-03-01      | 5.5000%  |  | $992.36            | $1008.39           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX7128 | 2055-02-01      | 6.0000%  |  | $1140920.54        | $1186294.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5793 | 2055-02-01      | 5.5000%  |  | $2108592.91        | $2154878.17        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX5468 | 2055-02-01      | 5.5000%  |  | $6034.16           | $6142.60           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  |  | $11599135.65       | $11964237.78       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLQX9061 | 2055-03-01      | 6.5000%  |  | $996.05            | $1048.61           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX9019 | 2055-03-01      | 5.5000%  |  | $726069.00         | $742482.35         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLQX8440 | 2055-03-01      | 5.5000%  |  | $4803.62           | $4887.75           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQX7558 | 2055-03-01      | 5.0000%  |  | $993.03            | $985.09            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $5230.31           | $4761.20           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $580323.55         | $507074.14         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $2029.85           | $1632.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $60410.43          | $57619.35          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $61667.59          | $58845.57          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CNMA3486 | 2028-10-01      | 3.5000%  |  | $51072.20          | $50686.21          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CTMA2523 | 2036-02-01      | 3.0000%  |  | $122078.44         | $116471.78         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  |  | $963.68            | $961.04            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBN3949 | 2049-01-01      | 5.0000%  |  | $25190.07          | $25420.23          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 GLBM6653 | 2040-07-01      | 4.5000%  |  | $285809.68         | $285090.87         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5701 | 2048-12-01      | 4.5000%  |  | $2999333.92        | $2972507.88        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  |  | $91633.81          | $90852.17          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLBM5509 | 2049-02-01      | 5.0000%  |  | $36913.21          | $37291.42          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  |  | $73822.21          | $70491.43          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  |  | $50710.25          | $49534.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  |  | $29319.83          | $27658.05          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CLMA3425 | 2048-06-01      | 3.0000%  |  | $38574.15          | $34202.29          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLMA3414 | 2048-07-01      | 3.5000%  |  | $118.56            | $109.26            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CIMA3410 | 2033-07-01      | 3.5000%  |  | $62596.92          | $61922.26          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CIMA3409 | 2033-07-01      | 3.0000%  |  | $42231.01          | $41197.21          | Agency Mortgage-Backed Securities  |

### Security 130: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.135%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $766819540.24
- **C.18.a - Value (excl. sponsor support):** $766819540.24
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $227198162.76
- **C.18.a - Value (excl. sponsor support):** $227198162.76
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 10/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $458382258.20
- **C.18.a - Value (excl. sponsor support):** $458382258.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $379197821.83
- **C.18.a - Value (excl. sponsor support):** $379197821.83
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.110%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298987673.53
- **C.18.a - Value (excl. sponsor support):** $298987673.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.105%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $157937010.27
- **C.18.a - Value (excl. sponsor support):** $157937010.27
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 10/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $855243810.33
- **C.18.a - Value (excl. sponsor support):** $855243810.33
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.100%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1635839029.16
- **C.18.a - Value (excl. sponsor support):** $1635839029.16
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 11/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1063988521.09
- **C.18.a - Value (excl. sponsor support):** $1063988521.09
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.070%, 12/26/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $689656704.44
- **C.18.a - Value (excl. sponsor support):** $689656704.44
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246147215.00
- **C.18.a - Value (excl. sponsor support):** $246147215.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.115%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1698415783.50
- **C.18.a - Value (excl. sponsor support):** $1698415783.50
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.025%, 1/22/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1691523661.48
- **C.18.a - Value (excl. sponsor support):** $1691523661.48
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 2/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243478749.20
- **C.18.a - Value (excl. sponsor support):** $243478749.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.945%, 3/19/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1717322106.00
- **C.18.a - Value (excl. sponsor support):** $1717322106.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 145: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.060%, 10/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1695346525.68
- **C.18.a - Value (excl. sponsor support):** $1695346525.68
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.240%, 10/23/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $434449375.21
- **C.18.a - Value (excl. sponsor support):** $434449375.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.960%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $628002637.50
- **C.18.a - Value (excl. sponsor support):** $628002637.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 148: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.955%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $156757247.50
- **C.18.a - Value (excl. sponsor support):** $156757247.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 149: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.930%, 5/14/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1625017677.50
- **C.18.a - Value (excl. sponsor support):** $1625017677.50
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 150: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.165%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1108752876.24
- **C.18.a - Value (excl. sponsor support):** $1108752876.24
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.160%, 11/6/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248154180.00
- **C.18.a - Value (excl. sponsor support):** $248154180.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/4/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $501478563.53
- **C.18.a - Value (excl. sponsor support):** $501478563.53
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.245%, 9/30/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1773126329.07
- **C.18.a - Value (excl. sponsor support):** $1773126329.07
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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 154: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.940%, 6/11/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $850356536.64
- **C.18.a - Value (excl. sponsor support):** $850356536.64
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.150%, 12/11/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1700903218.40
- **C.18.a - Value (excl. sponsor support):** $1700903218.40
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/7/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5437705018.20
- **C.18.a - Value (excl. sponsor support):** $5437705018.20
- **C.19 - Percentage of Net Assets:** 2.9900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.185%, 10/14/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1816132014.75
- **C.18.a - Value (excl. sponsor support):** $1816132014.75
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.235%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2527632590.58
- **C.18.a - Value (excl. sponsor support):** $2527632590.58
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 10/21/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1773916814.16
- **C.18.a - Value (excl. sponsor support):** $1773916814.16
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.145%, 10/28/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1767543240.00
- **C.18.a - Value (excl. sponsor support):** $1767543240.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  3.925%, 7/9/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1650334221.80
- **C.18.a - Value (excl. sponsor support):** $1650334221.80
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 162: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.125%, 1/15/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1675068327.00
- **C.18.a - Value (excl. sponsor support):** $1675068327.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.120%, 1/29/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1309471926.84
- **C.18.a - Value (excl. sponsor support):** $1309471926.84
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.223%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247842752.50
- **C.18.a - Value (excl. sponsor support):** $247842752.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.220%, 11/18/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1214429487.25
- **C.18.a - Value (excl. sponsor support):** $1214429487.25
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.225%, 11/25/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1484936756.75
- **C.18.a - Value (excl. sponsor support):** $1484936756.75
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.210%, 12/2/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344462419.92
- **C.18.a - Value (excl. sponsor support):** $344462419.92
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: United States Treasury

- **C.1 - Title:** United States Treasury Bills,  4.050%, 12/16/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1254105239.40
- **C.18.a - Value (excl. sponsor support):** $1254105239.40
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $177589890.73
- **C.18.a - Value (excl. sponsor support):** $177589890.73
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 170: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 5/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $105320579.93
- **C.18.a - Value (excl. sponsor support):** $105320579.93
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 171: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.625%, 7/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $338859913.19
- **C.18.a - Value (excl. sponsor support):** $338859913.19
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 172: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  0.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $387925000.00
- **C.18.a - Value (excl. sponsor support):** $387925000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 173: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.313%, 10/31/2025
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1541133989.95
- **C.18.a - Value (excl. sponsor support):** $1541133989.95
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.388%, 1/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $312188959.68
- **C.18.a - Value (excl. sponsor support):** $312188959.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.875%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $251394530.00
- **C.18.a - Value (excl. sponsor support):** $251394530.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 176: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.293%, 4/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $769160444.16
- **C.18.a - Value (excl. sponsor support):** $769160444.16
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 177: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.625%, 6/30/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $353952501.76
- **C.18.a - Value (excl. sponsor support):** $353952501.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 178: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  3.750%, 8/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $50938640.37
- **C.18.a - Value (excl. sponsor support):** $50938640.37
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 179: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.348%, 10/31/2026
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $719962595.33
- **C.18.a - Value (excl. sponsor support):** $719962595.33
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 180: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.241%, 1/31/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1754451246.60
- **C.18.a - Value (excl. sponsor support):** $1754451246.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 181: United States Treasury

- **C.1 - Title:** United States Treasury Notes,  4.303%, 4/30/2027
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2127740937.28
- **C.18.a - Value (excl. sponsor support):** $2127740937.28
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 182: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 921AZS005, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $256400000.00
- **C.18.a - Value (excl. sponsor support):** $256400000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.500 CRAP3886 | 2042-10-01      | 3.5000%  |  | $4304.85           | $4052.85           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CRAO5261 | 2042-06-01      | 3.5000%  |  | $252545.95         | $237763.74         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLAL2496 | 2042-02-01      | 4.0000%  |  | $68829.80          | $67177.28          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.000 CWAI8582 | 2027-09-01      | 3.0000%  |  | $14.10             | $14.00             | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLQF2405 | 2052-11-01      | 5.0000%  |  | $766781.36         | $766572.71         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $5322227.79        | $5391564.59        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  |  | $9963543.05        | $9907935.41        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  |  | $9664858.38        | $9782748.18        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8275 | 2052-12-01      | 4.5000%  |  | $9727366.37        | $9408600.57        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.000 CLSD8265 | 2052-11-01      | 4.0000%  |  | $9897671.33        | $9286600.09        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $4884324.24        | $4860361.20        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  |  | $9485892.34        | $9174375.64        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 04.500 CLSD1421 | 2052-07-01      | 4.5000%  |  | $13429061.94       | $13042882.41       | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC B32133 G | 2038-09-01      | 7.0000%  |  | $48772.95          | $51576.69          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CLCB8559 | 2054-05-01      | 7.0000%  |  | $2787671.53        | $2980139.19        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLBJ3489 | 2048-05-01      | 3.5000%  |  | $411925.70         | $378893.47         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.000 CLSD8299 | 2053-02-01      | 5.0000%  |  | $5706623.12        | $5658327.33        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $9428532.17        | $9545509.87        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLCB5112 | 2052-11-01      | 5.0000%  |  | $11854158.58       | $11833270.24       | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBJ6709 | 2048-04-01      | 4.0000%  |  | $503195.42         | $480177.31         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 04.000 CLBH5685 | 2047-06-01      | 4.0000%  |  | $140055.82         | $133820.55         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CTAQ3405 | 2032-11-01      | 3.5000%  |  | $15.56             | $15.24             | Agency Mortgage-Backed Securities  |
| USTR 3 3/8 NOTE AS 27     | 2027-09-15      | 3.3750%  |  | $16522206.22       | $16689508.38       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $12190328.22       | $11955934.98       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $14817542.47       | $15216055.61       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $15910319.27       | $15808081.47       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $12630683.56       | $12871284.28       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $12148138.76       | $11938269.76       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $12393257.16       | $12715047.55       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $11944510.55       | $12635658.16       | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $11654545.45       | $11829645.37       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $5295755.53        | $5381044.54        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $12843635.42       | $12787754.71       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $5768696.98        | $5768617.10        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $13930188.69       | $13064846.21       | U.S. Treasuries (including strips) |

### Security 183: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC, REPO,  4.340%, 9/2/2025
- **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: 930LFD005, C.3 - LEI: 5493004GRDTUI7EMIZ82
- **C.18 - Value (incl. sponsor support):** $177485000.00
- **C.18.a - Value (excl. sponsor support):** $177485000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FCSB 0.74 FCOR 21-26 HS   | 2026-11-24      | 0.7400%  |  | $1893.17           | $1825.06           | Agency Debentures and Agency Strips |
| FCSB 1.00 FCOR 21-28 EO   | 2028-10-19      | 1.0000%  |  | $2366.47           | $2185.49           | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 21-40 U    | 2040-10-15      | 2.0000%  |  | $183401.17         | $124572.39         | Agency Debentures and Agency Strips |
| FCSB 2 1/8 FCOR 21-40 K   | 2040-05-21      | 2.1250%  |  | $19168.38          | $13379.95          | Agency Debentures and Agency Strips |
| FCSB 1.99 FCOR 21-40 P    | 2040-07-30      | 1.9900%  |  | $57978.43          | $39204.44          | Agency Debentures and Agency Strips |
| FCSB 2.44 FCOR 21-40 H    | 2040-04-23      | 2.4400%  |  | $15382.03          | $11303.12          | Agency Debentures and Agency Strips |
| FCSB 1.55 FCOR 23-27 FP   | 2027-03-30      | 1.5500%  |  | $1893.17           | $1839.13           | Agency Debentures and Agency Strips |
| TVDB 5.98 TVBD 36 A       | 2036-04-01      | 5.9800%  |  | $236883.31         | $269233.15         | Agency Debentures and Agency Strips |
| FHLB 0.875 FHOR 21-27 5Z  | 2027-11-17      | 0.8750%  |  | $3549.70           | $3343.82           | Agency Debentures and Agency Strips |
| GNMA GNII JM 004310 M     | 2038-12-20      | 6.0000%  |  | $19418.78          | $19727.26          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 003899 M     | 2036-09-20      | 6.0000%  |  | $1825.27           | $1922.32           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004488 M     | 2039-07-20      | 4.5000%  |  | $661.51            | $655.05            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004461 M     | 2039-06-20      | 4.5000%  |  | $1570.27           | $1549.53           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 002181 M     | 2026-03-20      | 6.0000%  |  | $2.25              | $2.30              | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 575495 X     | 2032-02-15      | 6.0000%  |  | $30.80             | $31.29             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4344 C     | 2046-10-20      | 3.5000%  |  | $1593.35           | $1468.40           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004879 M     | 2040-12-20      | 4.0000%  |  | $3269.13           | $3076.50           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004850 M     | 2040-11-20      | 4.5000%  |  | $2586.07           | $2596.05           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004796 M     | 2040-09-20      | 4.5000%  |  | $481.42            | $471.42            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004767 M     | 2040-08-20      | 4.5000%  |  | $1762.04           | $1731.94           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004631 M     | 2040-02-20      | 4.5000%  |  | $245.42            | $240.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CT928367 | 2027-05-01      | 5.5000%  |  | $164.24            | $165.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $1170.53           | $1078.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  |  | $11657.52          | $12146.73          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS5495 | 2047-03-01      | 2.5000%  |  | $156455.15         | $133737.93         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS4931 | 2053-06-01      | 6.0000%  |  | $133151.95         | $136878.43         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS4347 | 2051-12-01      | 4.0000%  |  | $119736.14         | $113043.02         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS3368 | 2052-03-01      | 2.5000%  |  | $76390.82          | $64442.87          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  |  | $1808.31           | $1699.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3080 | 2051-05-01      | 3.0000%  |  | $122321.08         | $108695.78         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  |  | $57696.24          | $46419.77          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1204 | 2048-02-01      | 3.0000%  |  | $80265.30          | $72080.11          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  |  | $53066.34          | $47551.80          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  |  | $2209.91           | $2046.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM4874 | 2050-11-01      | 2.5000%  |  | $20038.07          | $17137.03          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  |  | $12068.40          | $10229.06          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA2682 | 2055-08-01      | 6.5000%  |  | $5888279.04        | $6220557.90        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA2664 | 2055-08-01      | 6.5000%  |  | $3623577.30        | $3807559.21        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFA2656 | 2055-08-01      | 6.0000%  |  | $4501016.29        | $4679255.03        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB8102 | 2054-02-01      | 5.5000%  |  | $717711.06         | $726822.96         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  |  | $16671.63          | $16744.73          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BP3637 C     | 2049-08-20      | 4.5000%  |  | $100624.46         | $98260.79          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3750       | 2059-01-15      | 5.7400%  |  | $933465.66         | $989965.02         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3663       | 2057-12-15      | 6.0200%  |  | $115643.20         | $122434.03         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP3380 C     | 2047-11-20      | 3.0000%  |  | $23849.93          | $21069.73          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1102       | 2058-02-15      | 5.5000%  |  | $1385914.75        | $1451904.78        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1092       | 2057-12-15      | 5.0900%  |  | $230023.43         | $235304.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO8601 C     | 2048-12-20      | 4.0000%  |  | $8547.28           | $8075.14           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7380 C     | 2047-05-20      | 3.0000%  |  | $36858.10          | $32659.35          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7019 C     | 2047-01-20      | 3.0000%  |  | $15143.75          | $13378.45          | Agency Mortgage-Backed Securities   |
| FHLB 2.04 FHOR 21-40 VV   | 2040-11-30      | 2.0400%  |  | $7099.40           | $4816.95           | Agency Debentures and Agency Strips |
| FHLB 0.79 FHOR 21-27 5P   | 2027-10-05      | 0.7900%  |  | $8282.63           | $7810.67           | Agency Debentures and Agency Strips |
| FHLB 0.70 FHOR 21-26 WL   | 2026-09-18      | 0.7000%  |  | $2366.47           | $2294.54           | Agency Debentures and Agency Strips |
| FHLB 2.01 FHOR 21-40 JJ   | 2040-07-16      | 2.0100%  |  | $23664.67          | $15994.49          | Agency Debentures and Agency Strips |
| FHLB 2.25 FHOR 20-40 BB   | 2040-05-18      | 2.2500%  |  | $34313.77          | $24421.95          | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 21-40 Z    | 2040-05-07      | 2.1500%  |  | $26031.13          | $18279.22          | Agency Debentures and Agency Strips |
| FHLB 2.47 FHOR 20-40 Y    | 2040-04-30      | 2.4700%  |  | $5916.17           | $4361.72           | Agency Debentures and Agency Strips |
| FHLB 2.40 FHOR 21-40 X    | 2040-04-23      | 2.4000%  |  | $29580.83          | $21372.45          | Agency Debentures and Agency Strips |
| FHLB 2.125 FHLB 29 IG     | 2029-12-14      | 2.1250%  |  | $5916.17           | $5554.38           | Agency Debentures and Agency Strips |
| FHLB 2.82 FHOR 22-29 FH   | 2029-06-27      | 2.8200%  |  | $5916.17           | $5731.03           | Agency Debentures and Agency Strips |
| FCSB 2.04 FCOR 21-40 F    | 2040-03-19      | 2.0400%  |  | $48512.57          | $33743.24          | Agency Debentures and Agency Strips |
| FCSB 2.02 FCOR 21-40 O    | 2040-07-02      | 2.0200%  |  | $89215.79          | $60870.54          | Agency Debentures and Agency Strips |
| FCSB 1.95 FCOR 25-40 N    | 2040-06-25      | 1.9500%  |  | $14672.09          | $9911.74           | Agency Debentures and Agency Strips |
| FCSB 1.85 FCSB 29 BZ      | 2029-02-14      | 1.8500%  |  | $24847.90          | $23353.32          | Agency Debentures and Agency Strips |
| FCSB 2.09 FCOR 21-40 M    | 2040-06-18      | 2.0900%  |  | $10412.45          | $7198.91           | Agency Debentures and Agency Strips |
| FCSB 2.12 FCOR 21-40 L    | 2040-06-04      | 2.1200%  |  | $22954.73          | $16018.62          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 24-39 T    | 2039-11-29      | 2.7400%  |  | $59161.67          | $45493.13          | Agency Debentures and Agency Strips |
| FCSB 2.60 FCOR 24-39 P    | 2039-09-06      | 2.6000%  |  | $77856.75          | $59477.22          | Agency Debentures and Agency Strips |
| FCSB 2.84 FCOR 22-27 CK   | 2027-04-26      | 2.8400%  |  | $11832.33          | $11753.57          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHOR 23-27 BB   | 2027-04-21      | 3.2500%  |  | $10649.10          | $10664.05          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 23-27 W    | 2027-04-21      | 3.0000%  |  | $5916.17           | $5896.39           | Agency Debentures and Agency Strips |
| FHLB 3.175 FHOR 22-27 L   | 2027-04-19      | 3.1750%  |  | $8282.63           | $8280.44           | Agency Debentures and Agency Strips |
| FHLB 4.00 FHOR 24-27 K    | 2027-04-19      | 4.0000%  |  | $35497.00          | $35893.31          | Agency Debentures and Agency Strips |
| FHLB 2.60 FHOR 23-27 92   | 2027-03-30      | 2.6000%  |  | $5916.17           | $5867.37           | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 22-27 83   | 2027-03-25      | 3.0000%  |  | $21298.20          | $21300.61          | Agency Debentures and Agency Strips |
| FHLB 2.30 FHOR 23-27 64   | 2027-03-29      | 2.3000%  |  | $5916.17           | $5834.54           | Agency Debentures and Agency Strips |
| FHLB 2.35 FHOR 22-27 57   | 2027-03-29      | 2.3500%  |  | $11832.33          | $11680.43          | Agency Debentures and Agency Strips |
| FHLB 2.75 FHOR 22-27 54   | 2027-03-25      | 2.7500%  |  | $17748.50          | $17655.03          | Agency Debentures and Agency Strips |
| FHLB 1.70 FHOR 22-27 P7   | 2027-01-28      | 1.7000%  |  | $26031.13          | $25278.94          | Agency Debentures and Agency Strips |
| FMAC 0.625 FMNT 21-26 D4  | 2026-05-27      | 0.6250%  |  | $8282.63           | $8088.69           | Agency Debentures and Agency Strips |
| FMAC 2.00 FMNT 20-40 F4   | 2040-08-24      | 2.0000%  |  | $11832.33          | $7958.65           | Agency Debentures and Agency Strips |
| FMAC 1.00 FMNT 20-27 H7   | 2027-11-19      | 1.0000%  |  | $1183.23           | $1114.80           | Agency Debentures and Agency Strips |
| FMAC 1.00 FMNT 21-27 Z1   | 2027-05-13      | 1.0000%  |  | $5916.17           | $5663.90           | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-26 4L   | 2026-11-24      | 1.5000%  |  | $17748.50          | $17304.46          | Agency Debentures and Agency Strips |
| FHLB 1.45 FHOR 21-26 3Y   | 2026-11-23      | 1.4500%  |  | $15382.03          | $14988.51          | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-27 J2   | 2027-05-18      | 1.5000%  |  | $11832.33          | $11431.91          | Agency Debentures and Agency Strips |
| FHLB 1.31 FHOR 22-26 2U   | 2026-10-28      | 1.3100%  |  | $17748.50          | $17302.53          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 1H        | 2026-10-28      | 1.2500%  |  | $35497.00          | $34576.97          | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 22-26 1B   | 2026-10-28      | 1.1500%  |  | $2366.47           | $2301.01           | Agency Debentures and Agency Strips |
| FHLB 1.15 FHOR 22-26 ZY   | 2026-10-28      | 1.1500%  |  | $17748.50          | $17238.68          | Agency Debentures and Agency Strips |
| GNMA GNPL PN CO1754       | 2058-05-15      | 4.7900%  |  | $115378.56         | $116057.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN9873 C     | 2043-08-20      | 3.0000%  |  | $10149.95          | $9067.78           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN5874 C     | 2048-01-20      | 3.0000%  |  | $30791.69          | $27202.10          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9726 M     | 2054-06-20      | 6.0000%  |  | $59174.85          | $60753.15          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9541 M     | 2054-03-20      | 5.5000%  |  | $6909.80           | $7007.90           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA9472 M     | 2054-02-20      | 4.0000%  |  | $426560.20         | $392926.83         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA9362 M     | 2053-12-20      | 5.5000%  |  | $164135.41         | $166691.78         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8431 M     | 2052-11-20      | 6.5000%  |  | $365.26            | $378.78            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8417 M     | 2052-11-20      | 4.0000%  |  | $168235.46         | $155390.87         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8309 M     | 2052-09-20      | 5.5000%  |  | $376918.85         | $379483.33         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7638 M     | 2051-10-20      | 2.0000%  |  | $5006.80           | $3982.76           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7409 M     | 2051-06-20      | 2.0000%  |  | $14770.90          | $11749.89          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7303 M     | 2051-04-20      | 2.0000%  |  | $16563.27          | $13175.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $17563.07          | $14413.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7042 M     | 2050-12-20      | 2.0000%  |  | $20586.63          | $16376.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6921 M     | 2050-10-20      | 2.0000%  |  | $264557.82         | $209367.24         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6885 M     | 2050-09-20      | 2.0000%  |  | $18752.44          | $14917.48          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6702 M     | 2050-06-20      | 4.0000%  |  | $73095.18          | $67521.76          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6648 M     | 2050-05-20      | 4.0000%  |  | $332.49            | $307.13            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6645 M     | 2050-05-20      | 2.5000%  |  | $4400.50           | $3698.95           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6533 M     | 2050-03-20      | 4.0000%  |  | $70649.39          | $65262.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6476 M     | 2050-02-20      | 4.0000%  |  | $5638.06           | $5326.45           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA7184 M     | 2051-02-20      | 2.0000%  |  | $40096.39          | $31896.42          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6153 M     | 2049-09-20      | 3.0000%  |  | $19103.59          | $17029.92          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5874 M     | 2049-04-20      | 3.0000%  |  | $79371.92          | $71468.33          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5763 M     | 2049-02-20      | 4.0000%  |  | $1592.59           | $1511.40           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5594 M     | 2048-11-20      | 3.5000%  |  | $91172.17          | $84357.25          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 705406 X     | 2039-01-15      | 6.5000%  |  | $508.90            | $510.39            | Agency Mortgage-Backed Securities   |
| GNMA GNII FS 004436 M     | 2039-05-20      | 4.5000%  |  | $9137.12           | $8888.31           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6209 M     | 2049-10-20      | 3.0000%  |  | $1422.59           | $1252.77           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4287       | 2059-09-15      | 4.8200%  |  | $2639352.97        | $2634844.66        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3104 M     | 2045-09-20      | 3.0000%  |  | $53473.85          | $48211.46          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  |  | $245.68            | $226.26            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004554 M     | 2039-10-20      | 5.0000%  |  | $844.10            | $849.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  |  | $115620.18         | $111297.04         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  |  | $24315.71          | $21638.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA6220 M     | 2049-10-20      | 4.0000%  |  | $9105.13           | $8572.73           | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA5321 M     | 2048-07-20      | 4.5000%  |  | $48564.20          | $47254.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004770 M     | 2040-08-20      | 4.0000%  |  | $175.24            | $168.68            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60198 G | 2044-09-01      | 4.5000%  |  | $50842.45          | $50420.36          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA8865 M     | 2053-05-20      | 4.5000%  |  | $185819.21         | $177819.32         | Agency Mortgage-Backed Securities   |
| FHLB 1.25 FHOR 22-26 YE   | 2026-10-28      | 1.2500%  |  | $5916.17           | $5761.16           | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 UZ        | 2026-09-30      | 1.5000%  |  | $37863.47          | $37120.52          | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 22-26 TL   | 2026-09-30      | 0.9000%  |  | $9465.87           | $9196.80           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 TJ   | 2026-09-30      | 1.0000%  |  | $9465.87           | $9209.99           | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 23-26 NX   | 2026-08-27      | 0.9000%  |  | $2366.47           | $2296.51           | Agency Debentures and Agency Strips |
| FHLB 2.45 FHOR 22-41 AJ   | 2041-08-16      | 2.4500%  |  | $17748.50          | $12531.59          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 5507 | 2026-07-27      | 1.0000%  |  | $17748.50          | $17299.80          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 GZ        | 2026-07-29      | 2.5000%  |  | $272143.67         | $269148.27         | Agency Debentures and Agency Strips |
| FHLB FHOR 21-26 FB        | 2026-06-30      | 2.0000%  |  | $23664.67          | $23352.48          | Agency Debentures and Agency Strips |
| FHLB 2.625 FHOR 22-41 AE  | 2041-06-21      | 2.6250%  |  | $8282.63           | $6025.84           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 DE   | 2026-09-30      | 1.0000%  |  | $11832.33          | $11513.32          | Agency Debentures and Agency Strips |
| FMAC 2.22 FMNT GB21-40K0  | 2040-07-13      | 2.2200%  |  | $26031.13          | $18323.75          | Agency Debentures and Agency Strips |
| FCSB 2.75 FCOR 24-27 IU   | 2027-04-01      | 2.7500%  |  | $9465.87           | $9415.28           | Agency Debentures and Agency Strips |
| FCSB 1.54 FCOR 22-26 JN   | 2026-11-30      | 1.5400%  |  | $4259.64           | $4152.38           | Agency Debentures and Agency Strips |
| FCSB 1.43 FCOR 22-26 JL   | 2026-11-23      | 1.4300%  |  | $11832.33          | $11505.33          | Agency Debentures and Agency Strips |
| FCSB 1.27 FCOR 23-26 JK   | 2026-11-16      | 1.2700%  |  | $4732.93           | $4601.58           | Agency Debentures and Agency Strips |
| FCSB 1.52 FCOR 22-28 GB   | 2028-10-12      | 1.5200%  |  | $5679.52           | $5336.07           | Agency Debentures and Agency Strips |
| FCSB 1.20 FCOR 22-27 HP   | 2027-04-28      | 1.2000%  |  | $54192.09          | $52162.77          | Agency Debentures and Agency Strips |
| FCSB 2.74 FCOR 22-41 G    | 2041-04-01      | 2.7400%  |  | $105071.12         | $79273.79          | Agency Debentures and Agency Strips |
| FCSB 2.58 FCOR 22-41 F    | 2041-03-15      | 2.5800%  |  | $40229.93          | $29629.20          | Agency Debentures and Agency Strips |
| FCSB 2.50 FCOR 22-41 M    | 2041-07-15      | 2.5000%  |  | $5916.17           | $4237.47           | Agency Debentures and Agency Strips |
| FCSB 2.34 FCOR 22-41 D    | 2041-02-25      | 2.3400%  |  | $90635.67          | $63624.88          | Agency Debentures and Agency Strips |
| FCSB 0.91 FCOR 23-26 IU   | 2026-06-30      | 0.9100%  |  | $80459.87          | $77635.84          | Agency Debentures and Agency Strips |
| FCSB 2.10 FCOR 22-41 B    | 2041-01-28      | 2.1000%  |  | $33130.53          | $22494.55          | Agency Debentures and Agency Strips |
| FCSB 2.60 FCOR 22-39 W    | 2039-06-28      | 2.6000%  |  | $6389.46           | $4820.26           | Agency Debentures and Agency Strips |
| FHLB 5.625 FHOR 25-34 FP  | 2034-02-14      | 5.6250%  |  | $2366.47           | $1106.68           | Agency Debentures and Agency Strips |
| FHLB 3.30 FHOR 24-27 CX   | 2027-05-24      | 3.3000%  |  | $59161.67          | $59181.09          | Agency Debentures and Agency Strips |
| FHLB 3.25 FHOR 23-26 L5   | 2026-04-28      | 3.2500%  |  | $15382.03          | $15458.54          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 22-26 EE   | 2026-08-27      | 1.0000%  |  | $287525.70         | $279893.49         | Agency Debentures and Agency Strips |
| FHLB 1.35 FHOR 21-27 9R   | 2027-11-26      | 1.3500%  |  | $35497.00          | $9660.64           | Agency Debentures and Agency Strips |
| FHLB 1.10 FHOR 21-26 R4   | 2026-04-29      | 1.1000%  |  | $23664.67          | $23302.05          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 K3        | 2026-03-30      | 1.2000%  |  | $177485.00         | $175428.07         | Agency Debentures and Agency Strips |
| FHLB 2.15 FHOR 22-41 RR   | 2041-02-22      | 2.1500%  |  | $11832.33          | $8046.32           | Agency Debentures and Agency Strips |
| FHLB 2.25 FHOR 21-41 MM   | 2041-03-01      | 2.2500%  |  | $11832.33          | $8289.07           | Agency Debentures and Agency Strips |
| FHLB FHOR 22-31 JN        | 2031-02-25      | 1.2500%  |  | $23664.67          | $21254.87          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-31 IY        | 2031-02-10      | 1.0000%  |  | $35497.00          | $31584.09          | Agency Debentures and Agency Strips |
| FHLB 0.75 FHOR 21-27 7H   | 2027-05-12      | 0.7500%  |  | $11832.33          | $11244.91          | Agency Debentures and Agency Strips |
| FHLB 0.80 FHOR 21-27 6L   | 2027-10-29      | 0.8000%  |  | $11832.33          | $11095.14          | Agency Debentures and Agency Strips |
| FHLB 0.60 FHOR 22-26 WS   | 2026-12-30      | 0.6000%  |  | $7099.40           | $6801.38           | Agency Debentures and Agency Strips |
| FHLB 2.08 FHOR 21-40 YY   | 2040-12-28      | 2.0800%  |  | $5916.17           | $4022.66           | Agency Debentures and Agency Strips |
| GNMA GNII JM 004829 M     | 2040-10-20      | 5.0000%  |  | $383.83            | $386.41            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004880 M     | 2040-12-20      | 4.5000%  |  | $5773.79           | $5653.85           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004922 M     | 2041-01-20      | 4.0000%  |  | $26562.87          | $25554.31          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2304 M     | 2044-10-20      | 4.0000%  |  | $1631.02           | $1558.96           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005018 M     | 2041-04-20      | 5.0000%  |  | $15958.34          | $16197.30          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005189 M     | 2041-09-20      | 6.0000%  |  | $3736.36           | $3923.23           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784789 M     | 2046-02-20      | 3.0000%  |  | $32262.55          | $29371.84          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005312 M     | 2042-02-20      | 3.0000%  |  | $469.27            | $429.54            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4644       | 2058-12-15      | 5.8300%  |  | $1449017.97        | $1548080.73        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN0095       | 2058-06-15      | 4.8200%  |  | $462046.47         | $465442.46         | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6756 M     | 2050-07-20      | 2.5000%  |  | $9210.52           | $7742.12           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5762 M     | 2049-02-20      | 3.5000%  |  | $34595.70          | $32101.32          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP7958       | 2053-02-15      | 4.8500%  |  | $227735.84         | $230347.11         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL252717 | 2029-09-01      | 7.5000%  |  | $32.30             | $33.50             | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA0529 M     | 2042-11-20      | 4.0000%  |  | $76249.27          | $72423.16          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA5595 M     | 2048-11-20      | 4.0000%  |  | $39374.66          | $37382.97          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN2885       | 2059-02-15      | 5.2700%  |  | $2099468.79        | $2163903.35        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CV1943       | 2065-12-15      | 5.7400%  |  | $1980532.63        | $2110727.79        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AS9259 C     | 2046-07-20      | 3.0000%  |  | $3354.45           | $2985.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  |  | $18242.24          | $16788.42          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS8164       | 2053-02-15      | 5.0900%  |  | $1140501.82        | $1166620.33        | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA6080 M     | 2049-08-20      | 3.0000%  |  | $140.38            | $123.63            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL677442 | 2033-01-01      | 5.5000%  |  | $133.94            | $137.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL6620 | 2042-08-01      | 4.5000%  |  | $152463.48         | $151763.67         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4075 | 2035-07-01      | 2.5000%  |  | $394.70            | $373.26            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8959       | 2059-10-15      | 5.1500%  |  | $234703.07         | $239410.17         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ7769       | 2059-02-15      | 5.4900%  |  | $116670.34         | $121981.87         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8166 | 2051-06-01      | 3.0000%  |  | $57325.40          | $50958.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 658701 X     | 2037-05-15      | 6.0000%  |  | $6585.12           | $6895.38           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  |  | $288.40            | $264.35            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ7770       | 2059-02-15      | 5.9900%  |  | $116844.92         | $126050.30         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  |  | $7348.10           | $6972.22           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617710 X     | 2037-09-15      | 6.5000%  |  | $580.56            | $605.41            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA5388 M     | 2048-08-20      | 4.0000%  |  | $33644.12          | $31077.11          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A75744 G | 2038-04-01      | 4.5000%  |  | $29.92             | $30.11             | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782365 X     | 2038-07-15      | 6.0000%  |  | $4042.64           | $4286.28           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 696528 X     | 2038-08-15      | 6.0000%  |  | $52.31             | $54.00             | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004260 M     | 2038-10-20      | 6.0000%  |  | $2381.19           | $2462.26           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782517 X     | 2038-12-15      | 6.0000%  |  | $1473.58           | $1562.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFS4061 | 2037-10-01      | 3.0000%  |  | $6629.84           | $6352.13           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 784106 M     | 2046-01-20      | 3.5000%  |  | $35594.40          | $33242.98          | Agency Mortgage-Backed Securities   |
| FHLB 1.00 FHOR 22-26 UR   | 2026-10-14      | 1.0000%  |  | $20114.97          | $19543.94          | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 22-26 D8   | 2026-09-30      | 1.0000%  |  | $177485.00         | $172701.58         | Agency Debentures and Agency Strips |
| FHLB 0.73 FHOR 23-27 5L   | 2027-09-22      | 0.7300%  |  | $4732.93           | $4465.61           | Agency Debentures and Agency Strips |
| FCSB 1.99 FCOR 21-40 T    | 2040-09-24      | 1.9900%  |  | $154293.63         | $104982.47         | Agency Debentures and Agency Strips |
| FHLB 0.89 FHOR 21-27 6F   | 2027-12-21      | 0.8900%  |  | $18931.73          | $17780.89          | Agency Debentures and Agency Strips |
| FHLB FHDN 11/26/25        | 2025-11-26      | 0.0000%  |  | $156660.09         | $155062.16         | Agency Debentures and Agency Strips |
| FCSB 0.94 FCOR 22-26 JD   | 2026-09-28      | 0.9400%  |  | $149087.40         | $144931.70         | Agency Debentures and Agency Strips |
| FHLB 1.25 FHOR 22-26 5546 | 2026-10-26      | 1.2500%  |  | $443712.50         | $432200.30         | Agency Debentures and Agency Strips |
| FCSB 1.30 FCOR 22-27 HM   | 2027-03-30      | 1.3000%  |  | $11832.33          | $11438.32          | Agency Debentures and Agency Strips |
| FCSB 0.75 FCOR 21-26 HX   | 2026-12-16      | 0.7500%  |  | $6626.11           | $6369.72           | Agency Debentures and Agency Strips |
| FHLB 1.18 FHOR 21-26 XH   | 2026-10-26      | 1.1800%  |  | $20114.97          | $19572.78          | Agency Debentures and Agency Strips |
| FHLB 0.875 FHOR 21-27 6J  | 2027-12-29      | 0.8750%  |  | $20114.97          | $18821.94          | Agency Debentures and Agency Strips |
| FHLB 3.00 FHOR 24-27 RR   | 2027-04-29      | 3.0000%  |  | $10649.10          | $10605.86          | Agency Debentures and Agency Strips |
| FCSB 2.07 FCOR 21-40 Y    | 2040-12-21      | 2.0700%  |  | $24137.96          | $16385.57          | Agency Debentures and Agency Strips |
| FHLB 3.23 FHOR 23-27 VV   | 2027-04-28      | 3.2300%  |  | $4732.93           | $4733.67           | Agency Debentures and Agency Strips |
| FHLB 0.90 FHOR 22-26 QT   | 2026-09-16      | 0.9000%  |  | $50879.03          | $49507.69          | Agency Debentures and Agency Strips |
| FHLB 1.75 FHOR 22-26 D7   | 2026-08-18      | 1.7500%  |  | $11832.33          | $11590.89          | Agency Debentures and Agency Strips |
| FHLB FHOR 22-26 K9        | 2026-03-30      | 1.0500%  |  | $165652.67         | $163470.50         | Agency Debentures and Agency Strips |
| FCSB 1.30 FCOR 21-27 HL   | 2027-03-23      | 1.3000%  |  | $5916.17           | $5724.18           | Agency Debentures and Agency Strips |
| FHLB 5.00 FHLB 29 M       | 2029-09-28      | 5.0000%  |  | $21298.20          | $22744.18          | Agency Debentures and Agency Strips |
| FHLB 1.125 FHOR 22-26 T9  | 2026-10-29      | 1.1250%  |  | $37863.47          | $36799.09          | Agency Debentures and Agency Strips |
| FCSB 4.16 FCOR 26-29 JK   | 2029-05-25      | 4.1600%  |  | $2876440.23        | $2875086.07        | Agency Debentures and Agency Strips |
| FHLB 2.07 FHOR 20-40 HH   | 2040-06-29      | 2.0700%  |  | $40229.93          | $27675.58          | Agency Debentures and Agency Strips |
| FHLB 1.20 FHOR 21-26 1P   | 2026-10-26      | 1.2000%  |  | $5916.17           | $5757.97           | Agency Debentures and Agency Strips |
| FCSB 2.00 FCOR 25-40 J    | 2040-05-14      | 2.0000%  |  | $35497.00          | $24328.95          | Agency Debentures and Agency Strips |
| FCSB 2.09 FCOR 22-41 A    | 2041-01-07      | 2.0900%  |  | $11832.33          | $8029.76           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 MG   | 2026-08-26      | 1.0000%  |  | $10649.10          | $10345.74          | Agency Debentures and Agency Strips |
| FMAC 0.85 FMNT 21-26 X5   | 2026-12-23      | 0.8500%  |  | $7809.34           | $7520.30           | Agency Debentures and Agency Strips |
| FHLB 1.00 FHOR 21-26 SY   | 2026-09-30      | 1.0000%  |  | $8282.63           | $8059.32           | Agency Debentures and Agency Strips |
| FCSB 2.05 FCOR 23-28 DR   | 2028-02-03      | 2.0500%  |  | $5916.17           | $5693.19           | Agency Debentures and Agency Strips |
| FHLB 1.50 FHOR 22-26 5R   | 2026-12-10      | 1.5000%  |  | $3549.70           | $3447.19           | Agency Debentures and Agency Strips |
| FMAC 2.67 FMNT 22-27 M2   | 2027-03-25      | 2.6700%  |  | $7099.40           | $7055.47           | Agency Debentures and Agency Strips |
| FNMA 1.00 FNNT M 21-28    | 2028-06-22      | 1.0000%  |  | $236.65            | $220.25            | Agency Debentures and Agency Strips |
| FCSB 1.29 FCOR 23-26 JR   | 2026-12-22      | 1.2900%  |  | $5916.17           | $5735.67           | Agency Debentures and Agency Strips |
| FHLB 2.17 FHOR 20-40 DD   | 2040-06-08      | 2.1700%  |  | $63894.60          | $44558.72          | Agency Debentures and Agency Strips |
| FHLB FHOR 21-33 EN        | 2033-03-24      | 2.0000%  |  | $34313.77          | $30751.35          | Agency Debentures and Agency Strips |
| GNMA GNII SF DM0989 C     | 2055-08-20      | 6.0000%  |  | $2155386.12        | $2232962.06        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DE7030       | 2055-01-15      | 5.5100%  |  | $1880079.05        | $1965967.75        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CR4178       | 2066-02-15      | 5.2100%  |  | $403238.35         | $372010.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4638       | 2058-12-15      | 5.9600%  |  | $116108.49         | $125008.28         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4857       | 2058-03-15      | 5.1600%  |  | $115386.76         | $118442.36         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CRCA4697 | 2049-02-01      | 5.0000%  |  | $52440.46          | $53113.58          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM5211 C     | 2048-03-20      | 3.0000%  |  | $5194.85           | $4589.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE5285 | 2055-09-01      | 5.5000%  |  | $339356.05         | $344147.01         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4704       | 2060-03-15      | 6.1700%  |  | $1444590.50        | $1572056.68        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ2014       | 2058-02-15      | 5.1000%  |  | $115239.33         | $117895.10         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT8116       | 2058-09-15      | 5.4300%  |  | $116157.15         | $121099.45         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP7954       | 2057-12-15      | 5.6300%  |  | $1384479.65        | $1458934.04        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFA2675 | 2052-03-01      | 3.0000%  |  | $1269323.26        | $1131231.47        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG2922 C     | 2054-12-20      | 5.5000%  |  | $234674.28         | $238179.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4452 M     | 2047-05-20      | 4.0000%  |  | $15711.22          | $14939.50          | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC U99126 G | 2043-11-01      | 3.0000%  |  | $66058.26          | $60181.94          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2434 | 2051-12-01      | 3.0000%  |  | $65439.29          | $57179.57          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE7622 | 2055-09-01      | 5.5000%  |  | $311206.22         | $318241.90         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7423 C     | 2055-07-20      | 6.0000%  |  | $3631987.21        | $3747101.83        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CICB7203 | 2038-07-01      | 6.0000%  |  | $23347.05          | $24201.67          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF BG0317 C     | 2048-02-20      | 3.0000%  |  | $13453.12          | $11988.47          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4407       | 2059-08-15      | 5.5300%  |  | $117246.87         | $122486.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8042 M     | 2052-05-20      | 2.5000%  |  | $624333.99         | $533356.31         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $19795.26          | $20073.34          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF BF1120 X     | 2048-01-15      | 3.5000%  |  | $22965.95          | $21135.61          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4609       | 2059-02-15      | 6.4700%  |  | $116997.60         | $127887.42         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 787362 M     | 2051-05-20      | 2.5000%  |  | $7395.88           | $6189.56           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4848       | 2057-12-15      | 5.5400%  |  | $230630.81         | $241776.02         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP1109       | 2058-03-15      | 4.7900%  |  | $115146.88         | $115919.47         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFM7991 | 2051-07-01      | 2.5000%  |  | $130823.77         | $110386.94         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4584 | 2037-04-01      | 3.0000%  |  | $9585.39           | $9183.89           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1565 C     | 2055-08-20      | 5.5000%  |  | $959924.07         | $973405.99         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8357 C     | 2055-02-20      | 6.5000%  |  | $232115.55         | $242017.72         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO9673 C     | 2046-12-20      | 3.0000%  |  | $8552.08           | $7555.10           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0301       | 2059-10-15      | 5.3900%  |  | $234804.27         | $243424.69         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7236       | 2055-03-15      | 5.8400%  |  | $1318671.61        | $1408937.61        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8774       | 2058-07-15      | 5.3500%  |  | $463663.71         | $481086.38         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS6866 | 2053-10-01      | 5.0000%  |  | $14195.15          | $14108.67          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4181       | 2059-07-15      | 5.8300%  |  | $117230.60         | $125179.35         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5830 | 2040-09-01      | 5.5000%  |  | $2199231.31        | $2256593.37        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DF4992       | 2067-01-15      | 5.8500%  |  | $51697.36          | $54564.70          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH3898 C     | 2055-01-20      | 6.5000%  |  | $419663.01         | $437567.33         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8490       | 2059-09-15      | 5.4800%  |  | $234655.73         | $244832.33         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0297       | 2059-06-15      | 5.9800%  |  | $117182.90         | $126492.39         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2249       | 2059-10-15      | 5.3000%  |  | $704300.53         | $725081.78         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBQ6334 | 2050-11-01      | 2.0000%  |  | $43615.12          | $35054.85          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CO7322 C     | 2047-04-20      | 3.0000%  |  | $15716.33          | $13915.29          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3246 C     | 2046-12-20      | 3.0000%  |  | $9487.70           | $8408.50           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 787823 M     | 2043-05-20      | 6.5000%  |  | $436383.83         | $465883.62         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE6580 | 2055-08-01      | 5.5000%  |  | $1169961.95        | $1191871.57        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3593 C     | 2055-04-20      | 6.5000%  |  | $755911.02         | $788182.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CN6482 C     | 2048-01-20      | 3.0000%  |  | $15468.22          | $13682.55          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AX4343 C     | 2046-10-20      | 3.5000%  |  | $623.76            | $575.62            | Agency Mortgage-Backed Securities   |
| GNMA GNII FS MA5425 M     | 2041-08-20      | 4.5000%  |  | $22103.35          | $21501.83          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL7043 C     | 2055-08-20      | 5.0000%  |  | $522733.32         | $522052.14         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CW1889 C     | 2054-02-20      | 7.0000%  |  | $189671.76         | $199282.51         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9447 C     | 2047-04-20      | 3.0000%  |  | $18479.93          | $16508.17          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4113 | 2055-08-01      | 6.5000%  |  | $573230.88         | $598133.49         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4205 | 2055-08-01      | 6.5000%  |  | $237348.27         | $251331.78         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5131 | 2052-11-01      | 5.0000%  |  | $1769.42           | $1761.92           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ7061       | 2058-06-15      | 5.2000%  |  | $694386.17         | $714163.98         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA1199 | 2048-02-01      | 4.0000%  |  | $4510.22           | $4307.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE4071 | 2055-08-01      | 5.0000%  |  | $386016.39         | $382426.78         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0424 M     | 2055-06-20      | 5.5000%  |  | $368604.37         | $373004.32         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM4722 C     | 2049-10-20      | 3.5000%  |  | $18897.93          | $17211.48          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3808       | 2059-10-15      | 5.6300%  |  | $234901.02         | $247039.04         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  |  | $117293.93         | $121025.93         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3361 C     | 2046-10-20      | 3.0000%  |  | $7268.64           | $6435.75           | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM3318 C     | 2047-01-20      | 3.0000%  |  | $25441.34          | $22525.74          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CM2623 C     | 2043-06-20      | 3.0000%  |  | $33747.31          | $30149.28          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CL3644 C     | 2048-02-20      | 3.0000%  |  | $23679.99          | $20920.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9415 C     | 2047-09-20      | 3.0000%  |  | $19181.23          | $16945.32          | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CK9357 C     | 2047-03-20      | 3.0000%  |  | $22945.33          | $20270.81          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8982       | 2058-01-15      | 5.0400%  |  | $920706.85         | $939070.34         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CH0824       | 2038-01-15      | 5.6000%  |  | $104207.66         | $109458.63         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3247 | 2052-04-01      | 3.0000%  |  | $2289365.91        | $1991893.33        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3497 | 2052-05-01      | 3.5000%  |  | $614224.09         | $566365.12         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $1378.37           | $1152.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2375 | 2051-12-01      | 2.5000%  |  | $126485.91         | $107130.34         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $1841.24           | $1617.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3372 | 2049-04-01      | 3.5000%  |  | $278.79            | $257.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBY1920 | 2053-05-01      | 5.0000%  |  | $734.84            | $732.85            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBW9903 | 2052-10-01      | 4.5000%  |  | $194.46            | $188.11            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIBV5999 | 2040-08-01      | 5.0000%  |  | $404783.18         | $411570.13         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM4478 | 2048-09-01      | 4.0000%  |  | $26438.60          | $25320.49          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK7936 | 2048-11-01      | 4.0000%  |  | $91588.19          | $87453.82          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  |  | $55745.66          | $53252.66          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  |  | $154158.74         | $139489.34         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  |  | $6814.67           | $6640.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE8637 | 2055-09-01      | 6.0000%  |  | $830679.50         | $854209.05         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE8405 | 2055-08-01      | 5.0000%  |  | $240034.03         | $240318.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7777 | 2055-08-01      | 6.0000%  |  | $7152702.53        | $7376787.17        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7295 | 2055-08-01      | 6.0000%  |  | $3559275.20        | $3680214.62        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE7996 | 2055-09-01      | 6.0000%  |  | $884750.42         | $913587.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE4815 | 2055-08-01      | 6.0000%  |  | $274439.14         | $282665.91         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE4617 | 2055-08-01      | 6.5000%  |  | $313942.09         | $332438.17         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1918 C     | 2055-08-20      | 6.0000%  |  | $906258.76         | $937729.20         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1071 C     | 2055-08-20      | 5.5000%  |  | $350925.24         | $357432.01         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1018 C     | 2055-08-20      | 6.0000%  |  | $956559.43         | $996858.96         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8012 C     | 2055-08-20      | 6.0000%  |  | $244830.15         | $254091.74         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6827 C     | 2055-08-20      | 6.0000%  |  | $1294500.10        | $1335528.85        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL5937 C     | 2055-08-20      | 6.0000%  |  | $405678.88         | $419032.89         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL0474 C     | 2055-08-20      | 6.0000%  |  | $1599811.22        | $1646982.72        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK9988 C     | 2055-07-20      | 6.0000%  |  | $594679.80         | $614621.59         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK9987 C     | 2055-07-20      | 6.0000%  |  | $297717.54         | $309619.89         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ7744 C     | 2055-04-20      | 5.5000%  |  | $260846.26         | $265521.87         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4693       | 2060-06-15      | 4.8600%  |  | $124808.44         | $124246.93         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3743 C     | 2055-03-20      | 6.5000%  |  | $617288.17         | $643641.78         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2899 C     | 2055-07-20      | 5.5000%  |  | $312769.75         | $317355.19         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ3549 C     | 2055-03-20      | 6.5000%  |  | $1492595.57        | $1556318.29        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH8359 C     | 2055-02-20      | 6.5000%  |  | $512940.24         | $534823.59         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDE3962 | 2055-07-01      | 6.5000%  |  | $259915.93         | $271275.44         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE3091 | 2055-08-01      | 5.5000%  |  | $329622.31         | $336343.24         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDA3518 | 2053-10-01      | 5.5000%  |  | $21389.65          | $21672.09          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 RE683516 | 2033-02-01      | 5.5000%  |  | $985.35            | $996.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX1868 | 2044-11-01      | 4.0000%  |  | $152511.30         | $146101.42         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $8541.30           | $8046.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9397 | 2046-10-01      | 3.0000%  |  | $51942.93          | $46530.91          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL608045 | 2031-10-01      | 7.5000%  |  | $7.93              | $7.98              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL323703 | 2028-01-01      | 8.0000%  |  | $9.85              | $9.93              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL250409 | 2025-11-01      | 8.0000%  |  | $0.38              | $0.38              | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6653 C     | 2055-08-20      | 5.0000%  |  | $315686.42         | $314476.99         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6495 C     | 2055-08-20      | 6.0000%  |  | $2368533.07        | $2445057.21        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 687924 X     | 2038-09-15      | 6.0000%  |  | $361.11            | $378.13            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 682229 X     | 2049-07-15      | 4.0000%  |  | $437.32            | $412.83            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 677202 X     | 2038-08-15      | 6.5000%  |  | $21343.66          | $22629.91          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 664352 X     | 2037-09-15      | 6.5000%  |  | $321.23            | $341.29            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 662584 X     | 2037-09-15      | 6.5000%  |  | $13333.58          | $13918.46          | Agency Mortgage-Backed Securities   |
| GNMA GNMI BD 621752 X     | 2033-11-15      | 6.5000%  |  | $1878.39           | $1894.52           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4837 M     | 2047-11-20      | 3.5000%  |  | $19388.93          | $18002.59          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA4708 M     | 2047-09-20      | 2.5000%  |  | $42755.60          | $36682.62          | Agency Mortgage-Backed Securities   |
| GNMA GNII JM MA4645 M     | 2047-08-20      | 4.5000%  |  | $19438.30          | $18914.57          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4588 M     | 2047-07-20      | 4.5000%  |  | $366143.03         | $363045.46         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDE5790 | 2055-07-01      | 5.0000%  |  | $393671.44         | $392330.16         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AT2378 X     | 2046-09-15      | 2.5000%  |  | $2503.87           | $2146.52           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AS9216 C     | 2046-05-20      | 3.0000%  |  | $1771.82           | $1577.96           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI3496 C     | 2055-04-20      | 6.5000%  |  | $1721610.04        | $1795097.92        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  |  | $481882.42         | $451023.21         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $8783846.42        | $9088870.37        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA3204       | 2059-10-15      | 6.2500%  |  | $3526970.21        | $3799407.88        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA3196       | 2059-05-15      | 6.2700%  |  | $1874823.56        | $2047261.71        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0182       | 2059-05-15      | 5.8500%  |  | $117020.48         | $124785.72         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA0180       | 2059-03-15      | 5.5200%  |  | $115850.37         | $121317.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CZ3707 C     | 2054-01-20      | 7.0000%  |  | $370611.24         | $391383.80         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ2391       | 2059-02-15      | 5.6000%  |  | $116710.16         | $122944.64         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CZ2401       | 2059-08-15      | 5.9500%  |  | $117344.26         | $126370.83         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CX6384       | 2059-01-15      | 6.2000%  |  | $233662.15         | $255330.86         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8884       | 2058-12-15      | 6.1400%  |  | $116726.76         | $127079.44         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8879       | 2058-11-15      | 6.7300%  |  | $1285387.78        | $1448541.34        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8878       | 2058-10-15      | 5.7900%  |  | $116414.03         | $124075.97         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW2330       | 2059-02-15      | 5.6200%  |  | $116717.31         | $122819.19         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL CW0775       | 2066-12-15      | 5.8100%  |  | $353977.50         | $363280.70         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW0769       | 2059-05-15      | 5.7000%  |  | $467227.51         | $494035.78         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4651       | 2059-02-15      | 5.5400%  |  | $116688.54         | $122158.18         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4648       | 2059-01-15      | 6.5300%  |  | $467756.41         | $517001.75         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4641       | 2058-12-15      | 5.7300%  |  | $1398878.82        | $1485610.24        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4637       | 2058-11-15      | 5.7400%  |  | $1164851.63        | $1237841.75        | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 700933 X     | 2038-11-15      | 6.0000%  |  | $438.34            | $457.19            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AU0334 C     | 2046-07-20      | 3.0000%  |  | $25532.57          | $22706.84          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA3034 M     | 2045-08-20      | 3.5000%  |  | $53772.32          | $50219.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2892 M     | 2045-06-20      | 3.5000%  |  | $48789.92          | $45566.38          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA2891 M     | 2045-06-20      | 3.0000%  |  | $22012.44          | $19848.47          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA1091 M     | 2043-06-20      | 4.0000%  |  | $21574.91          | $20714.64          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA0317 M     | 2042-08-20      | 3.0000%  |  | $22901.33          | $21042.51          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 764579 X     | 2041-08-15      | 5.0000%  |  | $1716.61           | $1748.95           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC P51408 G | 2027-11-01      | 6.0000%  |  | $972.11            | $978.14            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU4596       | 2058-09-15      | 5.0000%  |  | $115945.49         | $118037.60         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CU2409       | 2058-07-15      | 5.0900%  |  | $115776.86         | $118205.15         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT8130       | 2059-01-15      | 6.5900%  |  | $116958.01         | $128782.29         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6540       | 2058-07-15      | 4.8000%  |  | $1156140.61        | $1163166.87        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6537       | 2058-06-15      | 5.1300%  |  | $115691.70         | $118478.13         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6549       | 2058-09-15      | 5.4500%  |  | $696999.63         | $727556.02         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2719       | 2058-04-15      | 5.1200%  |  | $115470.21         | $118241.86         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2718       | 2058-04-15      | 5.1200%  |  | $115470.21         | $118241.86         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9718       | 2060-01-15      | 5.5300%  |  | $235405.90         | $244869.48         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9714       | 2059-09-15      | 5.5500%  |  | $469373.51         | $490961.25         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CW8882       | 2053-11-15      | 6.4600%  |  | $116042.22         | $128514.83         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ9706       | 2058-03-15      | 4.7400%  |  | $115113.28         | $115531.68         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8787       | 2059-08-15      | 5.6700%  |  | $117280.20         | $123776.59         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ8775       | 2058-07-15      | 5.3500%  |  | $231831.85         | $240543.19         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4858       | 2058-03-15      | 5.1600%  |  | $115386.76         | $118442.36         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4856       | 2058-03-15      | 5.1600%  |  | $115386.76         | $118442.35         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4851       | 2058-01-15      | 5.3800%  |  | $228861.48         | $238119.94         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ4845       | 2057-12-15      | 5.0000%  |  | $114948.07         | $117306.45         | Agency Mortgage-Backed Securities   |
| GNMA GNII RG CP9544 C     | 2047-07-20      | 3.0000%  |  | $11499.98          | $10160.38          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AJ6281 C     | 2044-09-20      | 4.0000%  |  | $22585.90          | $21504.24          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AJ2723 C     | 2044-08-20      | 4.0000%  |  | $2270.26           | $2159.75           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AH6627 C     | 2044-05-20      | 4.0000%  |  | $28835.50          | $27134.10          | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF AF7905 X     | 2043-10-15      | 2.4900%  |  | $77928.53          | $67000.43          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AD8811 C     | 2043-03-20      | 3.0000%  |  | $16988.98          | $15519.30          | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DF8955       | 2067-09-15      | 5.5500%  |  | $1193466.65        | $1232432.93        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DE5570       | 2055-02-15      | 5.7100%  |  | $2352045.16        | $2489543.63        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4685       | 2059-10-15      | 5.8800%  |  | $1501313.17        | $1605881.64        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2253       | 2059-10-15      | 5.3400%  |  | $319690.68         | $329966.92         | Agency Mortgage-Backed Securities   |
| GNMA GNCL CL DC7252       | 2067-10-15      | 5.3000%  |  | $488119.96         | $488706.30         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE5460 | 2040-10-01      | 4.0000%  |  | $2411525.24        | $2366721.78        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CKMA5846 | 2055-08-01      | 7.0000%  |  | $970900.22         | $999452.88         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $26196559.34       | $26463051.12       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5251 | 2039-01-01      | 6.0000%  |  | $9615.59           | $9972.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $151.99            | $156.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $2692.89           | $2522.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $751.08            | $707.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  |  | $2583.17           | $2416.51           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 617332 X     | 2036-12-15      | 6.5000%  |  | $647.64            | $680.08            | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783356 C     | 2041-06-20      | 6.0000%  |  | $401.67            | $426.87            | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 782451 X     | 2038-10-15      | 6.5000%  |  | $1820.55           | $1947.13           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781969 X     | 2035-08-15      | 5.0000%  |  | $2469.38           | $2504.80           | Agency Mortgage-Backed Securities   |
| GNMA GNII EP 787882 C     | 2062-08-20      | 6.0000%  |  | $732333.69         | $745432.70         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786793 M     | 2052-12-20      | 2.0000%  |  | $134032.85         | $106617.44         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786552 M     | 2052-12-20      | 2.0000%  |  | $1506689.34        | $1192913.08        | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786236 M     | 2052-01-20      | 2.5000%  |  | $6319.28           | $5311.95           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 784315 X     | 2036-06-15      | 6.0000%  |  | $6145.17           | $6303.26           | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 783637 M     | 2042-06-20      | 3.0000%  |  | $27737.59          | $25402.34          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7179       | 2059-09-15      | 5.9200%  |  | $2405171.13        | $2579289.75        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4413       | 2059-09-15      | 5.8400%  |  | $821838.53         | $878085.34         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4410       | 2054-08-15      | 5.5000%  |  | $1868819.06        | $1947447.34        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC4400       | 2059-06-15      | 5.8000%  |  | $117135.52         | $124876.90         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC1792       | 2059-10-15      | 5.3000%  |  | $704300.53         | $725650.86         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DC0109 C     | 2054-04-20      | 6.5000%  |  | $724550.64         | $755456.75         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4183       | 2059-08-15      | 5.5000%  |  | $468958.45         | $488840.78         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DB4202       | 2060-01-15      | 5.3800%  |  | $2353632.02        | $2436492.68        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8489       | 2059-09-15      | 5.4800%  |  | $703967.18         | $732758.89         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4285       | 2054-09-15      | 5.4000%  |  | $615506.82         | $637977.13         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4283       | 2059-08-15      | 5.1400%  |  | $117149.29         | $119463.79         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA4275       | 2059-07-15      | 5.6900%  |  | $117195.55         | $123823.61         | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 780994 X     | 2029-03-15      | 6.0000%  |  | $26.95             | $27.54             | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 513655 X     | 2029-08-15      | 6.5000%  |  | $61.53             | $62.89             | Agency Mortgage-Backed Securities   |
| GNMA GNMI SF 723437 X     | 2039-11-15      | 5.0000%  |  | $181.40            | $185.52            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005116 M     | 2041-07-20      | 5.0000%  |  | $15099.16          | $15412.60          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004976 M     | 2041-03-20      | 3.5000%  |  | $422.62            | $397.33            | Agency Mortgage-Backed Securities   |
| GNMA GNII JM 004918 M     | 2041-01-20      | 4.0000%  |  | $2789.55           | $2625.18           | Agency Mortgage-Backed Securities   |
| GNMA GNMI SP 781038 X     | 2029-05-15      | 6.5000%  |  | $6.49              | $6.67              | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 004945 M     | 2041-02-20      | 4.0000%  |  | $43933.25          | $42265.11          | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC T65238 G | 2044-08-01      | 4.5000%  |  | $51061.78          | $48763.54          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF 005269 M     | 2041-12-20      | 6.0000%  |  | $1336.64           | $1411.52           | Agency Mortgage-Backed Securities   |
| FNMA 0.80 FNNT A 22-27    | 2027-08-05      | 0.8000%  |  | $17748.50          | $16778.94          | Agency Debentures and Agency Strips |
| FNMA 0.70 FNNT B 21-26    | 2026-10-29      | 0.7000%  |  | $14908.74          | $14397.11          | Agency Debentures and Agency Strips |
| FNMA 0.70 FNNT B 21-27    | 2027-09-30      | 0.7000%  |  | $16565.27          | $15605.99          | Agency Debentures and Agency Strips |
| FNMA 2.125 FNSM A 04/26   | 2026-04-24      | 2.1250%  |  | $200913.02         | $199892.07         | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 21-26   | 2026-12-18      | 0.8750%  |  | $10649.10          | $10262.71          | Agency Debentures and Agency Strips |
| FNMA 0.56 FNSM A 21-25    | 2025-10-22      | 0.5600%  |  | $13015.57          | $12967.20          | Agency Debentures and Agency Strips |
| FCSB 2.70 FCOR 22-41 L    | 2041-06-21      | 2.7000%  |  | $55375.32          | $41029.84          | Agency Debentures and Agency Strips |

### Security 184: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.360%, 9/5/2025
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FERA 5473FB 11/25/54  | 2054-11-25      | 5.6484%  |  | $121030495.60      | $120590985.34      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FA 11/25/54  | 2054-11-25      | 5.4484%  |  | $28250135.66       | $28224692.91       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5460FA 10/25/54  | 2054-10-25      | 5.3984%  |  | $4163835.82        | $4153821.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452CF 09/25/54  | 2054-09-25      | 5.4484%  |  | $4016705.90        | $4009429.14        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5420EF 06/25/54  | 2054-06-25      | 5.6984%  |  | $25994953.15       | $26066365.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL004FB R25F004  | 2053-12-25      | 5.5484%  |  | $1195403.10        | $1196917.07        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL026FC R24F026  | 2054-05-25      | 5.5984%  |  | $25266608.90       | $25297561.61       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL015FD R24F015  | 2054-04-25      | 5.6984%  |  | $5430642.64        | $5442764.67        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL006FA R25F006  | 2055-02-25      | 5.5984%  |  | $1569692.59        | $1573401.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FE R24F103  | 2055-01-25      | 5.6484%  |  | $25823855.00       | $25836188.45       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL104FA R24F104  | 2055-01-25      | 5.3984%  |  | $2931281.89        | $2920769.79        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082BF R24F082  | 2054-11-25      | 5.6984%  |  | $73810396.00       | $73947990.02       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033UF R24F033  | 2054-01-25      | 5.3484%  |  | $10630357.20       | $10670096.29       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5534FW 05/25/55  | 2055-05-25      | 6.0000%  |  | $71606250.75       | $72202993.33       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5513FD 01/25/55  | 2055-01-25      | 5.6984%  |  | $21564959.32       | $21617839.94       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5508JF 02/25/55  | 2055-02-25      | 5.6984%  |  | $74755605.09       | $74955513.09       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5503FE 02/25/55  | 2055-02-25      | 5.7984%  |  | $43609766.50       | $43758312.96       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5482FA 12/25/54  | 2054-12-25      | 5.7984%  |  | $46985849.76       | $47196687.77       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5473FQ 11/25/54  | 2054-11-25      | 5.7284%  |  | $35837842.57       | $35919821.21       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL088FA R24F088  | 2054-12-25      | 5.3484%  |  | $130331733.15      | $130692004.73      | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.500 CLCB2410  | 2051-12-01      | 2.5000%  |  | $4010582.00        | $3359461.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281  | 2051-12-01      | 2.0000%  |  | $3819.09           | $3082.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2095  | 2051-11-01      | 3.0000%  |  | $11785339.59       | $10261829.09       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2644  | 2052-01-01      | 2.5000%  |  | $16436567.61       | $13703239.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CICB1489  | 2036-08-01      | 3.5000%  |  | $154332.23         | $150954.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTBV1733  | 2045-05-01      | 5.5000%  |  | $2807847.37        | $2863725.72        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1450  | 2052-01-01      | 2.0000%  |  | $107334.05         | $85724.00          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU1027  | 2051-11-01      | 2.0000%  |  | $1214305.22        | $967659.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT2188  | 2052-03-01      | 2.5000%  |  | $2700333.93        | $2251644.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIBT2213  | 2037-03-01      | 1.5000%  |  | $247213.99         | $220981.29         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT1335  | 2051-07-01      | 2.5000%  |  | $751395.24         | $626441.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM5984  | 2049-05-01      | 5.0000%  |  | $16086.66          | $16227.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5520  | 2053-01-01      | 4.5000%  |  | $8115187.85        | $7849009.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4525  | 2053-04-01      | 5.5000%  |  | $3874446.35        | $3969206.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM9411  | 2051-11-01      | 2.0000%  |  | $229919.69         | $184433.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8691  | 2051-09-01      | 2.5000%  |  | $739173.64         | $626024.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM5798  | 2036-01-01      | 2.0000%  |  | $25241.02          | $23324.73          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM4742  | 2035-03-01      | 4.0000%  |  | $13678.05          | $13707.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 U3BF0172  | 2041-01-01      | 4.0000%  |  | $8235.06           | $8062.37           | Agency Mortgage-Backed Securities         |
| FMAC FERA 5500FA 02/25/55  | 2055-02-25      | 5.5484%  |  | $2835013.64        | $2836781.24        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL033QF R24F033  | 2054-03-25      | 5.3484%  |  | $54981369.42       | $55187289.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5495AF 01/25/55  | 2055-01-25      | 5.4984%  |  | $3947713.17        | $3945367.96        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5539FC 05/25/55  | 2055-05-25      | 5.8484%  |  | $31709858.32       | $31879849.20       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5498FC 01/25/55  | 2055-01-25      | 5.4984%  |  | $2973339.14        | $2966860.03        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLBD7056  | 2047-03-01      | 3.5000%  |  | $912886.36         | $846600.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC5694  | 2046-09-01      | 3.0000%  |  | $7348.38           | $6580.57           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714  | 2046-10-01      | 3.0000%  |  | $45127.59          | $40492.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE6111  | 2055-08-01      | 5.5000%  |  | $1782905.00        | $1829989.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5812  | 2055-07-01      | 6.0000%  |  | $1122172.26        | $1173920.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE3369  | 2055-07-01      | 5.5000%  |  | $3860868.49        | $3934347.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1983  | 2055-07-01      | 6.0000%  |  | $8114155.03        | $8331993.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN0948  | 2048-11-01      | 4.5000%  |  | $458245.14         | $448970.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD7100  | 2055-06-01      | 5.5000%  |  | $1846698.30        | $1866097.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6110  | 2055-06-01      | 5.5000%  |  | $58052.50          | $58656.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD3650  | 2055-02-01      | 5.0000%  |  | $935667.16         | $928506.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC6820  | 2054-11-01      | 5.5000%  |  | $1527658.96        | $1553612.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6727  | 2054-11-01      | 5.0000%  |  | $99853.51          | $98924.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3135  | 2054-09-01      | 5.5000%  |  | $2451022.39        | $2493875.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0192  | 2054-08-01      | 6.5000%  |  | $10070.84          | $10513.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB7820  | 2054-08-01      | 5.0000%  |  | $2123852.66        | $2107517.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA5784  | 2054-01-01      | 6.0000%  |  | $792741.64         | $816553.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM5377  | 2034-03-01      | 4.0000%  |  | $77684.18          | $76509.37          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1534  | 2049-09-01      | 4.5000%  |  | $107515.95         | $105606.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA2740  | 2035-10-01      | 2.5000%  |  | $9584569.00        | $9040169.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLFA0547  | 2052-04-01      | 1.5000%  |  | $2184979.19        | $1655483.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA0364  | 2055-01-01      | 6.0000%  |  | $312474.63         | $322359.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8483  | 2054-05-01      | 5.5000%  |  | $4444.05           | $4523.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8255  | 2054-01-01      | 5.5000%  |  | $4662538.47        | $4715830.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6643  | 2053-06-01      | 5.5000%  |  | $40973670.19       | $41847547.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6322  | 2053-05-01      | 5.5000%  |  | $1111649.49        | $1127427.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5693  | 2053-02-01      | 5.5000%  |  | $651760.61         | $664338.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103  | 2052-07-01      | 5.0000%  |  | $1491899.40        | $1504041.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4032  | 2052-07-01      | 4.5000%  |  | $119361.02         | $115460.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3523  | 2052-05-01      | 3.0000%  |  | $27608367.62       | $24046648.91       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBT1296  | 2036-07-01      | 2.0000%  |  | $179908.25         | $166921.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CJAJ7718  | 2026-12-01      | 3.5000%  |  | $28813.70          | $28684.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW2258  | 2052-07-01      | 4.5000%  |  | $551254.89         | $535063.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1853  | 2054-09-01      | 5.5000%  |  | $13128461.19       | $13282166.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4598  | 2052-05-01      | 2.5000%  |  | $5545979.06        | $4623707.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257057  | 2028-01-01      | 5.0000%  |  | $2645.30           | $2658.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4623  | 2052-06-01      | 2.5000%  |  | $167041.88         | $139535.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2287  | 2051-12-01      | 2.5000%  |  | $366183.25         | $309953.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4421  | 2055-03-01      | 6.0000%  |  | $92393.92          | $96537.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2986  | 2045-04-01      | 4.0000%  |  | $3877971.67        | $3746194.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CVAL7895  | 2030-12-01      | 3.0000%  |  | $142823.04         | $140210.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIAL0807  | 2026-07-01      | 5.0000%  |  | $1499.12           | $1520.01           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL609804  | 2031-09-01      | 6.5000%  |  | $40401.16          | $42050.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAE0828  | 2041-02-01      | 3.5000%  |  | $2002.25           | $1901.41           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLMA5795  | 2055-08-01      | 7.0000%  |  | $406705.41         | $430054.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5497  | 2054-10-01      | 5.5000%  |  | $6637098.56        | $6706242.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5008  | 2053-05-01      | 4.5000%  |  | $16605871.27       | $16066446.15       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5389  | 2054-06-01      | 6.0000%  |  | $2926725.67        | $3004092.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4154  | 2035-10-01      | 1.5000%  |  | $241411.42         | $217607.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CKMA3846  | 2049-11-01      | 3.0000%  |  | $140486.89         | $120438.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA0985  | 2042-01-01      | 4.5000%  |  | $15876.85          | $15830.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKAC8137  | 2037-05-01      | 6.0000%  |  | $259910.41         | $265265.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9568  | 2043-06-01      | 3.5000%  |  | $18765172.93       | $17568371.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0594  | 2055-06-01      | 6.5000%  |  | $63666980.79       | $67417701.69       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTCC0338  | 2045-04-01      | 6.0000%  |  | $3616075.87        | $3730342.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTCC0334  | 2045-04-01      | 5.5000%  |  | $3558566.20        | $3643650.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0133  | 2055-03-01      | 6.5000%  |  | $17188378.96       | $18250200.62       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0895  | 2055-08-01      | 6.5000%  |  | $14522117.14       | $15457030.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 ZLFP0085  | 2051-04-01      | 3.5000%  |  | $12686196.53       | $11897879.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 ZLFP0034  | 2050-10-01      | 2.5000%  |  | $59881.07          | $49993.78          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745516  | 2036-05-01      | 5.5000%  |  | $5346.74           | $5570.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8412  | 2039-04-01      | 6.0000%  |  | $2877005.83        | $2994806.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA5769  | 2040-07-01      | 4.0000%  |  | $3203000.23        | $3154561.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0007  | 2055-02-01      | 6.5000%  |  | $57907024.36       | $60891584.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE5719  | 2055-07-01      | 6.0000%  |  | $1123503.88        | $1167334.76        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS6394  | 2038-11-01      | 6.0000%  |  | $26346172.71       | $27535719.98       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0419  | 2055-05-01      | 6.5000%  |  | $10491695.60       | $11167114.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBU5244  | 2054-11-01      | 5.0000%  |  | $6381392.89        | $6322938.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDD0628  | 2055-08-01      | 4.5000%  |  | $974000.00         | $940897.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD2623  | 2055-03-01      | 6.0000%  |  | $1880992.01        | $1961531.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9491  | 2055-07-01      | 5.5000%  |  | $11349915.43       | $11470903.01       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTCA4598  | 2039-11-01      | 3.5000%  |  | $32454.59          | $31385.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0252  | 2052-01-01      | 3.5000%  |  | $240876.46         | $218995.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8623  | 2054-07-01      | 6.5000%  |  | $4329192.02        | $4514851.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7100  | 2053-09-01      | 5.0000%  |  | $636688.14         | $635496.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB9635  | 2054-12-01      | 4.5000%  |  | $157043.45         | $151705.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC3516  | 2054-10-01      | 5.0000%  |  | $1340240.78        | $1328750.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1462  | 2052-01-01      | 3.5000%  |  | $71869.57          | $66250.03          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3444  | 2048-08-01      | 4.5000%  |  | $8153.74           | $8010.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CICB8781  | 2039-06-01      | 6.0000%  |  | $2953555.91        | $3072128.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS9205  | 2054-09-01      | 6.5000%  |  | $143872601.79      | $150180776.00      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $138014.63         | $120081.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6779  | 2053-12-01      | 6.5000%  |  | $604510.90         | $632061.82         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC TRUST K-1 | 2031-11-25      | 2.1270%  |  | $1700000.00        | $1512060.47        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-08-25      | 1.4060%  |  | $4000.00           | $3534.74           | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2028-01-25      | 3.3500%  |  | $550000.00         | $544037.21         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-11-25      | 3.2860%  |  | $500000.00         | $493986.39         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-12-25      | 1.6580%  |  | $16100000.00       | $14263932.75       | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-09-25      | 3.1200%  |  | $16810603.00       | $16660814.91       | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004AL R16M004  | 2039-01-25      | 3.2730%  |  | $156297.46         | $146061.64         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2029-09-25      | 2.6730%  |  | $400000.00         | $381207.20         | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $306797.18         | $282585.60         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2034-09-25      | 4.4890%  |  | $2000000.00        | $2007308.89        | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-11-25      | 2.6500%  |  | $841153.43         | $798083.10         | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014  | 2027-09-25      | 2.9715%  |  | $418462.66         | $409171.77         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-03-25      | 3.2240%  |  | $600000.00         | $594030.33         | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2027-07-25      | 3.1940%  |  | $13000000.00       | $12841506.89       | Agency Mortgage-Backed Securities         |

### Security 185: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC, REPO,  4.340%, 9/2/2025
- **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: 930NXW009, C.3 - LEI: VYVVCKR63DVZZN70PB21
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF 003295 M | 2032-10-20      | 5.5000%  |  | $351.24            | $366.22            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003187 M | 2032-01-20      | 6.0000%  |  | $117.72            | $122.65            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003161 M | 2031-11-20      | 6.5000%  |  | $174.85            | $183.89            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003500 M | 2034-01-20      | 5.5000%  |  | $316.58            | $331.90            | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ6849 C | 2047-05-20      | 3.5000%  |  | $73103.09          | $67368.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3151 C | 2047-03-20      | 3.5000%  |  | $77276.79          | $71214.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AX3410 C | 2047-03-20      | 3.5000%  |  | $47983.40          | $44397.61          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1516 C | 2055-03-20      | 5.5000%  |  | $383137.24         | $390098.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1035 C | 2055-02-20      | 7.0000%  |  | $278093.61         | $299779.19         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0554 M | 2055-08-20      | 4.5000%  |  | $67835531.52       | $65584070.23       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $27290349.19       | $27967522.83       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0306 M | 2055-04-20      | 4.5000%  |  | $8336244.53        | $8059564.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0284 M | 2040-04-20      | 6.0000%  |  | $2122469.02        | $2202434.46        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0204 M | 2055-02-20      | 5.0000%  |  | $49878331.68       | $49551523.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL9712 C | 2055-08-20      | 7.0000%  |  | $233378.57         | $245306.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2370 M | 2044-11-20      | 3.0000%  |  | $87581.42          | $79271.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1223 M | 2043-08-20      | 3.0000%  |  | $49500.94          | $45105.72          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1091 M | 2043-06-20      | 4.0000%  |  | $29629.06          | $28447.63          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1676 M | 2044-02-20      | 3.0000%  |  | $2322.57           | $2114.47           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0535 M | 2042-11-20      | 4.0000%  |  | $100774.48         | $96935.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0317 M | 2042-08-20      | 3.0000%  |  | $26220.33          | $24092.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0089 M | 2042-05-20      | 4.0000%  |  | $110804.75         | $106595.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6825 C | 2055-08-20      | 6.0000%  |  | $4555372.01        | $4699753.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4934 C | 2055-08-20      | 7.0000%  |  | $191213.43         | $202388.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4098 C | 2055-08-20      | 6.0000%  |  | $688914.06         | $709453.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2050 C | 2055-07-20      | 6.0000%  |  | $235571.12         | $246290.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6881 C | 2053-12-20      | 6.0000%  |  | $611625.92         | $631039.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV8076 C | 2053-09-20      | 6.5000%  |  | $146161.30         | $152432.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV6245 C | 2053-08-20      | 7.0000%  |  | $1527867.26        | $1632279.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9689 C | 2053-11-20      | 6.5000%  |  | $164825.93         | $171288.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU6443 C | 2053-05-20      | 6.5000%  |  | $1016694.40        | $1060063.09        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1168 C | 2053-07-20      | 6.5000%  |  | $881383.80         | $923112.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ3551 C | 2046-03-20      | 3.5000%  |  | $74658.00          | $68896.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL5503 C | 2045-03-20      | 3.5000%  |  | $7395.52           | $6710.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9940 M | 2039-10-20      | 6.0000%  |  | $490491.96         | $506975.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI6773 C | 2051-10-20      | 3.0000%  |  | $240382.67         | $213477.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH6427 C | 2051-11-20      | 2.5000%  |  | $1482103.35        | $1242124.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9926 C | 2051-08-20      | 2.5000%  |  | $239764.79         | $204210.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ2572 C | 2050-11-20      | 2.5000%  |  | $65840.61          | $56074.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX9609 C | 2051-03-20      | 2.0000%  |  | $757034.80         | $620941.56         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BT1865 C | 2050-11-20      | 3.0000%  |  | $439657.49         | $377397.74         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BS7589 C | 2050-03-20      | 4.0000%  |  | $18759.91          | $17630.66          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BP8087 C | 2050-02-20      | 3.5000%  |  | $44507.71          | $41018.22          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BF1069 C | 2048-01-20      | 3.5000%  |  | $146298.68         | $135001.96         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC4840 C | 2047-09-20      | 3.5000%  |  | $25866.08          | $23932.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9749 M | 2039-11-20      | 5.5000%  |  | $35101.99          | $36009.65          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9723 M | 2054-06-20      | 4.5000%  |  | $5474868.06        | $5298407.58        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9306 M | 2053-11-20      | 6.0000%  |  | $105911.52         | $108974.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9098 M | 2053-08-20      | 1.5000%  |  | $212419.71         | $166820.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9874 M | 2035-04-20      | 3.0000%  |  | $29297.97          | $27983.26          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8798 M | 2053-04-20      | 4.0000%  |  | $2182710.73        | $2057816.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8648 M | 2053-02-20      | 5.5000%  |  | $969256.97         | $985402.63         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $1206223.36        | $1138153.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M | 2052-10-20      | 5.5000%  |  | $9056309.81        | $9242759.11        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8269 M | 2052-09-20      | 5.0000%  |  | $952036.75         | $950149.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7851 M | 2037-02-20      | 1.5000%  |  | $32298.42          | $29095.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7832 M | 2052-01-20      | 5.0000%  |  | $31738.02          | $31818.57          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $238222.13         | $233573.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7736 M | 2036-12-20      | 1.5000%  |  | $12395.29          | $11166.62          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7988 M | 2052-04-20      | 3.0000%  |  | $10600543.92       | $9415650.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M | 2050-12-20      | 2.0000%  |  | $9437259.03        | $7744908.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $393086.53         | $361573.66         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7841 C | 2055-06-20      | 7.5000%  |  | $1022642.95        | $1108382.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK3236 C | 2055-07-20      | 6.0000%  |  | $1327180.21        | $1371197.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9916 C | 2055-07-20      | 7.0000%  |  | $198799.73         | $211145.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9904 C | 2055-07-20      | 7.0000%  |  | $1308881.22        | $1393163.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ6580 C | 2055-05-20      | 6.5000%  |  | $262839.00         | $274060.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3185 C | 2055-08-20      | 5.5000%  |  | $1474796.13        | $1497780.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3166 C | 2055-08-20      | 5.5000%  |  | $1617530.15        | $1640248.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2919 C | 2055-07-20      | 5.5000%  |  | $2796370.38        | $2864928.37        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0746 C | 2055-04-20      | 7.0000%  |  | $282390.60         | $297098.47         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0740 C | 2055-05-20      | 5.5000%  |  | $415031.33         | $424567.00         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ0733 C | 2055-05-20      | 6.0000%  |  | $253532.86         | $262291.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG7181 C | 2054-12-20      | 5.5000%  |  | $448516.50         | $457163.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5673 C | 2055-02-20      | 5.5000%  |  | $240682.61         | $244062.70         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE8881 C | 2054-09-20      | 6.5000%  |  | $420616.46         | $438560.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4855 C | 2054-11-20      | 6.5000%  |  | $2171347.32        | $2269298.00        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6968 M | 2035-11-20      | 2.5000%  |  | $88506.60          | $83301.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6818 M | 2050-08-20      | 2.0000%  |  | $22540748.95       | $18498596.59       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6654 M | 2050-05-20      | 2.0000%  |  | $9458.11           | $7777.79           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $8022430.10        | $6583796.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6039 M | 2049-07-20      | 3.5000%  |  | $1350007.28        | $1242158.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5880 M | 2049-04-20      | 6.0000%  |  | $2100.55           | $2218.41           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 759449 C | 2041-01-20      | 4.0000%  |  | $149690.62         | $143110.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004978 M | 2041-03-20      | 4.5000%  |  | $816.16            | $817.30            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004747 M | 2040-07-20      | 5.0000%  |  | $7280.59           | $7445.13           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004545 M | 2039-02-20      | 7.0000%  |  | $3154.98           | $3276.15           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005280 M | 2042-01-20      | 4.0000%  |  | $766343.23         | $733457.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004005 M | 2037-07-20      | 5.5000%  |  | $118.64            | $122.94            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003890 M | 2036-08-20      | 6.0000%  |  | $188.03            | $197.98            | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004471 M | 2039-06-20      | 6.0000%  |  | $3656.66           | $3861.61           | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003414 M | 2033-07-20      | 5.0000%  |  | $430.59            | $436.15            | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5793 M | 2034-03-20      | 4.5000%  |  | $14163.05          | $14220.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5766 M | 2049-02-20      | 5.5000%  |  | $16674.03          | $17128.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5598 M | 2048-11-20      | 5.5000%  |  | $29941.13          | $30805.16          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5437 M | 2033-09-20      | 4.0000%  |  | $5258.96           | $5280.53           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6224 M | 2049-10-20      | 6.0000%  |  | $3003.71           | $3172.17           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5138 M | 2048-04-20      | 4.5000%  |  | $10253.20          | $10128.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M | 2048-02-20      | 4.0000%  |  | $1944.26           | $1848.73           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4900 M | 2047-12-20      | 3.5000%  |  | $25699.23          | $23958.30          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4589 M | 2047-07-20      | 5.0000%  |  | $17957.61          | $18231.45          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4261 M | 2047-02-20      | 3.0000%  |  | $1120320.61        | $1008073.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3664 M | 2046-05-20      | 4.0000%  |  | $81074.43          | $77303.75          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4848 C | 2054-11-20      | 6.0000%  |  | $735110.60         | $761561.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD8715 C | 2054-09-20      | 6.5000%  |  | $1619036.67        | $1708212.49        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3181 C | 2054-09-20      | 6.0000%  |  | $322101.99         | $333295.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC7429 C | 2054-08-20      | 6.5000%  |  | $395427.39         | $417643.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2911 C | 2054-05-20      | 6.5000%  |  | $237215.44         | $247337.08         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC2905 C | 2054-05-20      | 6.5000%  |  | $223854.51         | $234290.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB1246 C | 2054-03-20      | 6.5000%  |  | $413335.15         | $436101.05         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB0023 C | 2054-05-20      | 6.5000%  |  | $495629.91         | $520556.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7258 C | 2054-06-20      | 6.0000%  |  | $887135.83         | $917418.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7165 C | 2054-05-20      | 6.0000%  |  | $235432.48         | $242277.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ5256 C | 2054-01-20      | 7.5000%  |  | $160620.96         | $169200.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3989 C | 2054-01-20      | 6.5000%  |  | $197138.03         | $207052.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3715 C | 2054-01-20      | 7.5000%  |  | $39232.62          | $40988.02          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3343 C | 2053-12-20      | 6.5000%  |  | $365950.96         | $383681.85         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ1870 C | 2054-01-20      | 7.5000%  |  | $54346.47          | $56652.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY9137 C | 2054-04-20      | 6.0000%  |  | $28647.44          | $29625.37          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY2875 C | 2054-02-20      | 6.5000%  |  | $195516.83         | $203857.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6928 C | 2053-10-20      | 6.0000%  |  | $126735.55         | $130349.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6884 C | 2053-12-20      | 6.0000%  |  | $112193.35         | $115445.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3244 M | 2045-11-20      | 3.5000%  |  | $4923849.30        | $4598492.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2798 M | 2030-05-20      | 3.5000%  |  | $13611.62          | $13507.70          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BJ1318 C | 2049-05-20      | 5.0000%  |  | $10257.87          | $10431.19          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD2583 C | 2054-08-20      | 6.5000%  |  | $247021.33         | $257559.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004715 M | 2040-06-20      | 5.0000%  |  | $12110.39          | $12413.83          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004772 M | 2040-08-20      | 5.0000%  |  | $110798.76         | $112965.31         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AO7624 C | 2045-09-20      | 3.5000%  |  | $19971.05          | $18404.76          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7283 M | 2036-04-20      | 2.0000%  |  | $3099.28           | $2877.50           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5684 M | 2034-01-20      | 4.0000%  |  | $4650.03           | $4668.49           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA7454 C | 2054-04-20      | 6.0000%  |  | $437464.89         | $454007.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005174 M | 2041-09-20      | 4.0000%  |  | $1537319.94        | $1478931.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ3532 C | 2047-11-20      | 4.5000%  |  | $124010.69         | $124069.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0221 M | 2042-07-20      | 4.0000%  |  | $121863.39         | $117233.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9665 M | 2054-05-20      | 4.0000%  |  | $69582.81          | $65127.99          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AC6285 C | 2043-02-20      | 3.5000%  |  | $476148.59         | $437372.10         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT8347 C | 2053-04-20      | 6.5000%  |  | $260473.76         | $271584.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0223 C | 2054-09-20      | 5.5000%  |  | $232327.70         | $237364.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7134 M | 2051-01-20      | 1.5000%  |  | $8693588.04        | $6834869.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB3559 C | 2054-09-20      | 5.5000%  |  | $466621.57         | $475760.25         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6284 M | 2049-11-20      | 3.5000%  |  | $30131.45          | $27716.48          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9727 M | 2054-06-20      | 6.5000%  |  | $31017259.90       | $32102415.98       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5652 M | 2048-12-20      | 4.5000%  |  | $7154560.84        | $7049868.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6840 M | 2035-09-20      | 2.5000%  |  | $31736.67          | $29870.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CF8441 C | 2051-10-20      | 3.5000%  |  | $462047.62         | $416079.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU1194 C | 2053-08-20      | 6.5000%  |  | $722556.91         | $756765.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9481 C | 2055-07-20      | 6.5000%  |  | $333292.63         | $350381.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8150 M | 2052-07-20      | 4.0000%  |  | $465408.26         | $439073.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8491 M | 2052-12-20      | 5.5000%  |  | $744690.05         | $759291.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CU9600 C | 2053-11-20      | 6.5000%  |  | $755381.08         | $788387.12         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7192 M | 2051-02-20      | 2.0000%  |  | $10781711.06       | $8848265.16        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI5086 C | 2055-05-20      | 5.5000%  |  | $488455.99         | $495316.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7863 C | 2055-07-20      | 7.5000%  |  | $829737.65         | $899302.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9105 C | 2055-01-20      | 5.5000%  |  | $979463.87         | $993220.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY1488 C | 2054-01-20      | 6.0000%  |  | $844682.69         | $871442.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6936 M | 2050-10-20      | 5.0000%  |  | $6453.27           | $6551.58           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3448 C | 2055-02-20      | 6.0000%  |  | $736245.95         | $761068.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ2987 C | 2055-07-20      | 6.0000%  |  | $329887.71         | $342367.58         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3451 C | 2054-01-20      | 7.5000%  |  | $232267.03         | $247788.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CZ3960 C | 2054-02-20      | 5.5000%  |  | $528314.28         | $539393.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0259 M | 2055-03-20      | 5.5000%  |  | $1328541.55        | $1344400.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE4983 C | 2054-09-20      | 6.5000%  |  | $202136.71         | $210759.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ3098 C | 2055-08-20      | 6.0000%  |  | $505727.95         | $527499.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6874 C | 2053-12-20      | 6.0000%  |  | $681943.69         | $703129.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9910 M | 2054-09-20      | 7.5000%  |  | $163782.43         | $171002.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4108 C | 2055-08-20      | 5.5000%  |  | $329792.10         | $334982.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0502 C | 2055-08-20      | 5.5000%  |  | $231980.90         | $236196.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8213 C | 2055-07-20      | 6.0000%  |  | $198610.84         | $205637.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL8929 C | 2055-08-20      | 6.5000%  |  | $4171350.65        | $4459376.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3004 C | 2054-06-20      | 6.5000%  |  | $270451.58         | $282496.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0399 M | 2040-06-20      | 5.0000%  |  | $307937.13         | $312192.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9803 C | 2051-04-20      | 4.0000%  |  | $12669.04          | $11918.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4455 M | 2047-05-20      | 5.5000%  |  | $240274.71         | $248976.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9537 M | 2054-03-20      | 3.5000%  |  | $63961.85          | $58461.15          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2830 M | 2045-05-20      | 5.5000%  |  | $3764.48           | $3900.77           | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9476 C | 2055-05-20      | 7.0000%  |  | $2548419.61        | $2737811.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7825 M | 2052-01-20      | 1.5000%  |  | $289930.97         | $227693.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $2912640.07        | $2593744.82        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4126 M | 2046-12-20      | 3.0000%  |  | $825291.68         | $742646.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6284 C | 2055-02-20      | 6.5000%  |  | $295752.01         | $314826.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4822 C | 2054-09-20      | 6.5000%  |  | $938363.66         | $981764.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7001 C | 2047-09-20      | 4.0000%  |  | $3984.94           | $3720.30           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0551 M | 2055-08-20      | 3.0000%  |  | $152041.20         | $135111.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8724 M | 2053-03-20      | 4.5000%  |  | $612558.25         | $596901.26         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0149 M | 2055-01-20      | 6.5000%  |  | $183783.92         | $190048.30         | Agency Mortgage-Backed Securities |

### Security 186: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.370%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2025-089 CF     | 2055-05-20      | 6.0000%  |  | $198241940.00      | $199825496.62      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 HF     | 2055-04-20      | 5.6950%  |  | $198911806.00      | $198583951.21      | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-151 FD     | 2054-09-20      | 5.5150%  |  | $81426400.27       | $81442014.43       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC074AT R25F074 | 2055-09-25      | 5.0000%  |  | $189270412.00      | $190298697.12      | Agency Collateralized Mortgage Obligation |

### Security 187: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp., REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930NYX006, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MB0558 M     | 2055-08-20      | 6.5000%  |  | $48071150.41       | $49760637.72       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0025 M     | 2054-11-20      | 5.0000%  |  | $87053726.96       | $86458705.08       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  |  | $559.55            | $574.23            | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2025-139 FD     | 2065-08-20      | 5.3860%  |  | $93724832.21       | $94642539.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 HJ     | 2051-08-20      | 5.2500%  |  | $20112532.11       | $20248539.75       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL023FP R06F023 | 2036-04-25      | 4.7629%  |  | $2068.05           | $2043.78           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FA R03F011 | 2032-09-25      | 5.4629%  |  | $1952.11           | $1967.06           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL041F  R02F041 | 2032-07-25      | 5.0129%  |  | $1693.26           | $1693.69           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4257EK 10/15/28 | 2028-10-15      | 2.5000%  |  | $5130.72           | $5091.58           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3872BA 06/15/41 | 2041-06-15      | 4.0000%  |  | $2950.90           | $2898.00           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 3745VE 09/15/29 | 2029-09-15      | 4.0000%  |  | $3474.70           | $3469.07           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL016FM R25F016 | 2055-01-25      | 5.2984%  |  | $830.72            | $833.08            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL098FD R07F098 | 2037-06-25      | 4.9129%  |  | $1682.29           | $1667.04           | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL064FA R07F064 | 2037-07-25      | 4.9329%  |  | $1863.14           | $1832.58           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4272DG 04/15/43 | 2043-04-15      | 3.0000%  |  | $3432.30           | $3351.67           | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4203DM 04/15/33 | 2033-04-15      | 3.0000%  |  | $363.79            | $355.93            | Agency Collateralized Mortgage Obligation |

### Security 188: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.370%, 9/18/2025
- **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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII JP 786156 M     | 2037-03-20      | 1.5000%  |  | $449405.70         | $404815.96         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4936841.28        | $4385797.63        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $23887440.00       | $22441039.58       | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $7833760.48        | $7146632.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL099KC R20F099 | 2035-11-25      | 1.0000%  |  | $44273432.18       | $39315417.73       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AB R20F081 | 2035-11-25      | 1.0000%  |  | $101701040.00      | $90099776.39       | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $102345023.22      | $95743280.32       | Agency Mortgage-Backed Securities         |

### Security 189: BMO Bank, N.A.

- **C.1 - Title:** BMO Bank, N.A., REPO,  4.340%, 9/2/2025
- **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: 932CQA007, C.3 - LEI: 3Y4U8VZURTYWI1W2K376
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA7535 M     | 2051-08-20      | 3.0000%  |  | $4900115.80        | $4353171.40        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA1522 M     | 2043-12-20      | 4.0000%  |  | $13624175.33       | $13072629.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CKMA4453 | 2051-09-01      | 2.0000%  |  | $92186446.51       | $71623849.94       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBL8467 | 2027-10-01      | 0.9300%  |  | $172098092.00      | $161677437.74      | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2017-42 AC      | 2041-08-20      | 3.0000%  |  | $7966250.50        | $7267501.45        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL013PT R20M013 | 2031-06-25      | 2.2400%  |  | $661096.57         | $618452.68         | Agency Mortgage-Backed Securities         |

### Security 190: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.370%, 10/3/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $2850000000.00
- **C.18.a - Value (excl. sponsor support):** $2850000000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2021-114 FB     | 2051-06-20      | 3.0000%  |  | $24216651.04       | $20919263.40       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-064 AX     | 2051-04-20      | 5.5000%  |  | $3325889.54        | $3381008.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-17O FL     | 2069-11-20      | 4.9417%  |  | $4854334.84        | $4847472.19        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-023 FH     | 2049-02-20      | 4.9049%  |  | $24657085.93       | $24111405.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 HF     | 2065-08-20      | 5.1864%  |  | $34835307.36       | $35029708.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 EP     | 2065-03-20      | 5.0000%  |  | $42749066.43       | $43028127.59       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-139 NF     | 2055-08-20      | 5.2927%  |  | $61621621.62       | $62256828.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 HT     | 2055-06-20      | 5.0000%  |  | $19215216.47       | $19109914.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-006 FH     | 2049-01-20      | 4.9049%  |  | $12163773.50       | $11905186.58       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-16O FH     | 2070-09-20      | 5.4417%  |  | $8803548.06        | $8813551.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-09O NF     | 2070-04-20      | 5.6917%  |  | $4747958.56        | $4798361.85        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-8O FC      | 2065-08-20      | 4.7917%  |  | $337992.81         | $336919.94         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-7O FG      | 2068-10-20      | 5.1828%  |  | $1088515.70        | $1092984.82        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-18O FE     | 2069-11-20      | 4.9130%  |  | $7462711.06        | $7502191.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-5O FA      | 2068-09-20      | 5.4512%  |  | $7381176.48        | $7413467.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-1O FJ      | 2068-06-20      | 4.8607%  |  | $11245476.10       | $11278944.60       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O HF      | 2069-09-20      | 5.6612%  |  | $5945359.63        | $5993411.83        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-020 CA     | 2030-02-20      | 1.7500%  |  | $3283061.35        | $3128793.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-011 AG     | 2030-01-20      | 1.7500%  |  | $3337718.96        | $3181978.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-100 JA     | 2029-07-16      | 1.7500%  |  | $2326923.32        | $2266593.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2014-099 EB     | 2029-07-20      | 1.7500%  |  | $1065575.67        | $1035043.84        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-8O FA      | 2065-08-20      | 5.3417%  |  | $3244471.74        | $3253323.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FC      | 2066-02-20      | 5.3617%  |  | $4464354.25        | $4485061.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-6O FM      | 2066-02-20      | 5.3917%  |  | $8610669.38        | $8654909.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-4O FD      | 2066-01-20      | 5.3517%  |  | $4703768.25        | $4721782.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-1O FA      | 2066-01-20      | 5.3417%  |  | $13334985.40       | $13391356.15       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-1O FD      | 2066-12-20      | 5.3417%  |  | $4045182.93        | $4064778.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-7O FB      | 2065-03-20      | 5.0417%  |  | $7121148.44        | $7128150.54        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-5O FB      | 2065-02-20      | 5.0817%  |  | $6283250.70        | $6292231.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-3O FD      | 2065-01-20      | 5.0817%  |  | $5417688.36        | $5425523.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-4O FQ      | 2067-11-20      | 5.1062%  |  | $1505674.71        | $1511713.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL087NH R05F087 | 2025-10-25      | 5.0000%  |  | $6.98              | $6.98              | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5580FP 09/25/55 | 2055-09-25      | 5.2974%  |  | $14821870.99       | $14983586.46       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580EY 09/25/55 | 2055-09-25      | 5.0000%  |  | $7264018.38        | $7209174.23        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580KT 09/25/55 | 2055-09-25      | 6.0000%  |  | $41081207.92       | $42158589.98       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580CJ 09/25/55 | 2055-09-25      | 5.0000%  |  | $30810810.81       | $30978202.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565QC 08/25/55 | 2055-08-25      | 5.0000%  |  | $42411096.00       | $42755893.50       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565DT 08/25/55 | 2055-08-25      | 5.0000%  |  | $15668854.21       | $15628097.78       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5565CT 08/25/55 | 2055-08-25      | 5.0000%  |  | $24969719.94       | $24786614.21       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5555ET 07/25/55 | 2055-07-25      | 5.0000%  |  | $24080868.03       | $23892504.81       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5549AT 06/25/55 | 2055-06-25      | 5.0000%  |  | $17988487.77       | $17789748.97       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05315A 01/25/55 | 2055-01-25      | 4.5000%  |  | $17084165.20       | $16962628.45       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5051CB 12/25/35 | 2035-12-25      | 1.2500%  |  | $6024521.80        | $5428523.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL074F R25F074  | 2055-01-25      | 5.8427%  |  | $19984622.88       | $20667381.31       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063DT R25F063 | 2055-08-25      | 5.0000%  |  | $27752729.58       | $27359137.26       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC063A R25F063  | 2055-08-25      | 5.0000%  |  | $2986802.60        | $2981001.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC032FC R25F032 | 2055-05-25      | 5.7484%  |  | $13873136.48       | $13933230.89       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024PY R25F024 | 2055-03-25      | 5.0000%  |  | $6505936.86        | $6227742.28        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095AL R24F095 | 2054-12-25      | 5.0000%  |  | $2489515.05        | $2382199.25        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FH R24F060 | 2054-09-25      | 5.5984%  |  | $42325057.84       | $42250736.85       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL014EL R23F014 | 2053-04-25      | 6.0000%  |  | $5391891.89        | $5647686.84        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC024A R23F024  | 2054-07-25      | 4.5000%  |  | $22141618.96       | $21977350.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL060N R21F060  | 2051-07-25      | 1.5000%  |  | $703294.68         | $573327.00         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL062LB R13F062 | 2028-06-25      | 1.2500%  |  | $27703.12          | $26996.12          | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL146KA R12F146 | 2042-11-25      | 1.5000%  |  | $237350.54         | $206874.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 F      | 2053-10-20      | 5.8950%  |  | $29341115.88       | $29565979.06       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FN     | 2053-08-20      | 5.5950%  |  | $39437086.05       | $39720510.85       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FG     | 2053-08-20      | 5.4450%  |  | $37146541.82       | $37288079.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-083 FE     | 2053-06-20      | 5.4450%  |  | $35383141.30       | $35436543.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-066 A      | 2052-07-20      | 4.5000%  |  | $64494612.14       | $64616635.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-066 FA     | 2053-05-20      | 5.3450%  |  | $48711187.86       | $48523808.49       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 JF     | 2053-05-20      | 5.4250%  |  | $3463723.54        | $3467344.02        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-056 FC     | 2053-04-20      | 5.3950%  |  | $7623865.73        | $7622278.11        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-043 FA     | 2053-03-20      | 5.2450%  |  | $44106532.99       | $43894744.80       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-048 FE     | 2053-03-20      | 5.3450%  |  | $7081259.12        | $7070547.00        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-040 MF     | 2053-03-20      | 5.3450%  |  | $16852404.02       | $16804614.93       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-024 FB     | 2053-02-20      | 5.1950%  |  | $44410107.28       | $44089100.24       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-178 GA     | 2046-02-20      | 3.0000%  |  | $9370498.21        | $9008434.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-075 G      | 2047-11-20      | 4.0000%  |  | $19252066.28       | $18864524.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-116 KF     | 2051-07-20      | 3.5000%  |  | $33392372.58       | $29315898.52       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 UF     | 2051-06-20      | 3.5000%  |  | $33559528.63       | $29768946.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 HF     | 2051-06-20      | 3.5000%  |  | $9121493.73        | $8005834.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-005 FB     | 2053-01-20      | 5.4450%  |  | $32977996.26       | $33001452.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 AF     | 2055-02-20      | 6.0000%  |  | $63874595.92       | $64346437.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-026 FA     | 2055-02-20      | 5.5950%  |  | $32540061.59       | $32650657.35       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FV     | 2054-12-20      | 5.2950%  |  | $1902240.84        | $1901886.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 FQ     | 2054-12-20      | 5.4450%  |  | $37049377.66       | $37084176.55       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 DF     | 2054-12-20      | 5.5450%  |  | $40488051.05       | $40613493.44       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-159 EM     | 2052-09-20      | 4.5000%  |  | $4898367.41        | $4721350.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-184 JE     | 2054-11-20      | 4.5000%  |  | $7595258.32        | $7389502.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-126 FH     | 2054-08-20      | 5.5450%  |  | $7028293.34        | $7035850.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FL     | 2054-06-20      | 5.5450%  |  | $69432115.95       | $69532046.61       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-097 DA     | 2054-06-20      | 0.1250%  |  | $16097867.67       | $12934978.30       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 GF     | 2054-05-20      | 5.5450%  |  | $23409931.58       | $23505613.98       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-099 FA     | 2054-06-20      | 5.6450%  |  | $20758419.45       | $20869814.46       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-064 AF     | 2054-04-20      | 5.4450%  |  | $66802626.61       | $66694289.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-030 FL     | 2054-02-20      | 5.6450%  |  | $39703980.08       | $39911959.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FH     | 2054-01-20      | 5.6450%  |  | $5801700.40        | $5838658.73        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-183 FM     | 2053-12-20      | 5.5450%  |  | $37515541.34       | $37716184.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 FD     | 2053-11-20      | 5.8450%  |  | $31153206.73       | $31580761.37       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-173 DF     | 2053-11-20      | 5.8550%  |  | $31153206.73       | $31587069.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-140 FA     | 2053-09-20      | 5.5950%  |  | $14076460.03       | $14204749.47       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-079 FE     | 2055-05-20      | 5.4950%  |  | $38069907.16       | $38199107.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-089 QE     | 2055-05-20      | 5.2500%  |  | $7771778.57        | $7890331.87        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-089 FN     | 2055-05-20      | 5.3950%  |  | $38192570.01       | $38380009.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-069 JQ     | 2055-04-20      | 5.2500%  |  | $22793364.66       | $23117813.00       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-066 FD     | 2055-04-20      | 5.5450%  |  | $19063461.98       | $19201276.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 FV     | 2055-03-20      | 5.1450%  |  | $12678682.38       | $12641220.14       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MT     | 2065-03-20      | 7.2784%  |  | $21003535.83       | $20960301.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FD      | 2066-03-20      | 5.3917%  |  | $8504237.09        | $8545013.05        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5445BT 08/25/54 | 2054-08-25      | 0.1250%  |  | $7144623.32        | $5670246.15        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC045CT R25F045 | 2055-06-25      | 5.0000%  |  | $5396540.28        | $5360787.61        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580KB 03/25/55 | 2055-03-25      | 5.0000%  |  | $2310810.81        | $2326708.94        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O FC      | 2066-06-20      | 4.8274%  |  | $3407995.34        | $3421950.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-025 FP     | 2055-02-20      | 6.0000%  |  | $63874595.92       | $64325550.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-063 FG     | 2053-05-20      | 5.3950%  |  | $17318617.72       | $17323913.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-211 FH     | 2052-12-20      | 5.3450%  |  | $47227972.38       | $47156386.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 JT     | 2055-06-20      | 0.1250%  |  | $42851120.18       | $31905325.26       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 DT     | 2065-03-20      | 5.0000%  |  | $39938676.81       | $40199392.05       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-139 AP     | 2055-08-20      | 5.0000%  |  | $58619878.38       | $59057938.21       | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4170PE 01/15/33 | 2033-01-15      | 2.2500%  |  | $34431.18          | $33257.25          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-136 FA     | 2053-09-20      | 5.7450%  |  | $14293123.58       | $14378843.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-064 WA     | 2051-04-20      | 4.8847%  |  | $4145885.58        | $3970158.92        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 FA     | 2054-05-20      | 5.6450%  |  | $41310753.85       | $41544005.02       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-079 VF     | 2054-05-20      | 5.5450%  |  | $22029815.61       | $22109635.32       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-5O KF      | 2069-09-20      | 5.6612%  |  | $6908965.24        | $6960148.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-041 MA     | 2054-04-20      | 6.4784%  |  | $49421569.28       | $49080639.08       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-128 BA     | 2049-10-20      | 3.7500%  |  | $6775541.63        | $6651621.49        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-094 FA     | 2054-06-20      | 5.4450%  |  | $21884226.45       | $21907473.12       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-03O FA     | 2070-04-20      | 4.7950%  |  | $21268774.34       | $21088976.94       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-26O FH     | 2072-11-20      | 5.5450%  |  | $22496073.49       | $22728036.28       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL095KL R24F095 | 2054-12-25      | 5.5000%  |  | $4159459.46        | $4103804.97        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4815AL 08/15/48 | 2048-08-15      | 3.5000%  |  | $1720156.85        | $1632413.75        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O EF      | 2069-07-20      | 5.1307%  |  | $7546563.54        | $7599937.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FB     | 2054-06-20      | 5.5950%  |  | $21884226.45       | $21982897.13       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-004 FA     | 2054-01-20      | 5.4450%  |  | $38304492.97       | $38340470.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-112 YA     | 2052-06-20      | 2.0000%  |  | $9243243.15        | $6641534.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-024 BF     | 2055-02-20      | 5.4450%  |  | $34084751.39       | $34155792.81       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-196 YF     | 2054-12-20      | 5.5450%  |  | $32176624.78       | $32253760.43       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-2O FE      | 2069-01-20      | 4.9917%  |  | $8592663.81        | $8590900.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-041 QJ     | 2053-02-20      | 4.5000%  |  | $8545095.31        | $8396051.76        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.5450%  |  | $882705.22         | $879916.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-006 DA     | 2043-09-20      | 3.0000%  |  | $9873091.38        | $9528168.34        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-3O F       | 2066-10-20      | 5.1917%  |  | $2475411.98        | $2482525.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-43 F       | 2049-04-20      | 4.8549%  |  | $17753654.38       | $17316501.27       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FC     | 2055-04-20      | 5.3950%  |  | $23018895.33       | $22983555.73       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-124 PM     | 2055-07-20      | 4.5000%  |  | $40000412.86       | $39400766.67       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2015-26O FD     | 2065-10-20      | 5.1017%  |  | $8315404.41        | $8329376.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2022-200 DA     | 2034-12-20      | 4.0000%  |  | $9791202.73        | $9682854.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2015-001 AE     | 2030-01-20      | 1.7500%  |  | $1831360.09        | $1765011.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-152 DF     | 2053-10-20      | 5.9450%  |  | $29502036.89       | $29750304.11       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05580V 06/25/38 | 2038-06-25      | 5.0000%  |  | $8960554.05        | $8995821.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5580DY 09/25/55 | 2055-09-25      | 5.0000%  |  | $2778542.80        | $2734149.71        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 FM     | 2051-06-20      | 3.5000%  |  | $1404811.54        | $1241660.95        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-096 VF     | 2051-06-20      | 3.5000%  |  | $24475876.41       | $21557152.62       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC055AT R25F055 | 2055-07-25      | 5.0000%  |  | $58141830.82       | $58006353.90       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-02O FD     | 2070-01-20      | 5.3194%  |  | $5465842.15        | $5498516.18        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2016-7O FH      | 2066-02-20      | 5.4417%  |  | $3473084.21        | $3491433.49        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL054TA R20F054 | 2043-05-25      | 2.0000%  |  | $406971.93         | $388167.20         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-3O FA      | 2066-12-20      | 5.2594%  |  | $991107.19         | $996301.44         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  |  | $66252540.41       | $60126197.41       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2021-178 FA     | 2061-10-16      | 4.0000%  |  | $3555155.24        | $3225099.76        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC010A1 R21M010 | 2033-04-25      | 1.6416%  |  | $11931260.46       | $11314833.21       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA1 R22M01S | 2032-04-25      | 2.1530%  |  | $14689620.15       | $14045062.48       | Agency Mortgage-Backed Securities         |

### Security 191: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 FKAR 04.400 WNWN1250 | 2028-05-01      | 4.4000%  |  | $111111.11         | $111154.36         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.000 WNWN0196 | 2040-06-01      | 5.0000%  |  | $1582222.22        | $1599925.53        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B6490 G        | 2050-08-01      | 2.0330%  |  | $1648648.81        | $1586167.03        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841649 G        | 2049-01-01      | 6.5980%  |  | $4834.27           | $5004.38           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841386 G        | 2049-05-01      | 6.5890%  |  | $5241.40           | $5436.88           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841375 G        | 2046-01-01      | 6.5430%  |  | $4305.43           | $4456.37           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841319 G        | 2046-05-01      | 6.5820%  |  | $5535.62           | $5731.83           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841318 G        | 2046-05-01      | 6.5820%  |  | $4426.30           | $4583.19           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841315 G        | 2046-05-01      | 6.5820%  |  | $5311.56           | $5499.82           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841680 G        | 2049-12-01      | 5.9670%  |  | $5158.17           | $5327.83           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3540 | 2030-05-01      | 4.2100%  |  | $3466666.67        | $3489523.94        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3529 | 2032-05-01      | 4.7100%  |  | $1097333.33        | $1120638.86        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3516 | 2030-04-01      | 4.6100%  |  | $3020000.00        | $3090989.80        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2508 | 2031-12-01      | 4.7100%  |  | $864111.11         | $887261.80         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2299 | 2029-11-01      | 4.8900%  |  | $1752777.78        | $1812432.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1913 | 2029-09-01      | 4.4100%  |  | $2115555.56        | $2150058.15        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1400 | 2029-07-01      | 4.7900%  |  | $1656111.11        | $1702570.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1398 | 2029-07-01      | 4.7900%  |  | $1167222.22        | $1199966.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1266 | 2029-07-01      | 4.6900%  |  | $1982166.67        | $2030503.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1131 | 2029-07-01      | 4.7900%  |  | $3902777.78        | $4012264.57        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1041 | 2029-06-01      | 4.8300%  |  | $3847777.78        | $3954171.40        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0714 | 2029-04-01      | 4.7400%  |  | $1606777.78        | $1648289.95        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0693 | 2029-04-01      | 4.7500%  |  | $1493333.33        | $1530252.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0677 | 2029-03-01      | 5.0400%  |  | $1093383.56        | $1127566.01        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0615 | 2029-03-01      | 4.8900%  |  | $1062333.33        | $1092416.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3129 | 2030-03-01      | 4.7300%  |  | $3250000.00        | $3333976.39        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2879 | 2030-01-01      | 4.7100%  |  | $1701555.56        | $1747712.52        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0946 | 2029-06-01      | 4.6350%  |  | $1770000.00        | $1809177.18        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0538 | 2029-02-01      | 4.7100%  |  | $572222.22         | $586102.23         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0399 | 2029-02-01      | 4.6700%  |  | $1667222.22        | $1702891.14        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841162 G        | 2050-12-01      | 2.2700%  |  | $1307101.91        | $1265070.16        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0146 | 2028-12-01      | 5.0000%  |  | $1279333.33        | $1316085.88        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS289517 | 2034-04-01      | 4.1880%  |  | $5986.03           | $5875.73           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0147 | 2029-01-01      | 4.8150%  |  | $1137777.78        | $1168963.13        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6486 | 2030-04-01      | 2.3100%  |  | $6111.11           | $5647.58           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0593 | 2029-03-01      | 4.3900%  |  | $1341777.78        | $1361208.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  |  | $22204.62          | $22255.32          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ3009 | 2035-01-01      | 5.0200%  |  | $111111.11         | $114048.94         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4355 | 2030-07-01      | 4.4600%  |  | $2184555.56        | $2217321.46        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1813 | 2029-09-01      | 4.1900%  |  | $3333333.33        | $3360936.30        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HIAN7185 | 2032-11-01      | 3.3500%  |  | $32112.44          | $31200.88          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1980 | 2029-10-01      | 4.1200%  |  | $2620748.89        | $2632205.35        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WNWN2587 | 2033-03-01      | 4.7200%  |  | $86396.89          | $87885.00          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7273 | 2032-12-01      | 5.2900%  |  | $224111.11         | $235018.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0932 | 2029-06-01      | 4.6400%  |  | $1375111.11        | $1405795.19        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4651 | 2032-08-01      | 4.3400%  |  | $1548555.56        | $1548204.89        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9849 | 2028-11-01      | 4.9700%  |  | $2102222.22        | $2163261.41        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1258 | 2029-07-01      | 4.7200%  |  | $1209333.33        | $1238334.49        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2043 | 2029-11-01      | 3.8100%  |  | $3022222.22        | $2994376.47        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  |  | $3333333.33        | $3421824.07        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  |  | $1104967.90        | $1120877.23        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4403 | 2032-07-01      | 4.4200%  |  | $1055555.56        | $1060788.77        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0068 | 2029-01-01      | 4.8600%  |  | $1569555.56        | $1614540.59        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ2216 | 2029-11-01      | 3.9800%  |  | $2236666.67        | $2233966.02        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN0026 | 2035-11-01      | 3.4800%  |  | $23712.26          | $22061.57          | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.260 WNWN2707 | 2032-07-01      | 4.2600%  |  | $2204555.56        | $2194523.36        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0723 | 2026-09-01      | 3.8400%  |  | $30924.74          | $30840.46          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN7630 | 2032-12-01      | 3.1600%  |  | $5000.00           | $4584.89           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3585 | 2030-04-01      | 4.3400%  |  | $2777777.78        | $2811968.21        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.870 WNWN2267 | 2032-10-01      | 3.8700%  |  | $48333.33          | $46599.04          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7306 | 2050-04-01      | 6.5530%  |  | $6223.18           | $6442.90           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3434 | 2030-04-01      | 4.1700%  |  | $2781444.44        | $2795330.34        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3866 | 2029-09-01      | 2.7100%  |  | $1925000.00        | $1834923.05        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3766 | 2030-05-01      | 4.1900%  |  | $2777777.78        | $2793663.58        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1520 | 2029-09-01      | 4.5700%  |  | $1666666.67        | $1702785.74        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0380 | 2034-01-01      | 4.2600%  |  | $22222.22          | $21962.43          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0197 | 2029-01-01      | 5.1600%  |  | $2000000.00        | $2065748.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0164 | 2041-06-01      | 2.8000%  |  | $2738.04           | $2115.07           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0066 | 2028-12-01      | 5.2800%  |  | $1705000.00        | $1766725.55        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0892 | 2029-05-01      | 4.6500%  |  | $2316666.67        | $2362325.08        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9592 | 2028-09-01      | 4.8150%  |  | $814666.67         | $835686.70         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9591 | 2028-09-01      | 4.8150%  |  | $1597888.89        | $1639577.81        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9589 | 2028-09-01      | 4.8150%  |  | $1746666.67        | $1792237.20        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9586 | 2028-09-01      | 4.8150%  |  | $1913777.78        | $1963708.24        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9371 | 2028-08-01      | 4.9400%  |  | $2022380.27        | $2077640.24        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9235 | 2028-08-01      | 4.7600%  |  | $1105555.56        | $1130199.74        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9065 | 2028-07-01      | 4.6200%  |  | $55555.56          | $56021.85          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS8635 | 2028-05-01      | 4.4220%  |  | $111020.13         | $111296.27         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7278 | 2027-11-01      | 4.9000%  |  | $22777.78          | $22992.28          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ0140 | 2028-12-01      | 4.8700%  |  | $1186666.67        | $1218723.02        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6962 | 2032-10-01      | 4.7900%  |  | $428649.39         | $439423.73         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS7085 | 2029-11-01      | 4.5700%  |  | $22222.22          | $22619.21          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6177 | 2034-07-01      | 4.4650%  |  | $1666666.67        | $1669987.96        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS1977 | 2031-05-01      | 1.8500%  |  | $6082.66           | $5395.80           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBM7392 | 2049-04-01      | 6.5020%  |  | $5097.92           | $5290.35           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7352 | 2052-05-01      | 2.1470%  |  | $3341865.31        | $3302430.19        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7128 | 2052-12-01      | 3.7170%  |  | $2446256.64        | $2367734.25        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5066 | 2036-11-01      | 6.8010%  |  | $206567.69         | $215502.43         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1BM5375 | 2036-08-01      | 6.5710%  |  | $171825.24         | $177911.29         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX XYBM3348 | 2025-12-01      | 3.0000%  |  | $12291.73          | $12257.53          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8941 | 2030-11-01      | 1.1700%  |  | $2218777.78        | $1910225.66        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3863 | 2029-09-01      | 2.7100%  |  | $2451777.78        | $2337051.20        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8589 | 2028-04-01      | 3.4900%  |  | $2540.46           | $2514.27           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN8133 | 2033-01-01      | 3.2400%  |  | $120863.62         | $113436.67         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN1835 | 2028-07-01      | 2.5350%  |  | $7331.33           | $7063.14           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM3347 | 2033-05-01      | 3.3100%  |  | $8375.37           | $7948.59           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAM2127 | 2033-01-01      | 3.3100%  |  | $14535.37          | $13617.18          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544861 | 2036-12-01      | 4.8800%  |  | $246.91            | $245.70            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462209 | 2036-04-01      | 6.3690%  |  | $9737.54           | $9722.48           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS356648 | 2036-06-01      | 4.6640%  |  | $429.80            | $424.00            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS303532 | 2029-03-01      | 4.4440%  |  | $20.24             | $20.13             | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.850 WSWS4021 | 2041-05-01      | 4.8500%  |  | $95586.04          | $93165.05          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4752 | 2035-08-01      | 4.8100%  |  | $2693888.89        | $2752327.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4716 | 2032-08-01      | 4.4100%  |  | $720222.22         | $722644.33         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4548 | 2030-08-01      | 4.2500%  |  | $1153111.11        | $1160551.63        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4190 | 2032-06-01      | 4.8000%  |  | $830444.44         | $852360.98         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ4185 | 2035-06-01      | 5.0100%  |  | $360222.22         | $368659.59         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HIBZ4044 | 2040-06-01      | 5.3300%  |  | $242909.47         | $254092.67         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4004 | 2030-07-01      | 4.0400%  |  | $2903333.33        | $2895956.61        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3731 | 2032-06-01      | 4.5400%  |  | $2714777.78        | $2756012.84        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4440 | 2030-07-01      | 4.4500%  |  | $3082888.89        | $3129305.21        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3457 | 2030-04-01      | 4.2500%  |  | $3693444.44        | $3724600.70        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3369 | 2030-03-01      | 4.6750%  |  | $3069444.44        | $3141622.77        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS295541 | 2032-10-01      | 4.6210%  |  | $6095.44           | $6059.91           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AS054844 | 2027-09-01      | 4.3470%  |  | $30.71             | $30.49             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 840357 G        | 2046-07-01      | 6.4150%  |  | $4285.69           | $4436.46           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.300 WNWN2515 | 2028-11-01      | 4.3000%  |  | $3333333.33        | $3374748.15        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 03.260 WNWN2001 | 2027-09-01      | 3.2600%  |  | $219641.59         | $216853.36         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.310 WNWN1542 | 2030-02-01      | 4.3100%  |  | $933555.56         | $940347.38         | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.350 WNWN1305 | 2028-11-01      | 4.3500%  |  | $2777777.78        | $2817606.48        | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841116 G        | 2050-08-01      | 2.2990%  |  | $1021123.86        | $986564.03         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6319 | 2032-08-01      | 3.8300%  |  | $450000.00         | $437874.25         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ1172 | 2029-07-01      | 4.6750%  |  | $3367777.78        | $3448049.13        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3871 | 2029-09-01      | 2.7100%  |  | $1056444.44        | $1007010.01        | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-139 JT     | 2055-08-20      | 5.0000%  |  | $11111111.11       | $11194143.21       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-197 MF     | 2054-12-20      | 5.6450%  |  | $10673930.89       | $10656471.09       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FS     | 2065-04-20      | 5.4950%  |  | $37065372.00       | $37185269.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 FD     | 2055-04-20      | 5.6450%  |  | $10989180.11       | $10986578.51       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-159 FJ     | 2054-10-20      | 5.5450%  |  | $10373888.98       | $10341120.54       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 FA     | 2055-06-20      | 6.0000%  |  | $11048281.11       | $11144997.76       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-069 AF     | 2055-04-20      | 5.8550%  |  | $11067678.44       | $11105460.82       | Agency Collateralized Mortgage Obligation |

### Security 192: Bank of Montreal

- **C.1 - Title:** Bank of Montreal, REPO,  4.260%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933CXH003, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 TRIB 29    | 2029-04-15      | 3.8750%  |  | $112843.07         | $125875.87         | U.S. Treasuries (including strips) |
| USTR 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  |  | $3625611.72        | $3926272.62        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 52    | 2052-02-15      | 0.1250%  |  | $34195121.82       | $17937104.32       | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  |  | $63309771.03       | $46173546.00       | U.S. Treasuries (including strips) |
| USTR 1 1/2 TRIB 53    | 2053-02-15      | 1.5000%  |  | $18452437.36       | $14388466.13       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.2934%  |  | $2775600.00        | $2784907.49        | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $4627838.96        | $3339299.94        | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 4.3024%  |  | $589628.57         | $591235.65         | U.S. Treasuries (including strips) |
| USTR 0 3/4 TRIB 42    | 2042-02-15      | 0.7500%  |  | $27518.40          | $21511.20          | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/27 | 2027-01-31      | 4.2414%  |  | $5671285.71        | $5688251.00        | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $34298195.66       | $18423672.09       | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.3034%  |  | $2509714.29        | $2516810.20        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.3484%  |  | $17595128.57       | $17660558.35       | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/26 | 2026-07-31      | 4.3254%  |  | $29568600.00       | $29688769.81       | U.S. Treasuries (including strips) |
| USTR TRFR AX 01/31/26 | 2026-01-31      | 4.3884%  |  | $9801964.29        | $9841984.26        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.3134%  |  | $10986621.43       | $11026551.59       | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $27829594.13       | $27083779.93       | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIN A 31  | 2031-01-15      | 0.1250%  |  | $84354791.56       | $79562836.52       | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $100171725.29      | $95599340.07       | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  |  | $11491988.08       | $6587415.67        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 49        | 2049-02-15      | 1.0000%  |  | $65071.74          | $46830.79          | U.S. Treasuries (including strips) |
| USTR 1 TRIB 48        | 2048-02-15      | 1.0000%  |  | $8995443.72        | $6580602.77        | U.S. Treasuries (including strips) |
| USTR 1 TRIB 46        | 2046-02-15      | 1.0000%  |  | $70768.20          | $53373.97          | U.S. Treasuries (including strips) |
| USTR 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  |  | $12065695.16       | $10141302.43       | U.S. Treasuries (including strips) |
| USTR 0 5/8 TRIB 43    | 2043-02-15      | 0.6250%  |  | $27195900.97       | $20308668.83       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  |  | $79693.50          | $78640.38          | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  |  | $1429238.24        | $1428116.90        | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $9675056.36        | $10192953.09       | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  |  | $1442906.64        | $1301013.26        | U.S. Treasuries (including strips) |
| USTR 1 3/4 TRIB 28    | 2028-01-15      | 1.7500%  |  | $5560061.53        | $5682299.18        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 27    | 2027-01-15      | 2.3750%  |  | $3291508.91        | $3366391.44        | U.S. Treasuries (including strips) |
| USTR 2 TRIB 26        | 2026-01-15      | 2.0000%  |  | $176799.26         | $177403.15         | U.S. Treasuries (including strips) |
| USTR 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  |  | $6044691.49        | $6891522.44        | U.S. Treasuries (including strips) |

### Security 193: MUFG Securities Americas Inc.

- **C.1 - Title:** MUFG Securities Americas Inc., REPO,  4.350%, 9/2/2025
- **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: 933DPF004, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLBO8944 | 2050-01-01      | 3.0000%  |  | $36158.07          | $32107.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBN1628 | 2048-11-01      | 4.5000%  |  | $38071.50          | $37387.32          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  |  | $297.59            | $297.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  |  | $48271.37          | $42921.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5021 | 2044-05-01      | 5.5000%  |  | $697.97            | $727.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4781 | 2048-10-01      | 4.5000%  |  | $13036.77          | $12842.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4676 | 2048-10-01      | 4.0000%  |  | $4050.95           | $3868.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM5279 | 2033-12-01      | 4.0000%  |  | $1436.22           | $1439.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBM3860 | 2032-06-01      | 2.5000%  |  | $118886.18         | $115016.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBM4434 | 2048-06-01      | 5.0000%  |  | $16591.87          | $16766.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3022 | 2047-10-01      | 3.5000%  |  | $116687.31         | $108111.05         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  |  | $107.31            | $111.80            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA6368 | 2049-02-01      | 4.5000%  |  | $7454.47           | $7320.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL8153 | 2031-03-01      | 3.0000%  |  | $141.49            | $138.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAL8921 | 2029-03-01      | 2.5000%  |  | $81629.90          | $80144.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9971 | 2027-01-01      | 4.5000%  |  | $77.61             | $77.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  |  | $1824.90           | $1901.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL9746 | 2027-01-01      | 4.5000%  |  | $4.23              | $4.24              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL9672 | 2045-12-01      | 4.0000%  |  | $207512.91         | $199562.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTAL9264 | 2036-10-01      | 4.0000%  |  | $6160.97           | $6087.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7767 | 2044-06-01      | 4.5000%  |  | $159.75            | $159.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7661 | 2045-10-01      | 4.5000%  |  | $1828.01           | $1810.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7387 | 2029-07-01      | 4.0000%  |  | $36.59             | $36.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL7970 | 2029-04-01      | 4.0000%  |  | $15.81             | $15.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6889 | 2045-02-01      | 4.5000%  |  | $453.91            | $449.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $2019.65           | $1885.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819 | 2044-12-01      | 4.5000%  |  | $118.40            | $117.56            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM1353 | 2039-08-01      | 4.5000%  |  | $1096.23           | $1109.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1239 | 2048-11-01      | 3.5000%  |  | $289.68            | $267.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM1198 | 2049-07-01      | 3.0000%  |  | $84911.33          | $75213.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTFA2709 | 2042-01-01      | 2.0000%  |  | $1869987.20        | $1611105.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2728 | 2054-02-01      | 5.0000%  |  | $3332396.00        | $3315703.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2005 | 2055-06-01      | 5.0000%  |  | $941931.32         | $934540.82         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFA1239 | 2037-02-01      | 2.5000%  |  | $285521.75         | $268781.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4336 | 2052-05-01      | 2.5000%  |  | $179368.37         | $151683.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4136 | 2053-04-01      | 5.0000%  |  | $51654.81          | $51640.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  |  | $102628.04         | $85571.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $149.23            | $140.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS3303 | 2052-05-01      | 2.5000%  |  | $4989.46           | $4200.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIBE2924 | 2031-12-01      | 3.5000%  |  | $14579.04          | $14409.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  |  | $29908.20          | $26814.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  |  | $60787.14          | $56461.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $7210.04           | $6469.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0535 | 2025-10-01      | 4.0000%  |  | $3.38              | $3.38              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  |  | $25920.75          | $24720.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1348 | 2050-11-01      | 4.0000%  |  | $34842.38          | $33224.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1125 | 2050-07-01      | 3.5000%  |  | $10837.39          | $10111.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1044 | 2048-10-01      | 4.0000%  |  | $199141.74         | $190265.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  |  | $35632.24          | $30059.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  |  | $163644.18         | $142517.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA7477 | 2050-03-01      | 3.0000%  |  | $10057.36          | $8945.55           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD4175 | 2052-06-01      | 2.5000%  |  | $270629.59         | $226108.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA3822 | 2030-08-01      | 2.5000%  |  | $9606.56           | $9325.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZA2862 | 2028-02-01      | 2.5000%  |  | $2557.47           | $2514.69           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2322 | 2033-11-01      | 4.0000%  |  | $3737.01           | $3718.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2238 | 2032-01-01      | 4.0000%  |  | $1913.49           | $1908.17           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  |  | $1260.49           | $1257.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CTZA2063 | 2028-05-01      | 5.0000%  |  | $551.10            | $555.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  |  | $350.06            | $349.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA1281 | 2043-01-01      | 3.0000%  |  | $710.58            | $651.73            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZA1133 | 2042-02-01      | 3.5000%  |  | $3597.12           | $3391.09           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZA1032 | 2040-03-01      | 5.0000%  |  | $3505.44           | $3584.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CTZN2332 | 2038-11-01      | 4.5000%  |  | $31196.19          | $31248.38          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN2082 | 2048-12-01      | 4.5000%  |  | $377712.21         | $370690.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN1258 | 2048-11-01      | 4.5000%  |  | $307.77            | $300.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  |  | $78580.01          | $76427.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS3589 | 2050-01-01      | 4.5000%  |  | $47757.66          | $47616.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $118524.16         | $103260.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  |  | $294.35            | $285.81            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTBM1257 | 2037-04-01      | 2.5000%  |  | $1469.33           | $1370.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBM1753 | 2037-05-01      | 4.0000%  |  | $2639.67           | $2613.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK4770 | 2048-08-01      | 4.5000%  |  | $77814.59          | $76132.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5750 | 2047-11-01      | 3.5000%  |  | $2702072.24        | $2496096.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $61506.62          | $64092.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  |  | $331571.49         | $314109.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2645 | 2052-06-01      | 3.0000%  |  | $369891.97         | $325101.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $457885.29         | $398409.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  |  | $581.28            | $587.19            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $316706.41         | $320097.63         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  |  | $519462.71         | $533194.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  |  | $16681.68          | $17365.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  |  | $294615.16         | $302523.42         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB1173 | 2039-03-01      | 5.5000%  |  | $3920.94           | $4023.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  |  | $26506.49          | $25483.43          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB0298 | 2035-01-01      | 2.5000%  |  | $2546.68           | $2417.89           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZT1804 | 2039-02-01      | 4.0000%  |  | $47582.41          | $47033.74          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT1639 | 2048-02-01      | 4.0000%  |  | $21376.64          | $20424.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZT0962 | 2041-09-01      | 5.5000%  |  | $402.51            | $419.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1779 | 2049-03-01      | 5.0000%  |  | $38663.40          | $39123.83          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0523 | 2048-09-01      | 4.5000%  |  | $4630.16           | $4558.07           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  |  | $3854.06           | $3530.02           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI2193 | 2034-07-01      | 5.0000%  |  | $1414.58           | $1423.33           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD0574 | 2051-04-01      | 2.5000%  |  | $725315.86         | $607889.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM7786 | 2049-01-01      | 4.0000%  |  | $79877.56          | $76325.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7155 | 2046-05-01      | 3.0000%  |  | $48311.95          | $43384.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $958.44            | $896.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3240 | 2048-01-01      | 4.5000%  |  | $24186.51          | $23759.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6018 | 2050-06-01      | 3.0000%  |  | $10199.96          | $8964.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $7764.12           | $6834.01           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD5266 | 2054-03-01      | 5.0000%  |  | $26298.99          | $26173.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM4681 | 2050-11-01      | 2.5000%  |  | $8892.76           | $7550.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  |  | $45651.33          | $40294.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $1806.71           | $1656.14           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $1325563.21        | $1362593.71        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAC3263 | 2029-09-01      | 4.5000%  |  | $5352.71           | $5361.64           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAD1045 | 2040-02-01      | 4.5000%  |  | $172461.83         | $172945.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  |  | $1964.69           | $1866.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM1759 | 2046-11-01      | 4.0000%  |  | $74307.15          | $72286.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6367 | 2049-12-01      | 4.0000%  |  | $3375.45           | $3225.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0041 | 2050-11-01      | 3.0000%  |  | $11877.85          | $10588.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $5300.43           | $5346.69           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8497 | 2047-12-01      | 3.0000%  |  | $2000438.45        | $1799877.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6551 | 2053-01-01      | 5.5000%  |  | $100326.94         | $101588.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT0066 | 2041-05-01      | 5.0000%  |  | $2185.18           | $2234.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZT0037 | 2045-01-01      | 3.5000%  |  | $8995.14           | $8482.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8049 | 2035-06-01      | 2.5000%  |  | $28195.57          | $26595.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  |  | $8185.08           | $8059.90           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZS9065 | 2033-06-01      | 4.0000%  |  | $93796.15          | $93535.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9888 | 2044-12-01      | 5.0000%  |  | $60.55             | $61.92             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZS8716 | 2033-09-01      | 3.5000%  |  | $274.46            | $271.45            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8686 | 2033-02-01      | 3.0000%  |  | $370.61            | $361.89            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  |  | $3444.25           | $3322.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  |  | $1269.33           | $1140.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBA7194 | 2045-12-01      | 3.5000%  |  | $10835.87          | $10212.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  |  | $189825.77         | $184231.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2785 | 2054-05-01      | 5.5000%  |  | $7327.97           | $7434.06           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL870829 | 2036-10-01      | 5.5000%  |  | $515.86            | $535.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL847053 | 2035-12-01      | 5.0000%  |  | $46.32             | $46.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL816268 | 2035-03-01      | 5.5000%  |  | $56.67             | $58.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL796243 | 2034-11-01      | 6.0000%  |  | $25.60             | $26.42             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  |  | $6565.90           | $6512.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0427 | 2030-05-01      | 4.0000%  |  | $1513.67           | $1508.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0273 | 2029-12-01      | 4.0000%  |  | $2290.25           | $2289.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA0082 | 2029-05-01      | 5.0000%  |  | $25177.41          | $25386.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC5445 | 2039-11-01      | 5.0000%  |  | $21013.23          | $21495.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9441 | 2043-05-01      | 3.0000%  |  | $11839.17          | $10845.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB8839 | 2043-03-01      | 3.0000%  |  | $17065.83          | $15647.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAB7391 | 2042-12-01      | 2.5000%  |  | $35007.96          | $31125.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB5501 | 2042-07-01      | 3.5000%  |  | $1827.93           | $1726.99           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  |  | $11780.40          | $10846.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAB1149 | 2040-06-01      | 5.0000%  |  | $4386.12           | $4485.58           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  |  | $6476.52           | $6011.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $26.78             | $26.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  |  | $1680.75           | $1611.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $4341386.71        | $3779929.63        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $1983.99           | $1909.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $125566.29         | $112545.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2142 | 2052-06-01      | 3.5000%  |  | $5681.70           | $5230.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIBC9040 | 2031-11-01      | 2.0000%  |  | $3783.06           | $3608.75           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5405 | 2030-07-01      | 2.5000%  |  | $397.09            | $385.29            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  |  | $2372.92           | $2320.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAB2052 | 2026-01-01      | 3.5000%  |  | $8.35              | $8.33              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL9628 | 2044-12-01      | 4.0000%  |  | $805.61            | $788.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  |  | $2594.41           | $2530.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  |  | $3084.04           | $3022.46           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD2221 | 2052-06-01      | 3.0000%  |  | $423150.69         | $372492.50         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $220.31            | $218.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM2993 | 2044-07-01      | 3.5000%  |  | $7609.73           | $7173.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH8423 | 2041-04-01      | 4.5000%  |  | $427.19            | $428.38            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA3519 | 2053-10-01      | 5.5000%  |  | $747278.30         | $755832.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBJ1908 | 2047-11-01      | 3.5000%  |  | $5073.15           | $4683.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4255 | 2051-02-01      | 2.0000%  |  | $691.59            | $555.74            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6691 | 2053-02-01      | 4.0000%  |  | $1077578.66        | $1022511.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFS6660 | 2039-01-01      | 4.0000%  |  | $2485.26           | $2448.12           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $413.39            | $394.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $3157.19           | $3096.70           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  |  | $18112.67          | $15759.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 01.500 CLRA4537 | 2051-02-01      | 1.5000%  |  | $274248.82         | $208611.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4142 | 2050-12-01      | 2.5000%  |  | $29293.97          | $24948.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA2854 | 2050-06-01      | 2.5000%  |  | $33908.28          | $28319.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA1293 | 2049-09-01      | 3.0000%  |  | $4626.89           | $4110.36           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG8863 | 2053-08-01      | 6.0000%  |  | $4304.38           | $4456.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8401 | 2053-08-01      | 5.5000%  |  | $20712.66          | $20965.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  |  | $30310.26          | $30101.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF3223 | 2052-11-01      | 5.0000%  |  | $13594.44          | $13548.13          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF2557 | 2052-10-01      | 4.5000%  |  | $45316.13          | $43828.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0454 | 2052-09-01      | 4.5000%  |  | $2090615.71        | $2026621.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQE9908 | 2052-09-01      | 5.5000%  |  | $24043.68          | $24465.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8517 | 2052-08-01      | 4.5000%  |  | $724.83            | $707.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  |  | $325914.64         | $295996.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQE0768 | 2052-04-01      | 3.5000%  |  | $2396.90           | $2175.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQE0764 | 2052-04-01      | 3.0000%  |  | $10209.50          | $8891.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $774648.61         | $645827.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  |  | $12860.68          | $12745.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3734 | 2049-09-01      | 3.5000%  |  | $1534.83           | $1434.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS5996 | 2053-10-01      | 6.0000%  |  | $13470.59          | $13847.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5656 | 2053-08-01      | 5.5000%  |  | $16132.45          | $16444.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5647 | 2053-07-01      | 5.5000%  |  | $16798.68          | $17171.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS5493 | 2052-07-01      | 2.5000%  |  | $1406040.00        | $1174089.02        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  |  | $16224.45          | $14368.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS6239 | 2053-07-01      | 5.0000%  |  | $23668.99          | $23673.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS5215 | 2052-12-01      | 4.5000%  |  | $19898.65          | $19521.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS5014 | 2053-01-01      | 4.0000%  |  | $1279499.28        | $1216101.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $28185.35          | $25608.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4862 | 2051-10-01      | 2.5000%  |  | $7635.55           | $6410.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4695 | 2053-05-01      | 5.0000%  |  | $308206.26         | $309429.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4570 | 2047-12-01      | 5.0000%  |  | $110888.30         | $113811.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  |  | $6540.15           | $5785.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4530 | 2037-08-01      | 5.5000%  |  | $1617.65           | $1683.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS4524 | 2053-05-01      | 5.0000%  |  | $34413.35          | $34403.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIMA2845 | 2031-12-01      | 2.0000%  |  | $3263.49           | $3114.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2705 | 2046-08-01      | 3.0000%  |  | $178673.41         | $160320.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $340.64            | $336.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3564 | 2049-01-01      | 4.5000%  |  | $160.14            | $156.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3547 | 2033-12-01      | 3.0000%  |  | $1303.56           | $1270.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $2442.34           | $2396.93           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5960 | 2037-05-01      | 6.0000%  |  | $1104.37           | $1142.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI5411 | 2036-11-01      | 5.5000%  |  | $1644.58           | $1727.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6632 | 2053-07-01      | 2.5000%  |  | $30876.41          | $25751.68          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS6498 | 2053-11-01      | 6.0000%  |  | $17603.08          | $18189.56          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM6968 | 2048-06-01      | 4.0000%  |  | $254.91            | $243.44            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM4908 | 2047-11-01      | 3.5000%  |  | $17954.54          | $16586.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5397 | 2048-01-01      | 3.5000%  |  | $6009.47           | $5563.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM4054 | 2047-08-01      | 4.0000%  |  | $6057.16           | $5784.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  |  | $4582.90           | $3698.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2664 | 2052-01-01      | 3.0000%  |  | $29650.44          | $26060.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1637 | 2051-09-01      | 3.0000%  |  | $69468.87          | $60907.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  |  | $3834.66           | $3224.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0738 | 2051-06-01      | 3.0000%  |  | $2778667.01        | $2417616.28        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA8404 | 2051-01-01      | 3.0000%  |  | $81490.01          | $72618.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7528 | 2050-10-01      | 2.5000%  |  | $172274.17         | $144264.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7248 | 2050-10-01      | 2.5000%  |  | $107271.33         | $89768.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7026 | 2050-09-01      | 2.5000%  |  | $102491.10         | $87370.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0491 | 2049-08-01      | 3.5000%  |  | $54301.94          | $50859.31          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD0422 | 2045-07-01      | 4.5000%  |  | $4250.63           | $4262.54           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  |  | $49397.82          | $46647.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $2351.27           | $2437.77           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8368 | 2040-02-01      | 6.0000%  |  | $9208.62           | $9546.59           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8329 | 2039-09-01      | 6.0000%  |  | $28528.78          | $29575.12          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB5463 | 2042-06-01      | 3.0000%  |  | $469.32            | $431.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAB3900 | 2026-11-01      | 3.0000%  |  | $12.94             | $12.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA0511 | 2030-09-01      | 4.5000%  |  | $185.97            | $187.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL995112 | 2036-07-01      | 5.5000%  |  | $5032.32           | $5230.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL995050 | 2037-09-01      | 6.0000%  |  | $32.71             | $34.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL985559 | 2038-06-01      | 5.5000%  |  | $2141.93           | $2221.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL962062 | 2038-03-01      | 5.0000%  |  | $8120.02           | $8326.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL959983 | 2037-11-01      | 6.0000%  |  | $1.90              | $2.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL953927 | 2037-12-01      | 6.0000%  |  | $895.60            | $947.33            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  |  | $62635.44          | $63338.45          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  |  | $70972.57          | $70530.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $1584.95           | $1438.71           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  |  | $1247310.62        | $1281644.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $868.74            | $755.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8279 | 2052-11-01      | 6.0000%  |  | $164808.80         | $169599.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  |  | $462258.47         | $385641.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  |  | $24431.42          | $22923.05          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  |  | $78321.51          | $62695.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  |  | $83750.18          | $76523.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA1089 | 2052-03-01      | 2.5000%  |  | $237703.99         | $201882.58         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1047 | 2052-06-01      | 3.5000%  |  | $3096438.59        | $2855167.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1052 | 2050-03-01      | 3.5000%  |  | $871110.05         | $791684.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0605 | 2047-12-01      | 3.5000%  |  | $2103157.72        | $1981179.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0532 | 2046-06-01      | 4.5000%  |  | $952392.61         | $943691.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0529 | 2049-05-01      | 3.5000%  |  | $2096344.99        | $1946255.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK6784 | 2027-03-01      | 3.0000%  |  | $9766.11           | $9680.66           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAI8186 | 2041-08-01      | 4.0000%  |  | $5087.51           | $4969.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI4891 | 2041-06-01      | 4.5000%  |  | $129561.05         | $129924.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  |  | $1049.17           | $1061.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1892 | 2041-05-01      | 5.0000%  |  | $1212.79           | $1240.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  |  | $224.03            | $224.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1200 | 2041-04-01      | 5.0000%  |  | $7.47              | $7.64              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $29.27             | $29.21             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI4867 | 2026-06-01      | 4.0000%  |  | $62.27             | $62.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA6441 | 2049-12-01      | 4.0000%  |  | $121760.29         | $115775.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $17936.54          | $14980.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $1431.62           | $1257.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6349 | 2050-07-01      | 3.0000%  |  | $15089.42          | $13178.10          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6028 | 2050-06-01      | 2.5000%  |  | $60039.16          | $51000.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5740 | 2050-05-01      | 3.5000%  |  | $1431.90           | $1320.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5504 | 2050-04-01      | 2.5000%  |  | $3701.00           | $3125.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4629 | 2049-11-01      | 5.0000%  |  | $157807.53         | $159762.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4185 | 2049-09-01      | 4.5000%  |  | $45955.69          | $44830.23          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7666 | 2029-07-01      | 4.0000%  |  | $25919.75          | $25917.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7568 | 2029-01-01      | 4.0000%  |  | $2.92              | $2.91              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS6606 | 2027-09-01      | 4.0000%  |  | $46.10             | $45.99             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CIZS6602 | 2027-11-01      | 2.5000%  |  | $271.10            | $266.83            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4740 | 2047-10-01      | 4.0000%  |  | $25758.55          | $24529.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  |  | $5877.82           | $5450.98           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4703 | 2047-02-01      | 3.0000%  |  | $63201.65          | $56622.57          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL995240 | 2037-08-01      | 4.5000%  |  | $462.39            | $464.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1822 | 2038-01-01      | 5.5000%  |  | $3962.73           | $4123.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $4269.21           | $3915.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  |  | $216.66            | $217.22            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6310 | 2026-05-01      | 4.5000%  |  | $23.66             | $23.69             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS7156 | 2026-11-01      | 4.5000%  |  | $47.80             | $47.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3833 | 2049-11-01      | 2.5000%  |  | $4952065.90        | $4180060.83        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $3042.82           | $2977.51           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  |  | $262739.56         | $231390.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  |  | $41926.55          | $41941.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZA3758 | 2030-01-01      | 3.0000%  |  | $2370.50           | $2330.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM5024 | 2050-12-01      | 2.5000%  |  | $140608.91         | $118583.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $3085.57           | $3130.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  |  | $12359.08          | $10755.96          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBD8464 | 2046-11-01      | 3.0000%  |  | $22976.21          | $20635.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5616 | 2030-08-01      | 2.5000%  |  | $8270.62           | $8032.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA5385 | 2050-03-01      | 4.5000%  |  | $3262.90           | $3184.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8463 | 2027-05-01      | 3.0000%  |  | $25.18             | $24.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB2243 | 2036-11-01      | 2.5000%  |  | $4754.92           | $4496.27           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  |  | $319477.07         | $280338.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB0440 | 2051-05-01      | 2.5000%  |  | $23749.92          | $20112.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CTMA5158 | 2043-09-01      | 6.0000%  |  | $34656.31          | $35729.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV7920 | 2052-08-01      | 3.5000%  |  | $188.39            | $170.94            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD4419 | 2052-06-01      | 3.0000%  |  | $2710335.62        | $2392747.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  |  | $2559.08           | $2516.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8864 | 2051-10-01      | 2.5000%  |  | $13764.58          | $11695.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8779 | 2051-09-01      | 2.5000%  |  | $4241.12           | $3605.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8677 | 2050-07-01      | 3.5000%  |  | $26850.94          | $24756.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8588 | 2030-11-01      | 3.0000%  |  | $7401.75           | $7255.15           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8455 | 2027-02-01      | 3.0000%  |  | $26.09             | $25.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL745751 | 2035-09-01      | 5.5000%  |  | $6132.48           | $6366.27           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL739503 | 2033-09-01      | 5.5000%  |  | $15849.43          | $16290.64          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  |  | $25680.24          | $26291.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  |  | $643.83            | $653.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $19151.53          | $19586.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM8426 | 2044-05-01      | 5.5000%  |  | $2546.96           | $2653.70           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  |  | $317541.13         | $265338.46         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8996 | 2051-09-01      | 3.5000%  |  | $8024.96           | $7355.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $159241.02         | $146030.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $15803.29          | $14483.91          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7322 | 2047-07-01      | 4.5000%  |  | $7057.51           | $6972.64           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8310 | 2039-06-01      | 6.0000%  |  | $775.00            | $804.06            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8269 | 2038-10-01      | 6.0000%  |  | $2568.63           | $2665.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CISB8288 | 2039-03-01      | 5.5000%  |  | $2056.89           | $2112.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $9265.89           | $9284.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $4245.82           | $4250.79           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3885 | 2047-08-01      | 3.5000%  |  | $15698.50          | $14555.34          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL9693 | 2045-06-01      | 3.0000%  |  | $1181.20           | $1068.80           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6010 | 2043-05-01      | 3.0000%  |  | $1039.06           | $951.70            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL5667 | 2043-04-01      | 3.0000%  |  | $1059.31           | $971.41            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL6179 | 2043-06-01      | 3.0000%  |  | $26041.49          | $23858.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL5076 | 2043-02-01      | 3.5000%  |  | $572.71            | $540.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL4444 | 2042-12-01      | 4.0000%  |  | $10803.18          | $10529.18          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2023 | 2041-09-01      | 4.0000%  |  | $4387.10           | $4286.78           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK6571 | 2029-04-01      | 3.5000%  |  | $200.77            | $198.35            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CIZK3462 | 2026-08-01      | 3.5000%  |  | $15.47             | $15.40             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  |  | $16.47             | $16.44             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ7116 | 2033-05-01      | 5.0000%  |  | $11.73             | $11.94             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0743 | 2040-11-01      | 4.0000%  |  | $165.20            | $161.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $78.64             | $75.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $37.47             | $34.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2258 | 2045-05-01      | 3.5000%  |  | $2630.59           | $2460.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2198 | 2035-03-01      | 3.5000%  |  | $116082.96         | $113301.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA2164 | 2035-02-01      | 3.5000%  |  | $110106.60         | $107469.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5302 | 2053-07-01      | 5.0000%  |  | $676047.34         | $675092.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $21584.65          | $18173.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5115 | 2053-06-01      | 5.5000%  |  | $1488715.25        | $1505385.55        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2319 | 2053-02-01      | 4.5000%  |  | $3134.41           | $3046.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM2968 | 2026-05-01      | 4.0000%  |  | $3847.32           | $3842.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA5658 | 2050-05-01      | 2.5000%  |  | $279182.89         | $235667.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZS8665 | 2032-08-01      | 3.0000%  |  | $9585.50           | $9353.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL8861 | 2031-07-01      | 3.0000%  |  | $52436.82          | $51305.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CISB8320 | 2039-08-01      | 6.0000%  |  | $2625.91           | $2724.62           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  |  | $1813.68           | $1694.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4658 | 2046-04-01      | 3.0000%  |  | $1339.77           | $1203.61           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1420 | 2047-12-01      | 3.5000%  |  | $2258.77           | $2113.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2551 | 2054-05-01      | 5.5000%  |  | $392812.97         | $397604.42         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAL7139 | 2030-07-01      | 3.0000%  |  | $5795.10           | $5686.32           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  |  | $54013.03          | $48602.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  |  | $134691.24         | $117899.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL2617 | 2042-01-01      | 4.0000%  |  | $19919.32          | $19465.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6658 | 2052-04-01      | 2.0000%  |  | $1046247.85        | $842382.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW8994 | 2052-10-01      | 4.5000%  |  | $170149.86         | $165392.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA0740 | 2055-03-01      | 4.5000%  |  | $207969.34         | $200900.46         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  |  | $3096.53           | $2813.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  |  | $1106.89           | $1053.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  |  | $2279.89           | $2311.91           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  |  | $2110.79           | $2038.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9257 | 2053-06-01      | 5.0000%  |  | $930180.06         | $927528.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX1356 | 2052-11-01      | 5.0000%  |  | $1620996.53        | $1617537.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH7102 | 2048-01-01      | 3.5000%  |  | $6105753.07        | $5594458.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAX8875 | 2045-02-01      | 4.5000%  |  | $168.88            | $166.86            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CISB8205 | 2038-01-01      | 4.5000%  |  | $491.33            | $492.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4707 | 2031-08-01      | 4.0000%  |  | $1317.56           | $1313.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  |  | $9466.31           | $8702.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $536.57            | $492.90            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD4837 | 2053-05-01      | 4.5000%  |  | $4120.73           | $3985.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  |  | $7677.54           | $7233.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7190 | 2054-12-01      | 5.0000%  |  | $17818.71          | $17668.30          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSL2360 | 2053-07-01      | 4.5000%  |  | $2826272.00        | $2733564.63        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQZ1953 | 2055-09-01      | 5.5000%  |  | $1434382.40        | $1454986.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBN6257 | 2049-04-01      | 3.5000%  |  | $30044.39          | $28053.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA2320 | 2035-07-01      | 3.0000%  |  | $74471.29          | $70978.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD2452 | 2053-02-01      | 6.5000%  |  | $152040.45         | $159626.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTMA1959 | 2034-07-01      | 3.5000%  |  | $1014.45           | $991.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA1599 | 2043-09-01      | 3.0000%  |  | $45229.40          | $40566.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA1314 | 2033-01-01      | 2.5000%  |  | $1044.80           | $995.21            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7682 | 2053-12-01      | 6.0000%  |  | $139786.71         | $143803.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB7459 | 2053-11-01      | 5.0000%  |  | $13774.85          | $13666.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  |  | $32024.77          | $31979.54          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  |  | $7836.80           | $7167.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  |  | $41903.59          | $39421.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1456 | 2052-05-01      | 3.0000%  |  | $2893512.29        | $2562255.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  |  | $30406.78          | $27994.98          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1143 | 2050-09-01      | 4.5000%  |  | $279702.89         | $274138.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL952003 | 2037-11-01      | 6.0000%  |  | $3.99              | $4.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL948849 | 2037-08-01      | 6.0000%  |  | $21203.74          | $22360.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6092 | 2043-07-01      | 3.5000%  |  | $31878.01          | $30345.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  |  | $3205.62           | $3114.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $47.19             | $46.94             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $151.21            | $149.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL5123 | 2043-07-01      | 4.0000%  |  | $688.71            | $672.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL3646 | 2042-02-01      | 5.0000%  |  | $4673.98           | $4778.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  |  | $352.87            | $351.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL1371 | 2027-01-01      | 4.0000%  |  | $537.92            | $537.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1204 | 2026-09-01      | 4.5000%  |  | $11.06             | $11.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  |  | $194.77            | $195.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  |  | $1964.25           | $1969.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL0848 | 2026-09-01      | 4.0000%  |  | $411.23            | $410.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB9351 | 2054-10-01      | 6.5000%  |  | $2861027.19        | $3035362.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $65318.34          | $67852.28          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB8840 | 2054-07-01      | 5.5000%  |  | $183383.15         | $185554.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM7290 | 2051-05-01      | 3.0000%  |  | $30537.24          | $27017.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM7261 | 2036-05-01      | 2.0000%  |  | $295.39            | $272.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  |  | $16282.61          | $15243.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8579 | 2051-09-01      | 2.5000%  |  | $3341.78           | $2827.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM8029 | 2051-07-01      | 2.5000%  |  | $57290.41          | $48440.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $883.41            | $815.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM6411 | 2045-11-01      | 3.5000%  |  | $83098.62          | $77658.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM7126 | 2048-08-01      | 4.5000%  |  | $8035.21           | $7915.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  |  | $2566403.29        | $2149215.04        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8174 | 2051-10-01      | 3.0000%  |  | $198947.33         | $173672.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  |  | $22304.42          | $22531.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  |  | $4183.42           | $4293.21           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1302 | 2052-07-01      | 5.0000%  |  | $59032.35          | $59016.29          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0033 | 2046-12-01      | 3.0000%  |  | $1049.44           | $941.26            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS9485 | 2044-12-01      | 4.5000%  |  | $31.17             | $30.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $39.78             | $37.51             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2446 | 2052-11-01      | 5.0000%  |  | $1286251.87        | $1277310.99        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3525 | 2038-11-01      | 4.5000%  |  | $365.01            | $370.37            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5299 | 2054-04-01      | 6.0000%  |  | $34949.61          | $36023.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQF0718 | 2052-10-01      | 4.5000%  |  | $397051.79         | $385922.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM5304 | 2032-09-01      | 3.0000%  |  | $44118.72          | $43173.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $1394.24           | $1310.87           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  |  | $47500.47          | $42556.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  |  | $14114.59          | $14094.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  |  | $659761.96         | $551455.73         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $122866.51         | $98281.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408 | 2051-12-01      | 2.5000%  |  | $23491.99          | $19660.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1026 | 2048-02-01      | 3.5000%  |  | $34004.84          | $31811.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $1780.65           | $1552.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4902 | 2054-05-01      | 5.5000%  |  | $416480.20         | $421047.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  |  | $17919.56          | $15078.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1276 | 2055-04-01      | 5.5000%  |  | $450126.45         | $454963.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5359 | 2039-05-01      | 5.0000%  |  | $3158.42           | $3204.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4917 | 2053-02-01      | 4.5000%  |  | $115677.69         | $112064.62         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $54115.66          | $47138.17          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6117 | 2049-10-01      | 5.0000%  |  | $582298.45         | $587632.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM3937 | 2047-08-01      | 3.5000%  |  | $11064.09          | $10258.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  |  | $7301.21           | $6475.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  |  | $1493.60           | $1496.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  |  | $1330.08           | $1307.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3377 | 2048-05-01      | 3.0000%  |  | $1373.15           | $1218.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL6204 | 2029-02-01      | 4.0000%  |  | $23.75             | $23.60             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $2745.91           | $2499.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7504 | 2049-06-01      | 3.5000%  |  | $83277.21          | $76813.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  |  | $73.76             | $69.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $296.68            | $290.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $629661.56         | $625498.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2652 | 2036-12-01      | 5.0000%  |  | $1396.37           | $1431.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1341 | 2051-09-01      | 4.5000%  |  | $247377.70         | $242499.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFA1109 | 2055-02-01      | 4.5000%  |  | $3852100.83        | $3727392.92        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  |  | $664.35            | $671.88            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  |  | $344.89            | $321.20            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2412 | 2054-09-01      | 5.5000%  |  | $704411.40         | $718166.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1899 | 2054-06-01      | 6.0000%  |  | $715708.80         | $738345.00         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ1350 | 2054-04-01      | 6.0000%  |  | $123881.28         | $127348.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSL2134 | 2052-01-01      | 2.5000%  |  | $2793654.40        | $2366022.58        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  |  | $9792.30           | $9701.22           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL725866 | 2034-09-01      | 4.5000%  |  | $2117.55           | $2118.35           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  |  | $33198.39          | $34527.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL725027 | 2033-11-01      | 5.0000%  |  | $134.81            | $137.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL709225 | 2033-05-01      | 5.5000%  |  | $68.89             | $70.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL682963 | 2033-02-01      | 5.5000%  |  | $0.33              | $0.33              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAY8189 | 2045-04-01      | 4.0000%  |  | $99108.35          | $94790.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAY4688 | 2031-08-01      | 4.0000%  |  | $647.55            | $645.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBU9893 | 2052-01-01      | 3.0000%  |  | $546327.10         | $480157.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM1306 | 2048-07-01      | 4.5000%  |  | $14595.35          | $14420.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  |  | $16018.22          | $16333.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4573 | 2052-09-01      | 5.0000%  |  | $80783.45          | $80289.77          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4723 | 2047-06-01      | 4.0000%  |  | $29980.98          | $28646.26          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBP6481 | 2050-07-01      | 4.5000%  |  | $4081.76           | $3990.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ1441 | 2026-09-01      | 3.5000%  |  | $215.45            | $214.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL0909 | 2040-06-01      | 5.5000%  |  | $3160.27           | $3282.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  |  | $49.83             | $49.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  |  | $14851.09          | $13784.97          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  |  | $1233.82           | $1270.68           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY8604 | 2045-04-01      | 3.5000%  |  | $1813.15           | $1698.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI4377 | 2036-04-01      | 5.5000%  |  | $18.84             | $19.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM7464 | 2040-06-01      | 4.5000%  |  | $2349.45           | $2377.85           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CIZS6651 | 2026-07-01      | 4.5000%  |  | $9.92              | $9.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $3828275.40        | $3809887.77        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $852406.10         | $713868.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  |  | $99063.07          | $86190.16          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1927 | 2038-01-01      | 5.5000%  |  | $61.84             | $64.43             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT9375 | 2051-11-01      | 2.0000%  |  | $2358568.61        | $1909121.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAB4617 | 2042-03-01      | 4.0000%  |  | $80731.59          | $78835.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS2198 | 2047-07-01      | 5.0000%  |  | $32584.69          | $33324.56          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  |  | $72312.15          | $70047.58          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056 | 2053-05-01      | 3.5000%  |  | $9054.30           | $8218.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS6888 | 2050-11-01      | 2.5000%  |  | $4226.94           | $3610.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  |  | $1007.56           | $876.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAY3416 | 2030-04-01      | 2.5000%  |  | $4225.78           | $4103.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAX5218 | 2039-10-01      | 3.5000%  |  | $1045.99           | $1028.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS4573 | 2053-05-01      | 6.0000%  |  | $47899.50          | $49566.10          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZM5416 | 2048-01-01      | 3.5000%  |  | $34613.12          | $31953.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9928 | 2047-07-01      | 4.5000%  |  | $7975.56           | $7876.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5200 | 2038-11-01      | 5.0000%  |  | $3168.33           | $3214.30           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $54049.59          | $54565.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS7715 | 2054-05-01      | 6.0000%  |  | $272342.14         | $281946.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6899 | 2053-08-01      | 5.0000%  |  | $116789.53         | $117513.15         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  |  | $17709.66          | $17422.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  |  | $16600.26          | $14061.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM5952 | 2048-03-01      | 4.5000%  |  | $470908.59         | $464920.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL5957 | 2027-05-01      | 4.0000%  |  | $46.57             | $46.57             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1459 | 2046-07-01      | 3.0000%  |  | $236246.90         | $211979.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  |  | $184.37            | $147.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CIFS3312 | 2037-03-01      | 2.0000%  |  | $133.84            | $123.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $50418.84          | $44313.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFS1306 | 2037-04-01      | 2.5000%  |  | $75281.75          | $71230.87          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  |  | $739781.36         | $748350.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5372 | 2039-05-01      | 6.0000%  |  | $410.12            | $425.53            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLRA6614 | 2052-01-01      | 2.5000%  |  | $514132.96         | $429297.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3945 | 2050-02-01      | 4.5000%  |  | $182805.32         | $178227.88         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4667 | 2046-06-01      | 3.0000%  |  | $593.06            | $532.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $9093.68           | $9353.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4085 | 2044-12-01      | 4.0000%  |  | $2690.12           | $2579.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  |  | $449.56            | $439.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $2631241.12        | $2706396.39        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0808 | 2047-11-01      | 4.0000%  |  | $20263.68          | $19430.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9390 | 2052-06-01      | 3.5000%  |  | $1839278.49        | $1687266.21        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2547 | 2052-08-01      | 3.0000%  |  | $683102.40         | $601787.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  |  | $10283.79          | $10554.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAZ9177 | 2045-09-01      | 4.0000%  |  | $3204.51           | $3061.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  |  | $8731.02           | $8088.60           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH7010 | 2053-12-01      | 6.0000%  |  | $275607.15         | $282840.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5586 | 2053-01-01      | 6.0000%  |  | $5613.79           | $5811.97           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  |  | $4150.49           | $3881.95           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  |  | $2581718.26        | $2615352.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBR2219 | 2051-08-01      | 2.5000%  |  | $7973.54           | $6711.09           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0980 | 2051-07-01      | 3.5000%  |  | $605534.18         | $555489.34         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7312 | 2053-09-01      | 5.0000%  |  | $1672650.22        | $1674349.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  |  | $84387.27          | $73480.41          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  |  | $263146.48         | $223250.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $10.42             | $9.98              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX3123 | 2044-10-01      | 4.0000%  |  | $6133.63           | $5886.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL730727 | 2033-08-01      | 5.0000%  |  | $1678.64           | $1693.19           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAW3064 | 2029-04-01      | 3.0000%  |  | $3360.21           | $3304.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  |  | $13.28             | $13.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $78.89             | $78.26             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL906734 | 2037-01-01      | 6.0000%  |  | $403.85            | $422.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL888692 | 2036-09-01      | 5.5000%  |  | $302.36            | $313.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL888344 | 2035-10-01      | 5.0000%  |  | $1175.64           | $1203.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA9723 | 2054-03-01      | 5.5000%  |  | $3240370.91        | $3280878.07        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  |  | $1659.90           | $1630.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  |  | $29220.65          | $25682.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8644 | 2054-05-01      | 5.5000%  |  | $3142421.88        | $3197017.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS8344 | 2049-06-01      | 4.0000%  |  | $60810.53          | $58087.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFS8200 | 2054-06-01      | 6.0000%  |  | $87012.13          | $89317.66          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8152 | 2051-06-01      | 3.0000%  |  | $29097.52          | $25442.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8135 | 2051-03-01      | 2.5000%  |  | $531213.96         | $445393.39         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  |  | $491051.03         | $434550.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  |  | $232324.99         | $197498.18         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  |  | $10768.15          | $9567.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD7313 | 2053-09-01      | 5.0000%  |  | $554247.08         | $554096.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD7310 | 2053-10-01      | 4.5000%  |  | $205884.79         | $201754.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $6852.73           | $5773.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIBM1382 | 2031-03-01      | 4.0000%  |  | $33.31             | $33.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM5891 | 2048-01-01      | 3.5000%  |  | $1910.36           | $1786.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA3386 | 2048-06-01      | 5.0000%  |  | $14581.87          | $14733.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZT0400 | 2047-11-01      | 4.0000%  |  | $18344.38          | $17480.19          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  |  | $22828.84          | $18244.93          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZL7781 | 2044-02-01      | 4.0000%  |  | $896.76            | $865.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  |  | $288082.96         | $240679.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAP2088 | 2042-08-01      | 4.0000%  |  | $10346.67          | $10084.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $1562.40           | $1433.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3091 | 2041-01-01      | 4.0000%  |  | $29993.18          | $29322.90          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD3154 | 2049-02-01      | 3.5000%  |  | $519830.47         | $481577.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAQ0546 | 2042-11-01      | 3.5000%  |  | $1831.44           | $1728.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4031 | 2050-05-01      | 4.5000%  |  | $60801.49          | $59346.21          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $6613.83           | $6181.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS9262 | 2054-10-01      | 5.5000%  |  | $3694.86           | $3737.67           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIMA3737 | 2034-08-01      | 2.5000%  |  | $379.59            | $360.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS8241 | 2031-11-01      | 2.5000%  |  | $29.22             | $28.25             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CTZA3033 | 2038-10-01      | 4.0000%  |  | $453.47            | $448.00            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  |  | $533.70            | $499.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  |  | $656920.98         | $674701.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZJ0846 | 2040-12-01      | 4.0000%  |  | $386.51            | $378.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  |  | $2647447.01        | $2720632.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7596 | 2038-06-01      | 5.5000%  |  | $28.37             | $29.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB7958 | 2043-02-01      | 3.5000%  |  | $4913.61           | $4635.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  |  | $2796.37           | $2456.34           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6694 | 2048-06-01      | 4.0000%  |  | $1259473.35        | $1219696.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL725948 | 2034-10-01      | 5.5000%  |  | $18.70             | $19.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL735144 | 2034-09-01      | 6.5000%  |  | $27.27             | $28.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL735580 | 2035-06-01      | 5.0000%  |  | $29274.87          | $29971.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAL3353 | 2027-06-01      | 4.0000%  |  | $94.50             | $94.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3851 | 2049-11-01      | 4.5000%  |  | $7858.57           | $7669.73           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $585.00            | $571.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $33697.97          | $29672.02          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD6693 | 2053-06-01      | 4.0000%  |  | $240725.80         | $226648.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6659 | 2049-09-01      | 4.5000%  |  | $345924.84         | $341335.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD6542 | 2052-04-01      | 2.5000%  |  | $1115.80           | $949.36            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD6151 | 2054-01-01      | 6.0000%  |  | $5659998.11        | $5819070.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD6127 | 2050-11-01      | 3.0000%  |  | $630667.31         | $554197.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8970 | 2054-09-01      | 5.5000%  |  | $3004.59           | $3057.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7940 | 2053-09-01      | 4.5000%  |  | $68554.86          | $67539.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLFS7346 | 2054-02-01      | 7.0000%  |  | $2519665.34        | $2694382.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7307 | 2052-03-01      | 3.0000%  |  | $203889.10         | $180815.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIFS8060 | 2039-05-01      | 6.0000%  |  | $1978411.46        | $2066681.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $1780.52           | $1550.53           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $195192.12         | $169828.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFS6853 | 2039-07-01      | 4.5000%  |  | $1443.86           | $1446.31           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $1767.44           | $1772.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL609592 | 2031-11-01      | 6.0000%  |  | $202.54            | $207.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL589499 | 2031-08-01      | 6.5000%  |  | $151.65            | $157.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555424 | 2033-05-01      | 5.5000%  |  | $1301.11           | $1338.39           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL555285 | 2033-03-01      | 6.0000%  |  | $52.16             | $54.09             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257522 | 2028-11-01      | 5.0000%  |  | $5733.81           | $5769.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL256851 | 2037-08-01      | 7.0000%  |  | $2660.45           | $2847.76           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254262 | 2032-04-01      | 6.0000%  |  | $15.35             | $15.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL254767 | 2033-06-01      | 5.5000%  |  | $17.44             | $17.97             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8407 | 2054-03-01      | 5.0000%  |  | $890.09            | $882.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBM5632 | 2047-12-01      | 3.0000%  |  | $3060.79           | $2740.95           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  |  | $1777390.02        | $1826523.60        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD1460 | 2052-05-01      | 3.0000%  |  | $247233.87         | $218312.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3184 | 2047-11-01      | 4.5000%  |  | $350.95            | $344.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB9512 | 2043-05-01      | 3.5000%  |  | $1210.15           | $1137.07           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $24770.98          | $25085.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1242 | 2036-12-01      | 5.5000%  |  | $1429.95           | $1489.82           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4387 | 2039-07-01      | 5.0000%  |  | $39594.57          | $40496.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  |  | $4334.98           | $4230.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256514 | 2036-12-01      | 6.0000%  |  | $1002.94           | $1060.82           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL903803 | 2036-11-01      | 6.0000%  |  | $1836.00           | $1936.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $44386.70          | $40532.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  |  | $21250.82          | $19993.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  |  | $2177.51           | $2051.41           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CIZK6600 | 2029-04-01      | 3.0000%  |  | $9036.39           | $8860.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CJMA3347 | 2033-03-01      | 3.0000%  |  | $75000.46          | $72690.84          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4379 | 2039-05-01      | 4.5000%  |  | $26.77             | $26.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  |  | $2559.25           | $2346.94           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1378 | 2041-05-01      | 5.0000%  |  | $4947.16           | $5059.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2737 | 2046-09-01      | 3.0000%  |  | $131296.76         | $117715.21         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD6095 | 2049-07-01      | 4.5000%  |  | $179390.81         | $175752.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL940907 | 2037-07-01      | 6.0000%  |  | $238.45            | $249.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAL4242 | 2041-10-01      | 5.0000%  |  | $50.01             | $51.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $1288.59           | $1278.44           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS2835 | 2051-12-01      | 3.5000%  |  | $465840.73         | $429007.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  |  | $55.90             | $59.12             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5154 | 2042-04-01      | 2.5000%  |  | $2777.02           | $2456.81           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9306 | 2053-06-01      | 6.0000%  |  | $113149.95         | $116624.41         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $48122.28          | $46551.42          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  |  | $3230.44           | $3274.49           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  |  | $11882.39          | $10812.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  |  | $92652.32          | $81433.08          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQY9485 | 2055-08-01      | 5.5000%  |  | $222990.25         | $225642.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQX2047 | 2054-12-01      | 5.5000%  |  | $2752840.70        | $2780844.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  |  | $490.92            | $518.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $4471.99           | $4588.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA3756 | 2034-07-01      | 4.5000%  |  | $9278.94           | $9383.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $53520.99          | $52394.15          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3688 | 2049-06-01      | 4.5000%  |  | $93269.54          | $91434.74          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CNMA3656 | 2029-05-01      | 3.5000%  |  | $54.39             | $53.93             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  |  | $156.50            | $149.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  |  | $58661.65          | $46977.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  |  | $606618.52         | $508822.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  |  | $186.42            | $184.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  |  | $79085.36          | $72689.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  |  | $3131.47           | $3095.87           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3283 | 2033-02-01      | 3.0000%  |  | $528.32            | $515.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3278 | 2048-02-01      | 4.5000%  |  | $228.07            | $223.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTMA3245 | 2038-01-01      | 4.5000%  |  | $18273.51          | $18540.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  |  | $1077.95           | $958.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  |  | $3972.17           | $3748.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $6116.47           | $5640.84           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  |  | $22012.48          | $19735.36          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $1329.56           | $1234.68           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  |  | $25143.73          | $23448.07          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  |  | $23416.54          | $21846.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  |  | $3038.31           | $2838.39           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  |  | $5158.65           | $4822.42           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS4579 | 2044-08-01      | 4.0000%  |  | $103.15            | $98.78             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $2948.22           | $2761.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  |  | $38655.29          | $36803.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA3859 | 2049-07-01      | 3.5000%  |  | $3096003.81        | $2850153.93        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA3845 | 2049-07-01      | 4.5000%  |  | $2434.50           | $2384.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2963 | 2049-01-01      | 4.5000%  |  | $20312.35          | $19943.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2709 | 2045-09-01      | 4.0000%  |  | $214199.31         | $206658.87         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  |  | $9199.49           | $8994.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCA1675 | 2048-04-01      | 3.0000%  |  | $283387.33         | $250897.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  |  | $72126.88          | $69075.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4259 | 2053-06-01      | 5.5000%  |  | $74623.41          | $75617.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  |  | $29363.38          | $29355.39          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  |  | $50149.15          | $52544.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  |  | $44021.51          | $44563.67          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX0091 | 2052-10-01      | 5.0000%  |  | $253550.60         | $251874.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6309 | 2052-08-01      | 5.0000%  |  | $52204.39          | $51840.47          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1478 | 2052-06-01      | 4.5000%  |  | $1422.48           | $1375.62           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $10213.07          | $10487.76          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $699.33            | $634.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $1339458.37        | $1376793.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $911.28            | $827.36            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  |  | $1495.74           | $1474.77           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA4991 | 2038-04-01      | 5.5000%  |  | $25195.70          | $25873.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  |  | $57725.15          | $57417.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $3182577.08        | $3223688.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  |  | $29553.99          | $29995.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  |  | $66308.15          | $65358.62          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4768 | 2052-09-01      | 2.5000%  |  | $179060.28         | $149737.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $898172.95         | $893813.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $628290.84         | $625305.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  |  | $47035.82          | $45489.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $5061.27           | $4894.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  |  | $17803.31          | $16174.27          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $291708.65         | $233370.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4514 | 2052-01-01      | 3.5000%  |  | $38471.00          | $35120.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $4871.21           | $4571.24           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  |  | $10803.79          | $10866.01          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM5660 | 2049-08-01      | 4.5000%  |  | $13636.53          | $13461.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM6289 | 2051-02-01      | 3.0000%  |  | $60151.96          | $52802.19          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4956 | 2050-08-01      | 3.0000%  |  | $5257.82           | $4687.81           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM4735 | 2047-04-01      | 3.0000%  |  | $5222.57           | $4651.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9900 | 2052-05-01      | 4.0000%  |  | $27737.05          | $26241.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9851 | 2052-05-01      | 4.0000%  |  | $345221.56         | $328420.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBV2851 | 2052-03-01      | 2.5000%  |  | $1611.79           | $1348.00           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV0295 | 2052-02-01      | 3.5000%  |  | $2827.49           | $2596.73           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4788 | 2054-06-01      | 6.0000%  |  | $407016.54         | $417895.14         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4336 | 2038-04-01      | 6.0000%  |  | $1127.29           | $1192.40           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4275 | 2037-01-01      | 6.0000%  |  | $166.44            | $176.05            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS4167 | 2035-02-01      | 5.0000%  |  | $138.20            | $141.49            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS4134 | 2034-08-01      | 6.0000%  |  | $281.19            | $296.47            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS4003 | 2041-06-01      | 5.5000%  |  | $506.75            | $527.78            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3934 | 2044-03-01      | 4.5000%  |  | $1231.87           | $1219.12           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3343 | 2041-10-01      | 5.0000%  |  | $34492.48          | $35274.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS3149 | 2040-08-01      | 5.5000%  |  | $8296.16           | $8609.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZS3094 | 2040-12-01      | 4.0000%  |  | $47.67             | $46.61             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  |  | $88991.59          | $71148.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4507 | 2051-11-01      | 4.0000%  |  | $390562.72         | $366672.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4528 | 2051-12-01      | 4.0000%  |  | $103549.30         | $97215.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIMA5319 | 2039-03-01      | 4.5000%  |  | $2332.03           | $2334.85           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $19834.36          | $20367.86          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  |  | $90766.13          | $91789.59          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $11770.32          | $10746.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  |  | $264486.41         | $221841.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $2682755.11        | $2358714.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $576628.44         | $507336.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $8620.30           | $7901.96           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991 | 2050-04-01      | 3.0000%  |  | $266.37            | $233.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  |  | $23908.19          | $20990.75          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2016-161 FA     | 2046-11-20      | 4.8549%  |  | $2010697.57        | $1964899.36        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5572JA 08/25/49 | 2049-08-25      | 5.0000%  |  | $2605847.80        | $2622094.97        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0208 10/25/53 | 2053-10-25      | 5.7484%  |  | $451047.66         | $454212.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-100 AY     | 2053-07-20      | 6.0000%  |  | $400000.00         | $417812.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-096 DB     | 2053-07-20      | 6.0000%  |  | $500000.00         | $521539.33         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-084 FE     | 2055-05-20      | 5.7450%  |  | $4482083.05        | $4504974.21        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-063 FH     | 2055-04-20      | 5.3950%  |  | $1555177.92        | $1555367.27        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-183 FB     | 2054-11-20      | 5.4950%  |  | $999691.01         | $999375.86         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 DF     | 2054-11-20      | 5.4450%  |  | $575412.31         | $575967.15         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-026 FB     | 2054-02-20      | 5.4050%  |  | $1491826.84        | $1494030.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-173 AX     | 2053-11-20      | 6.0000%  |  | $1000000.00        | $1043817.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-154 FA     | 2053-10-20      | 5.5250%  |  | $1439725.95        | $1450465.24        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-164 EL     | 2053-11-20      | 6.0000%  |  | $1000000.00        | $1043810.67        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 FK     | 2053-08-20      | 5.5950%  |  | $2047960.96        | $2062679.16        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 BF     | 2053-08-20      | 5.5450%  |  | $2047960.96        | $2060185.77        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-111 MF     | 2053-08-20      | 5.3950%  |  | $1313629.40        | $1316144.68        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-096 FA     | 2053-07-20      | 5.3950%  |  | $655610.91         | $656866.25         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  |  | $700000.00         | $730885.17         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 MF     | 2053-05-20      | 5.4950%  |  | $1264781.72        | $1266869.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-063 LB     | 2053-05-20      | 6.0000%  |  | $599999.80         | $619844.59         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-093 FA     | 2053-06-20      | 5.3450%  |  | $2574967.60        | $2578398.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-034 FE     | 2052-02-20      | 3.0000%  |  | $293917.20         | $250403.64         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $122245.58         | $107613.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM3371 | 2047-07-01      | 4.5000%  |  | $38266.05          | $38373.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3321 | 2038-11-01      | 4.5000%  |  | $1378.90           | $1392.37           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFM3244 | 2045-07-01      | 5.0000%  |  | $16660.88          | $17039.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $39377.18          | $37036.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTFM3066 | 2038-11-01      | 4.5000%  |  | $815.38            | $819.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  |  | $910584.46         | $879633.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $3131.03           | $3215.30           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $6620.98           | $6713.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTMA5479 | 2044-09-01      | 5.0000%  |  | $61035.24          | $61945.81          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  |  | $31115.04          | $31937.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5424 | 2039-07-01      | 5.0000%  |  | $2695.89           | $2733.46           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $400078.99         | $397332.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  |  | $59189.67          | $57190.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5178 | 2038-10-01      | 6.0000%  |  | $4655.74           | $4830.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  |  | $42481.58          | $44076.45          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CIMA5145 | 2038-09-01      | 6.0000%  |  | $1185.72           | $1230.23           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  |  | $4786.10           | $4988.29           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5165 | 2053-10-01      | 5.5000%  |  | $1249424.71        | $1264789.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $643.73            | $624.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $17270.05          | $17520.55          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026 | 2047-06-01      | 3.5000%  |  | $50856.53          | $47184.65          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2959 | 2047-04-01      | 3.5000%  |  | $88.39             | $82.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  |  | $37.08             | $36.82             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU3735 | 2043-08-01      | 3.0000%  |  | $5403.05           | $4949.63           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAU1636 | 2043-07-01      | 3.5000%  |  | $103.66            | $97.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1632 | 2043-07-01      | 3.0000%  |  | $8395.09           | $7693.21           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  |  | $2815.08           | $2579.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  |  | $1034.28           | $1019.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2720 | 2043-05-01      | 3.0000%  |  | $18492.86          | $16961.16          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAT2724 | 2043-05-01      | 3.0000%  |  | $832.47            | $762.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $8994.12           | $8814.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $44.52             | $43.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  |  | $7831.25           | $7250.47           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8684 | 2047-01-01      | 3.5000%  |  | $5382.26           | $4998.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS7557 | 2046-07-01      | 4.0000%  |  | $577.34            | $554.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS7276 | 2031-06-01      | 3.0000%  |  | $2490.18           | $2435.20           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS5786 | 2030-09-01      | 2.5000%  |  | $7235.44           | $7020.48           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFM2852 | 2046-05-01      | 4.5000%  |  | $586.65            | $588.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1165 | 2032-09-01      | 3.0000%  |  | $29381.88          | $28424.13          | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-013 FC     | 2053-01-20      | 5.4050%  |  | $149205.88         | $148570.90         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-179 F      | 2051-10-20      | 3.0000%  |  | $6264843.02        | $5271251.44        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2019-70 FM      | 2049-06-20      | 4.8549%  |  | $1103450.55        | $1074930.46        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-132 PJ     | 2055-01-20      | 4.0000%  |  | $1794871.00        | $1751078.14        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 NU     | 2055-06-20      | 5.0000%  |  | $800000.00         | $770160.71         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2017-53 FE      | 2047-10-20      | 4.7549%  |  | $1345239.12        | $1308415.52        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-180 FJ     | 2054-11-20      | 5.5950%  |  | $3501960.28        | $3511369.20        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-059 LG     | 2054-04-20      | 6.0000%  |  | $400000.00         | $415645.47         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2018-32 AF      | 2048-02-20      | 4.7549%  |  | $1953500.09        | $1898731.22        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-131 FE     | 2053-09-20      | 5.6950%  |  | $1935779.08        | $1955175.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-104 FA     | 2052-06-20      | 4.5000%  |  | $1159291.32        | $1091966.64        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 NF     | 2053-08-20      | 5.3450%  |  | $2189517.12        | $2196473.78        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2021-193 KF     | 2051-11-20      | 3.0000%  |  | $7167116.60        | $6188332.15        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-105 PV     | 2036-06-20      | 5.0000%  |  | $2372481.26        | $2408967.39        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-165 DY     | 2053-11-20      | 6.0000%  |  | $2000000.00        | $2074469.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-099 AL     | 2053-07-20      | 6.0000%  |  | $800000.00         | $834455.73         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-098 JB     | 2053-07-20      | 6.0000%  |  | $600000.00         | $626702.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 QF     | 2053-12-20      | 5.4450%  |  | $5555201.76        | $5569318.96        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLMA0932 | 2041-12-01      | 3.5000%  |  | $123.97            | $116.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  |  | $393.32            | $392.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTMA0667 | 2031-03-01      | 4.0000%  |  | $3496.73           | $3487.28           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIMA0624 | 2026-01-01      | 4.0000%  |  | $0.37              | $0.36              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  |  | $5120.49           | $4906.98           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $22.24             | $22.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMB0150 | 2042-06-01      | 4.0000%  |  | $1157.72           | $1124.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAO7627 | 2027-06-01      | 3.0000%  |  | $5725.46           | $5669.11           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD5204 | 2052-01-01      | 2.5000%  |  | $109768.32         | $91514.33          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2938 | 2040-02-01      | 5.5000%  |  | $1746.91           | $1812.99           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS3509 | 2042-02-01      | 5.0000%  |  | $14896.26          | $15234.15          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2485 | 2033-10-01      | 5.0000%  |  | $84.27             | $85.87             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2320 | 2038-09-01      | 5.5000%  |  | $53.99             | $56.01             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  |  | $504.72            | $513.79            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZN1436 | 2048-11-01      | 5.0000%  |  | $2347.49           | $2365.71           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1279 | 2051-08-01      | 2.5000%  |  | $50485.24          | $42539.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  |  | $90538.44          | $76119.24          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7325 | 2051-05-01      | 2.5000%  |  | $4343600.22        | $3643952.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZA5269 | 2048-02-01      | 3.0000%  |  | $63873.68          | $56674.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV9273 | 2029-02-01      | 3.5000%  |  | $2334.85           | $2307.58           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9070 | 2053-05-01      | 6.0000%  |  | $5549.50           | $5753.03           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 ZLSI2056 | 2050-12-01      | 3.5000%  |  | $4363.43           | $4026.23           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD1011 | 2052-04-01      | 2.5000%  |  | $1608468.62        | $1343930.93        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $24714.62          | $25058.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS4728 | 2047-07-01      | 4.5000%  |  | $755.69            | $741.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL7434 | 2041-05-01      | 6.0000%  |  | $12983.09          | $13732.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7351 | 2029-01-01      | 4.0000%  |  | $20.93             | $20.82             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CIZS7375 | 2029-01-01      | 4.0000%  |  | $132.53            | $132.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL7207 | 2045-08-01      | 4.5000%  |  | $137.32            | $136.01            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3111 | 2052-09-01      | 5.0000%  |  | $1565110.11        | $1562392.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $221439.98         | $212394.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS4721 | 2052-02-01      | 2.5000%  |  | $1964013.67        | $1672205.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  |  | $1257.80           | $1217.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CTFM3499 | 2039-07-01      | 5.0000%  |  | $782.78            | $800.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $829.97            | $792.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $305.66            | $277.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD6113 | 2041-06-01      | 5.0000%  |  | $389247.05         | $398123.79         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD6059 | 2047-09-01      | 3.5000%  |  | $186134.37         | $173988.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD5702 | 2054-04-01      | 6.5000%  |  | $30787.81          | $32304.89          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5144 | 2054-04-01      | 6.0000%  |  | $109403.98         | $113145.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  |  | $16430.30          | $16658.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIFM2976 | 2035-01-01      | 2.5000%  |  | $21858.85          | $21106.35          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  |  | $16431.70          | $17004.27          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD5279 | 2052-08-01      | 3.0000%  |  | $9658.95           | $8517.56           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3443 | 2053-05-01      | 5.5000%  |  | $760680.11         | $768962.99         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $115008.01         | $116788.65         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  |  | $96573.26          | $99831.32          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  |  | $22932.64          | $20009.63          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD3105 | 2052-10-01      | 4.0000%  |  | $895800.77         | $847097.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6234 | 2045-11-01      | 4.5000%  |  | $2428.34           | $2407.89           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6230 | 2045-11-01      | 4.5000%  |  | $2634.29           | $2609.16           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $54503.36          | $54044.44          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS6786 | 2054-02-01      | 5.5000%  |  | $1612465.94        | $1631808.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD2770 | 2049-02-01      | 6.0000%  |  | $774.31            | $818.99            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2792 | 2047-03-01      | 4.5000%  |  | $74075.00          | $73917.22          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2762 | 2053-05-01      | 5.5000%  |  | $16198.94          | $16471.00          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD2513 | 2052-08-01      | 4.5000%  |  | $87626.23          | $84745.69          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2347 | 2053-02-01      | 5.5000%  |  | $105361.62         | $107774.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3026 | 2053-06-01      | 5.0000%  |  | $99577.59          | $99082.28          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  |  | $437001.37         | $353728.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQC8184 | 2051-10-01      | 3.0000%  |  | $2067823.06        | $1841434.34        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB2156 | 2050-08-01      | 2.5000%  |  | $164823.49         | $139055.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6780 | 2053-07-01      | 5.0000%  |  | $51691.19          | $51402.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6620 | 2053-06-01      | 6.0000%  |  | $2121351.00        | $2180970.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6317 | 2053-05-01      | 5.0000%  |  | $78690.09          | $78534.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  |  | $34111.49          | $34702.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5902 | 2053-03-01      | 5.5000%  |  | $45766.13          | $46442.22          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $27525.65          | $27396.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6248 | 2053-05-01      | 5.0000%  |  | $30204.33          | $30154.13          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  |  | $2695.15           | $2603.54           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4835 | 2052-10-01      | 5.0000%  |  | $69766.30          | $69699.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CICB4542 | 2037-06-01      | 3.0000%  |  | $15624.24          | $14969.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB5316 | 2052-12-01      | 6.0000%  |  | $175985.66         | $181058.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  |  | $48746.14          | $45747.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  |  | $14918.99          | $15040.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  |  | $69345.96          | $70195.29          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3361 | 2052-04-01      | 3.0000%  |  | $14130.90          | $12399.60          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB3104 | 2052-03-01      | 2.5000%  |  | $11612.01          | $9831.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3004 | 2052-02-01      | 3.0000%  |  | $113767.42         | $98983.72          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9330 | 2039-10-01      | 5.0000%  |  | $368348.99         | $374460.60         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZI7562 | 2038-05-01      | 5.5000%  |  | $88.63             | $91.67             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6892 | 2037-12-01      | 6.0000%  |  | $7343.90           | $7768.04           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI6859 | 2037-11-01      | 6.0000%  |  | $59.96             | $63.42             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZI9748 | 2040-02-01      | 5.0000%  |  | $1947.32           | $1979.00           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS2261 | 2034-10-01      | 5.5000%  |  | $1681.26           | $1709.65           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1989 | 2037-09-01      | 5.5000%  |  | $1299.44           | $1353.88           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZS1895 | 2038-02-01      | 6.0000%  |  | $1290.52           | $1365.05           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS2581 | 2037-01-01      | 5.0000%  |  | $684.28            | $701.16            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLZS1486 | 2037-06-01      | 5.5000%  |  | $154.21            | $160.67            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS1414 | 2037-05-01      | 4.5000%  |  | $1976.12           | $1985.10           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBT7914 | 2052-10-01      | 5.0000%  |  | $19860.75          | $19805.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $2516.75           | $2283.55           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBT5132 | 2051-07-01      | 2.5000%  |  | $1484742.38        | $1247277.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR9750 | 2051-04-01      | 2.0000%  |  | $608894.18         | $486652.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  |  | $13969.63          | $11280.36          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9687 | 2051-01-01      | 2.0000%  |  | $2089.93           | $1678.90           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ4169 | 2050-11-01      | 2.0000%  |  | $3537.29           | $2844.89           | Agency Mortgage-Backed Securities         |

### Security 194: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America, REPO,  4.350%, 9/2/2025
- **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: 933DQX004, C.3 - LEI: X574KRZ6V5A7UBU45C31
- **C.18 - Value (incl. sponsor support):** $430937500.00
- **C.18.a - Value (excl. sponsor support):** $430937500.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $25000000.00       | $21500000.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 04/15/2030 | 2030-04-15      | 0.0000%  |  | $50000000.00       | $41693500.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42141950.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42141950.00       | Agency Debentures and Agency Strips |
| RESFC - 0.0000 - 01/15/2030 | 2030-01-15      | 0.0000%  |  | $50000000.00       | $42141950.00       | Agency Debentures and Agency Strips |

### Security 195: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.340%, 9/2/2025
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLBY8775 | 2053-09-01      | 6.5000%  |  | $384557.43         | $409448.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBJ3144 | 2047-11-01      | 4.0000%  |  | $412489.78         | $394039.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  |  | $1253478.39        | $1202089.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 I3BF0558 | 2049-12-01      | 5.0000%  |  | $1303851.01        | $1330269.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I3BF0476 | 2049-03-01      | 3.5000%  |  | $3181753.82        | $2954042.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  |  | $3113313.97        | $3033603.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBE7475 | 2047-02-01      | 3.5000%  |  | $2408235.55        | $2238869.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $108913.30         | $97726.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD7768 | 2055-05-01      | 5.0000%  |  | $3230229.51        | $3201392.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC9680 | 2054-12-01      | 5.5000%  |  | $3542062.96        | $3595756.31        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9792 | 2055-01-01      | 6.0000%  |  | $5027956.43        | $5172221.91        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC8510 | 2054-12-01      | 6.5000%  |  | $1328801.44        | $1391388.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC5413 | 2054-12-01      | 6.5000%  |  | $918228.43         | $960027.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  |  | $311360.44         | $316788.32         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1662 | 2054-09-01      | 7.0000%  |  | $1208283.56        | $1281106.14        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5641 | 2054-06-01      | 7.0000%  |  | $502412.73         | $533426.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB0423 | 2054-05-01      | 6.5000%  |  | $202361.34         | $211632.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7494 | 2054-02-01      | 6.0000%  |  | $3326434.86        | $3463758.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA1538 | 2053-09-01      | 6.0000%  |  | $357562.70         | $367400.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA0895 | 2053-09-01      | 6.0000%  |  | $2626687.69        | $2699062.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850191 | 2035-09-01      | 5.5000%  |  | $192509.60         | $199483.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL850190 | 2035-09-01      | 5.5000%  |  | $116351.91         | $120849.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL753942 | 2033-12-01      | 5.5000%  |  | $130515.42         | $132079.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL746356 | 2033-10-01      | 5.5000%  |  | $239156.02         | $247854.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL743684 | 2033-11-01      | 5.5000%  |  | $173863.98         | $176285.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9893 | 2041-03-01      | 5.5000%  |  | $166672.36         | $171292.14         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH6108 | 2041-03-01      | 5.5000%  |  | $212703.11         | $220006.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH4838 | 2041-01-01      | 5.5000%  |  | $134437.67         | $139054.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH0277 | 2040-12-01      | 5.5000%  |  | $177070.59         | $183152.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545304 | 2031-11-01      | 7.5000%  |  | $25697.51          | $26729.04          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  |  | $945668.45         | $982614.77         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $135247.63         | $128563.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 REBK7908 | 2048-11-01      | 4.0000%  |  | $173318.61         | $162068.69         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK6112 | 2048-07-01      | 4.0000%  |  | $556436.39         | $534343.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 NP257135 | 2038-03-01      | 5.5000%  |  | $20253.15          | $20870.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $116792.05         | $105091.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY6946 | 2045-04-01      | 3.0000%  |  | $4710532.74        | $4256085.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAY1769 | 2045-01-01      | 3.5000%  |  | $206204.72         | $193020.24         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAX2449 | 2044-09-01      | 4.0000%  |  | $93.48             | $89.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAV2323 | 2028-12-01      | 3.5000%  |  | $587166.17         | $582605.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAT2023 | 2043-04-01      | 3.5000%  |  | $41732.47          | $39315.66          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25061.20          | $22375.72          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS8192 | 2046-10-01      | 3.5000%  |  | $5202799.78        | $4840056.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7470 | 2046-07-01      | 3.5000%  |  | $6902431.96        | $6428415.88        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6402 | 2045-12-01      | 3.5000%  |  | $1856681.76        | $1729144.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS3898 | 2044-11-01      | 3.5000%  |  | $21323.62          | $19977.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAS0069 | 2043-08-01      | 3.5000%  |  | $129.84            | $122.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  |  | $3456412.15        | $3498572.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBX8968 | 2053-06-01      | 6.0000%  |  | $653423.19         | $681876.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  |  | $1040.45           | $1037.10           | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6755 | 2052-11-01      | 4.0440%  |  | $6258552.80        | $6213322.94        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBW6747 | 2052-08-01      | 4.0890%  |  | $12112179.17       | $12044970.03       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW5260 | 2053-03-01      | 5.0000%  |  | $2925800.54        | $2902756.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW5329 | 2053-09-01      | 6.0000%  |  | $2326288.98        | $2389323.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  |  | $51691.52          | $47038.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBU4376 | 2054-01-01      | 6.0000%  |  | $2058335.98        | $2149606.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL3503 | 2042-08-01      | 3.0000%  |  | $214851.86         | $197889.81         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL1741 | 2041-07-01      | 5.0000%  |  | $84085.94          | $85123.47          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZJ1456 | 2041-03-01      | 5.0000%  |  | $67925.32          | $69506.40          | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC A33609 G | 2035-03-01      | 5.0000%  |  | $201746.75         | $206800.28         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A92096 G | 2040-05-01      | 5.5000%  |  | $247498.50         | $255931.71         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $471816.60         | $474009.60         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  |  | $60.99             | $63.42             | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G05899 G | 2040-05-01      | 5.5000%  |  | $252.06            | $261.71            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $1981.85           | $2098.63           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841704 G        | 2054-01-01      | 6.0100%  |  | $5589676.47        | $5742489.53        | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $565.10            | $580.84            | Agency Mortgage-Backed Securities         |
| FMAC 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  |  | $21.81             | $22.12             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBT7242 | 2051-09-01      | 1.7660%  |  | $15883466.14       | $14995763.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBT8058 | 2053-03-01      | 5.5000%  |  | $6126566.54        | $6275434.62        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $11429111.05       | $11344628.33       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $15167400.00       | $15570165.26       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBQ4473 | 2041-02-01      | 2.0000%  |  | $596144.13         | $516858.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBP8082 | 2050-08-01      | 2.0000%  |  | $6263698.74        | $5042844.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBO9495 | 2049-12-01      | 5.0000%  |  | $446.17            | $453.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBO6186 | 2049-09-01      | 3.0000%  |  | $1571833.25        | $1404402.10        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO1388 | 2049-07-01      | 3.5000%  |  | $2084682.18        | $1923791.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0595 | 2048-12-01      | 4.0000%  |  | $622.11            | $593.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $5136906.15        | $4920632.69        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  |  | $51.25             | $52.16             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $722356.62         | $708861.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM4176 | 2048-07-01      | 4.5000%  |  | $4439641.44        | $4397225.11        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM4170 | 2048-07-01      | 4.0000%  |  | $1980380.62        | $1899187.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM3153 | 2047-10-01      | 4.5000%  |  | $5817819.80        | $5716869.00        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4424 | 2029-10-01      | 2.1400%  |  | $21716235.64       | $20252440.70       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA4697 | 2049-11-01      | 5.0000%  |  | $177711.48         | $181799.89         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 760011 G        | 2045-04-01      | 5.1230%  |  | $3708144.42        | $3763334.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI3959 | 2054-04-01      | 5.5000%  |  | $51145.54          | $52126.15          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  |  | $4557814.62        | $4611769.02        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI4480 | 2054-03-01      | 6.0000%  |  | $72125.91          | $74200.09          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI4471 | 2054-03-01      | 5.5000%  |  | $29331.51          | $29986.89          | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48273 G | 2047-05-01      | 4.5000%  |  | $307898.95         | $305857.88         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC L10215 G | 2033-01-01      | 6.0000%  |  | $199156.52         | $202964.13         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1236.24           | $1198.36           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAY8199 | 2045-04-01      | 3.0000%  |  | $740714.55         | $669707.67         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $419782.40         | $374921.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $12789167.14       | $10978137.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $41945.06          | $40225.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  |  | $3813807.56        | $4047893.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX6629 | 2053-02-01      | 5.5000%  |  | $2175545.39        | $2213347.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAH9421 | 2041-04-01      | 5.5000%  |  | $158792.52         | $164243.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $1590828.06        | $1561108.22        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2649 | 2041-06-01      | 5.5000%  |  | $153431.99         | $158700.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CTAI4614 | 2031-07-01      | 4.5000%  |  | $121844.44         | $122346.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $12505221.89       | $9977171.79        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZL9150 | 2040-11-01      | 5.0000%  |  | $351948.32         | $359920.26         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $468362.54         | $474253.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2153 | 2042-04-01      | 3.5000%  |  | $2174419.90        | $2057941.05        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBM5609 | 2044-05-01      | 5.5000%  |  | $377333.92         | $393132.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAP7366 | 2042-09-01      | 3.5000%  |  | $3053487.07        | $2874742.72        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q52133 G | 2047-11-01      | 4.0000%  |  | $215958.24         | $207641.93         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  |  | $67511685.00       | $68840840.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  |  | $6607305.78        | $5574322.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA8770 | 2050-03-01      | 3.0000%  |  | $719996.70         | $641937.06         | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P58016 G | 2037-08-01      | 6.0000%  |  | $186489.72         | $192674.97         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2335 | 2048-09-01      | 4.0000%  |  | $7434687.86        | $7057980.49        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $136.74            | $138.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3968 | 2054-05-01      | 6.0000%  |  | $1463790.90        | $1514218.01        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZS9730 | 2044-07-01      | 5.0000%  |  | $494472.32         | $505669.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD3967 | 2053-09-01      | 6.0000%  |  | $139921.64         | $145954.45         | Agency Mortgage-Backed Securities         |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $2557484.99        | $2486569.35        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL094FB R24F094 | 2054-12-25      | 5.7684%  |  | $2204704.55        | $2215575.80        | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5069PC 02/25/51 | 2051-02-25      | 0.7500%  |  | $23023843.24       | $16850122.46       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FB R16F082 | 2046-11-25      | 4.8629%  |  | $5916889.29        | $5890661.60        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 03612A 10/15/39 | 2039-10-15      | 6.7685%  |  | $1671.13           | $1676.63           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5502FE 02/25/55 | 2055-02-25      | 5.9984%  |  | $4998076.76        | $5038583.61        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011CF R24F011 | 2054-03-25      | 5.1984%  |  | $31009972.85       | $30988160.41       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2484%  |  | $8958248.67        | $8919998.33        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5494FA 01/25/55 | 2055-01-25      | 5.4484%  |  | $8870804.37        | $8853988.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  |  | $806.86            | $805.89            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5391FD 03/25/54 | 2054-03-25      | 5.1984%  |  | $14315075.06       | $14290977.04       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CLBJ7471 | 2048-12-01      | 4.0000%  |  | $2150389.57        | $2053430.89        | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  |  | $101.51            | $105.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  |  | $6295884.17        | $6095455.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CTAV1839 | 2033-12-01      | 3.5000%  |  | $170529.04         | $166217.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBD8208 | 2047-04-01      | 4.0000%  |  | $1483479.21        | $1417439.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBN0536 | 2048-10-01      | 4.0000%  |  | $81227.31          | $77897.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAV5039 | 2044-02-01      | 4.0000%  |  | $2327474.41        | $2259375.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH8664 | 2047-09-01      | 4.0000%  |  | $310236.06         | $296832.96         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB3859 | 2054-05-01      | 6.0000%  |  | $396104.70         | $411014.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBE1808 | 2046-11-01      | 4.0000%  |  | $341808.11         | $324417.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS4346 | 2045-01-01      | 4.0000%  |  | $15012516.23       | $14503533.54       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW6300 | 2052-08-01      | 5.0000%  |  | $611.01            | $609.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6224 | 2035-01-01      | 2.7889%  |  | $16956519.26       | $14976167.38       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  |  | $3481642.79        | $2817437.80        | Agency Mortgage-Backed Securities         |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6984%  |  | $54662273.46       | $54687645.17       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL082FV R24F082 | 2054-11-25      | 4.9584%  |  | $88342103.31       | $87116085.60       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6984%  |  | $11244554.28       | $11284586.64       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3578JK 08/15/37 | 2037-08-15      | 6.5196%  |  | $949458.12         | $964578.71         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047FB R23F047 | 2053-10-25      | 5.7484%  |  | $25679813.25       | $25815446.58       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FD R24F005 | 2054-03-25      | 5.1984%  |  | $22237861.44       | $22222841.96       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL005FT R24F005 | 2054-03-25      | 5.1484%  |  | $33987175.91       | $33911759.83       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL027FA R22F027 | 2052-06-25      | 4.7639%  |  | $855.44            | $849.21            | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3600CB 06/15/38 | 2038-06-15      | 6.8068%  |  | $181.38            | $181.63            | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5558GF 07/25/55 | 2055-07-25      | 5.1984%  |  | $123624.49         | $122656.58         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5517FC 03/25/55 | 2055-03-25      | 5.2984%  |  | $28619904.57       | $28462229.22       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5475FJ 11/25/54 | 2054-11-25      | 5.5984%  |  | $43464943.82       | $43458947.53       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2484%  |  | $1635.49           | $1636.96           | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05386F 03/25/54 | 2054-03-25      | 5.1984%  |  | $18378266.78       | $18269717.36       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5389GF 03/25/54 | 2054-03-25      | 5.1984%  |  | $19137051.70       | $19094272.72       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4484%  |  | $24753534.17       | $24837309.43       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1684%  |  | $31678739.13       | $31324104.07       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5180ME 03/25/51 | 2051-03-25      | 2.0000%  |  | $6229731.60        | $3421583.87        | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 4615AF 10/15/38 | 2038-10-15      | 4.7784%  |  | $487844.69         | $483153.56         | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4176HP 11/15/42 | 2042-11-15      | 3.0000%  |  | $551997.05         | $537142.99         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC057FP R25F057 | 2055-07-25      | 5.4984%  |  | $857.06            | $859.48            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL009FC R25F009 | 2055-03-25      | 5.6484%  |  | $11820464.34       | $11847977.64       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $599458.85         | $598966.03         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC103FM R24F103 | 2055-01-25      | 5.8484%  |  | $25553651.83       | $25678400.18       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL105FB R24F105 | 2055-01-25      | 5.5484%  |  | $39235147.03       | $39124052.24       | Agency Collateralized Mortgage Obligation |
| FMAC FTRA 3588TE 12/15/37 | 2037-12-15      | 6.9194%  |  | $1021515.44        | $1054025.88        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL107MA R09F107 | 2038-02-25      | 6.5095%  |  | $428114.73         | $442845.27         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $9186999.15        | $8832098.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1984%  |  | $9560254.31        | $9553529.62        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8484%  |  | $3013659.71        | $3040429.52        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0984%  |  | $3780218.40        | $3825432.07        | Agency Collateralized Mortgage Obligation |
| FMAC FERA RM0087 09/25/53 | 2053-09-25      | 5.6984%  |  | $8518272.02        | $8569118.90        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8984%  |  | $775134.69         | $782444.50         | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.000 CLDC2726 | 2055-01-01      | 6.0000%  |  | $2333160.59        | $2397674.04        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL9418 | 2030-11-01      | 1.6100%  |  | $10200000.00       | $9005663.86        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5038 | 2048-12-01      | 4.5000%  |  | $5276775.25        | $5194626.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2632 | 2048-11-01      | 4.0000%  |  | $4842637.47        | $4596225.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $527175.31         | $506202.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2901 | 2053-06-01      | 6.0000%  |  | $2537108.41        | $2619672.68        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBD9908 | 2052-11-01      | 3.8640%  |  | $4717924.68        | $4646850.71        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $205877.41         | $192771.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7461 | 2054-01-01      | 6.0000%  |  | $1342141.01        | $1395759.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE2272 | 2055-06-01      | 6.0000%  |  | $1308836.15        | $1345908.50        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49334 G | 2047-07-01      | 4.5000%  |  | $281211.13         | $275912.55         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3649 | 2031-09-01      | 2.8500%  |  | $8838883.12        | $8288191.24        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  |  | $537478.71         | $507139.23         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9080 | 2053-05-01      | 6.5000%  |  | $57832.33          | $61066.05          | Agency Mortgage-Backed Securities         |
| FMAC FMAR 8B0361 G        | 2054-07-01      | 5.9520%  |  | $8109540.36        | $8313854.82        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $92343914.95       | $91719290.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $18800326.80       | $18690643.60       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  |  | $101800281.09      | $104001282.36      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $1358922.63        | $1394762.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7416 | 2053-11-01      | 5.5000%  |  | $42226605.20       | $42759199.99       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4407 | 2052-08-01      | 5.0000%  |  | $4060627.62        | $4041753.37        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.050 WNWN2149 | 2028-11-01      | 2.0500%  |  | $1255600.67        | $1183145.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA0807 | 2047-12-01      | 4.0000%  |  | $19184624.89       | $18437002.18       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2776 | 2050-07-01      | 2.0000%  |  | $3079235.62        | $2484960.25        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZL4152 | 2042-11-01      | 3.0000%  |  | $410197.49         | $376793.19         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $14277974.32       | $14188821.06       | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.650 WNWN2124 | 2028-09-01      | 1.6500%  |  | $1168750.00        | $1089953.27        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFA2441 | 2050-07-01      | 3.0000%  |  | $1726602.45        | $1548481.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK7794 | 2048-07-01      | 4.5000%  |  | $1463792.17        | $1442611.09        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q38428 G | 2046-01-01      | 3.0000%  |  | $223485.82         | $202084.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB3967 | 2054-05-01      | 6.5000%  |  | $1068295.25        | $1136474.45        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3097 | 2028-09-01      | 1.4000%  |  | $16362500.00       | $15198011.78       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD4154 | 2045-08-01      | 3.5000%  |  | $79823.32          | $74829.75          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX X2BM6011 | 2026-11-01      | 3.3426%  |  | $82945.85          | $82357.59          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9273 | 2033-09-01      | 4.2700%  |  | $13540338.50       | $13440249.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB2669 | 2054-04-01      | 6.5000%  |  | $422036.41         | $443958.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5599 | 2054-05-01      | 5.5000%  |  | $3200003.55        | $3268409.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  |  | $13688504.99       | $12800274.64       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $9241764.99        | $7462748.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9079 | 2053-05-01      | 6.5000%  |  | $64242.74          | $67969.82          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $444545.66         | $432369.11         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7500 | 2052-07-01      | 4.5000%  |  | $2562391.61        | $2490757.39        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA1300 | 2049-08-01      | 5.5000%  |  | $396044.40         | $412166.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $10702920.77       | $10859930.23       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $355527.94         | $355158.15         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQA9606 | 2050-05-01      | 3.0000%  |  | $479862.49         | $426810.49         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q58278 G | 2048-09-01      | 4.0000%  |  | $612752.25         | $583615.95         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49383 G | 2047-07-01      | 4.5000%  |  | $307847.33         | $302571.13         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49246 G | 2047-07-01      | 4.5000%  |  | $202143.33         | $199965.43         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q49212 G | 2047-06-01      | 4.5000%  |  | $360483.54         | $356600.05         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q48625 G | 2047-06-01      | 4.5000%  |  | $333432.47         | $329080.18         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q63806 G | 2049-05-01      | 5.0000%  |  | $126302.50         | $126871.10         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q20120 G | 2043-07-01      | 4.5000%  |  | $101915.83         | $100190.80         | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q09890 G | 2042-08-01      | 3.5000%  |  | $594252.94         | $562009.50         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01941 G | 2041-07-01      | 5.0000%  |  | $168562.58         | $171814.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  |  | $44678706.79       | $39464225.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $24728591.46       | $19968153.53       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  |  | $1869.36           | $1514.11           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $7030922.31        | $5672010.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $2219572.07        | $1785939.95        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $11658999.74       | $9405601.38        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $9600217.01        | $7716026.16        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $18030850.57       | $14556351.75       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $22840929.81       | $18513134.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBK2767 | 2050-07-01      | 2.0000%  |  | $2666864.05        | $2148725.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $1414807.94        | $1345411.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK2004 | 2048-04-01      | 4.5000%  |  | $2978690.69        | $2940816.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  |  | $227249.92         | $192735.99         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK0913 | 2048-07-01      | 4.5000%  |  | $1061967.31        | $1050657.35        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CTBJ4288 | 2038-01-01      | 4.0000%  |  | $492852.55         | $483868.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAQ6240 | 2042-12-01      | 4.0000%  |  | $533444.90         | $515639.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP1243 | 2037-08-01      | 3.5000%  |  | $123663.55         | $119570.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO9108 | 2037-07-01      | 3.5000%  |  | $580438.99         | $554755.85         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO7345 | 2042-08-01      | 4.0000%  |  | $76237.12          | $74557.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO3178 | 2042-06-01      | 4.0000%  |  | $184646.44         | $180577.22         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAO2978 | 2042-05-01      | 3.5000%  |  | $308476.84         | $291569.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5376 | 2045-07-01      | 3.5000%  |  | $14028985.61       | $13100129.59       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  |  | $133730.99         | $124878.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  |  | $77574.10          | $76818.61          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI6285 | 2041-07-01      | 5.5000%  |  | $162641.31         | $168094.79         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI3666 | 2041-05-01      | 5.5000%  |  | $134255.22         | $138485.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI2839 | 2041-06-01      | 5.5000%  |  | $271823.83         | $281160.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7980 | 2050-12-01      | 2.0000%  |  | $19633443.99       | $15892635.93       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $6252856.05        | $5272385.98        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTCA6351 | 2040-07-01      | 2.5000%  |  | $411.51            | $374.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $3776527.20        | $3485063.22        | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q01869 G | 2041-07-01      | 5.0000%  |  | $193920.81         | $196871.87         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q01608 G | 2041-06-01      | 5.5000%  |  | $100546.87         | $103975.79         | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC Q00961 G | 2041-05-01      | 5.0000%  |  | $188351.40         | $191032.19         | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC Q00421 G | 2041-05-01      | 5.5000%  |  | $112042.40         | $115754.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD4263 | 2053-11-01      | 6.0000%  |  | $47600857.66       | $49447136.28       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  |  | $351133.33         | $349446.80         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  |  | $604846.80         | $626661.61         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $4146977.25        | $4244948.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  |  | $572654.57         | $524865.52         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $45768.97          | $43688.73          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $1640817.94        | $1544768.10        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $325737.89         | $309286.87         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $780324.26         | $744625.30         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $5225198.26        | $4998038.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1537 | 2048-04-01      | 4.0000%  |  | $9057853.79        | $8686491.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1692 | 2048-05-01      | 4.0000%  |  | $160988.68         | $153763.69         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ1623 | 2034-06-01      | 4.5600%  |  | $3682200.00        | $3687526.92        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0997 | 2035-03-01      | 5.6000%  |  | $7411150.00        | $7902127.99        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0717 | 2034-09-01      | 5.1900%  |  | $4782707.70        | $4963970.73        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ0716 | 2035-09-01      | 5.2100%  |  | $8264368.31        | $8549366.89        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  |  | $1777.35           | $1541.09           | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0212A2 R19M02 | 2031-02-25      | 2.3500%  |  | $12525922.86       | $11641740.22       | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $9852156.20        | $9228572.73        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  |  | $4980328.50        | $4322368.45        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL012A1 R18M012 | 2030-08-25      | 3.5460%  |  | $43024.13          | $42948.36          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL003A2 R16M003 | 2026-02-25      | 2.7020%  |  | $2656175.91        | $2638072.89        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  |  | $4849250.00        | $4252174.24        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL008A1 R23M008 | 2033-04-25      | 4.6253%  |  | $2416386.38        | $2458190.40        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5397%  |  | $3981157.65        | $3799315.25        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  |  | $10837563.75       | $9503555.99        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL01SA1 R21M01S | 2030-12-25      | 0.8330%  |  | $192702.95         | $179191.76         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  |  | $4805799.43        | $4224321.72        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL020A1 R20M020 | 2029-10-25      | 1.0860%  |  | $290472.55         | $277831.09         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $39650.35          | $36115.29          | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC023A R19M023  | 2037-12-25      | 3.1998%  |  | $1510978.96        | $1416001.13        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0211A2 R19M02 | 2029-05-25      | 2.2500%  |  | $1573583.20        | $1503440.73        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL014A2 R19M014 | 2029-06-25      | 2.7520%  |  | $123575.24         | $118224.12         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $788.21            | $772.92            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  |  | $1196045.06        | $1184828.55        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL012A2 R17M012 | 2027-06-25      | 3.1625%  |  | $5552802.72        | $5465391.12        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL014AL R12M014 | 2027-09-25      | 2.9715%  |  | $6590786.90        | $6444455.32        | Agency Mortgage-Backed Securities         |
| FNMA MNRM RC019A2 R19M019 | 2029-09-25      | 2.5600%  |  | $346077.95         | $335582.13         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G | 2031-09-25      | 1.5826%  |  | $3242585.63        | $3079931.77        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $1350022.41        | $919951.18         | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $12538122.19       | $7187078.69        | U.S. Treasuries (including strips)        |
| USTR 6 1/8 TPRN 27        | 2027-11-15      | 0.0000%  |  | $1415335.00        | $1308225.28        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $868700.00         | $718939.60         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/30        | 2030-02-15      | 0.0000%  |  | $2388500.00        | $2018669.44        | U.S. Treasuries (including strips)        |
| USTR TINT 11/15/28        | 2028-11-15      | 0.0000%  |  | $1412700.00        | $1255626.13        | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/28        | 2028-08-15      | 0.0000%  |  | $684250.00         | $613998.74         | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/28        | 2028-02-15      | 0.0000%  |  | $3230219.70        | $2952246.38        | U.S. Treasuries (including strips)        |

### Security 196: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 10/27/2025
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $3400000000.00
- **C.18.a - Value (excl. sponsor support):** $3400000000.00
- **C.19 - Percentage of Net Assets:** 1.8700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DK4456 C     | 2055-06-20      | 6.0000%  |  | $904115.59         | $940540.30         | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3116 C     | 2055-08-20      | 6.0000%  |  | $21679426.80       | $22366549.01       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3115 C     | 2055-08-20      | 6.0000%  |  | $12118752.60       | $12502852.43       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2442 C     | 2055-06-20      | 6.0000%  |  | $1756166.45        | $1829074.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ2441 C     | 2055-06-20      | 6.0000%  |  | $1173209.18        | $1220475.04        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8267 M     | 2052-09-20      | 4.0000%  |  | $89636964.48       | $84592295.71       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8200 M     | 2052-08-20      | 4.0000%  |  | $1806.45           | $1705.88           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8100 M     | 2052-06-20      | 4.0000%  |  | $19247116.54       | $18146145.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8722 | 2051-01-01      | 2.0000%  |  | $3709.44           | $3004.51           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0272 C     | 2055-08-20      | 6.5000%  |  | $1479696.15        | $1555562.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1076 C     | 2055-07-20      | 6.0000%  |  | $1597915.00        | $1648560.38        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1003 C     | 2055-08-20      | 6.0000%  |  | $17272294.95       | $17819734.59       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8875 C     | 2055-08-20      | 6.0000%  |  | $6563657.50        | $6852259.33        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL2004 C     | 2055-06-20      | 6.0000%  |  | $1750242.87        | $1805714.48        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $897.80            | $847.14            | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3118 C     | 2055-08-20      | 6.0000%  |  | $10293051.20       | $10518197.98       | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL8927 C     | 2055-08-20      | 6.0000%  |  | $3222915.25        | $3364628.98        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DL0280 C     | 2055-08-20      | 6.5000%  |  | $1436835.75        | $1514024.80        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DM1074 C     | 2055-08-20      | 6.0000%  |  | $1196390.30        | $1240844.18        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5932 C     | 2055-06-20      | 6.0000%  |  | $1529415.74        | $1583521.36        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DJ3049 C     | 2055-08-20      | 6.0000%  |  | $10945904.75       | $11292831.55       | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2024-184 JF     | 2054-11-20      | 5.5450%  |  | $9942523.28        | $9964498.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FW     | 2054-06-20      | 5.4950%  |  | $452022.77         | $452934.84         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 NL     | 2055-07-20      | 5.0000%  |  | $2801731.75        | $2652337.50        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 MA     | 2053-02-20      | 5.0000%  |  | $17593764.16       | $17661726.91       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-110 LT     | 2052-09-20      | 5.0000%  |  | $850000.00         | $840687.31         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-105 DF     | 2055-06-20      | 5.7450%  |  | $42180817.35       | $42399113.96       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-181 FW     | 2047-09-20      | 5.3450%  |  | $781.98            | $783.93            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-131 EF     | 2065-08-20      | 5.3497%  |  | $51584108.95       | $52022440.66       | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2025-116 LM     | 2054-03-20      | 5.0000%  |  | $1960520.75        | $1928164.10        | Agency Collateralized Mortgage Obligation |
| FNMA MNRM CL051A1 R20M051 | 2030-12-25      | 0.8500%  |  | $1660983.86        | $1574863.69        | Agency Mortgage-Backed Securities         |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $142223530.00      | $142541979.30      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BE 27     | 2027-07-31      | 3.8750%  |  | $425147135.00      | $428039694.95      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $136000.00         | $137953.63         | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $595000.00         | $609009.91         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE L 32      | 2032-05-31      | 4.1250%  |  | $42132120.00       | $43112468.83       | U.S. Treasuries (including strips)        |
| USTR TRFR BB 04/30/27     | 2027-04-30      | 4.3034%  |  | $582250.00         | $583896.25         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $6603905.00        | $6807096.87        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $340.00            | $348.81            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $510.00            | $523.60            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $143274385.00      | $145095309.02      | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $6293995.00        | $6515437.59        | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $126153430.00      | $126944428.41      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $8707910.00        | $8873786.17        | U.S. Treasuries (including strips)        |
| USTR 1 3/4 TRIN A 34      | 2034-01-15      | 1.7500%  |  | $10602568.21       | $10689243.62       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $28930940.00       | $29381418.46       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $69672800.00       | $71695553.20       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE BJ 26     | 2026-10-31      | 4.1250%  |  | $2434995.00        | $2475642.81        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $9389525.00        | $9684104.25        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $25500.00          | $25059.47          | U.S. Treasuries (including strips)        |
| USTR TRFR BF 07/31/26     | 2026-07-31      | 4.3254%  |  | $42058000.00       | $42228928.00       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $92320540.00       | $94946999.17       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $10200000.00       | $10460074.08       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $19353480.00       | $20394560.80       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $212500.00         | $221316.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $62201215.00       | $65012649.08       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $2508010.00        | $2579945.87        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $93500.00          | $97546.43          | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE E 33      | 2033-08-15      | 3.8750%  |  | $12872060.00       | $12766189.69       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $392700.00         | $397271.55         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $6789545.00        | $6889194.71        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE S 29      | 2029-11-30      | 3.8750%  |  | $21363985.00       | $21740283.59       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $1275085.00        | $1304835.02        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $318410.00         | $296056.41         | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $295800.00         | $286265.33         | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $640050.00         | $555478.02         | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $22695.00          | $21254.39          | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $2742865.00        | $2548343.88        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $6471135.00        | $6075936.60        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE L 28      | 2028-05-31      | 1.2500%  |  | $221000.00         | $208104.38         | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $8514280.00        | $8384205.86        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  |  | $16365220.00       | $16168958.67       | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $4250000.00        | $3979989.55        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $238464100.00      | $221383442.81      | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE T 25      | 2025-12-31      | 2.6250%  |  | $21335.00          | $21314.46          | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $52245505.00       | $51685655.23       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $9416093.66        | $9334271.70        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $4012850.00        | $3920971.70        | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $1103555.00        | $776449.43         | U.S. Treasuries (including strips)        |
| USTR 1 1/8 BOND 40        | 2040-05-15      | 1.1250%  |  | $9027680.00        | $5668737.47        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $85.00             | $52.92             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $8714710.00        | $6382508.10        | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $85.00             | $64.93             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $170.00            | $136.85            | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $43010.00          | $46391.50          | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $1190.00           | $1238.77           | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $4104905.00        | $4156375.13        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  |  | $22380670.00       | $23090756.96       | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $1119059425.00     | $1138157512.48     | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $476000.00         | $466847.57         | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $1017195.00        | $1038741.81        | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $8241855.00        | $7173663.38        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $340.00            | $347.55            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $58607075.00       | $59733327.81       | U.S. Treasuries (including strips)        |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $52786870.00       | $54365341.62       | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $4442185.00        | $4353701.44        | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $85.00             | $86.41             | U.S. Treasuries (including strips)        |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $9436785.00        | $5497501.68        | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $1275000.00        | $1198234.18        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $84491445.00       | $87786173.27       | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $129766780.00      | $128932914.24      | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  |  | $9408990.00        | $9299965.28        | U.S. Treasuries (including strips)        |

### Security 197: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.330%, 10/21/2025
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 03.000 CLQD5776 | 2052-01-01      | 3.0000%  |  | $2488409.30        | $2193483.86        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  |  | $308030.54         | $295136.11         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q31601 G | 2045-02-01      | 4.0000%  |  | $1344103.11        | $1287835.07        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD8191 | 2052-01-01      | 3.5000%  |  | $26151.57          | $23805.99          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  |  | $543098.04         | $556043.75         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2381 | 2053-03-01      | 5.5000%  |  | $627.79            | $640.40            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  |  | $639.99            | $639.81            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9478 | 2053-07-01      | 5.5000%  |  | $6499031.97        | $6612107.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  |  | $156.44            | $147.58            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $417.84            | $413.39            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0668 | 2043-04-01      | 4.0000%  |  | $2613124.92        | $2525914.78        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $2108.51           | $2043.90           | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $11.91             | $12.24             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  |  | $18.00             | $18.09             | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5936 C     | 2055-06-20      | 6.0000%  |  | $2934905.94        | $3027923.87        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK5935 C     | 2055-06-20      | 6.0000%  |  | $1873363.42        | $1934462.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2758 | 2052-02-01      | 3.0000%  |  | $156246.79         | $136089.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  |  | $116958.61         | $107963.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA9520 | 2049-05-01      | 3.5000%  |  | $1259617.04        | $1153882.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8849 | 2051-02-01      | 2.0000%  |  | $44576105.95       | $35994962.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $22548785.91       | $18190614.21       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8722 | 2051-01-01      | 2.0000%  |  | $660.15            | $534.70            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  |  | $40850930.33       | $32986822.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8076 | 2050-12-01      | 2.0000%  |  | $26596741.20       | $21557311.86       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $61075341.83       | $49100822.12       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  |  | $39582640.27       | $33570886.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $28135380.97       | $23745655.05       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  |  | $1376489.43        | $1161077.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5161 | 2050-02-01      | 3.5000%  |  | $15227250.29       | $14191754.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY6470 | 2053-08-01      | 6.0000%  |  | $547381.01         | $562821.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBY1455 | 2053-12-01      | 3.0000%  |  | $41229.10          | $35873.99          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX3284 | 2053-02-01      | 5.0000%  |  | $65789.20          | $65578.41          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1435 | 2052-08-01      | 4.5000%  |  | $3232.02           | $3144.65           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CICA7514 | 2035-10-01      | 2.5000%  |  | $97533.05          | $92310.49          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  |  | $180.85            | $178.68            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $21201.71          | $21386.78          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH0239 | 2053-09-01      | 6.0000%  |  | $680611.77         | $710582.28         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLQD0528 | 2051-11-01      | 3.0000%  |  | $274549.00         | $241918.39         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  |  | $1011876.71        | $1002822.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6347 | 2045-12-01      | 4.0000%  |  | $230956.97         | $221363.28         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB5344 | 2054-05-01      | 6.0000%  |  | $972964.01         | $999804.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBV3102 | 2052-03-01      | 2.0000%  |  | $46356.72          | $37151.92          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5138 | 2054-11-01      | 5.5000%  |  | $2079549.61        | $2143578.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $29709.41          | $27314.60          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  |  | $3442715.62        | $3519594.14        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $93.42             | $86.69             | Agency Mortgage-Backed Securities         |
| FMAC 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  |  | $65.44             | $66.22             | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  |  | $15.69             | $15.46             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6135 | 2051-02-01      | 2.0000%  |  | $2057387.91        | $1667154.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1995 | 2055-06-01      | 6.0000%  |  | $1130117.66        | $1161666.78        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE1779 | 2055-06-01      | 6.0000%  |  | $2078891.33        | $2154067.50        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBV1788 | 2055-06-01      | 6.0000%  |  | $6656632.37        | $6863105.58        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDE0957 | 2055-06-01      | 6.0000%  |  | $1616.21           | $1663.38           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBY6988 | 2053-07-01      | 5.5000%  |  | $1338704.36        | $1374218.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY7583 | 2054-09-01      | 5.0000%  |  | $1328196.23        | $1319419.36        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF2390 | 2052-10-01      | 5.0000%  |  | $2641521.20        | $2627042.73        | Agency Mortgage-Backed Securities         |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $48.70             | $33.18             | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $14.70             | $11.63             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $410898960.00      | $413941309.32      | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $5573040.00        | $5733959.35        | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $88515680.00       | $85776920.15       | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE K 28      | 2028-04-30      | 1.2500%  |  | $10613360.00       | $10026112.75       | U.S. Treasuries (including strips)        |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $94290720.00       | $97667475.67       | U.S. Treasuries (including strips)        |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $209199200.00      | $199025299.41      | U.S. Treasuries (including strips)        |
| USTR 3 7/8 BOND 43        | 2043-02-15      | 3.8750%  |  | $173600.00         | $155185.24         | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $56616320.00       | $56990186.49       | U.S. Treasuries (including strips)        |
| USTR 5 3/8 TPRN 31        | 2031-02-15      | 0.0000%  |  | $80.00             | $65.19             | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $394618720.00      | $390390084.45      | U.S. Treasuries (including strips)        |
| GNMA GNRA 2025-069 VF     | 2055-04-20      | 5.4950%  |  | $2390.64           | $2394.46           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  |  | $4856.33           | $4850.53           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 06.500 CLDB1974 | 2054-09-01      | 6.5000%  |  | $877752.63         | $916052.98         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD0067 | 2055-01-01      | 5.0000%  |  | $1021138.73        | $1026432.20        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF DK4457 C     | 2055-06-20      | 6.0000%  |  | $6374094.71        | $6654361.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  |  | $27778250.66       | $22351284.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1051 | 2053-10-01      | 5.5000%  |  | $608721.86         | $615239.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDC1063 | 2054-09-01      | 7.0000%  |  | $878482.08         | $932712.92         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  |  | $362.38            | $341.84            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG1496 | 2053-04-01      | 5.5000%  |  | $46793.66          | $47480.11          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2291 | 2051-12-01      | 2.5000%  |  | $3320286.89        | $2768951.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBV1780 | 2055-06-01      | 5.0000%  |  | $2020307.57        | $2003361.00        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBU5223 | 2054-12-01      | 4.5000%  |  | $16596.65          | $16032.53          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  |  | $8917769.90        | $8542314.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM3330 | 2048-01-01      | 3.5000%  |  | $42829.81          | $39653.52          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDE1957 | 2055-06-01      | 5.0000%  |  | $935767.66         | $930189.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE0308 | 2055-06-01      | 5.5000%  |  | $3269.24           | $3314.94           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3225 | 2055-01-01      | 6.5000%  |  | $319066.54         | $337085.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC8770 | 2055-01-01      | 5.0000%  |  | $1039444.47        | $1036271.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3003 | 2054-09-01      | 5.5000%  |  | $1301772.05        | $1335037.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC2897 | 2054-09-01      | 6.0000%  |  | $639656.74         | $661575.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC1906 | 2054-09-01      | 6.5000%  |  | $1103274.17        | $1157679.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC0487 | 2054-09-01      | 6.5000%  |  | $1047470.87        | $1097379.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB9940 | 2054-09-01      | 5.0000%  |  | $1338051.18        | $1335908.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  |  | $67953.71          | $71349.06          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDB8013 | 2054-06-01      | 6.5000%  |  | $2202263.92        | $2295742.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDB2856 | 2055-01-01      | 5.0000%  |  | $461515.33         | $461552.66         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  |  | $450026.80         | $455631.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDB1988 | 2054-09-01      | 4.5000%  |  | $358737.97         | $346545.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA3301 | 2053-10-01      | 6.0000%  |  | $445322.86         | $457879.48         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDA1508 | 2053-10-01      | 5.5000%  |  | $20225.23          | $20475.98          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  |  | $154390.53         | $138658.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP2134 | 2042-08-01      | 3.5000%  |  | $3631543.96        | $3429500.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT257367 | 2028-09-01      | 5.5000%  |  | $30542.75          | $30972.94          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI7509 | 2054-06-01      | 6.0000%  |  | $15635104.67       | $16268774.62       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  |  | $1459241.38        | $1526246.18        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $1854753.51        | $1887838.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA9302 | 2053-06-01      | 6.5000%  |  | $5643275.19        | $5897530.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9269 | 2053-06-01      | 5.5000%  |  | $665282.86         | $672592.83         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9844 | 2053-09-01      | 5.5000%  |  | $21784809.06       | $22299470.34       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA8769 | 2053-03-01      | 5.0000%  |  | $1126555.13        | $1125591.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  |  | $1496862.59        | $1543877.06        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ8657 | 2054-11-01      | 5.5000%  |  | $751.82            | $759.84            | Agency Mortgage-Backed Securities         |

### Security 198: Royal Bank of Canada, Three World Financial Center Branch

- **C.1 - Title:** Royal Bank of Canada, Three World Financial Center Branch, REPO,  4.300%, 10/31/2025
- **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: 933FLL000, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CLAS8105 | 2046-10-01      | 3.0000%  |  | $19217694.97       | $17295278.47       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7884 | 2046-09-01      | 3.0000%  |  | $24674.71          | $22119.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8005 | 2046-09-01      | 3.0000%  |  | $13909809.72       | $12465475.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5375 | 2045-07-01      | 3.5000%  |  | $26931090.40       | $25147988.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  |  | $102316.40         | $94068.92          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6110 | 2027-07-01      | 3.0000%  |  | $793000.00         | $779961.75         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN5952 | 2032-07-01      | 3.0100%  |  | $935163.64         | $875630.30         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX JUAL8079 | 2037-05-01      | 5.5000%  |  | $138098.34         | $141516.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL6744 | 2045-04-01      | 3.5000%  |  | $7644144.06        | $7213979.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI1622 | 2041-04-01      | 5.0000%  |  | $138402.07         | $141030.86         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HL466923 | 2040-12-01      | 5.3000%  |  | $497167.66         | $518186.03         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462306 | 2037-04-01      | 6.4440%  |  | $100.43            | $104.36            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462207 | 2036-01-01      | 6.4940%  |  | $628409.21         | $629630.14         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462210 | 2036-01-01      | 6.3950%  |  | $236104.82         | $237000.58         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  |  | $137054.23         | $130049.54         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q44619 G | 2046-11-01      | 4.5000%  |  | $398030.45         | $394291.35         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM3878 | 2050-07-01      | 2.5000%  |  | $378033.66         | $320963.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2236 | 2055-01-01      | 6.5000%  |  | $1150.75           | $1202.53           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6922 | 2055-03-01      | 6.5000%  |  | $1821167.16        | $1906914.19        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQJ9080 | 2054-11-01      | 6.0000%  |  | $2187331.72        | $2245328.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD5693 | 2055-05-01      | 6.5000%  |  | $1983633.24        | $2077591.12        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC5314 | 2054-11-01      | 5.5000%  |  | $5050471.77        | $5107131.89        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS7355 | 2046-06-01      | 3.5000%  |  | $215.53            | $200.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBH7100 | 2048-01-01      | 4.0000%  |  | $303.13            | $288.11            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8856 | 2054-02-01      | 6.0000%  |  | $1781012.45        | $1854528.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB4849 | 2054-12-01      | 5.5000%  |  | $16194254.96       | $16423869.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  |  | $63732.44          | $60211.24          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7356 | 2052-08-01      | 5.0000%  |  | $2121468.97        | $2128842.96        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 GLAS9535 | 2047-05-01      | 4.0000%  |  | $87932.46          | $85863.42          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8003 | 2050-12-01      | 2.0000%  |  | $15487614.29       | $12461776.72       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  |  | $5399.64           | $5384.24           | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQY3347 | 2055-05-01      | 6.0000%  |  | $864.04            | $886.82            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG2186 | 2053-04-01      | 6.0000%  |  | $5215999.42        | $5361915.26        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLSD0940 | 2052-03-01      | 3.0000%  |  | $1734.82           | $1522.72           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  |  | $562505.23         | $547098.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  |  | $9665.93           | $8673.08           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0367 | 2054-12-01      | 5.5000%  |  | $918455.71         | $935938.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4233 | 2041-01-01      | 2.5000%  |  | $244678.63         | $222452.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  |  | $15663032.22       | $12686438.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBO9174 | 2049-12-01      | 3.5000%  |  | $96126.48          | $88168.96          | Agency Mortgage-Backed Securities         |
| FMAC FERA 5566DF 07/25/51 | 2051-07-25      | 5.2984%  |  | $3992847.18        | $3974634.65        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5562FP 07/25/55 | 2055-07-25      | 5.4984%  |  | $41506272.92       | $41624189.42       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5509FA 02/25/55 | 2055-02-25      | 5.5984%  |  | $16867553.67       | $16903836.50       | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5492CL 01/25/55 | 2055-01-25      | 4.5000%  |  | $3347595.90        | $3257338.01        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5491FA 01/25/55 | 2055-01-25      | 5.6484%  |  | $51180909.27       | $51275982.87       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FC 12/25/54 | 2054-12-25      | 5.8484%  |  | $16065448.75       | $16146576.39       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5452FA 09/25/54 | 2054-09-25      | 5.2484%  |  | $26293192.15       | $26316860.08       | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5427FA 07/25/54 | 2054-07-25      | 5.6984%  |  | $121533.04         | $121965.72         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 05357F 11/25/53 | 2053-11-25      | 5.4484%  |  | $264298.33         | $265192.82         | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5269FL 10/25/52 | 2052-10-25      | 5.1684%  |  | $2781334.64        | $2750198.33        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL059FD R25F059 | 2055-08-25      | 5.4484%  |  | $33678139.96       | $33655588.27       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL060FB R25F060 | 2055-08-25      | 5.2984%  |  | $38053454.33       | $38167793.92       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC034FB R25F034 | 2055-05-25      | 5.3984%  |  | $1441.72           | $1436.34           | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL004CA R25F004 | 2054-07-25      | 5.0000%  |  | $1514246.11        | $1513001.23        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL095FA R24F095 | 2054-12-25      | 5.8484%  |  | $47266.02          | $47405.12          | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC052FT R24F052 | 2054-08-25      | 5.6484%  |  | $1205665.49        | $1206735.64        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL011FD R24F011 | 2054-03-25      | 5.6984%  |  | $691411.06         | $698012.08         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FE R23F053 | 2053-11-25      | 5.8984%  |  | $9904516.39        | $9997919.72        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC053FD R23F053 | 2053-11-25      | 5.8484%  |  | $6696386.07        | $6755868.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL065FB R24F065 | 2054-09-25      | 5.4484%  |  | $18140936.51       | $18147782.48       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL084FJ R24F084 | 2054-11-25      | 5.8184%  |  | $16958963.88       | $17032472.29       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL053FC R23F053 | 2053-11-25      | 6.0984%  |  | $4940181.39        | $4999268.92        | Agency Collateralized Mortgage Obligation |
| FMAC FGRM 4204YA 02/15/33 | 2033-02-15      | 3.0000%  |  | $69372.30          | $67448.70          | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5481FG 12/25/54 | 2054-12-25      | 5.6984%  |  | $34035998.53       | $34115545.91       | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC081AX R13F081 | 2043-08-25      | 3.5000%  |  | $967729.75         | $930345.60         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC009FM R24F009 | 2054-03-25      | 5.1984%  |  | $56961112.50       | $56921045.99       | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC040FA R23F040 | 2053-09-25      | 5.2484%  |  | $17776572.21       | $17700668.99       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-097 FT     | 2054-06-20      | 5.4950%  |  | $941.14            | $940.02            | Agency Collateralized Mortgage Obligation |
| FMAC FERM 5202GA 05/25/48 | 2048-05-25      | 3.0000%  |  | $2219815.02        | $2054443.98        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA RC046FL R25F046 | 2055-06-25      | 5.8484%  |  | $123879405.30      | $124638516.12      | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5514FL 03/25/55 | 2055-03-25      | 5.4484%  |  | $30319845.73       | $30279137.61       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLCB3905 | 2052-06-01      | 3.5000%  |  | $1009277.18        | $918491.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5004 | 2045-05-01      | 3.5000%  |  | $20177787.61       | $18883608.97       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  |  | $97930246.59       | $97019386.50       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  |  | $31246762.19       | $31064465.11       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  |  | $7044243.92        | $6643913.28        | Agency Mortgage-Backed Securities         |
| FNMA FNRM RC025GA R21F025 | 2051-05-25      | 1.0000%  |  | $2672249.09        | $2028225.78        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5449FL 08/25/54 | 2054-08-25      | 5.6984%  |  | $3880350.61        | $3882151.68        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5563FE 08/25/55 | 2055-08-25      | 5.3984%  |  | $46512186.46       | $46585682.26       | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 02.000 CLFM5606 | 2051-02-01      | 2.0000%  |  | $181722.97         | $147188.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFM3228 | 2047-09-01      | 3.5000%  |  | $872971.66         | $821075.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3181 | 2050-04-01      | 4.0000%  |  | $132643.19         | $126159.74         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  |  | $2738533.58        | $2709368.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA4949 | 2047-07-01      | 4.0000%  |  | $5347243.72        | $5134509.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAB2385 | 2041-01-01      | 5.5000%  |  | $165626.55         | $172037.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM6896 | 2048-06-01      | 4.5000%  |  | $2624898.79        | $2580433.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB1642 | 2051-09-01      | 3.5000%  |  | $375605.60         | $342352.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL8400 | 2043-08-01      | 3.0000%  |  | $810024.73         | $742953.34         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDA7509 | 2054-01-01      | 7.0000%  |  | $1163734.46        | $1240537.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQA8843 | 2050-04-01      | 5.0000%  |  | $463.15            | $470.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAI2444 | 2041-05-01      | 5.0000%  |  | $104170.71         | $106320.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7336 | 2050-10-01      | 2.0000%  |  | $15581321.73       | $12578840.85       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  |  | $560822.79         | $447447.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4102 | 2041-12-01      | 3.5000%  |  | $24931.26          | $23564.83          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 KL954929 | 2037-07-01      | 6.0000%  |  | $31225.34          | $32311.88          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953095 | 2038-02-01      | 5.5000%  |  | $89481.40          | $92944.77          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL953088 | 2037-10-01      | 5.5000%  |  | $171067.30         | $176937.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930424 | 2038-12-01      | 5.5000%  |  | $173602.30         | $179561.33         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930318 | 2038-11-01      | 5.5000%  |  | $169543.04         | $175364.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL930245 | 2038-11-01      | 5.5000%  |  | $127286.68         | $131656.78         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZA5384 | 2048-04-01      | 4.0000%  |  | $634295.45         | $605466.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CTZA2494 | 2038-02-01      | 3.5000%  |  | $267806.40         | $259108.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 3VZN0630 | 2042-06-01      | 4.0000%  |  | $175671.37         | $170026.71         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8704 | 2048-10-01      | 4.0000%  |  | $1453447.17        | $1375413.20        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM5061 | 2047-12-01      | 4.0000%  |  | $300484.92         | $288165.67         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2891 | 2047-03-01      | 4.0000%  |  | $1907210.92        | $1827243.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2630 | 2047-02-01      | 4.0000%  |  | $490592.02         | $465096.49         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZL1534 | 2041-06-01      | 4.5000%  |  | $1115815.86        | $1118947.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLZI5168 | 2036-08-01      | 6.0000%  |  | $76877.54          | $79809.94          | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  |  | $32.27             | $34.17             | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  |  | $726.03            | $742.35            | Agency Mortgage-Backed Securities         |
| FMAC 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  |  | $582.61            | $598.84            | Agency Mortgage-Backed Securities         |
| FMAC 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  |  | $62.01             | $64.06             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM2629 | 2050-03-01      | 2.5000%  |  | $382963.94         | $323313.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA1969 | 2051-10-01      | 3.5000%  |  | $15543766.95       | $14436199.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLFA1547 | 2055-05-01      | 6.0000%  |  | $12561.75          | $12893.04          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB9994 | 2055-02-01      | 6.0000%  |  | $96850.63          | $100121.93         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9364 | 2054-10-01      | 5.5000%  |  | $64259161.79       | $65310684.45       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB8848 | 2054-07-01      | 6.0000%  |  | $4241695.83        | $4428651.40        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8201 | 2054-03-01      | 7.0000%  |  | $5566720.38        | $5984995.09        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8170 | 2054-03-01      | 6.5000%  |  | $9539955.37        | $10140262.37       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  |  | $695821.12         | $708066.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDD9132 | 2055-05-01      | 5.0000%  |  | $1359975.76        | $1356246.56        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD9099 | 2055-05-01      | 5.5000%  |  | $3271036.34        | $3332164.74        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD6169 | 2055-04-01      | 5.5000%  |  | $2500583.04        | $2529166.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD1682 | 2040-04-01      | 6.0000%  |  | $156197.70         | $162731.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $746.67            | $741.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  |  | $577708.53         | $584876.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  |  | $941707.75         | $935827.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4732 | 2052-09-01      | 4.0000%  |  | $2401957.12        | $2253919.97        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3365 | 2040-05-01      | 6.0000%  |  | $114177.39         | $118717.16         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD3316 | 2040-03-01      | 6.0000%  |  | $130560.96         | $136387.59         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAD3567 | 2038-11-01      | 7.0000%  |  | $445331.52         | $472670.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL925855 | 2036-12-01      | 5.5000%  |  | $141054.23         | $146507.63         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL889565 | 2037-08-01      | 5.5000%  |  | $227187.72         | $236504.18         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0010 | 2055-02-01      | 6.5000%  |  | $1519969.44        | $1596219.55        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  |  | $78395.81          | $77234.07          | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V81188 G | 2044-05-01      | 4.0000%  |  | $377071.92         | $362725.51         | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q08985 G | 2042-06-01      | 4.0000%  |  | $1765645.34        | $1729027.82        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLSD4030 | 2053-10-01      | 6.5000%  |  | $266528.70         | $277732.38         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD3822 | 2053-09-01      | 5.5000%  |  | $1645532.76        | $1684756.96        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  |  | $1554088.62        | $1590697.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD7523 | 2050-08-01      | 2.5000%  |  | $265528.20         | $225725.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $549569.44         | $462987.22         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  |  | $609145.06         | $512329.04         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD5359 | 2054-05-01      | 5.5000%  |  | $12733178.77       | $13033997.29       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD2917 | 2053-05-01      | 5.5000%  |  | $4062643.13        | $4122712.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  |  | $1421195.72        | $1379453.78        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZS3550 | 2041-07-01      | 4.5000%  |  | $600.52            | $602.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  |  | $30072.91          | $26431.43          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLFS7589 | 2050-10-01      | 4.5000%  |  | $2087613.06        | $2072091.66        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  |  | $716.95            | $663.63            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  |  | $80524.07          | $79757.48          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 U3BF0345 | 2043-10-01      | 3.0000%  |  | $47510.83          | $42889.95          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  |  | $5136437.88        | $4625322.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 I4BF0177 | 2057-02-01      | 3.0000%  |  | $4750407.08        | $4145126.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  |  | $113616.61         | $106509.01         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS9275 | 2033-09-01      | 4.2700%  |  | $1302196.13        | $1292570.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD4215 | 2055-02-01      | 6.0000%  |  | $861.94            | $886.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3788 | 2055-03-01      | 6.5000%  |  | $1308088.65        | $1370800.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD1799 | 2055-01-01      | 6.0000%  |  | $1913556.08        | $1965644.36        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC1995 | 2054-10-01      | 5.5000%  |  | $17667432.28       | $17848978.89       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  |  | $246915.96         | $261916.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB4916 | 2055-02-01      | 6.0000%  |  | $882549.19         | $917835.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB1977 | 2054-09-01      | 6.0000%  |  | $3550101.71        | $3651104.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDA7331 | 2054-01-01      | 6.0000%  |  | $3864465.89        | $3969972.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDA4875 | 2053-12-01      | 6.5000%  |  | $337543.76         | $352306.42         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS780193 | 2034-06-01      | 6.2050%  |  | $804.56            | $829.37            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAZ3750 | 2046-01-01      | 3.0000%  |  | $290306.35         | $261223.27         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRAV6391 | 2034-02-01      | 4.0000%  |  | $16281.64          | $16088.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  |  | $143185.42         | $136606.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8650 | 2047-01-01      | 3.0000%  |  | $25554.41          | $22816.08          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  |  | $162271.87         | $145738.53         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5149 | 2042-03-01      | 2.5000%  |  | $4625419.99        | $4109058.66        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ0073 | 2053-10-01      | 5.5000%  |  | $7798364.48        | $7940222.80        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6928 | 2055-03-01      | 6.5000%  |  | $2700097.15        | $2823417.49        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX6092 | 2055-02-01      | 7.0000%  |  | $9907.03           | $10520.55          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX5824 | 2055-02-01      | 6.5000%  |  | $7469942.87        | $7829841.40        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX3632 | 2055-01-01      | 6.5000%  |  | $1761182.25        | $1842873.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2348 | 2055-01-01      | 6.0000%  |  | $1679442.79        | $1737144.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQX2138 | 2054-12-01      | 6.0000%  |  | $922862.95         | $955257.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG2402 | 2053-05-01      | 6.5000%  |  | $51401.00          | $54832.46          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG0752 | 2053-04-01      | 5.5000%  |  | $4704445.84        | $4767164.46        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7826 | 2053-02-01      | 6.0000%  |  | $2879136.86        | $3003278.53        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7691 | 2053-02-01      | 6.0000%  |  | $1386529.09        | $1432076.11        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF7301 | 2053-01-01      | 6.0000%  |  | $2628954.80        | $2712888.57        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQF5852 | 2053-01-01      | 5.0000%  |  | $32073355.26       | $32039995.42       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF5829 | 2052-11-01      | 5.5000%  |  | $179994.17         | $184464.64         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  |  | $2891145.89        | $2928498.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9219 | 2052-09-01      | 5.0000%  |  | $136909.17         | $136871.91         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9014 | 2052-08-01      | 5.0000%  |  | $1797500.57        | $1794962.29        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLQE8787 | 2052-08-01      | 4.5000%  |  | $1382219.40        | $1361643.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  |  | $1125789.96        | $1056465.06        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA3990 | 2050-04-01      | 2.5000%  |  | $5325777.91        | $4488589.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CIMA4469 | 2036-11-01      | 1.5000%  |  | $290784.54         | $260044.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRMA2954 | 2047-02-01      | 3.5000%  |  | $922998.99         | $855806.71         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521 | 2048-11-01      | 4.0000%  |  | $460383.40         | $439315.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTMA1307 | 2033-01-01      | 3.0000%  |  | $191906.38         | $185535.72         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  |  | $1234238.50        | $1194578.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC9983 | 2040-02-01      | 5.5000%  |  | $506524.66         | $523911.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC8454 | 2040-01-01      | 5.5000%  |  | $160506.55         | $166013.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC3814 | 2039-11-01      | 6.0000%  |  | $94744.26          | $98784.79          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAB9174 | 2043-05-01      | 3.0000%  |  | $1032390.93        | $946401.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE7863 | 2052-08-01      | 5.0000%  |  | $1763807.24        | $1769925.70        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  |  | $382744.07         | $360073.41         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE8217 | 2040-11-01      | 4.0000%  |  | $348212.46         | $341181.04         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE4630 | 2040-10-01      | 5.5000%  |  | $256165.12         | $263642.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE2495 | 2040-09-01      | 6.0000%  |  | $121128.72         | $126296.03         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  |  | $270704.35         | $241829.25         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CTRB5059 | 2040-07-01      | 2.5000%  |  | $202986.61         | $185065.82         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA9455 | 2053-07-01      | 6.0000%  |  | $23916659.03       | $24686863.15       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA9476 | 2053-07-01      | 5.5000%  |  | $6311965.17        | $6408012.94        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLRA8331 | 2052-12-01      | 6.5000%  |  | $248615.62         | $259774.37         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  |  | $4954209.88        | $5136894.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8209 | 2053-01-01      | 5.5000%  |  | $3216303.54        | $3258523.24        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  |  | $3290887.73        | $3200747.03        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLRA7932 | 2052-09-01      | 5.0000%  |  | $70030.40          | $70115.61          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTQK1512 | 2042-05-01      | 3.0000%  |  | $236609.94         | $217165.89         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQJ9748 | 2054-11-01      | 5.0000%  |  | $14031545.31       | $13907350.54       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9138 | 2028-07-01      | 5.4600%  |  | $866.67            | $889.68            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4272 | 2029-01-01      | 1.8000%  |  | $1560000.00        | $1454339.64        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ3677 | 2050-09-01      | 2.5000%  |  | $524232.65         | $442679.05         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ1911 | 2050-10-01      | 2.0000%  |  | $241451.02         | $195763.55         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX XYBM6598 | 2033-03-01      | 1.8697%  |  | $5784370.80        | $5003543.73        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQD7360 | 2052-02-01      | 2.5000%  |  | $737.82            | $615.13            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 CLQB1179 | 2050-07-01      | 2.5000%  |  | $2277529.20        | $1939257.91        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0883 | 2050-07-01      | 2.0000%  |  | $3546729.22        | $2862513.92        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQA9089 | 2050-05-01      | 4.0000%  |  | $3079221.93        | $2921704.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL357628 | 2034-10-01      | 5.5000%  |  | $214337.12         | $222772.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  |  | $2032140.32        | $1876972.63        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57703 G | 2048-08-01      | 4.5000%  |  | $92178.46          | $91313.83          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $1148.36           | $1068.42           | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q60632 G | 2048-12-01      | 4.0000%  |  | $201034.33         | $191959.86         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC A86496 G | 2039-06-01      | 4.5000%  |  | $47.47             | $47.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA8289 | 2050-12-01      | 3.5000%  |  | $391472.33         | $362771.23         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA1894 | 2048-06-01      | 4.0000%  |  | $15211035.72       | $14524426.46       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3258 | 2052-04-01      | 3.5000%  |  | $5123823.74        | $4686465.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH8281 | 2054-01-01      | 6.0000%  |  | $5379167.59        | $5594047.41        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQH5209 | 2053-11-01      | 5.0000%  |  | $5929432.47        | $5897893.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQH4139 | 2053-11-01      | 6.0000%  |  | $7899918.03        | $8206313.72        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG8617 | 2053-08-01      | 5.5000%  |  | $2440984.81        | $2469763.48        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQG6156 | 2053-07-01      | 6.0000%  |  | $1941814.91        | $2010991.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQG3208 | 2053-05-01      | 6.5000%  |  | $703071.11         | $747998.45         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE1583 | 2040-09-01      | 5.5000%  |  | $162306.46         | $168017.01         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE0628 | 2040-11-01      | 4.0000%  |  | $3233683.68        | $3172069.43        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAD9606 | 2040-08-01      | 6.0000%  |  | $89591.05          | $92729.49          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD6198 | 2040-06-01      | 5.5000%  |  | $145673.99         | $150676.70         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5024 | 2040-08-01      | 5.5000%  |  | $164782.46         | $170443.36         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL930307 | 2038-12-01      | 6.0000%  |  | $191021.45         | $199737.31         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA6583 | 2039-05-01      | 6.0000%  |  | $165559.03         | $172120.91         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM5857 | 2049-04-01      | 4.0000%  |  | $9619542.65        | $9218601.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  |  | $237.56            | $233.12            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5484 | 2030-01-01      | 2.2600%  |  | $3876189.20        | $3608529.72        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL5315 | 2032-01-01      | 2.4400%  |  | $32933333.33       | $29646842.82       | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3277 | 2029-07-01      | 2.5700%  |  | $711743.09         | $676570.09         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBK2262 | 2050-04-01      | 4.0000%  |  | $209580.26         | $199300.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ9997 | 2048-06-01      | 4.5000%  |  | $18726.57          | $18377.51          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB2929 | 2052-02-01      | 3.0000%  |  | $84905.69          | $74463.94          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  |  | $90740.12          | $79041.30          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3147 | 2041-06-01      | 4.5000%  |  | $3919932.43        | $3930935.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLAB1438 | 2037-05-01      | 7.0000%  |  | $260788.35         | $276663.17         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CLAB1071 | 2039-07-01      | 7.5000%  |  | $98782.07          | $102248.37         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA8940 | 2039-06-01      | 6.0000%  |  | $117259.87         | $122098.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL986151 | 2036-03-01      | 6.0000%  |  | $368920.57         | $387924.65         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAB4229 | 2042-01-01      | 3.5000%  |  | $862428.02         | $813283.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAB3275 | 2041-07-01      | 4.5000%  |  | $2191973.74        | $2198126.61        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAC6665 | 2039-12-01      | 6.0000%  |  | $95169.62          | $99608.69          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAC7463 | 2040-03-01      | 5.5000%  |  | $100949.63         | $103188.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7180 | 2036-06-01      | 5.5000%  |  | $95099.79          | $97471.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD7783 | 2040-07-01      | 5.5000%  |  | $717617.63         | $744196.60         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLAB1437 | 2037-09-01      | 6.5000%  |  | $197796.52         | $210423.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAD5270 | 2040-09-01      | 5.5000%  |  | $160785.55         | $165330.59         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  |  | $11089118.04       | $11298012.39       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLSD0966 | 2052-04-01      | 3.5000%  |  | $41440275.82       | $37982011.12       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0380 | 2048-06-01      | 4.5000%  |  | $1051714.77        | $1029353.21        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $2329707.77        | $2359010.32        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE8029 | 2052-08-01      | 5.0000%  |  | $2445443.54        | $2433949.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAP2122 | 2042-08-01      | 3.0000%  |  | $45561408.70       | $41869947.42       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6260 | 2053-05-01      | 6.0000%  |  | $22955273.27       | $23987151.07       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQJ4774 | 2054-09-01      | 5.5000%  |  | $5986395.58        | $6056674.53        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  |  | $80365220.63       | $83263887.02       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CRAB7470 | 2043-01-01      | 3.5000%  |  | $4197989.32        | $3952269.34        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  |  | $29164963.14       | $23466816.35       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  |  | $1568477.39        | $1328366.16        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQF9925 | 2053-03-01      | 6.0000%  |  | $1205153.59        | $1245474.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  |  | $10233905.21       | $10862098.70       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8511 | 2051-01-01      | 2.0000%  |  | $34785832.54       | $28062550.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4836 | 2053-06-01      | 6.5000%  |  | $706833.14         | $749214.54         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  |  | $2842048.64        | $2675681.42        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3TZT0923 | 2036-05-01      | 3.5000%  |  | $183637.54         | $178925.80         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CWMA1636 | 2028-10-01      | 3.5000%  |  | $169374.63         | $168102.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6174 | 2053-05-01      | 5.0000%  |  | $2529784.58        | $2550270.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  |  | $877127.26         | $811492.90         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCB4095 | 2052-07-01      | 4.5000%  |  | $3920.40           | $3846.03           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL889560 | 2038-06-01      | 6.0000%  |  | $828869.04         | $876747.55         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL929845 | 2038-07-01      | 6.0000%  |  | $315587.26         | $333553.85         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZM7586 | 2048-08-01      | 4.5000%  |  | $148567.33         | $145744.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4897 | 2052-10-01      | 5.0000%  |  | $2204203.59        | $2197019.85        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS2653 | 2028-08-01      | 1.3900%  |  | $1556497.28        | $1449357.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7293 | 2051-05-01      | 2.5000%  |  | $441036.12         | $373158.21         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAE7553 | 2040-11-01      | 6.0000%  |  | $98662.85          | $102981.09         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD3038 | 2053-05-01      | 5.0000%  |  | $421079.49         | $419878.94         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM2620 | 2047-02-01      | 4.0000%  |  | $2560829.33        | $2443674.24        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6935 | 2053-08-01      | 6.5000%  |  | $17715391.49       | $18618886.30       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU4850 | 2054-08-01      | 5.5000%  |  | $12072916.30       | $12234521.68       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3516 | 2052-05-01      | 3.0000%  |  | $61330.36          | $53422.63          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB2455 | 2051-12-01      | 4.0000%  |  | $1420750.83        | $1349464.81        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2276 | 2051-11-01      | 2.5000%  |  | $66233.88          | $55746.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2640 | 2052-01-01      | 2.5000%  |  | $114519.39         | $95810.87          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB1144 | 2051-07-01      | 3.0000%  |  | $208452.09         | $183207.57         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8726 | 2051-01-01      | 2.0000%  |  | $4553356.41        | $3673295.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8723 | 2051-01-01      | 2.0000%  |  | $35216409.41       | $28437058.88       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  |  | $216886.02         | $175134.06         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8102 | 2050-12-01      | 2.0000%  |  | $18191930.54       | $14690030.40       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7705 | 2050-11-01      | 2.0000%  |  | $19989716.43       | $16190901.83       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  |  | $132420.97         | $106827.25         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7519 | 2050-11-01      | 2.0000%  |  | $2169843.07        | $1743977.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7265 | 2050-10-01      | 2.0000%  |  | $26090120.98       | $20974880.28       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA8033 | 2050-12-01      | 2.0000%  |  | $28531923.80       | $23039373.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA7018 | 2050-09-01      | 2.0000%  |  | $5728071.83        | $4605017.79        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7035 | 2050-09-01      | 2.5000%  |  | $57579974.42       | $49426272.55       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  |  | $10125540.48       | $8149850.65        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  |  | $643695.60         | $542960.10         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  |  | $23459918.05       | $19781249.10       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA5671 | 2050-05-01      | 3.5000%  |  | $5020346.24        | $4653721.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCA4965 | 2050-01-01      | 5.0000%  |  | $5203325.70        | $5295710.18        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLCA4752 | 2048-03-01      | 2.0000%  |  | $304706.96         | $247298.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA4624 | 2049-11-01      | 3.5000%  |  | $4932301.86        | $4551637.77        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA4372 | 2049-10-01      | 4.5000%  |  | $136638.65         | $133619.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2337 | 2048-09-01      | 4.5000%  |  | $6231721.88        | $6175947.97        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQI5492 | 2054-05-01      | 5.5000%  |  | $4620681.19        | $4703103.88        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI2416 | 2054-04-01      | 6.0000%  |  | $2695358.59        | $2783743.89        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLQI0936 | 2054-03-01      | 6.0000%  |  | $5765504.87        | $5966142.52        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CTRB5180 | 2042-08-01      | 3.0000%  |  | $528948.39         | $484370.38         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS4633 | 2053-05-01      | 5.5000%  |  | $10257291.38       | $10596990.07       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS3569 | 2052-02-01      | 3.0000%  |  | $701051.67         | $610769.77         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $266655.13         | $252037.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9706 | 2051-10-01      | 3.0000%  |  | $654708.42         | $570989.76         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM6852 | 2051-05-01      | 2.0000%  |  | $305496.83         | $247437.94         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6672 | 2051-03-01      | 2.5000%  |  | $515349.90         | $432054.64         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFM5980 | 2051-02-01      | 2.0000%  |  | $158616.76         | $129138.08         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0601 | 2055-06-01      | 6.5000%  |  | $11298660.56       | $11792938.04       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRJ2303 | 2054-09-01      | 5.5000%  |  | $1705777.18        | $1730334.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS5993 | 2045-10-01      | 3.0000%  |  | $2874860.37        | $2591198.85        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6643 | 2050-08-01      | 2.5000%  |  | $18478425.86       | $15580942.97       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 07.000 CLQX8628 | 2055-03-01      | 7.0000%  |  | $321434.30         | $340644.96         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQE9643 | 2052-09-01      | 5.0000%  |  | $2434931.04        | $2436187.19        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6642 | 2051-03-01      | 2.5000%  |  | $460285.58         | $387437.31         | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q60516 G | 2048-12-01      | 4.5000%  |  | $1757839.58        | $1720228.85        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLQG2506 | 2053-05-01      | 5.5000%  |  | $1773315.33        | $1818250.75        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $204932.24         | $188115.75         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS4856 | 2053-02-01      | 6.5000%  |  | $7771955.96        | $8268603.81        | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q57702 G | 2048-08-01      | 4.5000%  |  | $170164.97         | $168522.02         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1943 | 2055-05-01      | 5.5000%  |  | $111992220.00      | $114413578.92      | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $5835440.33        | $5781164.25        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS4782 | 2048-10-01      | 4.0000%  |  | $2589761.45        | $2479458.62        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLQE8103 | 2052-08-01      | 4.0000%  |  | $8182836.24        | $7680656.48        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW1831 | 2052-12-01      | 6.0000%  |  | $541778.70         | $561986.86         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5910 | 2053-03-01      | 5.5000%  |  | $5087877.73        | $5161788.20        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  |  | $3590317.65        | $3586579.73        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBY2356 | 2053-05-01      | 6.0000%  |  | $454944.16         | $467520.49         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBX7768 | 2053-03-01      | 5.0000%  |  | $74059.36          | $74039.20          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX7131 | 2053-01-01      | 7.0000%  |  | $1286056.34        | $1367108.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBX4145 | 2052-12-01      | 5.5000%  |  | $7051253.68        | $7197622.04        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX3788 | 2053-01-01      | 7.0000%  |  | $3350822.21        | $3563533.90        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBV9955 | 2052-06-01      | 4.0000%  |  | $162549.61         | $153905.40         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBU9102 | 2052-01-01      | 2.0000%  |  | $115705.39         | $93654.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  |  | $83228612.96       | $84286929.52       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  |  | $3386337.50        | $3550431.51        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB6919 | 2053-08-01      | 6.0000%  |  | $3496911.89        | $3651023.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB6493 | 2053-06-01      | 6.5000%  |  | $5981024.63        | $6368173.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6430 | 2053-05-01      | 5.5000%  |  | $344336.04         | $348927.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5990 | 2053-03-01      | 5.5000%  |  | $11819724.48       | $12000421.80       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB6277 | 2053-05-01      | 7.0000%  |  | $871184.78         | $936858.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  |  | $18116615.35       | $18449504.14       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB6254 | 2053-05-01      | 5.5000%  |  | $6168971.96        | $6332436.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB6219 | 2053-05-01      | 4.0000%  |  | $3803727.78        | $3589304.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB5210 | 2052-09-01      | 5.5000%  |  | $5650867.41        | $5723728.44        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4951 | 2052-10-01      | 5.0000%  |  | $17044379.01       | $17251432.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  |  | $156149.88         | $155424.07         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  |  | $63676408.27       | $63594449.66       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3801 | 2052-06-01      | 3.0000%  |  | $1532798.85        | $1353610.57        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB4374 | 2047-08-01      | 4.0000%  |  | $4995193.97        | $4734140.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCA0108 | 2047-08-01      | 3.5000%  |  | $126523.38         | $118280.16         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG8390 | 2053-07-01      | 5.0000%  |  | $3813677.80        | $3784544.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 CLQB0882 | 2050-07-01      | 2.0000%  |  | $3515670.18        | $2838135.69        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM8668 | 2048-09-01      | 4.0000%  |  | $288458.20         | $274052.92         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA4628 | 2049-11-01      | 4.0000%  |  | $179087.01         | $170397.73         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3WZN0377 | 2033-05-01      | 3.5000%  |  | $107149.28         | $104575.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQX6975 | 2055-02-01      | 6.5000%  |  | $3350612.36        | $3551466.68        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLRA9252 | 2053-06-01      | 4.5000%  |  | $6889507.27        | $6676153.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  |  | $1102797.32        | $1034888.29        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCA2186 | 2048-08-01      | 4.0000%  |  | $4963905.70        | $4748105.41        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAY9046 | 2035-05-01      | 3.0000%  |  | $145971.57         | $138238.62         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  |  | $36797.61          | $31703.85          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.000 CLZM7279 | 2048-07-01      | 4.0000%  |  | $6398284.71        | $6075146.45        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 3PRE6007 | 2049-08-01      | 3.5000%  |  | $64441.30          | $57838.79          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRA8276 | 2052-12-01      | 5.5000%  |  | $2675539.19        | $2706221.67        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFA2196 | 2055-07-01      | 5.0000%  |  | $10764036.41       | $10734520.23       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6573 | 2050-08-01      | 2.5000%  |  | $92751.09          | $78279.92          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7273 | 2053-06-01      | 4.9080%  |  | $4664517.17        | $4719734.69        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6837 | 2053-08-01      | 5.0000%  |  | $96835160.42       | $96320083.45       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.500 3PRE6126 | 2052-04-01      | 2.5000%  |  | $382555.16         | $313207.26         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLCB3277 | 2052-04-01      | 3.0000%  |  | $759844.64         | $661475.40         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLQG3520 | 2053-05-01      | 5.0000%  |  | $4097501.31        | $4084368.37        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL0023A1 R23M00 | 2032-04-25      | 2.0448%  |  | $6968827.84        | $6258819.66        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R22M013 | 2032-05-25      | 2.6786%  |  | $9247823.87        | $8386210.28        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01SA2 R22M01S | 2032-04-25      | 2.1530%  |  | $8666666.67        | $7599562.15        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL003A2 R22M003 | 2031-11-25      | 1.7641%  |  | $19240000.00       | $16570450.00       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R22M01G | 2031-09-25      | 1.5826%  |  | $2600000.00        | $2256509.38        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC004A1X R22M00 | 2030-05-25      | 2.5397%  |  | $813141.35         | $776000.51         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL03GA1 R21M03G | 2031-01-25      | 1.1810%  |  | $70085.90          | $69347.87          | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA2 R21M01G | 2030-11-25      | 1.5173%  |  | $2600000.00        | $2279963.11        | Agency Mortgage-Backed Securities         |
| FNMA MNRA RC006A1 R21M006 | 2033-03-25      | 1.5445%  |  | $19697534.03       | $18903433.66       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL052A2 R20M052 | 2030-10-25      | 1.3594%  |  | $894788.23         | $786523.33         | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  |  | $4110705.73        | $3850522.27        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL0183A2 R19M01 | 2031-09-25      | 2.5770%  |  | $2181094.11        | $2002439.24        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL005A2 R19M005 | 2029-02-25      | 3.2730%  |  | $8333958.51        | $8172393.61        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL002A2 R19M002 | 2028-11-25      | 3.7428%  |  | $3072936.26        | $3036319.84        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL014A2 R18M014 | 2028-08-25      | 3.6995%  |  | $7898313.83        | $7824243.44        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL007A2 R18M007 | 2028-03-27      | 3.1271%  |  | $2298132.77        | $2252526.58        | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2862%  |  | $8844158.27        | $7668550.49        | Agency Mortgage-Backed Securities         |
| FNMA MNRM CL008A2 R20M008 | 2030-02-25      | 1.8210%  |  | $161711.23         | $147293.76         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL053A2 R20M053 | 2032-11-25      | 1.7465%  |  | $1950000.00        | $1649986.22        | Agency Mortgage-Backed Securities         |
| FNMA FNRA CL003A2 R18M003 | 2030-02-25      | 3.1531%  |  | $12743312.44       | $12290228.21       | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A1 R22M013 | 2032-05-25      | 2.6786%  |  | $3240806.28        | $3094644.84        | Agency Mortgage-Backed Securities         |
| USTR TRFR AX 01/31/26     | 2026-01-31      | 4.3884%  |  | $68206.67          | $68485.14          | U.S. Treasuries (including strips)        |
| USTR 1 1/4 TRIN X 28      | 2028-04-15      | 1.2500%  |  | $20057569.79       | $20303130.79       | U.S. Treasuries (including strips)        |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $384290.51         | $261868.62         | U.S. Treasuries (including strips)        |
| USTR 2 1/8 TRIN X 29      | 2029-04-15      | 2.1250%  |  | $11598089.79       | $12134573.06       | U.S. Treasuries (including strips)        |

### Security 199: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.340%, 9/2/2025
- **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: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $794000000.00
- **C.18.a - Value (excl. sponsor support):** $794000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 02.000 CLMA4119 | 2050-09-01      | 2.0000%  |  | $26575791.38       | $21401499.57       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  |  | $41114809.67       | $34503525.42       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  |  | $1545404.79        | $1240149.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $786522.81         | $751059.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM3237 | 2050-05-01      | 3.5000%  |  | $1374544.30        | $1260570.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLCB2843 | 2047-02-01      | 2.0000%  |  | $1536485.82        | $1251967.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA1528 | 2048-04-01      | 3.5000%  |  | $2808910.07        | $2575869.47        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBR7826 | 2051-04-01      | 3.0000%  |  | $1411608.14        | $1236953.16        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLBK8506 | 2050-12-01      | 2.0000%  |  | $6239151.43        | $5017872.20        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRA7668 | 2052-07-01      | 4.0000%  |  | $2899709.31        | $2721438.41        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9962 M     | 2054-10-20      | 4.0000%  |  | $10718907.46       | $10032587.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9602 M     | 2054-04-20      | 4.0000%  |  | $2778577.41        | $2607547.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9305 M     | 2053-11-20      | 5.5000%  |  | $10110463.93       | $10298799.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9241 M     | 2053-10-20      | 5.5000%  |  | $19860576.29       | $20191409.36       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M     | 2053-09-20      | 6.0000%  |  | $50261582.70       | $51738351.79       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8348 M     | 2052-10-20      | 5.0000%  |  | $28557396.39       | $28500792.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8347 M     | 2052-10-20      | 4.5000%  |  | $14165670.01       | $13809403.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M     | 2052-10-20      | 4.0000%  |  | $19926888.36       | $18802376.41       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8349 M     | 2052-10-20      | 5.5000%  |  | $25734495.93       | $26264312.02       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7706 M     | 2051-11-20      | 3.0000%  |  | $12244968.49       | $10876266.72       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7589 M     | 2051-09-20      | 2.5000%  |  | $6146857.31        | $5251139.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7534 M     | 2051-08-20      | 2.5000%  |  | $8447854.56        | $7216836.94        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7420 M     | 2051-06-20      | 3.5000%  |  | $2370163.05        | $2175388.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7367 M     | 2051-05-20      | 2.5000%  |  | $54036728.72       | $46190835.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7051 M     | 2050-12-20      | 2.0000%  |  | $4212465.09        | $3457058.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6994 M     | 2050-11-20      | 2.0000%  |  | $64635767.78       | $53044865.39       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $4030944.05        | $3308089.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6409 M     | 2050-01-20      | 3.0000%  |  | $18860743.01       | $16801778.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5818 M     | 2049-03-20      | 4.5000%  |  | $11401508.89       | $11241180.88       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5817 M     | 2049-03-20      | 4.0000%  |  | $1152866.03        | $1093621.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5467 M     | 2048-09-20      | 4.5000%  |  | $6657575.51        | $6551953.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5193 M     | 2048-05-20      | 4.5000%  |  | $5888239.79        | $5816609.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4652 M     | 2047-08-20      | 3.5000%  |  | $12462873.55       | $11577538.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4510 M     | 2047-06-20      | 3.5000%  |  | $10666875.04       | $9862925.70        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4509 M     | 2047-06-20      | 3.0000%  |  | $12078506.33       | $10877773.96       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4321 M     | 2047-03-20      | 3.5000%  |  | $13394358.65       | $12470552.71       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4262 M     | 2047-02-20      | 3.5000%  |  | $5053301.71        | $4704781.67        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4196 M     | 2047-01-20      | 3.5000%  |  | $10473121.61       | $9736318.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3936 M     | 2046-09-20      | 3.0000%  |  | $9461768.71        | $8523665.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3803 M     | 2046-07-20      | 3.5000%  |  | $7317052.90        | $6783934.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA3736 M     | 2046-06-20      | 3.5000%  |  | $873546.56         | $815518.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLRJ0662 | 2054-01-01      | 6.5000%  |  | $646073.12         | $673392.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5076 M     | 2048-03-20      | 3.0000%  |  | $12928041.82       | $11597272.28       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9422 M     | 2054-01-20      | 5.0000%  |  | $196424.49         | $195622.07         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6995 M     | 2050-11-20      | 2.5000%  |  | $41425836.64       | $35437087.53       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS8868 | 2053-02-01      | 5.0000%  |  | $3945548.64        | $3926597.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5020 M     | 2048-02-20      | 4.0000%  |  | $9165106.28        | $8714743.14        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6283 M     | 2049-11-20      | 3.0000%  |  | $4973842.82        | $4437122.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9666 M     | 2054-05-20      | 4.5000%  |  | $29191896.79       | $28238197.52       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CTCB2819 | 2041-10-01      | 2.5000%  |  | $1349402.01        | $1196288.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7648 M     | 2051-10-20      | 2.0000%  |  | $7965393.81        | $6536988.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5330 M     | 2048-07-20      | 4.0000%  |  | $6299275.21        | $5984538.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9603 M     | 2054-04-20      | 4.5000%  |  | $39107407.14       | $37829768.14       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9361 M     | 2053-12-20      | 5.0000%  |  | $23288125.77       | $23141571.01       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9540 M     | 2054-03-20      | 5.0000%  |  | $17533725.68       | $17423366.46       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M     | 2053-11-20      | 5.0000%  |  | $9978767.10        | $9946714.19        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4778 M     | 2047-10-20      | 3.5000%  |  | $11609401.30       | $10781096.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4963 M     | 2048-01-20      | 4.0000%  |  | $9946435.25        | $9441963.11        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4356 | 2051-06-01      | 2.5000%  |  | $106394581.86      | $89410223.63       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4511 M     | 2047-06-20      | 4.0000%  |  | $2916103.83        | $2772868.05        | Agency Mortgage-Backed Securities |

### Security 200: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933FRW000, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $2357700.00        | $2428201.67        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $457200.00         | $458857.63         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  |  | $33546400.00       | $34040075.40       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $12672500.00       | $13091096.78       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $48673600.00       | $49770119.40       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $108509500.00      | $109146819.92      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $50.00             | $50.52             | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28    | 2028-06-30      | 4.0000%  |  | $50.00             | $50.86             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  |  | $35907400.00       | $36254799.39       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $712050.00         | $718180.86         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26 | 2026-04-15      | 3.7500%  |  | $26152500.00       | $26475834.50       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $1194150.00        | $1209023.86        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  |  | $50.00             | $51.22             | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $23586100.00       | $24267139.42       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  |  | $809900.00         | $821701.61         | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $3137750.00        | $2917468.02        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $19649150.00       | $19419646.32       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  |  | $24424100.00       | $23986153.86       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $951250.00         | $843427.07         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $1313200.00        | $1276352.89        | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $28256550.00       | $26429731.80       | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28      | 2028-07-31      | 1.0000%  |  | $405750.00         | $376974.64         | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $33777450.00       | $32976236.39       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  |  | $14626900.00       | $14396925.09       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  |  | $661800.00         | $619946.46         | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $21320150.00       | $18367048.52       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $4908050.00        | $4754764.93        | U.S. Treasuries (including strips) |
| USTR 3 NOTE R 25      | 2025-10-31      | 3.0000%  |  | $1686250.00        | $1698920.70        | U.S. Treasuries (including strips) |
| USTR 3 NOTE Q 25      | 2025-09-30      | 3.0000%  |  | $28963050.00       | $29286192.17       | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  |  | $204400.00         | $199720.06         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  |  | $29582100.00       | $29296159.75       | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  |  | $207000.00         | $186621.41         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $5027250.00        | $4104083.90        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  |  | $27730000.00       | $20177499.71       | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  |  | $49623250.00       | $29961822.54       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $871550.00         | $538838.40         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $288600.00         | $179684.09         | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $547750.00         | $425279.26         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  |  | $23519700.00       | $23160385.45       | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $819200.00         | $827495.14         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $1442450.00        | $1302669.17        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  |  | $1094750.00        | $1023093.18        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  |  | $6888950.00        | $7257158.95        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $29000000.00       | $25168131.34       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $22551400.00       | $22121638.72       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $2389250.00        | $1324649.93        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $98747550.00       | $102154420.96      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $638450.00         | $669383.72         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $210850.00         | $180940.74         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $6467000.00        | $6618801.05        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $3127350.00        | $3123737.25        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  |  | $1425450.00        | $1393947.93        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  |  | $780100.00         | $775087.17         | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $6986500.00        | $7165030.52        | U.S. Treasuries (including strips) |

### Security 201: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CL594437  | 2031-07-01      | 6.5000%  |  | $260.47            | $271.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL568355  | 2031-01-01      | 6.5000%  |  | $851.17            | $885.93            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL564318  | 2030-11-01      | 9.0000%  |  | $22.01             | $22.31             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS555936  | 2033-09-01      | 6.6270%  |  | $18.89             | $19.60             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555677  | 2033-07-01      | 5.5000%  |  | $537.58            | $553.32            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS545974  | 2032-10-01      | 6.8180%  |  | $2.87              | $2.92              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545602  | 2030-12-01      | 7.5000%  |  | $276.33            | $284.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545144  | 2031-06-01      | 7.5000%  |  | $24.95             | $25.11             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS544874  | 2036-07-01      | 5.1260%  |  | $4.52              | $4.53              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL543562  | 2030-06-01      | 7.5000%  |  | $416.91            | $421.79            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.500 CL535440  | 2030-08-01      | 8.5000%  |  | $52.01             | $54.89             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS535598  | 2040-10-01      | 5.7080%  |  | $0.18              | $0.18              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 08.000 CL535533  | 2030-10-01      | 8.0000%  |  | $0.14              | $0.15              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL521410  | 2029-12-01      | 9.0000%  |  | $294.90            | $299.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL490210  | 2029-03-01      | 6.5000%  |  | $149.82            | $155.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL255498  | 2034-12-01      | 5.5000%  |  | $100.99            | $104.97            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255335  | 2034-07-01      | 6.5000%  |  | $744.42            | $786.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255314  | 2034-08-01      | 6.0000%  |  | $124.03            | $130.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255230  | 2034-06-01      | 5.0000%  |  | $41.57             | $42.33             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254621  | 2033-01-01      | 6.5000%  |  | $16.32             | $16.99             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254092  | 2031-12-01      | 6.5000%  |  | $150.93            | $158.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL254768  | 2033-06-01      | 6.0000%  |  | $134.95            | $139.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252712  | 2029-08-01      | 7.5000%  |  | $514.15            | $526.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL252343  | 2029-03-01      | 7.0000%  |  | $483.22            | $510.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL252925  | 2029-12-01      | 7.5000%  |  | $66.14             | $68.66             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL252092  | 2028-11-01      | 6.0000%  |  | $4.29              | $4.42              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5696  | 2045-08-01      | 3.5000%  |  | $589.18            | $550.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5629  | 2045-08-01      | 3.5000%  |  | $927.22            | $866.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CIAS6269  | 2030-12-01      | 2.5000%  |  | $523.69            | $507.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS5175  | 2045-06-01      | 3.5000%  |  | $519.69            | $486.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS4783  | 2045-04-01      | 3.5000%  |  | $58.98             | $55.21             | Agency Mortgage-Backed Securities         |
| GNMA GNRA 2023-003 FD      | 2053-01-20      | 5.2550%  |  | $7124610.81        | $7077565.28        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FB      | 2052-10-20      | 5.4450%  |  | $5049871.89        | $5027638.60        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-081 YF      | 2052-05-20      | 4.5000%  |  | $1810714.60        | $1719686.36        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-022 YF      | 2052-02-20      | 3.0000%  |  | $42540250.08       | $36215748.56       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-139 FB      | 2052-08-20      | 5.0000%  |  | $1052693.92        | $1027065.03        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-213 FA      | 2052-12-20      | 5.2450%  |  | $2434638.13        | $2407879.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2021-188 PA      | 2051-10-20      | 2.0000%  |  | $479500.43         | $396576.37         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-170 FA      | 2052-09-20      | 5.3450%  |  | $239.45            | $234.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-113 FA      | 2063-08-20      | 5.4450%  |  | $633185.32         | $635280.69         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL085FL R07F085  | 2037-09-25      | 5.0029%  |  | $2.78              | $2.77              | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-066 FC      | 2054-04-20      | 5.4750%  |  | $3436239.70        | $3441912.10        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC060PA R13F060  | 2042-10-25      | 1.7500%  |  | $55.46             | $51.87             | Agency Collateralized Mortgage Obligation |
| FMAC FGRA 4611BF 06/15/41  | 2041-06-15      | 4.8572%  |  | $489195.95         | $485057.80         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-079 FG      | 2053-06-20      | 5.4950%  |  | $345929.91         | $346879.41         | Agency Collateralized Mortgage Obligation |
| FMAC FERM 05327B 08/25/53  | 2053-08-25      | 6.0000%  |  | $277.78            | $289.14            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-005 MJ      | 2054-01-20      | 5.5000%  |  | $5769490.83        | $5819222.56        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-134 FA      | 2054-08-20      | 5.4550%  |  | $3318518.26        | $3329505.07        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-064 FG      | 2055-04-20      | 5.6450%  |  | $417940.50         | $417841.55         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-115 FB      | 2053-08-20      | 5.5250%  |  | $2868638.97        | $2883986.93        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-178 FA      | 2052-10-20      | 5.4450%  |  | $7575834.41        | $7542479.96        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-001 DF      | 2053-01-20      | 5.2950%  |  | $2180946.76        | $2177600.65        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 LF      | 2053-02-20      | 5.2550%  |  | $1149253.81        | $1137225.44        | Agency Collateralized Mortgage Obligation |
| FNMA FNRM RC048AB R25F048  | 2055-06-25      | 5.0000%  |  | $555.56            | $534.03            | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL047GF R11F047  | 2041-06-25      | 5.0329%  |  | $129.10            | $128.78            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FD      | 2053-12-20      | 5.6450%  |  | $109.28            | $110.30            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-153 FK      | 2053-10-20      | 5.7450%  |  | $615550.73         | $622902.41         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FB      | 2055-05-20      | 6.0000%  |  | $6494763.62        | $6550884.87        | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 04.000 CLAS4168  | 2044-12-01      | 4.0000%  |  | $139.94            | $133.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3907  | 2044-11-01      | 4.0000%  |  | $17.99             | $17.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAS2541  | 2029-05-01      | 3.0000%  |  | $21.66             | $21.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1586  | 2044-01-01      | 4.5000%  |  | $38.57             | $38.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1047  | 2043-11-01      | 4.5000%  |  | $53.72             | $53.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1758  | 2029-02-01      | 3.5000%  |  | $295.28            | $291.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS1756  | 2029-02-01      | 3.5000%  |  | $42.67             | $42.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS0808  | 2043-10-01      | 4.0000%  |  | $44.32             | $43.10             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAR9194  | 2043-03-01      | 3.0000%  |  | $108.30            | $99.39             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR9126  | 2043-03-01      | 2.5000%  |  | $242.38            | $215.15            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAR5030  | 2043-02-01      | 2.5000%  |  | $61.40             | $53.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAP9736  | 2042-10-01      | 3.5000%  |  | $305.84            | $288.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAO6713  | 2042-06-01      | 4.0000%  |  | $601.39            | $586.64            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8841  | 2031-02-01      | 3.5000%  |  | $14.29             | $14.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL8468  | 2046-04-01      | 4.0000%  |  | $242.04            | $231.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8419  | 2046-05-01      | 4.5000%  |  | $23.92             | $23.63             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8272  | 2031-03-01      | 3.5000%  |  | $95.50             | $94.70             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8238  | 2030-08-01      | 3.5000%  |  | $278.15            | $275.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL8964  | 2045-06-01      | 4.5000%  |  | $1823.92           | $1802.05           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL9107  | 2046-03-01      | 4.5000%  |  | $150.60            | $149.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAL9031  | 2046-08-01      | 3.0000%  |  | $935.27            | $844.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL7579  | 2042-02-01      | 5.5000%  |  | $216.02            | $225.08            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL8081  | 2031-02-01      | 3.5000%  |  | $38.71             | $38.48             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6819  | 2044-12-01      | 4.5000%  |  | $164.44            | $163.28            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6536  | 2045-03-01      | 4.5000%  |  | $226.67            | $223.95            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6146  | 2030-01-01      | 3.5000%  |  | $18.60             | $18.45             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL5134  | 2044-04-01      | 6.5900%  |  | $78.98             | $82.08             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL4195  | 2027-06-01      | 3.5000%  |  | $12.32             | $12.29             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL4482  | 2041-11-01      | 4.5000%  |  | $572.94            | $574.54            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL2317  | 2038-06-01      | 6.3320%  |  | $258.91            | $264.75            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL2302  | 2041-08-01      | 4.5000%  |  | $183.60            | $184.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL2309  | 2042-09-01      | 3.5000%  |  | $93.75             | $88.54             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1AL1631  | 2038-08-01      | 6.3650%  |  | $46.08             | $47.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAL1013  | 2037-01-01      | 5.5000%  |  | $43.88             | $45.19             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAL0152  | 2040-06-01      | 6.0000%  |  | $280.26            | $296.45            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAK5545  | 2027-03-01      | 3.5000%  |  | $190.42            | $189.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIAK0971  | 2027-02-01      | 3.0000%  |  | $153.80            | $152.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ9332  | 2042-01-01      | 4.0000%  |  | $952.83            | $935.42            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAJ9282  | 2026-12-01      | 3.5000%  |  | $2.82              | $2.80              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAJ7684  | 2041-12-01      | 4.0000%  |  | $632.58            | $618.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAJ5989  | 2042-01-01      | 4.5000%  |  | $4520.85           | $4511.22           | Agency Mortgage-Backed Securities         |
| GNMA GNRM 2025-064 CY      | 2055-04-20      | 5.0000%  |  | $566129.72         | $550679.98         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-160 FM      | 2054-10-20      | 5.2950%  |  | $254.62            | $254.76            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-172 FA      | 2054-10-20      | 5.4450%  |  | $7128499.15        | $7097969.62        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-132 FD      | 2054-08-20      | 5.4450%  |  | $42230.90          | $42326.10          | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-092 NE      | 2054-05-20      | 5.0000%  |  | $262.44            | $263.56            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-098 FA      | 2053-07-20      | 5.3450%  |  | $2909168.05        | $2913043.81        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-082 FG      | 2055-05-20      | 6.0000%  |  | $27533602.78       | $27771520.64       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2025-098 AF      | 2055-06-20      | 5.7450%  |  | $274.94            | $276.77            | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2024-089 EL      | 2054-05-20      | 5.5000%  |  | $2224042.50        | $2267622.12        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-021 FA      | 2054-02-20      | 5.5450%  |  | $2034338.41        | $2040529.43        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-187 FE      | 2053-12-20      | 5.5950%  |  | $523662.90         | $525878.39         | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2024-007 FB      | 2054-01-20      | 5.4450%  |  | $2967706.74        | $2970494.19        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL111AF R10F111  | 2040-10-25      | 4.8629%  |  | $197468.67         | $196376.73         | Agency Collateralized Mortgage Obligation |
| FNMA FNRM CL123ND R03F123  | 2033-12-25      | 6.0000%  |  | $332.96            | $348.48            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FB      | 2053-11-20      | 5.8450%  |  | $4696772.77        | $4761232.48        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-176 FA      | 2053-11-20      | 6.2450%  |  | $3709644.83        | $3790286.04        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-123 MF      | 2053-08-20      | 5.3450%  |  | $3585338.73        | $3590115.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-122 HL      | 2053-08-20      | 5.5000%  |  | $18619.44          | $19005.37          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-101 LF      | 2053-07-20      | 5.3650%  |  | $1201614.79        | $1203561.72        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-085 FA      | 2053-06-20      | 5.5450%  |  | $3765578.61        | $3771619.57        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-082 KF      | 2053-06-20      | 5.4950%  |  | $5284541.46        | $5285153.19        | Agency Collateralized Mortgage Obligation |
| FMAC FERA 5349FG 10/25/53  | 2053-10-25      | 5.2984%  |  | $159.93            | $160.27            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-070 FA      | 2053-05-20      | 5.3450%  |  | $7389433.45        | $7364274.33        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2022-148 FA      | 2052-08-20      | 5.0000%  |  | $5330469.19        | $5154179.91        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-060 FA      | 2053-04-20      | 5.2450%  |  | $63990.06          | $63685.94          | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-076 CF      | 2053-05-20      | 5.3450%  |  | $6764683.45        | $6740237.63        | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-022 KF      | 2053-02-20      | 5.2450%  |  | $272.75            | $269.79            | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.500 CLAJ2616  | 2042-05-01      | 3.5000%  |  | $17.56             | $16.62             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAI5961  | 2026-06-01      | 4.0000%  |  | $158.53            | $158.35            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAI4825  | 2041-06-01      | 5.5000%  |  | $26.38             | $27.35             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5881  | 2026-02-01      | 3.5000%  |  | $279.87            | $279.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5801  | 2026-02-01      | 3.5000%  |  | $32.82             | $32.74             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH5616  | 2026-02-01      | 3.5000%  |  | $3.69              | $3.68              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH2739  | 2041-01-01      | 5.0000%  |  | $250.51            | $252.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH0969  | 2025-12-01      | 3.5000%  |  | $16.39             | $16.36             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0151  | 2025-11-01      | 4.0000%  |  | $5.05              | $5.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CIAH0149  | 2025-11-01      | 4.0000%  |  | $10.55             | $10.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL638997  | 2032-04-01      | 6.5000%  |  | $191.04            | $198.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAJ4406  | 2041-10-01      | 3.5000%  |  | $289.40            | $273.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632578  | 2032-02-01      | 6.5000%  |  | $23.76             | $24.73             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL632553  | 2032-02-01      | 6.5000%  |  | $124.26            | $130.53            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL631571  | 2032-03-01      | 6.0000%  |  | $36.93             | $37.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL629896  | 2032-09-01      | 6.5000%  |  | $141.07            | $146.83            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS620057  | 2034-08-01      | 4.1880%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL618037  | 2032-03-01      | 6.5000%  |  | $575.55            | $599.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL607041  | 2031-10-01      | 7.0000%  |  | $266.79            | $281.85            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBU8936  | 2052-04-01      | 3.5000%  |  | $214.78            | $197.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBU5556  | 2055-02-01      | 5.5000%  |  | $56654.65          | $57270.14          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBT5985  | 2051-10-01      | 2.0000%  |  | $10669.43          | $8562.05           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS8219  | 2033-04-01      | 4.6800%  |  | $277.78            | $284.03            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7627  | 2033-01-01      | 4.6900%  |  | $1339.39           | $1363.36           | Agency Mortgage-Backed Securities         |
| XXXX GNAR WN 784594 M      | 2042-09-20      | 6.5160%  |  | $101.21            | $104.19            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SP 783653 X      | 2040-08-15      | 5.0000%  |  | $22.47             | $22.98             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082427 M      | 2039-11-20      | 5.8750%  |  | $80.78             | $82.60             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082672 M      | 2040-11-20      | 5.8750%  |  | $73.78             | $75.46             | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 081497 M      | 2035-10-20      | 4.7500%  |  | $157.80            | $161.63            | Agency Mortgage-Backed Securities         |
| GNMA GNAR AR 080526 M      | 2031-07-20      | 4.6250%  |  | $16.18             | $16.27             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256751  | 2027-06-01      | 5.5000%  |  | $454.84            | $459.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT256750  | 2027-06-01      | 5.0000%  |  | $945.08            | $948.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL256349  | 2036-08-01      | 6.0000%  |  | $5.52              | $5.83              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT256213  | 2026-04-01      | 6.0000%  |  | $408.58            | $419.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255932  | 2035-11-01      | 5.0000%  |  | $51.73             | $53.00             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA5876  | 2039-07-01      | 6.0000%  |  | $38.89             | $40.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL5379  | 2044-06-01      | 4.5000%  |  | $117.07            | $115.81            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849336 G         | 2034-12-01      | 6.3950%  |  | $19.11             | $19.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3871  | 2049-12-01      | 3.0000%  |  | $266.56            | $234.69            | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082396 M      | 2039-09-20      | 5.8750%  |  | $74.66             | $75.12             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL935668  | 2039-10-01      | 6.0000%  |  | $22.34             | $23.14             | Agency Mortgage-Backed Securities         |
| GNMA GNAR FT 082452 M      | 2039-12-20      | 5.8750%  |  | $19.83             | $20.28             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL932493  | 2040-02-01      | 4.5000%  |  | $839720.53         | $842851.01         | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAW2243  | 2044-06-01      | 6.2150%  |  | $39.27             | $40.51             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2995  | 2053-04-01      | 7.0000%  |  | $812.84            | $887.04            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL8708  | 2032-11-01      | 1.4000%  |  | $277.78            | $227.65            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAE3024  | 2040-09-01      | 4.5000%  |  | $146257.03         | $146667.43         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL890268  | 2038-10-01      | 6.5000%  |  | $5.08              | $5.43              | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA5528 M      | 2048-10-20      | 4.0000%  |  | $32.43             | $30.84             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3276  | 2048-02-01      | 3.5000%  |  | $38.90             | $35.91             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2803  | 2054-08-01      | 6.5000%  |  | $548.90            | $581.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTAL9992  | 2037-02-01      | 3.0000%  |  | $1200.15           | $1135.92           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAH0943  | 2040-12-01      | 4.0000%  |  | $255.70            | $250.07            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAH4407  | 2026-01-01      | 3.5000%  |  | $10.25             | $10.23             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3775  | 2049-09-01      | 3.5000%  |  | $104.69            | $96.05             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ2079  | 2030-11-01      | 4.3400%  |  | $5208685.28        | $5256498.70        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4528  | 2051-12-01      | 4.0000%  |  | $259.47            | $243.60            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAH5139  | 2041-02-01      | 5.0000%  |  | $74.13             | $75.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 ZL310082  | 2038-10-01      | 6.5000%  |  | $130.80            | $138.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CIAI1807  | 2026-04-01      | 4.5000%  |  | $0.74              | $0.74              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2088  | 2051-11-01      | 2.5000%  |  | $6265.50           | $5242.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8836  | 2047-02-01      | 4.5000%  |  | $831740.42         | $816796.54         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAI8180  | 2041-08-01      | 4.5000%  |  | $13.88             | $13.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA4782  | 2052-10-01      | 3.5000%  |  | $236.45            | $214.77            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HY387969  | 2028-08-01      | 3.6500%  |  | $277.78            | $275.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAK5459  | 2042-03-01      | 5.0000%  |  | $70.08             | $71.02             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS1891  | 2050-01-01      | 4.0000%  |  | $1378654.06        | $1316555.49        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4325  | 2051-05-01      | 2.0000%  |  | $3489.66           | $2801.14           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3834  | 2049-11-01      | 3.0000%  |  | $341.90            | $301.03            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5055  | 2029-03-01      | 2.4000%  |  | $737.26            | $700.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLCB3760  | 2052-05-01      | 3.5000%  |  | $13557.72          | $12371.71          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA8273 X      | 2042-07-15      | 3.5000%  |  | $42.58             | $39.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBW1374  | 2052-11-01      | 4.5000%  |  | $748.66            | $724.79            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0773  | 2033-12-01      | 4.1400%  |  | $274.54            | $269.99            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0092  | 2033-10-01      | 3.6900%  |  | $730.83            | $697.99            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS181812  | 2029-09-01      | 5.6250%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL485981  | 2029-06-01      | 6.5000%  |  | $160.63            | $167.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323866  | 2029-08-01      | 6.5000%  |  | $527.19            | $548.72            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2999  | 2053-05-01      | 6.5000%  |  | $614.16            | $646.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAL6306  | 2045-01-01      | 4.5000%  |  | $326.08            | $323.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 09.000 CL560837  | 2030-10-01      | 9.0000%  |  | $170.18            | $172.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580862  | 2031-05-01      | 6.5000%  |  | $1.52              | $1.58              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB535995  | 2031-04-01      | 6.1250%  |  | $852.80            | $864.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL580149  | 2031-07-01      | 6.5000%  |  | $84.61             | $88.07             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545280  | 2031-11-01      | 6.5000%  |  | $63.82             | $66.43             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846965 G         | 2030-09-01      | 6.7900%  |  | $0.69              | $0.71              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL545562  | 2032-03-01      | 7.5000%  |  | $613.88            | $634.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6233  | 2045-11-01      | 4.5000%  |  | $924.89            | $913.78            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847053 G         | 2030-06-01      | 4.6350%  |  | $47.78             | $47.04             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL545819  | 2032-08-01      | 6.5000%  |  | $269.01            | $279.99            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555531  | 2033-06-01      | 5.5000%  |  | $1385.61           | $1425.78           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL555692  | 2033-07-01      | 5.5000%  |  | $121.50            | $124.90            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL2984  | 2042-10-01      | 6.7080%  |  | $15.58             | $16.25             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS2252  | 2050-07-01      | 3.0000%  |  | $2178058.22        | $1951721.67        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS4064  | 2028-12-01      | 1.5800%  |  | $277.78            | $257.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL255191  | 2034-05-01      | 6.0000%  |  | $19.50             | $20.22             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255296  | 2034-06-01      | 6.5000%  |  | $100.65            | $106.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL255353  | 2034-08-01      | 6.5000%  |  | $703.82            | $745.46            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735335  | 2034-01-01      | 4.7690%  |  | $4.59              | $4.53              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0083 G         | 2035-06-01      | 6.2500%  |  | $2.41              | $2.50              | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796411 X      | 2043-04-15      | 3.5000%  |  | $24.49             | $22.90             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBX4359  | 2053-04-01      | 7.0000%  |  | $215.23            | $237.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL255842  | 2035-09-01      | 5.0000%  |  | $265.67            | $272.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CL190367  | 2036-01-01      | 5.5000%  |  | $140.61            | $146.50            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB745448  | 2036-03-01      | 6.1900%  |  | $29.44             | $30.37             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0277 X      | 2053-09-15      | 7.0000%  |  | $817.99            | $865.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4119  | 2050-09-01      | 2.0000%  |  | $13220.95          | $10646.84          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1868993  | 2036-05-01      | 6.9970%  |  | $48.88             | $50.68             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N0169 G         | 2036-07-01      | 6.3070%  |  | $10.50             | $10.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CT256640  | 2027-03-01      | 5.5000%  |  | $346.86            | $350.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL254263  | 2032-04-01      | 6.5000%  |  | $78.50             | $82.03             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0522 G         | 2037-07-01      | 6.6050%  |  | $45.79             | $47.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAS0012  | 2028-07-01      | 3.5000%  |  | $41.18             | $40.79             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL928938  | 2037-12-01      | 7.0000%  |  | $10.75             | $11.37             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS0910  | 2043-11-01      | 4.5000%  |  | $1151.35           | $1142.75           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841115 G         | 2050-08-01      | 5.7660%  |  | $45.11             | $46.36             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0473 G         | 2037-05-01      | 6.8590%  |  | $228.99            | $236.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257163  | 2028-04-01      | 5.0000%  |  | $1051.25           | $1059.64           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0667 G         | 2035-09-01      | 6.4810%  |  | $23.50             | $24.05             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS1626  | 2044-02-01      | 4.5000%  |  | $435.81            | $431.48            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS1770  | 2044-02-01      | 4.0000%  |  | $43.97             | $42.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3331  | 2052-11-01      | 5.0000%  |  | $9590656.96        | $9593696.13        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS5392  | 2053-07-01      | 6.5000%  |  | $327222.38         | $344350.03         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDC2676  | 2055-05-01      | 6.5000%  |  | $277.14            | $292.88            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DD2538 C      | 2065-04-20      | 7.0000%  |  | $277.39            | $286.41            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1645  | 2055-05-01      | 5.5000%  |  | $278.51            | $281.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3275  | 2048-02-01      | 3.0000%  |  | $97.52             | $86.83             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAL7231  | 2045-08-01      | 3.5000%  |  | $1126.37           | $1053.89           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL2951  | 2034-06-01      | 3.3700%  |  | $16634.72          | $15419.24          | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DI2860 C      | 2065-02-20      | 6.5000%  |  | $15840.48          | $16313.09          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDE7666  | 2055-08-01      | 5.5000%  |  | $714122.78         | $726290.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFM1056  | 2049-06-01      | 5.5000%  |  | $60418.29          | $62601.61          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBAL8484  | 2046-04-01      | 3.2000%  |  | $178.02            | $184.43            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLAS7660  | 2046-08-01      | 2.5000%  |  | $341.60            | $293.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5821  | 2055-09-01      | 5.0000%  |  | $1177165.28        | $1166216.33        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL190397  | 2039-09-01      | 5.0000%  |  | $427.71            | $437.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL190391  | 2038-09-01      | 6.0000%  |  | $12.65             | $13.38             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 420191 G         | 2030-06-01      | 4.6450%  |  | $0.34              | $0.34              | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.900 WNWN2511  | 2032-11-01      | 4.9000%  |  | $281.11            | $288.54            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.220 WNWN1243  | 2032-11-01      | 1.2200%  |  | $2037.50           | $1621.32           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL928593  | 2037-07-01      | 6.5000%  |  | $13.14             | $13.87             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CT928776  | 2027-10-01      | 6.0000%  |  | $10.04             | $10.30             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.030 CL917250  | 2036-08-01      | 6.0300%  |  | $5.66              | $5.88              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL888745  | 2037-10-01      | 6.5000%  |  | $1.12              | $1.19              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX S1885947  | 2036-07-01      | 6.5980%  |  | $9.32              | $9.66              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL883993  | 2036-04-01      | 6.5000%  |  | $4.28              | $4.51              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0438  | 2055-05-01      | 6.0000%  |  | $265.69            | $273.04            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0288  | 2055-04-01      | 6.5000%  |  | $273.14            | $287.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS8849  | 2052-07-01      | 3.0000%  |  | $253.65            | $222.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLFS8288  | 2052-03-01      | 2.0000%  |  | $1540.01           | $1231.50           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS8016  | 2054-05-01      | 5.5000%  |  | $413.47            | $421.16            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.800 WNWN1158  | 2028-11-01      | 1.8000%  |  | $563.61            | $527.67            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.270 WNWN0141  | 2038-06-01      | 4.2700%  |  | $1111.11           | $1055.37           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 02.770 WNWN0077  | 2040-03-01      | 2.7700%  |  | $296.94            | $231.06            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.500 WAWA4456  | 2029-12-01      | 4.5000%  |  | $91174.77          | $92487.50          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS7063  | 2053-10-01      | 3.0000%  |  | $510.58            | $444.34            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFS6943  | 2052-06-01      | 3.0000%  |  | $784.67            | $682.71            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFS6404  | 2053-07-01      | 4.0000%  |  | $231.48            | $217.76            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS5708  | 2053-06-01      | 5.0000%  |  | $504911.19         | $505021.20         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFS5148  | 2053-07-01      | 5.5000%  |  | $247.91            | $252.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS1866  | 2052-05-01      | 3.5000%  |  | $23016.57          | $20955.02          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFS0879  | 2052-03-01      | 2.5000%  |  | $1956.72           | $1646.49           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFS0833  | 2038-06-01      | 3.0000%  |  | $14409.89          | $13955.16          | Agency Mortgage-Backed Securities         |
| FCSB 2.45 FCOR 22-41 O     | 2041-08-09      | 2.4500%  |  | $1388.89           | $981.25            | Agency Debentures and Agency Strips       |
| FCSB 3.70 FCOR 27-42 K     | 2042-03-24      | 3.7000%  |  | $636944.44         | $535810.76         | Agency Debentures and Agency Strips       |
| FCSB 1.73 FCOR 21-35 AX    | 2035-09-10      | 1.7300%  |  | $72222.22          | $54613.10          | Agency Debentures and Agency Strips       |
| FNMA 1.90 FNNT A 22-36     | 2036-01-25      | 1.9000%  |  | $277.78            | $214.46            | Agency Debentures and Agency Strips       |
| FMAC 2.15 FMNT 21-40 J2    | 2040-07-13      | 2.1500%  |  | $807777.78         | $559838.65         | Agency Debentures and Agency Strips       |
| FCSB 2.82 FCOR 23-42 E     | 2042-01-24      | 2.8200%  |  | $610000.00         | $452017.12         | Agency Debentures and Agency Strips       |
| FCSB 2.78 FCOR 22-36 BI    | 2036-12-01      | 2.7800%  |  | $3333.33           | $2784.29           | Agency Debentures and Agency Strips       |
| FCSB 2.31 FCOR 22-36 AV    | 2036-07-14      | 2.3100%  |  | $389722.22         | $310623.62         | Agency Debentures and Agency Strips       |
| FCSB 2.22 FCOR 22-36 AY    | 2036-08-12      | 2.2200%  |  | $496111.11         | $389954.41         | Agency Debentures and Agency Strips       |
| FCSB 1.80 FCOR 21-35 AP    | 2035-06-04      | 1.8000%  |  | $263611.11         | $205732.66         | Agency Debentures and Agency Strips       |
| FCSB 3.67 FCOR 23-28 BW    | 2028-05-16      | 3.6700%  |  | $28333.33          | $28405.79          | Agency Debentures and Agency Strips       |
| FCSB 3.57 FCSB 38 R        | 2038-03-02      | 3.5700%  |  | $833.33            | $751.97            | Agency Debentures and Agency Strips       |
| FNMA FNMS 05.000 CLDD7386  | 2055-04-01      | 5.0000%  |  | $553.26            | $548.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6868  | 2055-03-01      | 6.5000%  |  | $276.86            | $291.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD5038  | 2055-03-01      | 6.0000%  |  | $553.44            | $572.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3796  | 2055-03-01      | 6.5000%  |  | $134703.60         | $140781.50         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD2453  | 2055-02-01      | 6.5000%  |  | $4652.66           | $4865.17           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDD0746  | 2055-01-01      | 5.5000%  |  | $831025.81         | $840793.51         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4885  | 2052-11-01      | 3.0000%  |  | $237.91            | $206.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2729  | 2048-11-01      | 4.5000%  |  | $515.00            | $505.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  |  | $422.81            | $408.91            | Agency Mortgage-Backed Securities         |
| GNMA GNII ET CZ0414 C      | 2065-04-20      | 7.0000%  |  | $239.21            | $246.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLDD3219  | 2055-02-01      | 7.0000%  |  | $277.90            | $295.45            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX HYAN6240  | 2037-09-01      | 3.4600%  |  | $277.78            | $250.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3905  | 2050-01-01      | 3.0000%  |  | $166.28            | $146.39            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM6688  | 2051-04-01      | 2.5000%  |  | $111126.37         | $94167.31          | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF BE1966 X      | 2048-01-15      | 4.5000%  |  | $324.99            | $321.77            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3495  | 2048-10-01      | 4.0000%  |  | $65.53             | $62.54             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS9974  | 2028-11-01      | 5.8500%  |  | $277.78            | $293.44            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCC0446  | 2055-05-01      | 6.5000%  |  | $1213300.04        | $1265044.32        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDC9987  | 2055-01-01      | 6.0000%  |  | $363306.34         | $372840.83         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLDC6609  | 2054-11-01      | 5.0000%  |  | $262.34            | $259.90            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDC3753  | 2054-08-01      | 5.5000%  |  | $83829.75          | $85578.84          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDB9877  | 2054-08-01      | 6.0000%  |  | $1213.81           | $1246.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLDB0517  | 2054-08-01      | 5.5000%  |  | $276.63            | $279.53            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844052  | 2035-11-01      | 6.1240%  |  | $59.56             | $60.74             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS844051  | 2035-11-01      | 6.5880%  |  | $5.48              | $5.68              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS843672  | 2035-09-01      | 6.3000%  |  | $72.21             | $73.22             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD841068  | 2034-11-01      | 6.7700%  |  | $5.12              | $5.35              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836464  | 2035-10-01      | 6.3670%  |  | $2.00              | $2.06              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS836434  | 2035-10-01      | 6.8110%  |  | $5.27              | $5.48              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5572  | 2054-11-01      | 3.5000%  |  | $536.61            | $486.89            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5528  | 2054-11-01      | 4.0000%  |  | $278311.32         | $260740.44         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5526  | 2054-10-01      | 3.5000%  |  | $266.90            | $242.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5245  | 2054-01-01      | 5.0000%  |  | $1022.85           | $1014.18           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5263  | 2054-01-01      | 4.0000%  |  | $513.89            | $481.52            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA5189  | 2053-11-01      | 5.0000%  |  | $1259.44           | $1250.79           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5056  | 2053-05-01      | 3.5000%  |  | $754.53            | $684.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5072  | 2053-07-01      | 5.5000%  |  | $1165.82           | $1181.40           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CKMA4970  | 2053-02-01      | 6.0000%  |  | $70259.34          | $71222.23          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA4919  | 2053-02-01      | 5.5000%  |  | $90122.56          | $91286.75          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLMA4918  | 2053-02-01      | 5.0000%  |  | $452.63            | $449.80            | Agency Mortgage-Backed Securities         |
| FCSB 3.45 FCSB 38 M        | 2038-03-02      | 3.4500%  |  | $104166.67         | $92746.09          | Agency Debentures and Agency Strips       |
| FHLB 2.90 FHOR 22-37 AP    | 2037-02-18      | 2.9000%  |  | $5555.56           | $4592.35           | Agency Debentures and Agency Strips       |
| FHLB 2.00 FHOR 21-36 CW    | 2036-02-25      | 2.0000%  |  | $654166.67         | $508359.60         | Agency Debentures and Agency Strips       |
| FHLB 4.10 FHOR 23-38 AB    | 2038-12-28      | 4.1000%  |  | $13888.89          | $12662.68          | Agency Debentures and Agency Strips       |
| FNMA FNMS 03.500 CLMA4838  | 2052-12-01      | 3.5000%  |  | $29279.20          | $26570.64          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB830607  | 2035-06-01      | 6.1510%  |  | $79.69             | $82.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4684  | 2052-06-01      | 4.5000%  |  | $211.41            | $204.46            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4655  | 2052-07-01      | 4.0000%  |  | $451.04            | $423.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3592  | 2049-02-01      | 4.0000%  |  | $16.78             | $16.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS4096  | 2044-12-01      | 4.5000%  |  | $20378.75          | $20183.31          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA4618  | 2052-04-01      | 4.0000%  |  | $395.12            | $370.17            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM7343  | 2052-09-01      | 1.9720%  |  | $3017400.10        | $2860836.26        | Agency Mortgage-Backed Securities         |
| FMAC FKAR 05.130 WNWN2387  | 2033-02-01      | 5.1300%  |  | $555.56            | $568.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3906  | 2050-01-01      | 3.5000%  |  | $293.98            | $269.55            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLMA4895  | 2053-01-01      | 6.5000%  |  | $5131566.34        | $5354638.39        | Agency Mortgage-Backed Securities         |
| GNMA GNAR FL MA3416 M      | 2045-11-20      | 6.2500%  |  | $137.14            | $142.17            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA4656  | 2052-07-01      | 4.5000%  |  | $659.02            | $637.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3443  | 2048-08-01      | 4.0000%  |  | $21.89             | $20.88             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3563  | 2049-01-01      | 4.0000%  |  | $19.68             | $18.78             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2920  | 2047-03-01      | 3.0000%  |  | $1105.30           | $990.24            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS3939  | 2028-11-01      | 1.5800%  |  | $256.41            | $238.98            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBH5850  | 2047-06-01      | 4.5000%  |  | $40.28             | $39.55             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS7252  | 2046-05-01      | 4.5000%  |  | $729.16            | $720.41            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3595  | 2030-04-01      | 4.3800%  |  | $277.78            | $281.31            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL4468  | 2029-10-01      | 2.4100%  |  | $278.06            | $261.60            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0373  | 2033-11-01      | 4.2400%  |  | $247.67            | $245.83            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLDC9804  | 2055-01-01      | 4.5000%  |  | $291793.87         | $283356.95         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL250550  | 2026-05-01      | 6.5000%  |  | $9.76              | $10.15             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3238  | 2048-01-01      | 3.5000%  |  | $41.93             | $38.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3148  | 2047-10-01      | 3.5000%  |  | $36.13             | $33.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3143  | 2047-09-01      | 3.0000%  |  | $54.10             | $48.42             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6528  | 2032-09-01      | 3.6500%  |  | $1879.17           | $1822.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3087  | 2047-08-01      | 3.5000%  |  | $33.98             | $31.34             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3027  | 2047-06-01      | 4.0000%  |  | $30.63             | $29.38             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3026  | 2047-06-01      | 3.5000%  |  | $545.81            | $506.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2833  | 2046-12-01      | 3.0000%  |  | $262777.58         | $235493.74         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLMA3593  | 2049-02-01      | 4.5000%  |  | $411.51            | $403.54            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3574  | 2049-01-01      | 3.5000%  |  | $31.05             | $28.53             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA2671  | 2046-07-01      | 3.5000%  |  | $73.29             | $68.14             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLAC3237  | 2039-10-01      | 5.0000%  |  | $395801.25         | $404852.78         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA2560  | 2039-04-01      | 6.0000%  |  | $59.00             | $62.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLAA0294  | 2039-04-01      | 6.0000%  |  | $27.96             | $28.91             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS995135  | 2038-03-01      | 6.5690%  |  | $11.01             | $11.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL975441  | 2038-03-01      | 5.0000%  |  | $100.51            | $101.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL939685  | 2037-07-01      | 6.0000%  |  | $114.39            | $118.06            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CL930920  | 2039-04-01      | 4.5000%  |  | $9.90              | $9.93              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5296  | 2054-03-01      | 5.5000%  |  | $712.23            | $720.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA5283  | 2054-02-01      | 4.0000%  |  | $522.12            | $489.19            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5272  | 2054-02-01      | 6.0000%  |  | $210.35            | $216.00            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 01.970 WAWA2517  | 2050-05-01      | 1.9700%  |  | $427.55            | $294.24            | Agency Mortgage-Backed Securities         |
| FMAC 04.500 FGPC Q10151 G  | 2042-08-01      | 4.5000%  |  | $580.33            | $577.06            | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC J37005 G  | 2032-05-01      | 3.5000%  |  | $76.50             | $75.85             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849407 G         | 2037-09-01      | 6.5580%  |  | $22.03             | $22.86             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 849414 G         | 2035-07-01      | 6.6060%  |  | $124.01            | $128.43            | Agency Mortgage-Backed Securities         |
| FMAC 06.500 FGPC C00676 G  | 2028-11-01      | 6.5000%  |  | $50.21             | $52.31             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1R0014 G         | 2035-03-01      | 4.2330%  |  | $6.60              | $6.44              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q1892 G         | 2037-04-01      | 6.7280%  |  | $327581.24         | $340766.03         | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1Q0643 G         | 2038-11-01      | 7.3650%  |  | $20.07             | $20.76             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM9978  | 2051-12-01      | 3.0000%  |  | $215774.12         | $189678.47         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFM7304  | 2051-05-01      | 2.5000%  |  | $106757.47         | $89004.18          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CTFM6742  | 2040-08-01      | 3.0000%  |  | $34248.10          | $31842.97          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM3665  | 2049-09-01      | 4.0000%  |  | $3251.44           | $3094.95           | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G3701 G         | 2037-09-01      | 6.7350%  |  | $26.55             | $27.08             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G2254 G         | 2037-10-01      | 6.8850%  |  | $11.44             | $11.73             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B7242 G         | 2036-09-01      | 6.6630%  |  | $142.46            | $147.31            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G1227 G         | 2036-10-01      | 7.5190%  |  | $52.93             | $55.08             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1N1497 G         | 2036-07-01      | 6.4150%  |  | $28.69             | $29.12             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1L0078 G         | 2035-06-01      | 6.3270%  |  | $15.07             | $15.56             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1A0001 G         | 2035-04-01      | 6.3010%  |  | $18.40             | $18.74             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HTBS5141  | 2042-03-01      | 2.9700%  |  | $246.00            | $217.33            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS3651  | 2044-10-01      | 4.5000%  |  | $1136.23           | $1124.00           | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.720 WAWA4461  | 2030-01-01      | 4.7200%  |  | $277.45            | $282.58            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3466  | 2048-09-01      | 3.5000%  |  | $719.82            | $661.61            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLFS3978  | 2053-01-01      | 5.0000%  |  | $797739.31         | $790772.56         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3991  | 2050-04-01      | 3.0000%  |  | $431.61            | $378.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX4360  | 2053-04-01      | 6.5000%  |  | $270.34            | $290.18            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD6955  | 2055-04-01      | 6.5000%  |  | $831.04            | $871.09            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCC0883  | 2055-08-01      | 6.0000%  |  | $970331.28         | $1027858.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5139  | 2053-09-01      | 6.0000%  |  | $214.71            | $220.84            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFS9439  | 2054-11-01      | 3.5000%  |  | $1055.82           | $958.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA2960  | 2047-04-01      | 4.0000%  |  | $28.17             | $26.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLDD3223  | 2055-02-01      | 6.5000%  |  | $281.77            | $297.62            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS3955  | 2044-12-01      | 4.0000%  |  | $57.48             | $55.03             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBQ9453  | 2051-03-01      | 2.0000%  |  | $19207.40          | $15568.07          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3521  | 2048-11-01      | 4.0000%  |  | $22.97             | $21.92             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAL7206  | 2045-08-01      | 4.0000%  |  | $189.03            | $180.87            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLMA5215  | 2053-12-01      | 5.5000%  |  | $956.71            | $967.99            | Agency Mortgage-Backed Securities         |
| GNMA GNAR WN 784593 M      | 2043-06-20      | 6.4920%  |  | $233.10            | $237.10            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4698  | 2052-08-01      | 3.0000%  |  | $234.41            | $204.11            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CIAL6206  | 2028-06-01      | 3.5000%  |  | $424.08            | $421.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6408  | 2046-01-01      | 3.5000%  |  | $346730.84         | $323343.92         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS7122  | 2034-11-01      | 4.9400%  |  | $1600.56           | $1646.36           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6220  | 2034-09-01      | 4.1600%  |  | $543600.00         | $530413.11         | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBS6197  | 2038-07-01      | 4.2400%  |  | $271.44            | $259.41            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBS5079  | 2029-03-01      | 2.3100%  |  | $277.78            | $262.73            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLBR2664  | 2051-02-01      | 2.0000%  |  | $16441.97          | $13317.25          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CTBO6642  | 2041-04-01      | 2.0000%  |  | $95911.91          | $83331.68          | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX SOBM6921  | 2052-05-01      | 2.2650%  |  | $370.93            | $338.74            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLBM3393  | 2048-01-01      | 4.0000%  |  | $201.85            | $192.84            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL6070  | 2030-05-01      | 2.1700%  |  | $6541803.69        | $6033098.50        | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL3625  | 2034-09-01      | 2.8900%  |  | $352.50            | $313.45            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL1040  | 2028-12-01      | 3.8100%  |  | $90555.56          | $90372.94          | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBL0900  | 2034-02-01      | 4.0800%  |  | $277.78            | $271.14            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBK4773  | 2048-08-01      | 5.0000%  |  | $1352287.09        | $1365758.43        | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LBBK4271  | 2048-09-01      | 3.2720%  |  | $44.52             | $46.18             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLBJ7468  | 2048-12-01      | 4.5000%  |  | $51.76             | $50.84             | Agency Mortgage-Backed Securities         |
| GNMA GNII BD DK5996 C      | 2055-06-20      | 4.5000%  |  | $1537.59           | $1435.82           | Agency Mortgage-Backed Securities         |
| GNMA GNII ET DJ1309 C      | 2065-03-20      | 7.0000%  |  | $277.39            | $286.40            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0257 X      | 2053-07-15      | 7.0000%  |  | $273.16            | $289.00            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF CU0288 X      | 2053-06-15      | 7.0000%  |  | $274.05            | $289.94            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AQ0479 X      | 2046-02-15      | 4.5000%  |  | $2835.90           | $2789.20           | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6710 M      | 2050-06-20      | 3.0000%  |  | $7456688.80        | $6641846.70        | Agency Mortgage-Backed Securities         |
| GNMA GNAR TL MA1120 M      | 2043-06-20      | 6.1250%  |  | $13.26             | $13.56             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB5980 X      | 2045-12-15      | 4.5000%  |  | $12.82             | $12.61             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AB2759 X      | 2042-08-15      | 3.5000%  |  | $20.62             | $19.33             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF AA6408 X      | 2043-05-15      | 3.0000%  |  | $44.82             | $40.78             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 796233 X      | 2042-05-15      | 3.5000%  |  | $20.98             | $19.60             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1G0501 G         | 2035-06-01      | 6.4510%  |  | $14.40             | $14.81             | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G18497 G  | 2029-01-01      | 3.0000%  |  | $55926.12          | $55101.95          | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC G08566 G  | 2044-01-01      | 3.5000%  |  | $203.99            | $191.78            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLFM2971  | 2045-08-01      | 4.0000%  |  | $222912.78         | $215201.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLFM2870  | 2050-03-01      | 3.0000%  |  | $473931.11         | $421283.68         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA1320  | 2054-10-01      | 5.5000%  |  | $263.24            | $268.94            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLFA0243  | 2054-12-01      | 5.5000%  |  | $537.80            | $546.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLFA0896  | 2052-05-01      | 2.5000%  |  | $1248443.36        | $1053189.87        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7615  | 2053-12-01      | 6.0000%  |  | $601.02            | $620.67            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLCB7270  | 2053-10-01      | 6.0000%  |  | $14524264.25       | $15052753.82       | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6056  | 2053-04-01      | 5.0000%  |  | $226.60            | $227.50            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLCB6053  | 2053-04-01      | 5.0000%  |  | $704.44            | $710.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCB2408  | 2051-12-01      | 2.5000%  |  | $2475.21           | $2071.56           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLCA6073  | 2050-06-01      | 2.5000%  |  | $3354116.79        | $2829739.01        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2806  | 2048-12-01      | 4.5000%  |  | $398212.66         | $395398.89         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA2046  | 2048-07-01      | 4.5000%  |  | $438805.63         | $431552.61         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLCA1712  | 2048-05-01      | 4.5000%  |  | $95.24             | $93.33             | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ4036  | 2031-01-01      | 5.2600%  |  | $277.78            | $290.46            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ4046  | 2030-06-01      | 4.3900%  |  | $277.78            | $281.22            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ2988  | 2035-02-01      | 4.9300%  |  | $277.78            | $285.82            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLFA0110  | 2048-11-01      | 3.5000%  |  | $28576.01          | $26631.70          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLDD3881  | 2055-02-01      | 6.0000%  |  | $439640.31         | $451769.84         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA5731  | 2055-06-01      | 3.5000%  |  | $551.05            | $499.99            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 794652 X      | 2042-07-15      | 3.5000%  |  | $43.81             | $40.99             | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 779398 X      | 2042-06-15      | 3.5000%  |  | $107.50            | $101.36            | Agency Mortgage-Backed Securities         |
| GNMA GNMI SF 763429 X      | 2041-06-15      | 4.7500%  |  | $185.58            | $185.39            | Agency Mortgage-Backed Securities         |
| FMAC FKAR 04.100 WSWS4800  | 2034-01-01      | 4.1000%  |  | $265.42            | $265.23            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLAE6374  | 2041-01-01      | 5.5000%  |  | $66.57             | $68.85             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAE5432  | 2040-10-01      | 4.0000%  |  | $66.59             | $65.03             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806506  | 2044-10-01      | 5.5080%  |  | $20.29             | $20.58             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS806504  | 2034-10-01      | 5.5080%  |  | $4.50              | $4.53              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB795816  | 2034-07-01      | 6.2520%  |  | $144.23            | $146.23            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LA780840  | 2034-06-01      | 6.5000%  |  | $2.13              | $2.17              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB762328  | 2034-03-01      | 6.1970%  |  | $35.76             | $36.14             | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX LB739759  | 2033-08-01      | 6.2100%  |  | $3.96              | $4.08              | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WS735643  | 2042-08-01      | 5.5080%  |  | $22.47             | $22.69             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV9288  | 2044-02-01      | 4.5000%  |  | $141.40            | $140.40            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAV3471  | 2044-02-01      | 4.5000%  |  | $23.79             | $23.72             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS8157  | 2046-10-01      | 4.5000%  |  | $57.65             | $56.96             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL489035  | 2029-04-01      | 6.5000%  |  | $948.98            | $987.73            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX AM462206  | 2036-04-01      | 6.2950%  |  | $15.44             | $15.45             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441259  | 2028-11-01      | 7.0000%  |  | $198.89            | $210.12            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL441221  | 2028-09-01      | 7.0000%  |  | $519.89            | $549.24            | Agency Mortgage-Backed Securities         |
| FNMA FNAR XX.XXX WD423226  | 2038-07-01      | 6.3080%  |  | $10.55             | $10.80             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL412147  | 2028-01-01      | 7.0000%  |  | $15.95             | $16.86             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.000 CLMA4281  | 2051-03-01      | 2.0000%  |  | $244375.41         | $196234.81         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 01.500 CLMA4209  | 2050-12-01      | 1.5000%  |  | $17214.52          | $13048.89          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CTMA4177  | 2040-11-01      | 2.5000%  |  | $138.99            | $126.49            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4097  | 2050-08-01      | 3.0000%  |  | $1117.26           | $982.31            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA4020  | 2050-05-01      | 3.0000%  |  | $778.80            | $685.22            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA4043  | 2035-06-01      | 3.0000%  |  | $531.87            | $512.57            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7837  | 2046-09-01      | 3.0000%  |  | $274.97            | $246.96            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7796  | 2046-08-01      | 3.0000%  |  | $381.37            | $341.92            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLAS7538  | 2046-07-01      | 3.0000%  |  | $807.89            | $724.32            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6831  | 2046-03-01      | 3.5000%  |  | $631.96            | $589.86            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.500 CLAS6627  | 2046-02-01      | 4.5000%  |  | $51.21             | $50.59             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLAS6121  | 2045-11-01      | 4.0000%  |  | $436.67            | $417.59            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLAS6102  | 2045-11-01      | 3.5000%  |  | $26.33             | $24.57             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL394854  | 2027-05-01      | 6.5000%  |  | $122.78            | $127.80            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CL357729  | 2035-03-01      | 5.0000%  |  | $84.73             | $86.75             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL336682  | 2028-05-01      | 6.5000%  |  | $93.93             | $97.77             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CL323862  | 2029-08-01      | 6.5000%  |  | $123.21            | $128.24            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.500 CL313835  | 2027-11-01      | 7.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CL313397  | 2027-03-01      | 7.0000%  |  | $0.04              | $0.04              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 ZT310185  | 2026-07-01      | 6.0000%  |  | $105.15            | $107.91            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 ZL310104  | 2037-08-01      | 5.5000%  |  | $497.47            | $513.51            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CT257536  | 2029-01-01      | 5.0000%  |  | $221.37            | $223.30            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CL257207  | 2038-05-01      | 6.0000%  |  | $1.95              | $2.06              | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3803  | 2049-10-01      | 3.5000%  |  | $1212.07           | $1111.86           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3746  | 2049-08-01      | 4.0000%  |  | $62.43             | $59.44             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3686  | 2049-06-01      | 3.5000%  |  | $551.74            | $506.47            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA3685  | 2049-06-01      | 3.0000%  |  | $1299.50           | $1144.59           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CIMA3695  | 2034-07-01      | 3.0000%  |  | $180.20            | $174.88            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3692  | 2049-07-01      | 3.5000%  |  | $1158.65           | $1063.45           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3637  | 2049-04-01      | 3.5000%  |  | $69.15             | $63.49             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3663  | 2049-05-01      | 3.5000%  |  | $45.10             | $41.41             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLMA4379  | 2051-07-01      | 2.5000%  |  | $193.37            | $162.20            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3442  | 2048-08-01      | 3.5000%  |  | $29.06             | $26.71             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLMA3277  | 2048-02-01      | 4.0000%  |  | $35.62             | $34.01             | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLMA3305  | 2048-03-01      | 3.5000%  |  | $118.71            | $109.51            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1J0336 G         | 2037-04-01      | 6.9010%  |  | $114.54            | $118.84            | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC A61537 G  | 2036-10-01      | 5.5000%  |  | $202.98            | $211.73            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1B1438 G         | 2034-01-01      | 6.7500%  |  | $22.25             | $22.79             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847054 G         | 2030-12-01      | 4.1820%  |  | $21.78             | $21.38             | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846981 G         | 2031-07-01      | 7.3500%  |  | $0.12              | $0.12              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 846908 G         | 2028-07-01      | 6.3900%  |  | $110.70            | $110.88            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 847131 G         | 2030-07-01      | 6.4650%  |  | $2.32              | $2.35              | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841554 G         | 2053-03-01      | 4.6810%  |  | $244.81            | $245.38            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 841739 G         | 2054-01-01      | 4.2750%  |  | $253.86            | $249.64            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX H2BZ3837  | 2033-03-01      | 5.2100%  |  | $1042.38           | $1085.68           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HXBZ3723  | 2030-05-01      | 4.4400%  |  | $277.78            | $282.28            | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0938  | 2034-05-01      | 5.6700%  |  | $2043.33           | $2205.79           | Agency Mortgage-Backed Securities         |
| FNMA MNAR XX.XXX HYBZ0385  | 2034-02-01      | 4.7600%  |  | $277.78            | $285.02            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY9929  | 2053-12-01      | 7.0000%  |  | $243.30            | $258.13            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY9879  | 2053-11-01      | 6.5000%  |  | $797.39            | $838.16            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY4719  | 2053-06-01      | 6.5000%  |  | $220.48            | $236.66            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY3000  | 2053-05-01      | 6.5000%  |  | $270.80            | $286.05            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLBY2998  | 2053-05-01      | 7.0000%  |  | $257.43            | $284.26            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBY2993  | 2053-05-01      | 6.5000%  |  | $574.30            | $612.03            | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLBX0786  | 2053-01-01      | 6.5000%  |  | $6389.57           | $6771.43           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.000 CLBW9918  | 2052-10-01      | 5.0000%  |  | $612314.39         | $613024.00         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLBW9741  | 2053-05-01      | 6.0000%  |  | $92568.01          | $96326.71          | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLBV1619  | 2055-04-01      | 5.5000%  |  | $278.38            | $281.35            | Agency Mortgage-Backed Securities         |
| FMAC FMAR 1C0004 G         | 2031-09-01      | 6.4880%  |  | $29.30             | $29.84             | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL011AL R16M011  | 2039-07-25      | 2.9440%  |  | $11511.09          | $10602.66          | Agency Mortgage-Backed Securities         |
| FNMA FNRM CL004A2 R16M004  | 2026-03-25      | 2.5760%  |  | $207010.21         | $205376.40         | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL013A2 R18M013  | 2030-09-25      | 3.8683%  |  | $988.19            | $977.86            | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL004A2 R23M004  | 2032-09-25      | 3.8926%  |  | $5750.00           | $5559.26           | Agency Mortgage-Backed Securities         |
| FNMA MNRA CL01GA1 R22M01G  | 2031-09-25      | 1.5826%  |  | $286.19            | $271.83            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2030-11-25      | 4.9400%  |  | $342.22            | $355.67            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-04-25      | 2.8960%  |  | $6.96              | $6.92              | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2026-07-25      | 2.3400%  |  | $382.78            | $378.88            | Agency Mortgage-Backed Securities         |
| FMAC FHLMC REMIC SERIES K- | 2031-01-25      | 3.0800%  |  | $289.72            | $276.58            | Agency Mortgage-Backed Securities         |
| USTR TINT 02/15/26         | 2026-02-15      | 0.0000%  |  | $0.26              | $0.25              | U.S. Treasuries (including strips)        |
| USTR TINT 05/15/34         | 2034-05-15      | 0.0000%  |  | $0.34              | $0.24              | U.S. Treasuries (including strips)        |
| USTR TINT 02/15/34         | 2034-02-15      | 0.0000%  |  | $997457.73         | $698160.56         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26       | 2026-05-31      | 0.7500%  |  | $585805.56         | $572859.41         | U.S. Treasuries (including strips)        |

### Security 202: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $145245969.23      | $147620283.01      | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/26 | 2026-10-31      | 4.3484%  |  | $92.31             | $92.65             | U.S. Treasuries (including strips) |
| USTR 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  |  | $8037.49           | $8240.49           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  |  | $46.15             | $25.59             | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $46.15             | $30.72             | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  |  | $46.15             | $22.51             | U.S. Treasuries (including strips) |
| USTR 3 BOND 45        | 2045-05-15      | 3.0000%  |  | $46.15             | $35.57             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  |  | $46.15             | $39.60             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $46.15             | $35.40             | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $46.15             | $37.64             | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25    | 2025-12-09      | 0.0000%  |  | $46.15             | $45.63             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $46.15             | $33.86             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $158054353.85      | $158408249.56      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  |  | $46.15             | $44.40             | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $92.31             | $48.46             | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $92.31             | $57.96             | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $46.15             | $25.64             | U.S. Treasuries (including strips) |
| USTR 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  |  | $112852.69         | $109828.32         | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $46.15             | $44.71             | U.S. Treasuries (including strips) |

### Security 203: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 963FTR002, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  |  | $102805.71         | $105427.00         | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  |  | $140693730.60      | $144770234.51      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $3066.42           | $3084.43           | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $80.70             | $75.47             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  |  | $80.70             | $78.35             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  |  | $403.48            | $378.15            | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  |  | $4922.41           | $4853.20           | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26    | 2026-02-26      | 0.0000%  |  | $2743.64           | $2690.08           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $5015207.95        | $5074713.06        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  |  | $80.70             | $81.72             | U.S. Treasuries (including strips) |
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $368428947.34      | $385471061.05      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $64923339.54       | $67733041.71       | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $30795716.95       | $31520834.93       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $128756486.65      | $132386189.05      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $80.70             | $82.04             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  |  | $554738969.58      | $559565138.15      | U.S. Treasuries (including strips) |

### Security 204: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank, REPO,  4.340%, 9/2/2025
- **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: 963FWP002, C.3 - LEI: 1VUV7VQFKUOQSJ21A208
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA9904 M | 2054-09-20      | 4.5000%  |  | $24231295.75       | $23427228.66       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8148 M | 2052-07-20      | 3.0000%  |  | $26925708.50       | $23916042.55       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7535 M | 2051-08-20      | 3.0000%  |  | $47960456.74       | $42607174.49       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA7987 M | 2052-04-20      | 2.5000%  |  | $24014181.91       | $20514845.99       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0088 M | 2054-12-20      | 3.5000%  |  | $17450376.89       | $15949648.35       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA8801 M | 2053-04-20      | 5.5000%  |  | $2619606.40        | $2664788.79        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MA4778 M | 2047-10-20      | 3.5000%  |  | $16449088.75       | $15275482.82       | Agency Mortgage-Backed Securities   |
| FHLB FHOR 21-27 D3    | 2027-08-23      | 1.5000%  |  | $62500.00          | $59912.50          | Agency Debentures and Agency Strips |
| GNMA GNII SF MB0481 M | 2055-07-20      | 3.5000%  |  | $15069788.52       | $13773790.06       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0092 M | 2054-12-20      | 5.5000%  |  | $3470755.44        | $3514062.75        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0090 M | 2054-12-20      | 4.5000%  |  | $50028384.19       | $48368242.29       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0022 M | 2054-11-20      | 3.5000%  |  | $38899999.74       | $35554608.39       | Agency Mortgage-Backed Securities   |
| GNMA GNII SF CV6290 C | 2053-09-20      | 7.0000%  |  | $8889626.97        | $9497139.14        | Agency Mortgage-Backed Securities   |

### Security 205: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC, REPO,  4.340%, 9/2/2025
- **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: 963FWZ000, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 06.500 CLFS7487 | 2053-11-01      | 6.5000%  |  | $40929116.57       | $43019553.03       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  |  | $40805012.00       | $42245537.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5453 | 2054-05-01      | 5.5000%  |  | $26054078.46       | $26624526.72       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $43464233.88       | $43005251.57       | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $696.37            | $627.40            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAL7501 | 2045-10-01      | 3.5000%  |  | $45817164.68       | $42254752.84       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7116 | 2054-11-01      | 6.0000%  |  | $40129373.42       | $41238816.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLCB6044 | 2053-04-01      | 4.5000%  |  | $17170838.98       | $16734527.96       | Agency Mortgage-Backed Securities |

### Security 206: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.340%, 9/2/2025
- **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: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF DK0800 C | 2055-07-20      | 6.5000%  |  | $1285279.68        | $1357475.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0799 C | 2055-07-20      | 6.5000%  |  | $1771966.56        | $1854131.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF 729578 C | 2040-02-20      | 4.0000%  |  | $234168.44         | $224133.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005258 M | 2041-12-20      | 3.5000%  |  | $11693011.86       | $10991983.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF 004853 M | 2040-11-20      | 4.0000%  |  | $149827.95         | $146354.50         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 003461 M | 2033-10-20      | 6.5000%  |  | $126611.37         | $133402.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AZ7823 C | 2047-04-20      | 3.5000%  |  | $83736.53          | $77271.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF AS7206 C | 2046-04-20      | 3.5000%  |  | $87779.47          | $79650.93          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI8778 C | 2055-08-20      | 5.5000%  |  | $47351.00          | $48163.34          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI7043 C | 2055-04-20      | 6.0000%  |  | $11658388.92       | $12109459.76       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI6415 C | 2055-05-20      | 6.5000%  |  | $3729868.06        | $3889105.66        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI4921 C | 2055-07-20      | 6.5000%  |  | $1617036.79        | $1699944.79        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3006 C | 2055-07-20      | 5.5000%  |  | $1072357.63        | $1093891.40        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI2200 C | 2055-02-20      | 5.0000%  |  | $1537357.57        | $1535590.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI0837 C | 2055-04-20      | 6.5000%  |  | $1090062.47        | $1148147.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0235 M | 2040-03-20      | 6.0000%  |  | $8145310.80        | $8522721.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0003 M | 2039-11-20      | 6.5000%  |  | $50202.36          | $52906.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7974 C | 2055-08-20      | 6.5000%  |  | $1249328.00        | $1307255.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL7045 C | 2055-08-20      | 5.5000%  |  | $5219032.00        | $5298761.99        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6623 C | 2055-07-20      | 5.5000%  |  | $1443991.71        | $1472983.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL5967 C | 2055-08-20      | 6.5000%  |  | $1381806.00        | $1445878.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3721 C | 2055-08-20      | 5.5000%  |  | $2557520.00        | $2620222.15        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL4400 C | 2055-07-20      | 5.5000%  |  | $67825.45          | $68982.74          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2801 C | 2055-07-20      | 5.5000%  |  | $16438733.90       | $16669612.26       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL3512 C | 2055-07-20      | 6.5000%  |  | $5771719.29        | $6018134.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2577 C | 2052-07-20      | 6.5000%  |  | $1227241.49        | $1284123.59        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0417 C | 2055-07-20      | 5.5000%  |  | $141931.63         | $144362.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0403 C | 2055-07-20      | 5.5000%  |  | $5705451.55        | $5785583.35        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6745 M | 2035-04-20      | 5.0000%  |  | $616587.21         | $628819.62         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6744 M | 2035-03-20      | 4.5000%  |  | $52357.15          | $52430.29          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6702 M | 2050-06-20      | 4.0000%  |  | $1038085.82        | $958932.93         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6713 M | 2050-06-20      | 4.5000%  |  | $3326555.60        | $3287302.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6683 M | 2035-07-20      | 2.5000%  |  | $111149.76         | $104615.76         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6682 M | 2035-06-20      | 2.0000%  |  | $7268838.63        | $6748539.20        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6532 M | 2050-03-20      | 3.5000%  |  | $456589.05         | $410634.38         | Agency Mortgage-Backed Securities |
| GNMA GNAR AF MA6351 M | 2049-12-20      | 4.5000%  |  | $141045.03         | $141374.51         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5907 M | 2034-05-20      | 4.5000%  |  | $67411.58          | $68209.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5798 M | 2034-08-20      | 7.0000%  |  | $21560.07          | $22388.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5690 M | 2032-02-20      | 7.0000%  |  | $12136.42          | $12602.53          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5528 M | 2048-10-20      | 4.0000%  |  | $24343715.00       | $23147394.52       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4961 M | 2048-01-20      | 3.0000%  |  | $79442.05          | $71531.47          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA4830 M | 2047-11-20      | 4.5000%  |  | $404284.06         | $393388.60         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH6154 C | 2055-01-20      | 7.0000%  |  | $1134346.04        | $1207560.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3436 C | 2055-01-20      | 7.0000%  |  | $1109699.25        | $1152859.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3331 C | 2055-02-20      | 7.0000%  |  | $1277539.47        | $1344785.89        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9907 C | 2055-07-20      | 5.0000%  |  | $2493213.23        | $2500181.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL0416 C | 2055-07-20      | 5.0000%  |  | $1972201.25        | $1961000.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9982 C | 2055-07-20      | 5.5000%  |  | $82600.05          | $84009.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8940 M | 2051-04-20      | 1.5000%  |  | $120721.93         | $95013.06          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7941 M | 2052-03-20      | 5.0000%  |  | $15345.17          | $15362.03          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7937 M | 2052-03-20      | 3.0000%  |  | $1345001669.12     | $1194661865.43     | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7766 M | 2051-12-20      | 2.0000%  |  | $204069608.07      | $167474530.93      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7710 M | 2051-11-20      | 5.0000%  |  | $12222.56          | $12260.44          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3024 C | 2055-02-20      | 6.5000%  |  | $3195777.84        | $3300812.05        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3484 C | 2055-03-20      | 7.0000%  |  | $12139137.32       | $12611245.90       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9942 C | 2054-12-20      | 5.5000%  |  | $1083771.75        | $1098990.91        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0460 C | 2054-12-20      | 6.5000%  |  | $1252044.59        | $1306275.10        | Agency Mortgage-Backed Securities |
| GNMA GNPL PN DF9972   | 2059-11-15      | 4.9800%  |  | $499582.63         | $503167.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5989 C | 2051-10-20      | 4.5000%  |  | $2764238.73        | $2643435.97        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF5219 C | 2054-10-20      | 5.0000%  |  | $1615238.33        | $1606315.57        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF4721 C | 2054-10-20      | 6.5000%  |  | $1757470.07        | $1864407.83        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF0757 C | 2054-09-20      | 6.0000%  |  | $3217419.10        | $3327247.85        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE6809 C | 2054-11-20      | 4.5000%  |  | $11923186.63       | $11414936.95       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE1006 C | 2054-09-20      | 7.0000%  |  | $1008749.42        | $1066523.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD5982 C | 2054-08-20      | 6.5000%  |  | $90460.27          | $95455.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4245 C | 2054-10-20      | 7.0000%  |  | $1039274.86        | $1096256.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD3994 C | 2054-09-20      | 5.5000%  |  | $1532351.78        | $1553870.26        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5300 M | 2033-07-20      | 3.5000%  |  | $124189.40         | $122609.99         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA4003 M | 2046-10-20      | 3.0000%  |  | $5747799.15        | $5177625.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA2863 M | 2030-06-20      | 2.5000%  |  | $109035.45         | $106272.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1224 M | 2043-08-20      | 3.5000%  |  | $722852.96         | $678014.55         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DC3571 C | 2054-06-20      | 6.0000%  |  | $1779614.75        | $1837088.60        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0623 M | 2042-12-20      | 2.5000%  |  | $773482.91         | $680908.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6148 C | 2043-03-20      | 3.0000%  |  | $459974.04         | $412233.49         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6243 C | 2043-04-20      | 3.5000%  |  | $3704892.80        | $3398554.56        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DB7057 C | 2054-04-20      | 6.5000%  |  | $372423.96         | $378448.12         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA6457 C | 2063-12-20      | 7.5000%  |  | $174712.81         | $181064.90         | Agency Mortgage-Backed Securities |
| GNMA GNII ET DA2481 C | 2064-01-20      | 7.5000%  |  | $380162.43         | $393984.50         | Agency Mortgage-Backed Securities |
| GNMA GNII ET CZ8013 C | 2063-12-20      | 7.5000%  |  | $386387.39         | $400433.86         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6899 C | 2053-11-20      | 7.5000%  |  | $6624720.72        | $6906247.06        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6905 C | 2053-11-20      | 7.5000%  |  | $2275716.41        | $2380072.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CY6452 C | 2053-11-20      | 7.5000%  |  | $651611.37         | $685345.51         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CY1385   | 2059-04-15      | 5.5000%  |  | $88163.32          | $92098.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3732 C | 2053-10-20      | 7.0000%  |  | $696527.56         | $731650.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0561 C | 2053-09-20      | 6.5000%  |  | $2629300.45        | $2741452.10        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX0542 C | 2053-10-20      | 2.0000%  |  | $3915332.98        | $3133713.32        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV9811 C | 2053-06-20      | 5.0000%  |  | $1484824.66        | $1503150.20        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV3842 C | 2053-07-20      | 6.0000%  |  | $537239.20         | $554259.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CR3703 C | 2052-11-20      | 3.5000%  |  | $572982.91         | $512433.64         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CQ9881 C | 2052-10-20      | 4.5000%  |  | $260306.29         | $261955.59         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8936 M | 2053-06-20      | 5.5000%  |  | $389128.69         | $391777.02         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AA6160 C | 2043-03-20      | 3.5000%  |  | $1597408.90        | $1482478.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8463 M | 2037-11-20      | 6.5000%  |  | $23545.28          | $24865.71          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6411 C | 2050-10-20      | 3.0000%  |  | $227524.57         | $202333.13         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7771 M | 2051-12-20      | 4.5000%  |  | $15249.51          | $14951.96          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8241 M | 2037-09-20      | 3.0000%  |  | $884655.17         | $840093.61         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9104 M | 2053-08-20      | 4.5000%  |  | $2501740.08        | $2425687.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9688 M | 2036-07-20      | 2.0000%  |  | $65483.10          | $60144.17          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DA5839 C | 2054-02-20      | 8.0000%  |  | $942140.90         | $1020205.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA1375 M | 2043-10-20      | 3.5000%  |  | $4001038.02        | $3752010.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7135 M | 2051-01-20      | 2.0000%  |  | $4103940.54        | $3367995.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8847 M | 2038-08-20      | 5.0000%  |  | $37480.96          | $38337.28          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ8646 C | 2055-07-20      | 5.5000%  |  | $68755.81          | $69954.42          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0425 M | 2055-06-20      | 6.0000%  |  | $54965181.40       | $56329069.11       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5330 C | 2055-06-20      | 5.5000%  |  | $1591993.53        | $1614352.73        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF8189 C | 2054-11-20      | 6.5000%  |  | $831189.86         | $866650.54         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6648 M | 2050-05-20      | 4.0000%  |  | $453101.64         | $418551.33         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6954 M | 2050-09-20      | 1.5000%  |  | $72631.20          | $57432.08          | Agency Mortgage-Backed Securities |
| GNMA GNII SF 005181 M | 2041-09-20      | 3.5000%  |  | $122421.66         | $114829.21         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8793 M | 2046-01-20      | 1.5000%  |  | $55819.91          | $44404.67          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA5333 M | 2048-07-20      | 5.5000%  |  | $247604.24         | $255350.98         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6997 M | 2050-11-20      | 3.5000%  |  | $4553687.42        | $4188628.42        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6095 M | 2049-08-20      | 6.0000%  |  | $7532.14           | $7954.65           | Agency Mortgage-Backed Securities |
| GNMA GNII SF CT5313 C | 2051-12-20      | 2.5000%  |  | $1145450.98        | $959984.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0534 M | 2042-11-20      | 3.5000%  |  | $5696792.97        | $5348104.93        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6540 M | 2050-03-20      | 2.5000%  |  | $16489.52          | $14086.68          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA0625 M | 2042-12-20      | 3.5000%  |  | $1214651.44        | $1140305.33        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6408 M | 2050-01-20      | 2.5000%  |  | $486587.28         | $417633.22         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9172 M | 2053-09-20      | 6.0000%  |  | $7042318.74        | $7249233.80        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6430 C | 2050-10-20      | 3.0000%  |  | $397048.38         | $352606.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX3287 C | 2053-11-20      | 7.0000%  |  | $78016.48          | $80729.62          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP0132 C | 2045-07-20      | 3.5000%  |  | $225486.29         | $205481.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9302 M | 2053-11-20      | 4.0000%  |  | $352978.02         | $332781.01         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8560 M | 2053-01-20      | 5.5000%  |  | $623705.49         | $627950.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CW5751 C | 2053-08-20      | 7.5000%  |  | $496462.98         | $521197.43         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0069 M | 2039-10-20      | 6.5000%  |  | $198163.58         | $212894.18         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4131 C | 2055-06-20      | 5.5000%  |  | $1434273.13        | $1454417.18        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH4687 C | 2055-05-20      | 5.0000%  |  | $1349033.95        | $1341372.63        | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6588 M | 2050-04-20      | 2.5000%  |  | $78025.39          | $65586.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CX6864 C | 2053-09-20      | 6.5000%  |  | $4275720.06        | $4462306.31        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8542 M | 2038-10-20      | 7.0000%  |  | $130354.79         | $136110.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ2896 C | 2051-11-20      | 2.5000%  |  | $895817.88         | $750765.65         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8492 M | 2052-12-20      | 6.0000%  |  | $249669.17         | $257522.68         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BW0005 C | 2050-05-20      | 3.0000%  |  | $905595.73         | $790782.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK0296 C | 2055-05-20      | 6.5000%  |  | $4219238.81        | $4399368.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8985 M | 2038-07-20      | 4.5000%  |  | $44288.05          | $44281.41          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9779 M | 2054-07-20      | 5.5000%  |  | $36854634.63       | $37323343.70       | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA9373 C | 2035-09-20      | 5.0000%  |  | $309046.98         | $312381.87         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV8400 C | 2050-07-20      | 4.0000%  |  | $72236.16          | $68042.35          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6067 M | 2034-08-20      | 4.5000%  |  | $315427.60         | $315460.09         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DE2683 C | 2054-10-20      | 6.5000%  |  | $1019493.08        | $1078709.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI3045 C | 2055-07-20      | 5.5000%  |  | $60371.40          | $61407.12          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL6624 C | 2055-07-20      | 5.5000%  |  | $64839.09          | $66065.05          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ5252 C | 2055-04-20      | 5.0000%  |  | $2952576.59        | $2936263.28        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CH0582 C | 2051-08-20      | 2.5000%  |  | $1863903.00        | $1588594.17        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DD4243 C | 2054-11-20      | 7.0000%  |  | $1460640.02        | $1542509.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BD3893 C | 2048-01-20      | 3.5000%  |  | $32611.18          | $30053.23          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CA2457 C | 2051-01-20      | 2.0000%  |  | $31719.80          | $25763.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8694 M | 2038-10-20      | 4.5000%  |  | $469716.10         | $469279.27         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DF1066 C | 2054-10-20      | 6.0000%  |  | $1413646.31        | $1473397.84        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AV9455 C | 2046-12-20      | 3.0000%  |  | $439040.40         | $386378.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9304 M | 2053-11-20      | 5.0000%  |  | $29654280.41       | $29559027.57       | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ8508 C | 2050-12-20      | 3.0000%  |  | $48801.48          | $43414.79          | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG9280 C | 2055-01-20      | 7.0000%  |  | $1122325.29        | $1186531.77        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DL2501 C | 2055-07-20      | 6.5000%  |  | $6568071.76        | $6848466.39        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9286 C | 2055-07-20      | 5.5000%  |  | $1154694.91        | $1178663.81        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CV0625 C | 2053-09-20      | 7.0000%  |  | $1444327.41        | $1514741.90        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ4829 C | 2055-04-20      | 7.0000%  |  | $27921536.54       | $29826049.03       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8153 M | 2052-07-20      | 5.5000%  |  | $204728.69         | $208724.54         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7912 M | 2037-04-20      | 3.5000%  |  | $204911.47         | $198557.42         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DI1750 C | 2055-02-20      | 5.5000%  |  | $1370494.86        | $1381723.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DH3328 C | 2055-02-20      | 6.5000%  |  | $1146393.88        | $1195301.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8271 M | 2052-09-20      | 6.0000%  |  | $280033.14         | $288967.78         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9295 C | 2055-07-20      | 6.5000%  |  | $1374088.77        | $1432754.88        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BI8200 C | 2048-09-20      | 4.5000%  |  | $180661.06         | $174897.97         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CK4917 C | 2052-01-20      | 3.5000%  |  | $564556.56         | $518426.20         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BL1422 C | 2048-11-20      | 4.0000%  |  | $684366.91         | $642976.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0305 M | 2055-04-20      | 4.0000%  |  | $396884203.40      | $371468179.95      | Agency Mortgage-Backed Securities |
| GNMA GNII SF DG0944 C | 2054-10-20      | 5.5000%  |  | $2585606.72        | $2621520.22        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DJ9878 C | 2055-07-20      | 6.5000%  |  | $1145836.89        | $1194749.86        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6766 M | 2050-07-20      | 3.0000%  |  | $64080130.39       | $57064210.49       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8017 M | 2037-05-20      | 2.5000%  |  | $383184.89         | $356339.51         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8336 M | 2052-10-20      | 3.0000%  |  | $1394828.50        | $1207609.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8986 M | 2038-07-20      | 5.0000%  |  | $245412.15         | $249061.16         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 711788 C | 2033-07-20      | 3.5000%  |  | $405171.48         | $395670.30         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 673398 C | 2046-07-20      | 3.0000%  |  | $448056.86         | $399026.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF 530000 C | 2030-08-20      | 7.5000%  |  | $42619.59          | $43026.07          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8538 M | 2038-01-20      | 5.0000%  |  | $41748.72          | $41975.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8464 M | 2037-04-20      | 7.0000%  |  | $67071.92          | $69647.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8455 M | 2037-12-20      | 2.5000%  |  | $51270.55          | $47993.82          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8426 M | 2052-11-20      | 4.0000%  |  | $2677327.37        | $2524176.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8403 M | 2031-01-20      | 7.5000%  |  | $8995.51           | $9086.93           | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8397 M | 2037-11-20      | 4.5000%  |  | $139945.03         | $139113.48         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8346 M | 2052-10-20      | 4.0000%  |  | $33807540.71       | $31899717.32       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8316 M | 2037-12-20      | 3.0000%  |  | $718808.55         | $677107.83         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8315 M | 2033-07-20      | 2.5000%  |  | $24761.23          | $23511.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8270 M | 2052-09-20      | 5.5000%  |  | $81078950.01       | $82732537.20       | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8261 M | 2052-09-20      | 4.5000%  |  | $565724.28         | $541374.94         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8239 M | 2037-02-20      | 2.0000%  |  | $145810.61         | $133918.96         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8191 M | 2052-08-20      | 3.5000%  |  | $8895698.45        | $7988695.02        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8122 M | 2037-07-20      | 2.0000%  |  | $536644.48         | $495519.03         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8132 M | 2034-08-20      | 7.0000%  |  | $15430.65          | $16023.29          | Agency Mortgage-Backed Securities |
| GNMA GNII RG CQ2806 C | 2039-09-20      | 6.0000%  |  | $1571756.16        | $1647248.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AQ1571 C | 2045-11-20      | 4.0000%  |  | $488964.31         | $465548.35         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AL1773 C | 2045-01-20      | 3.5000%  |  | $2515478.77        | $2307403.95        | Agency Mortgage-Backed Securities |
| GNMA GNII SF AJ2596 C | 2045-03-20      | 2.5000%  |  | $413157.30         | $351931.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF AD8811 C | 2043-03-20      | 3.0000%  |  | $1019963.47        | $931728.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9941 M | 2039-10-20      | 6.5000%  |  | $113780.40         | $122149.58         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN0928 C | 2039-02-20      | 6.0000%  |  | $1300719.74        | $1353468.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM9476 C | 2052-06-20      | 2.5000%  |  | $3608961.10        | $3035762.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM4442 C | 2052-06-20      | 2.5000%  |  | $1493234.87        | $1256066.54        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CM2445 C | 2035-09-20      | 5.5000%  |  | $719554.62         | $731699.82         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CM2645 C | 2046-10-20      | 3.5000%  |  | $474810.25         | $432519.96         | Agency Mortgage-Backed Securities |
| GNMA GNPL PN CM1224   | 2064-06-15      | 2.7800%  |  | $614740.61         | $532562.84         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CL3180 C | 2044-12-20      | 2.5000%  |  | $545293.07         | $460723.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CL2910 C | 2035-05-20      | 6.0000%  |  | $727817.71         | $752422.80         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CJ6920 C | 2055-07-20      | 6.0000%  |  | $1293030.78        | $1324489.79        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI8163 C | 2048-04-20      | 3.5000%  |  | $668508.63         | $608772.19         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4365 C | 2049-04-20      | 4.0000%  |  | $352029.47         | $331488.59         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4299 C | 2042-04-20      | 4.0000%  |  | $939612.90         | $899292.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI4372 C | 2039-07-20      | 6.0000%  |  | $1274079.03        | $1339390.45        | Agency Mortgage-Backed Securities |
| GNMA GNII SF CI1248 C | 2051-12-20      | 2.5000%  |  | $5818619.76        | $4934075.77        | Agency Mortgage-Backed Securities |
| GNMA GNPL LM CH6568   | 2054-05-15      | 3.1900%  |  | $52675.31          | $48039.00          | Agency Mortgage-Backed Securities |
| GNMA GNII SF CG8222 C | 2052-03-20      | 2.0000%  |  | $1854783.12        | $1484602.83        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CF0263 C | 2038-12-20      | 6.0000%  |  | $341846.43         | $353495.75         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CE9957 C | 2051-10-20      | 2.5000%  |  | $513857.51         | $436069.99         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CE3913 C | 2049-05-20      | 5.5000%  |  | $909183.81         | $915933.39         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CC9791 C | 2051-04-20      | 3.0000%  |  | $60017.30          | $53393.39          | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4583 C | 2034-02-20      | 6.5000%  |  | $442091.48         | $458822.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BZ4350 C | 2051-03-20      | 2.5000%  |  | $5199648.48        | $4335438.01        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY9470 C | 2036-04-20      | 5.0000%  |  | $1126953.63        | $1139095.30        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6449 C | 2045-11-20      | 3.0000%  |  | $236486.15         | $210031.23         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BY6428 C | 2050-10-20      | 3.0000%  |  | $431451.46         | $383702.01         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BX4963 C | 2050-09-20      | 3.0000%  |  | $7577.06           | $6728.90           | Agency Mortgage-Backed Securities |
| GNMA GNII SF BR2534 C | 2050-01-20      | 3.5000%  |  | $304693.93         | $278542.73         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BQ7065 C | 2050-04-20      | 2.7500%  |  | $322148.77         | $278626.11         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BN5830 C | 2050-08-20      | 2.5000%  |  | $1205362.77        | $1029553.92        | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH6397 C | 2036-02-20      | 3.0000%  |  | $308640.11         | $275055.84         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BH0223 C | 2048-06-20      | 4.0000%  |  | $492836.58         | $463752.38         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4690 C | 2038-11-20      | 6.5000%  |  | $776514.52         | $814641.81         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CP4685 C | 2040-06-20      | 5.0000%  |  | $1525757.16        | $1533999.13        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO9606 C | 2039-01-20      | 6.0000%  |  | $699181.45         | $727853.25         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO7989 C | 2045-09-20      | 4.5000%  |  | $2974345.71        | $2883657.91        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CO0390 C | 2050-11-20      | 2.5000%  |  | $2294652.04        | $1938217.87        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CN9851 C | 2049-10-20      | 4.0000%  |  | $257323.54         | $242249.04         | Agency Mortgage-Backed Securities |
| GNMA GNII SF CN9838 C | 2041-02-20      | 4.0000%  |  | $817569.09         | $782497.92         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BC7516 C | 2047-10-20      | 3.5000%  |  | $842883.60         | $776255.52         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9767 M | 2054-07-20      | 6.0000%  |  | $502483.20         | $510233.34         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9717 M | 2040-11-20      | 1.5000%  |  | $119691.97         | $95238.50          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA9713 M | 2054-06-20      | 6.0000%  |  | $668398.53         | $678707.69         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9577 M | 2039-07-20      | 6.5000%  |  | $24756.95          | $26206.85          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9573 M | 2039-11-20      | 4.5000%  |  | $147187.32         | $147908.53         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9427 M | 2054-01-20      | 7.5000%  |  | $247796.78         | $258911.29         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9365 M | 2053-12-20      | 7.0000%  |  | $307283904.33      | $320947112.29      | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9276 M | 2030-12-20      | 8.0000%  |  | $164421.63         | $172354.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9240 M | 2053-10-20      | 5.0000%  |  | $43484076.53       | $43357489.56       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9238 M | 2053-10-20      | 4.0000%  |  | $1487166.43        | $1405745.72        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9234 M | 2053-10-20      | 2.0000%  |  | $1317362.60        | $1081124.65        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9174 M | 2053-09-20      | 7.0000%  |  | $524593.28         | $546343.15         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9168 M | 2053-09-20      | 4.0000%  |  | $7335100.24        | $6915386.61        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9101 M | 2053-08-20      | 3.0000%  |  | $457923.39         | $408661.52         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA9826 M | 2039-07-20      | 6.5000%  |  | $105320.99         | $111574.17         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8846 M | 2038-05-20      | 4.5000%  |  | $160896.79         | $160575.00         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8862 M | 2053-01-20      | 3.0000%  |  | $754390.39         | $653128.82         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8799 M | 2053-04-20      | 4.5000%  |  | $12348279.55       | $11998329.31       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8698 M | 2038-07-20      | 6.5000%  |  | $67987.55          | $72042.36          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8642 M | 2053-02-20      | 2.5000%  |  | $9238264.86        | $7956635.24        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8564 M | 2053-01-20      | 2.5000%  |  | $703668.65         | $601130.37         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8692 M | 2038-07-20      | 3.5000%  |  | $253804.22         | $246814.51         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CI4389 C | 2039-08-20      | 6.0000%  |  | $1360970.20        | $1426348.03        | Agency Mortgage-Backed Securities |
| GNMA GNII RG CP1989 C | 2038-12-20      | 6.0000%  |  | $683017.38         | $715660.60         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA8415 M | 2052-11-20      | 3.0000%  |  | $3130969.62        | $2710713.13        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA6661 M | 2050-05-20      | 5.5000%  |  | $660119.71         | $680839.40         | Agency Mortgage-Backed Securities |
| GNMA GNII SF BV9815 C | 2036-01-20      | 6.0000%  |  | $521593.16         | $545027.64         | Agency Mortgage-Backed Securities |
| GNMA GNII RG CH5613 C | 2049-05-20      | 5.5000%  |  | $720226.88         | $732680.17         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7306 M | 2051-04-20      | 3.5000%  |  | $561004.96         | $504512.44         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7647 M | 2051-10-20      | 1.5000%  |  | $771133.35         | $605607.01         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7579 M | 2051-09-20      | 2.5000%  |  | $86480.62          | $72157.91          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7474 M | 2051-07-20      | 3.5000%  |  | $207000.04         | $189989.24         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7396 M | 2034-09-20      | 4.5000%  |  | $31267.27          | $31769.49          | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA7362 M | 2051-05-20      | 4.0000%  |  | $1090047.47        | $1006987.07        | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7289 M | 2035-08-20      | 5.0000%  |  | $329094.25         | $331434.41         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA7257 M | 2051-03-20      | 3.5000%  |  | $748981.80         | $688906.89         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8097 M | 2052-06-20      | 2.5000%  |  | $73104555.70       | $62451792.30       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8077 M | 2035-04-20      | 5.0000%  |  | $31700.54          | $31858.24          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8045 M | 2052-05-20      | 4.0000%  |  | $186229.61         | $175663.14         | Agency Mortgage-Backed Securities |
| GNMA GNII SF MA8042 M | 2052-05-20      | 2.5000%  |  | $169612467.64      | $144896614.16      | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6925 M | 2050-10-20      | 4.0000%  |  | $129071.90         | $119231.21         | Agency Mortgage-Backed Securities |
| GNMA GNII JM MA6921 M | 2050-10-20      | 2.0000%  |  | $633447.83         | $501301.46         | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9235 C | 2055-07-20      | 5.5000%  |  | $3056607.14        | $3104243.69        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK9220 C | 2055-07-20      | 6.5000%  |  | $16338797.29       | $17016310.94       | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK8397 C | 2055-07-20      | 7.0000%  |  | $1669203.90        | $1783061.04        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7937 C | 2055-07-20      | 6.5000%  |  | $1340283.31        | $1409000.38        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK7331 C | 2055-07-20      | 5.5000%  |  | $1736152.23        | $1771765.53        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6463 C | 2055-07-20      | 5.0000%  |  | $1064544.20        | $1064402.50        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK6460 C | 2055-07-20      | 5.5000%  |  | $1014742.33        | $1035557.51        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK5655 C | 2055-06-20      | 6.5000%  |  | $1432239.76        | $1498650.64        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK4967 C | 2052-07-20      | 6.5000%  |  | $1270380.00        | $1324597.98        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK1823 C | 2055-07-20      | 6.5000%  |  | $1041452.78        | $1089744.48        | Agency Mortgage-Backed Securities |
| GNMA GNII SF DK2574 C | 2055-07-20      | 5.0000%  |  | $1112213.59        | $1096301.03        | Agency Mortgage-Backed Securities |

### Security 207: Fixed Income Clearing Corporation ("FICC") - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - JPM, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965TNUII1, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3125000000.00
- **C.18.a - Value (excl. sponsor support):** $3125000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/2 NOTE AQ 26 | 2026-07-15      | 4.5000%  |  | $216495200.00      | $218741492.93      | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $294585500.00      | $289084125.51      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $800.00            | $811.31            | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.2934%  |  | $344335600.00      | $345492334.85      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  |  | $17600.00          | $17705.29          | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $856576000.00      | $885227275.70      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  |  | $203845600.00      | $202158192.83      | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $2896000.00        | $2494755.64        | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  |  | $436612800.00      | $436271321.20      | U.S. Treasuries (including strips) |
| USTR BILL 12/16/25    | 2025-12-16      | 0.0000%  |  | $23174900.00       | $22903035.25       | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $789558400.00      | $785103711.51      | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25    | 2025-10-09      | 0.0000%  |  | $5300.00           | $5277.14           | U.S. Treasuries (including strips) |

### Security 208: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.380%, 10/14/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 04.000 CLZM3957 | 2047-08-01      | 4.0000%  |  | $837503.95         | $799780.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3171 | 2047-05-01      | 4.0000%  |  | $310984.07         | $297432.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1230 | 2046-06-01      | 3.5000%  |  | $28197.37          | $26330.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZL7625 | 2044-01-01      | 4.5000%  |  | $245.85            | $243.71            | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI5312 | 2054-05-01      | 6.0000%  |  | $305642.82         | $316602.76         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQI2500 | 2054-04-01      | 5.5000%  |  | $5317462.14        | $5400652.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY6459 | 2055-06-01      | 6.5000%  |  | $694544.65         | $724696.61         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6136 | 2055-06-01      | 7.0000%  |  | $2590166.86        | $2737848.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4364 | 2055-05-01      | 6.5000%  |  | $418165.96         | $442697.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY4216 | 2055-05-01      | 5.0000%  |  | $93093.69          | $92319.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3506 | 2055-05-01      | 7.0000%  |  | $1339492.49        | $1426711.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9978 | 2055-04-01      | 7.0000%  |  | $1494578.10        | $1586067.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9676 | 2055-04-01      | 7.0000%  |  | $637159.72         | $676470.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9899 | 2055-03-01      | 7.0000%  |  | $922922.25         | $978968.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2555 | 2037-03-01      | 2.5000%  |  | $201359.63         | $189164.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIRC2600 | 2037-06-01      | 2.5000%  |  | $77939.00          | $73277.66          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CTRB5048 | 2040-05-01      | 2.5000%  |  | $95194.98          | $86916.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8811 | 2055-03-01      | 7.0000%  |  | $1427569.45        | $1514262.10        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6898 | 2055-02-01      | 7.0000%  |  | $335676.71         | $354744.98         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6750 | 2055-02-01      | 7.0000%  |  | $324232.45         | $343745.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6655 | 2055-02-01      | 7.0000%  |  | $593366.26         | $628476.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  |  | $119201.25         | $122329.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLAD0914 | 2040-03-01      | 5.5000%  |  | $9913.81           | $10280.94          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5218 | 2053-12-01      | 7.0000%  |  | $135634291.89      | $143356554.88      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  |  | $3136897.08        | $3226495.22        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $431637.41         | $405161.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTRB5355 | 2045-07-01      | 5.5000%  |  | $1961392.13        | $2000419.47        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA9074 | 2053-05-01      | 6.0000%  |  | $29138.72          | $29957.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA8789 | 2047-09-01      | 3.5000%  |  | $76422.48          | $70153.26          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA3576 | 2050-09-01      | 2.0000%  |  | $24164590.62       | $19299861.17       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLRA1573 | 2049-10-01      | 3.5000%  |  | $54633.76          | $50198.71          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ7704 | 2054-10-01      | 7.0000%  |  | $147581.77         | $155972.16         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ8086 | 2054-11-01      | 5.0000%  |  | $812132.63         | $809116.28         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ5586 | 2054-09-01      | 5.0000%  |  | $2375364.34        | $2368850.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1286 | 2054-08-01      | 5.5000%  |  | $7793147.08        | $7875807.26        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQH1757 | 2053-10-01      | 6.5000%  |  | $118206.90         | $123951.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQG2977 | 2053-05-01      | 4.0000%  |  | $199999.83         | $187484.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQG1634 | 2053-04-01      | 5.0000%  |  | $305207.04         | $303583.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQE8252 | 2052-08-01      | 4.5000%  |  | $88870.69          | $85925.96          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5370 | 2054-05-01      | 7.0000%  |  | $311292.30         | $329448.25         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5342 | 2054-04-01      | 7.0000%  |  | $434103.37         | $459443.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA4349 | 2051-05-01      | 4.0000%  |  | $83113.65          | $78374.19          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLQE4036 | 2052-06-01      | 3.0000%  |  | $1545925.65        | $1345988.51        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB8422 | 2051-02-01      | 2.0000%  |  | $159999.83         | $127501.23         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB7061 | 2050-12-01      | 2.0000%  |  | $246523.72         | $198166.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB5808 | 2050-11-01      | 2.0000%  |  | $29818.36          | $23941.62          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8386 | 2053-12-01      | 7.0000%  |  | $174999871.81      | $184963392.21      | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD4637 | 2054-01-01      | 7.0000%  |  | $14583.14          | $15501.78          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD2987 | 2053-03-01      | 3.5000%  |  | $7272.42           | $6598.57           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2902 | 2053-05-01      | 5.5000%  |  | $92549.14          | $93706.73          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTMA4333 | 2041-05-01      | 2.0000%  |  | $2305465.59        | $1986355.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA3413 | 2038-07-01      | 4.0000%  |  | $10498.14          | $10376.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 GLAB2959 | 2040-07-01      | 4.5000%  |  | $281577.96         | $279988.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8547 | 2054-07-01      | 7.0000%  |  | $15236829.89       | $16127429.36       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8192 | 2053-06-01      | 6.0000%  |  | $2348725.94        | $2414458.95        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS7304 | 2053-10-01      | 5.0000%  |  | $17019963.83       | $16934708.94       | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6774 | 2053-12-01      | 7.0000%  |  | $6601971.93        | $7087946.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS6611 | 2053-12-01      | 7.0000%  |  | $89329.48          | $94414.51          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $76600.67          | $70245.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM6903 | 2051-05-01      | 2.5000%  |  | $67801637.71       | $57727971.69       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM4862 | 2050-11-01      | 2.5000%  |  | $718390.11         | $600846.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFM2892 | 2048-07-01      | 3.5000%  |  | $177659.94         | $165536.82         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $34815.32          | $33248.32          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1572 | 2048-09-01      | 3.0000%  |  | $261738.38         | $234542.02         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBW6304 | 2052-08-01      | 5.0000%  |  | $115089.41         | $115046.70         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD2873 | 2052-01-01      | 3.0000%  |  | $8210.24           | $7238.58           | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1295 | 2052-07-01      | 5.0000%  |  | $26986.80          | $26996.70          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSD1183 | 2052-01-01      | 3.0000%  |  | $57278.43          | $50342.20          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0486 | 2048-04-01      | 4.5000%  |  | $267098.73         | $263233.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  |  | $93545.78          | $96159.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3PZA3195 | 2045-03-01      | 3.5000%  |  | $46001.35          | $42311.50          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM7749 | 2051-06-01      | 2.0000%  |  | $44157185.88       | $35801566.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS9110 | 2052-03-01      | 2.0000%  |  | $7208415.10        | $5832765.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8508 | 2036-02-01      | 2.0000%  |  | $76918.36          | $71078.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CLRA3803 | 2050-12-01      | 1.5000%  |  | $517999.53         | $393538.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  |  | $21529.35          | $20455.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5245 | 2054-01-01      | 5.0000%  |  | $128059.41         | $126974.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL889427 | 2038-03-01      | 6.0000%  |  | $296.59            | $313.05            | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZT0168 | 2047-10-01      | 3.5000%  |  | $22205.03          | $20749.85          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  |  | $828451.97         | $742751.38         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZS3729 | 2040-08-01      | 5.5000%  |  | $71.32             | $74.04             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA4425 | 2043-12-01      | 4.0000%  |  | $20801.39          | $20158.44          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZN6334 | 2049-05-01      | 3.5000%  |  | $7426.60           | $6865.82           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM8014 | 2048-09-01      | 4.0000%  |  | $1538245.67        | $1466182.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM4711 | 2047-11-01      | 4.0000%  |  | $2062033.05        | $1975052.60        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM5321 | 2048-01-01      | 4.0000%  |  | $26507.04          | $25326.90          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91855 G | 2035-11-01      | 3.0000%  |  | $148252.97         | $141711.06         | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18529 G | 2029-10-01      | 2.5000%  |  | $51925.97          | $50616.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBV3387 | 2052-03-01      | 3.0000%  |  | $250338.61         | $222427.69         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBN8937 | 2049-06-01      | 3.5000%  |  | $141165.62         | $131309.18         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE3977 | 2055-08-01      | 7.0000%  |  | $449712.80         | $478844.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE1614 | 2055-08-01      | 5.5000%  |  | $600543.20         | $606851.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD9154 | 2055-05-01      | 6.0000%  |  | $372230.30         | $386271.07         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD4030 | 2055-02-01      | 5.0000%  |  | $237674.57         | $235570.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6724 | 2054-06-01      | 7.0000%  |  | $851849.40         | $902616.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB0050 | 2054-04-01      | 5.0000%  |  | $625898.23         | $622885.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB0779 | 2054-03-01      | 6.5000%  |  | $31284.98          | $32719.26          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAX3212 | 2029-10-01      | 3.0000%  |  | $4496.03           | $4425.52           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLAW6945 | 2044-07-01      | 5.0000%  |  | $535164.34         | $538603.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  |  | $1619.58           | $1590.12           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAL2171 | 2042-06-01      | 4.0000%  |  | $263012.51         | $254710.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CIRR0022 | 2040-09-01      | 3.5000%  |  | $459376.00         | $445898.93         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLRQ0031 | 2055-07-01      | 7.5000%  |  | $1763854.55        | $1893329.12        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL0717 | 2055-03-01      | 7.0000%  |  | $51908782.88       | $54923356.58       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSL0658 | 2052-04-01      | 2.5000%  |  | $6448170.11        | $5517456.99        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0602 | 2047-09-01      | 3.5000%  |  | $18340481.10       | $17170325.80       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0759 | 2055-08-01      | 7.0000%  |  | $2847900.80        | $3020157.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0504 | 2055-08-01      | 7.0000%  |  | $876980.00         | $926815.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0038 | 2055-08-01      | 7.0000%  |  | $405304.80         | $433030.66         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9975 | 2055-07-01      | 6.5000%  |  | $1079099.86        | $1128286.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL0719 | 2039-10-01      | 6.0000%  |  | $83401.05          | $88071.23          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CL555743 | 2033-09-01      | 5.0000%  |  | $252406.11         | $256551.86         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBO9034 | 2050-02-01      | 3.5000%  |  | $586.09            | $535.50            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX4963 | 2055-02-01      | 5.0000%  |  | $138843.40         | $137640.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2639 | 2055-07-01      | 7.0000%  |  | $717267.89         | $758245.00         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQZ1340 | 2055-08-01      | 5.5000%  |  | $778629.60         | $793448.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  |  | $1698148.08        | $1742713.72        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9399 | 2055-08-01      | 6.0000%  |  | $543900.00         | $561439.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQE8571 | 2052-08-01      | 5.0000%  |  | $383610.68         | $385743.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1594 | 2049-01-01      | 4.0000%  |  | $27431.17          | $26167.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  |  | $582018.45         | $490015.56         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX2530 | 2055-01-01      | 7.0000%  |  | $624539.42         | $661228.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE7710 | 2055-08-01      | 5.0000%  |  | $156346.00         | $154891.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY3711 | 2055-05-01      | 6.0000%  |  | $890324.36         | $924832.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE4004 | 2055-08-01      | 6.5000%  |  | $885240.00         | $927959.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  |  | $30220.30          | $30104.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX5387 | 2055-02-01      | 5.5000%  |  | $602980.75         | $617483.51         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ4144 | 2055-05-01      | 5.5000%  |  | $19686399.80       | $20029982.16       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA7017 | 2049-05-01      | 3.5000%  |  | $1102436.25        | $1012089.64        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  |  | $268342.23         | $260593.85         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4169 | 2053-09-01      | 6.5000%  |  | $187866.67         | $196273.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  |  | $948.99            | $917.76            | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX3661 | 2055-01-01      | 7.0000%  |  | $2902022.14        | $3074882.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8450 | 2055-04-01      | 7.0000%  |  | $513369.95         | $544545.08         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ2464 | 2055-08-01      | 6.5000%  |  | $1227812.80        | $1281153.36        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6669 | 2055-06-01      | 6.0000%  |  | $6504630.51        | $6683681.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0273 | 2046-03-01      | 3.5000%  |  | $2136118.29        | $2018871.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB1535 | 2051-09-01      | 2.5000%  |  | $69148175.55       | $58486733.10       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS3642 | 2052-11-01      | 5.0000%  |  | $17653.95          | $17566.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  |  | $290127.52         | $276850.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CIQN6714 | 2036-06-01      | 2.5000%  |  | $94954.70          | $89417.65          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  |  | $28566.23          | $27765.52          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRQ0016 | 2055-06-01      | 7.0000%  |  | $84524395.23       | $89352804.31       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY2909 | 2055-05-01      | 6.5000%  |  | $1064309.99        | $1115333.60        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  |  | $13646.23          | $12785.37          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5337 | 2043-03-01      | 3.0000%  |  | $99664.89          | $91394.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS9019 | 2054-09-01      | 6.0000%  |  | $64658.93          | $66604.94          | Agency Mortgage-Backed Securities |

### Security 209: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC FEPC 06.000 CLRJ3503 | 2055-02-01      | 6.0000%  |  | $336165.57         | $349476.60         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1749 | 2054-05-01      | 7.0000%  |  | $1193673.51        | $1264329.96        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ2353 | 2055-08-01      | 5.0000%  |  | $778765.22         | $773401.77         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ0552 | 2055-08-01      | 6.0000%  |  | $4482708.70        | $4624795.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  |  | $101545284.93      | $107319499.56      | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4361 | 2036-06-01      | 2.5000%  |  | $5078023.81        | $4783216.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIAB7083 | 2027-11-01      | 2.5000%  |  | $553032.73         | $544291.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL888801 | 2037-09-01      | 6.0000%  |  | $106191.97         | $111984.17         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  |  | $35397497.11       | $37010970.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $112194.92         | $110635.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA2612 | 2053-10-01      | 3.0000%  |  | $25591357.22       | $22350680.99       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB6034 | 2053-04-01      | 6.5000%  |  | $76152.08          | $79905.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4657 | 2052-09-01      | 3.5000%  |  | $54331.50          | $50000.64          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBV5834 | 2055-07-01      | 6.5000%  |  | $2584380.82        | $2702180.92        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBN5279 | 2049-02-01      | 4.0000%  |  | $84885.30          | $80963.44          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBD9989 | 2046-11-01      | 3.0000%  |  | $103401.41         | $93346.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7693 | 2055-08-01      | 6.0000%  |  | $2133989.57        | $2201548.83        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6126 | 2055-08-01      | 6.0000%  |  | $965600.70         | $1008907.57        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE3366 | 2055-07-01      | 6.5000%  |  | $697060.69         | $731072.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE2030 | 2055-06-01      | 5.5000%  |  | $643698.61         | $654932.94         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7644 | 2055-05-01      | 5.5000%  |  | $2051829.03        | $2075157.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD0285 | 2055-01-01      | 7.0000%  |  | $813395.81         | $861599.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC9244 | 2054-12-01      | 6.5000%  |  | $562966.81         | $589607.84         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDB6602 | 2054-06-01      | 5.0000%  |  | $666153.58         | $665954.99         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDA4870 | 2054-01-01      | 6.5000%  |  | $271243.85         | $283209.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL8840 | 2046-06-01      | 4.5000%  |  | $310882.46         | $307153.43         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL5540 | 2044-07-01      | 4.5000%  |  | $16519.63          | $16355.43          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6055 | 2050-08-01      | 2.5000%  |  | $283089.29         | $232570.43         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLRA6505 | 2051-12-01      | 2.0000%  |  | $157641.15         | $127328.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM6626 | 2048-05-01      | 4.0000%  |  | $999156.38         | $954211.44         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  |  | $673641.95         | $697558.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5717 | 2035-04-01      | 5.5000%  |  | $73940.09          | $76561.10          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5902 | 2055-08-01      | 7.0000%  |  | $1487176.75        | $1571687.72        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD9621 | 2055-05-01      | 5.5000%  |  | $1336508.69        | $1351580.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4775 | 2055-06-01      | 5.0000%  |  | $683641.91         | $682845.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7609 | 2055-04-01      | 5.0000%  |  | $1822765.60        | $1807476.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE2746 | 2055-06-01      | 7.0000%  |  | $1531028.05        | $1623998.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA1659 | 2053-05-01      | 4.0000%  |  | $14384303.71       | $13532294.23       | Agency Mortgage-Backed Securities |

### Security 210: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.340%, 10/10/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1220000000.00
- **C.18.a - Value (excl. sponsor support):** $1220000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 03.000 CIFS1282 | 2037-03-01      | 3.0000%  |  | $101382.17         | $97135.61          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM8745 | 2051-09-01      | 2.5000%  |  | $4170332.49        | $3480769.86        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIFM7235 | 2036-04-01      | 2.5000%  |  | $1643514.89        | $1555482.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFM6901 | 2051-04-01      | 2.0000%  |  | $117716981.69      | $94926921.77       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM7163 | 2050-09-01      | 4.5000%  |  | $965071.33         | $944195.87         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5174 | 2046-01-01      | 3.0000%  |  | $94178.04          | $86398.02          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM4334 | 2050-04-01      | 3.0000%  |  | $14065.19          | $12440.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  |  | $14282.31          | $13613.59          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  |  | $604164.10         | $541465.96         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFA0389 | 2046-03-01      | 4.0000%  |  | $66915036.64       | $64747331.46       | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFA0850 | 2051-04-01      | 3.5000%  |  | $14559353.13       | $13457766.59       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  |  | $57551.08          | $59783.70          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB9825 | 2055-01-01      | 6.0000%  |  | $12040156.05       | $12378564.70       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB8472 | 2054-05-01      | 6.0000%  |  | $133386.28         | $136981.93         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLCB8196 | 2054-03-01      | 7.0000%  |  | $168735.10         | $179356.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB8176 | 2054-03-01      | 6.5000%  |  | $22351530.13       | $23432954.29       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCB7484 | 2053-11-01      | 6.5000%  |  | $4905.46           | $5107.23           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCB4894 | 2052-10-01      | 5.0000%  |  | $195986.96         | $196039.46         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBW2917 | 2052-06-01      | 3.5000%  |  | $589474.14         | $544911.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBV9504 | 2052-04-01      | 4.5000%  |  | $265013.83         | $257386.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLBV3089 | 2052-02-01      | 2.5000%  |  | $128833.31         | $109258.95         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLBV1867 | 2055-07-01      | 7.0000%  |  | $902706.67         | $956207.79         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1703 | 2055-05-01      | 6.0000%  |  | $2129289.89        | $2217196.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBV1702 | 2055-06-01      | 5.5000%  |  | $1033810.62        | $1051852.45        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBV1683 | 2055-05-01      | 6.0000%  |  | $805428.97         | $842384.20         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBU4208 | 2053-10-01      | 5.5000%  |  | $1564873.46        | $1604697.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1931 | 2054-07-01      | 7.0000%  |  | $666420.29         | $706368.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ1069 | 2054-03-01      | 5.5000%  |  | $7857260.19        | $7960510.70        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ1025 | 2054-02-01      | 7.0000%  |  | $3012102.49        | $3192372.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ0862 | 2054-02-01      | 7.0000%  |  | $170907.19         | $181325.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFM5499 | 2049-02-01      | 3.0000%  |  | $566507.96         | $508064.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CTRB5276 | 2043-12-01      | 7.0000%  |  | $83957.48          | $88808.08          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSD8134 | 2051-03-01      | 2.0000%  |  | $810177.91         | $650577.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS7189 | 2046-05-01      | 4.0000%  |  | $287019.77         | $272203.26         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  |  | $288836.00         | $287463.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  |  | $10138.17          | $8838.77           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAK3105 | 2042-02-01      | 4.0000%  |  | $302191.16         | $294656.66         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM7031 | 2051-01-01      | 4.0000%  |  | $33303.81          | $31719.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $230.65            | $226.36            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CL190312 | 2031-04-01      | 6.5000%  |  | $156.71            | $163.11            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CIBP7482 | 2035-10-01      | 2.0000%  |  | $644257.82         | $596070.91         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD2724 | 2053-04-01      | 5.0000%  |  | $3986306.30        | $3965513.28        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS5947 | 2053-07-01      | 5.5000%  |  | $199249.71         | $204005.36         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDB6666 | 2054-06-01      | 7.0000%  |  | $553947.44         | $585716.57         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS6855 | 2054-02-01      | 6.5000%  |  | $135505.72         | $142357.37         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQF7144 | 2053-02-01      | 5.5000%  |  | $2771534.26        | $2805920.07        | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  |  | $154662.92         | $131191.65         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CTMA2708 | 2036-08-01      | 3.5000%  |  | $42024.79          | $40817.47          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $172.41            | $161.45            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB7929 | 2054-01-01      | 6.0000%  |  | $809951.71         | $831785.31         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5883 | 2055-03-01      | 6.5000%  |  | $1030602.92        | $1085395.49        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLBV4917 | 2052-04-01      | 3.5000%  |  | $740579.39         | $678412.36         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91967 G | 2037-12-01      | 3.0000%  |  | $103468.27         | $98107.93          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3821 | 2055-05-01      | 6.5000%  |  | $3261540.64        | $3414306.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY9813 | 2055-08-01      | 6.0000%  |  | $837661.76         | $864674.40         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL1879 | 2054-03-01      | 6.5000%  |  | $34659192.15       | $36111743.51       | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLSL1306 | 2052-08-01      | 3.0000%  |  | $5558819.47        | $4912191.65        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSL0607 | 2048-01-01      | 3.5000%  |  | $9354150.47        | $8732485.06        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ2462 | 2055-08-01      | 7.0000%  |  | $1637491.32        | $1734539.61        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1663 | 2055-08-01      | 6.0000%  |  | $2768875.40        | $2847305.64        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQZ0665 | 2055-07-01      | 6.5000%  |  | $919623.80         | $959828.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY9990 | 2055-08-01      | 6.5000%  |  | $1723953.92        | $1830455.58        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8866 | 2055-07-01      | 7.0000%  |  | $2237090.72        | $2369672.89        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY8690 | 2055-07-01      | 6.0000%  |  | $765591.06         | $785944.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY8577 | 2055-07-01      | 7.0000%  |  | $891835.33         | $944609.19         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY8180 | 2055-07-01      | 6.5000%  |  | $900254.12         | $953319.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY6946 | 2055-07-01      | 6.0000%  |  | $7767049.79        | $7987056.66        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY6331 | 2055-06-01      | 7.0000%  |  | $9416579.56        | $9986136.14        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  |  | $11231.86          | $11395.37          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB4661 | 2052-09-01      | 3.5000%  |  | $276462.30         | $251708.48         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQY5529 | 2055-06-01      | 5.0000%  |  | $120312.13         | $119276.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBO8961 | 2050-01-01      | 4.0000%  |  | $6334.47           | $6026.31           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBO6225 | 2049-12-01      | 3.0000%  |  | $2889.76           | $2544.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  |  | $15196873.64       | $15167057.37       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  |  | $330396.67         | $339811.91         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM3337 | 2048-01-01      | 4.5000%  |  | $308293.79         | $304211.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBK6737 | 2048-07-01      | 4.5000%  |  | $25252.06          | $24771.89          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBJ6316 | 2048-02-01      | 4.5000%  |  | $45891.27          | $45273.80          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBJ2239 | 2047-11-01      | 3.0000%  |  | $119409.62         | $106993.80         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7561 | 2055-08-01      | 6.0000%  |  | $1864385.70        | $1913882.66        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE7435 | 2055-08-01      | 6.0000%  |  | $1042343.60        | $1078672.05        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZA5235 | 2048-01-01      | 3.5000%  |  | $1708090.59        | $1573408.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CIZA3803 | 2030-06-01      | 3.0000%  |  | $6275.61           | $6167.03           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CIQO3433 | 2040-04-01      | 6.0000%  |  | $760055.49         | $791200.03         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI4905 | 2054-05-01      | 7.0000%  |  | $371029.70         | $393005.96         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 ZLSI2084 | 2050-12-01      | 4.5000%  |  | $111915.58         | $109675.02         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 3PRE6077 | 2050-12-01      | 2.5000%  |  | $1131448.30        | $926729.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIRC2693 | 2037-07-01      | 1.5000%  |  | $353323.09         | $315615.27         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5145 | 2042-02-01      | 2.0000%  |  | $447445.83         | $385494.97         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CTRB5117 | 2041-07-01      | 1.5000%  |  | $307872.92         | $256855.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  |  | $89499.72          | $77108.98          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  |  | $38600409.60       | $38906081.96       | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA6107 | 2051-10-01      | 2.5000%  |  | $723728.11         | $603375.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  |  | $301423.21         | $251689.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTMA5767 | 2045-07-01      | 5.5000%  |  | $578858.03         | $587235.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CISB8131 | 2036-12-01      | 1.5000%  |  | $1935364.22        | $1730034.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLQF0270 | 2052-09-01      | 4.5000%  |  | $23739.35          | $22963.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CLFS7385 | 2051-02-01      | 2.0000%  |  | $45346.71          | $36217.30          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQI7525 | 2054-06-01      | 6.0000%  |  | $1137503.57        | $1168155.50        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD7630 | 2055-05-01      | 5.5000%  |  | $974636.51         | $985990.81         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5792 | 2055-08-01      | 5.5000%  |  | $152046235.01      | $153592967.61      | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBV1667 | 2055-06-01      | 5.0000%  |  | $1718865.91        | $1717607.51        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLBC2994 | 2046-08-01      | 3.0000%  |  | $224894.21         | $201514.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA5577 | 2039-10-01      | 2.5000%  |  | $555807.40         | $522120.72         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLCC0279 | 2055-04-01      | 6.5000%  |  | $968861.79         | $1020642.17        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA2722 | 2055-08-01      | 5.0000%  |  | $7359830.56        | $7325989.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CTBV5849 | 2045-06-01      | 5.5000%  |  | $1361970.85        | $1389075.13        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY9457 | 2055-08-01      | 7.0000%  |  | $6394177.89        | $6757555.46        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFA0308 | 2055-01-01      | 5.0000%  |  | $73598.40          | $73017.63          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLBW8390 | 2052-09-01      | 5.5000%  |  | $659117.78         | $667925.42         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRA8213 | 2052-11-01      | 6.0000%  |  | $687798.58         | $715258.71         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM9486 | 2051-11-01      | 2.5000%  |  | $76690887.63       | $63937687.21       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD1014 | 2049-08-01      | 4.5000%  |  | $102963.39         | $101356.75         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1919 | 2055-06-01      | 6.0000%  |  | $889323.40         | $929206.60         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  |  | $4964481.51        | $4927396.84        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY5822 | 2055-06-01      | 7.0000%  |  | $6570036.71        | $6975437.18        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD8411 | 2055-05-01      | 7.0000%  |  | $4643049.25        | $4916940.14        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6955 | 2055-02-01      | 7.0000%  |  | $1281533.66        | $1366853.62        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDE6700 | 2055-08-01      | 6.5000%  |  | $4384100.50        | $4573824.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6343 | 2055-08-01      | 6.0000%  |  | $1669235.72        | $1744100.39        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE6098 | 2055-08-01      | 7.0000%  |  | $603809.11         | $639428.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4774 | 2055-06-01      | 7.0000%  |  | $952537.27         | $1008903.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CIDE4628 | 2040-08-01      | 5.0000%  |  | $928644.48         | $942226.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4288 | 2055-07-01      | 7.0000%  |  | $1054910.86        | $1124112.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE3441 | 2055-07-01      | 5.0000%  |  | $809972.42         | $802438.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE2827 | 2055-07-01      | 6.0000%  |  | $3248102.83        | $3343878.56        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE1922 | 2055-06-01      | 6.0000%  |  | $1081754.55        | $1134037.55        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0568 | 2055-05-01      | 5.0000%  |  | $48928.42          | $48540.31          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE0429 | 2055-05-01      | 5.0000%  |  | $2106769.82        | $2091053.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD9871 | 2055-07-01      | 5.0000%  |  | $341194.96         | $338021.47         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8293 | 2055-04-01      | 6.5000%  |  | $2681165.16        | $2806747.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD8189 | 2055-05-01      | 6.5000%  |  | $755273.05         | $790352.88         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD7431 | 2055-03-01      | 6.0000%  |  | $702769.07         | $726954.63         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD6974 | 2055-04-01      | 5.0000%  |  | $673025.52         | $666911.68         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD6574 | 2055-05-01      | 5.5000%  |  | $1938871.87        | $1961215.00        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD6573 | 2055-05-01      | 7.0000%  |  | $802647.66         | $849979.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD6435 | 2055-04-01      | 7.0000%  |  | $2301929.14        | $2441719.41        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3599 | 2052-05-01      | 3.5000%  |  | $2468.53           | $2252.61           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  |  | $129697.43         | $119582.61         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLCB2643 | 2052-01-01      | 2.5000%  |  | $82318.37          | $68697.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCB0863 | 2051-06-01      | 3.5000%  |  | $72136.44          | $66194.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CKCA7991 | 2050-12-01      | 2.0000%  |  | $8836703.88        | $6876772.05        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA6745 | 2050-08-01      | 3.5000%  |  | $1172790.41        | $1086814.58        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLCA0451 | 2047-09-01      | 3.5000%  |  | $1137531.75        | $1052408.23        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDE6346 | 2055-08-01      | 6.0000%  |  | $1377204.32        | $1437916.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCA4736 | 2049-11-01      | 3.0000%  |  | $15255.38          | $13336.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS9823 | 2054-09-01      | 7.0000%  |  | $221729.29         | $234632.71         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5564 | 2055-06-01      | 6.0000%  |  | $1236602.79        | $1292060.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQZ1782 | 2055-08-01      | 6.0000%  |  | $21350976.00       | $21955756.64       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC9141 | 2055-07-01      | 5.0000%  |  | $1235331.37        | $1237484.42        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM0613 | 2045-12-01      | 4.0000%  |  | $14153.98          | $13569.86          | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDC2061 | 2054-09-01      | 7.0000%  |  | $826485.51         | $873474.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLBW5802 | 2052-08-01      | 4.0000%  |  | $859171.05         | $813263.07         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS4096 | 2045-01-01      | 4.0000%  |  | $19261.06          | $18540.95          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1244 | 2055-04-01      | 6.5000%  |  | $662726.22         | $692631.45         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3801 | 2040-06-01      | 5.0000%  |  | $1024916.61        | $1039347.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLBU5256 | 2054-12-01      | 4.5000%  |  | $75186.18          | $72630.60          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLCB6878 | 2053-08-01      | 6.0000%  |  | $204040.47         | $209774.75         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLZI8561 | 2039-02-01      | 5.5000%  |  | $70881.83          | $73505.72          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  |  | $246733.70         | $231832.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CNMA5848 | 2035-09-01      | 5.5000%  |  | $314788.67         | $323142.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9418 | 2045-04-01      | 3.5000%  |  | $148417.14         | $138774.06         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLBX2914 | 2052-12-01      | 5.0000%  |  | $91982.08          | $91237.75          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY4964 | 2055-05-01      | 6.5000%  |  | $1506678.52        | $1595439.30        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQY3520 | 2055-05-01      | 7.0000%  |  | $2158869.41        | $2295237.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY1653 | 2055-04-01      | 6.5000%  |  | $657790.38         | $691864.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQX9170 | 2055-04-01      | 5.5000%  |  | $853478.77         | $868028.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9892 | 2055-03-01      | 7.0000%  |  | $742749.99         | $787855.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX9801 | 2055-03-01      | 7.0000%  |  | $911797.69         | $967500.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQX8681 | 2055-03-01      | 6.0000%  |  | $675785.45         | $708447.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX8290 | 2055-03-01      | 7.0000%  |  | $1809905.72        | $1922683.56        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQX6932 | 2055-02-01      | 7.0000%  |  | $898550.65         | $955743.80         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX6616 | 2054-11-01      | 5.0000%  |  | $2263518.18        | $2253110.27        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAE9449 | 2025-12-01      | 3.5000%  |  | $266.69            | $266.30            | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CKBT5998 | 2051-04-01      | 1.5000%  |  | $609664.22         | $449817.98         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIBQ6983 | 2037-01-01      | 1.5000%  |  | $686107.61         | $613308.62         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD5694 | 2055-05-01      | 7.0000%  |  | $1264373.58        | $1336223.43        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD5585 | 2055-03-01      | 7.0000%  |  | $1948778.96        | $2063202.38        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD5516 | 2055-06-01      | 6.0000%  |  | $1517791.25        | $1586091.35        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD5487 | 2055-05-01      | 6.5000%  |  | $7106177.08        | $7417040.74        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDD0444 | 2055-01-01      | 6.0000%  |  | $1017739.18        | $1053947.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  |  | $64325.70          | $63884.68          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD5067 | 2054-03-01      | 5.5000%  |  | $4369749.78        | $4473906.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD2477 | 2053-03-01      | 5.5000%  |  | $1348388.82        | $1378494.00        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2171 | 2053-01-01      | 6.0000%  |  | $38374598.35       | $39516114.75       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  |  | $51842.73          | $51676.57          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBX4372 | 2053-04-01      | 6.5000%  |  | $889361.85         | $955019.49         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLCB4381 | 2052-08-01      | 4.0000%  |  | $11311172.59       | $10614122.84       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD7286 | 2055-06-01      | 5.0000%  |  | $438221.00         | $434158.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 ZLSI2114 | 2051-02-01      | 2.5000%  |  | $32707.42          | $27357.29          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  |  | $4568.76           | $4145.42           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDD1714 | 2055-03-01      | 5.5000%  |  | $868853.90         | $882086.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLRQ0046 | 2055-09-01      | 4.0000%  |  | $201834.97         | $189092.34         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLSD5485 | 2051-09-01      | 2.5000%  |  | $723098.44         | $605388.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD0507 | 2045-09-01      | 4.0000%  |  | $563899.55         | $549269.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0447 | 2042-05-01      | 2.0000%  |  | $52661.40          | $45370.04          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CTSC0093 | 2040-10-01      | 2.0000%  |  | $250886.67         | $219175.99         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  |  | $98584.31          | $91278.39          | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CISB8385 | 2040-05-01      | 5.5000%  |  | $110801.67         | $113691.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $511859.97         | $480945.39         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  |  | $1441056.30        | $1376121.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZT0231 | 2046-04-01      | 4.5000%  |  | $316.39            | $314.15            | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS9927 | 2045-12-01      | 4.5000%  |  | $465.91            | $461.09            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  |  | $23593.43          | $24955.36          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAD1894 | 2041-05-01      | 4.5000%  |  | $5629.61           | $5645.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  |  | $398063.43         | $403829.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  |  | $177755054.08      | $179563316.78      | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  |  | $14003900.89       | $14371806.71       | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL2782 | 2042-09-01      | 4.5000%  |  | $186440.21         | $186043.09         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAJ0036 | 2041-10-01      | 4.0000%  |  | $66099.59          | $64519.69          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CIAI7845 | 2026-07-01      | 4.5000%  |  | $8012.51           | $8039.04           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CL483244 | 2029-02-01      | 7.0000%  |  | $10131.83          | $10703.90          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  |  | $95.63             | $84.97             | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLZS4715 | 2047-04-01      | 4.5000%  |  | $109.30            | $107.99            | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLZS4101 | 2041-11-01      | 5.0000%  |  | $41660.71          | $42655.77          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZS3012 | 2040-10-01      | 4.0000%  |  | $72043.84          | $70456.07          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD2578 | 2053-03-01      | 6.0000%  |  | $45537.33          | $47017.56          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  |  | $231335.74         | $193300.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  |  | $752.18            | $738.35            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDD7749 | 2055-05-01      | 7.0000%  |  | $8810369.16        | $9353972.85        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLMA5587 | 2055-01-01      | 6.0000%  |  | $317917.00         | $326289.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQY3201 | 2055-05-01      | 6.5000%  |  | $1032205.64        | $1083986.81        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CISB8374 | 2040-03-01      | 3.5000%  |  | $609938.65         | $592044.40         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE4767 | 2055-06-01      | 7.0000%  |  | $1184482.11        | $1263339.53        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDE4562 | 2055-08-01      | 5.0000%  |  | $1704488.84        | $1700634.80        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1077 | 2054-08-01      | 7.0000%  |  | $920115.66         | $978456.92         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAL6404 | 2045-01-01      | 4.5000%  |  | $16794.65          | $16593.12          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4645 | 2051-11-01      | 4.0000%  |  | $44194.37          | $41484.42          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQZ0929 | 2055-08-01      | 7.0000%  |  | $1446231.92        | $1532913.92        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY7560 | 2055-07-01      | 6.0000%  |  | $803663.34         | $824981.85         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CTQK1752 | 2045-04-01      | 5.5000%  |  | $851211.58         | $868151.35         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQZ1318 | 2055-08-01      | 5.0000%  |  | $1987565.44        | $1972737.98        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQX0953 | 2054-12-01      | 5.0000%  |  | $911124.17         | $913522.15         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDE0780 | 2055-05-01      | 5.5000%  |  | $1413615.62        | $1441267.04        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $1130.39           | $1102.91           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS6180 | 2053-08-01      | 3.5000%  |  | $110830.63         | $101767.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB8093 | 2054-09-01      | 5.5000%  |  | $29309.83          | $29623.67          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQY5431 | 2055-05-01      | 6.0000%  |  | $796687.18         | $818459.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD8430 | 2055-06-01      | 5.0000%  |  | $1775135.70        | $1758628.52        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CIQO3981 | 2040-08-01      | 5.0000%  |  | $3662006.90        | $3713032.90        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBY1724 | 2053-05-01      | 6.5000%  |  | $55298.91          | $57893.02          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQI5853 | 2054-05-01      | 7.0000%  |  | $3430297.63        | $3634247.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ6336 | 2054-10-01      | 6.5000%  |  | $121755.91         | $127159.01         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZJ0741 | 2040-11-01      | 4.0000%  |  | $6689.22           | $6544.57           | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS4967 | 2052-10-01      | 4.0000%  |  | $1141714.65        | $1071233.31        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CIRC3568 | 2040-08-01      | 5.5000%  |  | $8623467.52        | $8895277.30        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC2698 | 2054-11-01      | 5.0000%  |  | $2019796.05        | $2003166.84        | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLDE5777 | 2055-07-01      | 7.0000%  |  | $612034.72         | $649201.41         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFA1982 | 2049-02-01      | 3.0000%  |  | $6185482.46        | $5585659.73        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  |  | $59689.60          | $56013.98          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLCB2418 | 2051-12-01      | 3.0000%  |  | $404950.54         | $357746.81         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLSL1731 | 2052-03-01      | 2.0000%  |  | $11047865.80       | $8885738.32        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDD4783 | 2055-03-01      | 6.5000%  |  | $682924.90         | $723928.77         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CTMA5783 | 2045-07-01      | 6.5000%  |  | $1787370.33        | $1862369.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN9730 | 2037-04-01      | 1.5000%  |  | $609999.80         | $544890.05         | Agency Mortgage-Backed Securities |
| FMAC FEPC 01.500 CIQN7638 | 2036-09-01      | 1.5000%  |  | $807100.28         | $722013.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLMA5586 | 2055-01-01      | 5.5000%  |  | $4410982.88        | $4455854.82        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  |  | $168472.68         | $157836.35         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5496 | 2054-10-01      | 5.0000%  |  | $42210202.58       | $41817600.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $54655.91          | $54286.21          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLMA4999 | 2053-03-01      | 3.0000%  |  | $46801.89          | $40731.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  |  | $1232691.34        | $1192169.07        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDD0144 | 2055-02-01      | 5.0000%  |  | $544915.43         | $540003.50         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC8175 | 2055-03-01      | 5.5000%  |  | $3724670.98        | $3763913.29        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC4928 | 2054-10-01      | 6.5000%  |  | $1269535.74        | $1323520.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLDC4827 | 2054-12-01      | 5.0000%  |  | $185366.21         | $183739.78         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDC5343 | 2054-10-01      | 5.5000%  |  | $756136.58         | $769726.45         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB8622 | 2054-07-01      | 6.5000%  |  | $1731777.89        | $1808713.09        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB3046 | 2054-05-01      | 6.5000%  |  | $675953.30         | $709847.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDA5787 | 2054-01-01      | 6.0000%  |  | $101629.21         | $104384.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CTZA2418 | 2036-06-01      | 3.0000%  |  | $10946412.08       | $10429526.15       | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZA1208 | 2042-06-01      | 4.0000%  |  | $594187.30         | $579986.29         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 3VZN0625 | 2043-02-01      | 3.5000%  |  | $11576.56          | $10899.00          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM5369 | 2048-01-01      | 3.5000%  |  | $24742.26          | $22880.38          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM3772 | 2047-07-01      | 4.0000%  |  | $2921.01           | $2782.60           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZM2146 | 2046-11-01      | 4.0000%  |  | $14151.03          | $13521.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZL9023 | 2044-12-01      | 3.5000%  |  | $34264.86          | $32010.17          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL6354 | 2043-07-01      | 4.0000%  |  | $243006.20         | $235996.46         | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.000 CLZL5229 | 2043-03-01      | 3.0000%  |  | $58111.44          | $53280.19          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CTMA4729 | 2042-09-01      | 4.0000%  |  | $335560.40         | $326007.37         | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CTMA4519 | 2042-01-01      | 1.5000%  |  | $46951.63          | $39039.52          | Agency Mortgage-Backed Securities |
| FNMA FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  |  | $109088.28         | $97998.00          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  |  | $12120.87          | $11575.62          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CIMA3217 | 2032-12-01      | 2.5000%  |  | $4373.30           | $4209.41           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  |  | $135515.16         | $133932.64         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CQMA1436 | 2043-05-01      | 3.5000%  |  | $8883.55           | $8303.21           | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIMA0806 | 2026-07-01      | 3.5000%  |  | $1957.03           | $1949.29           | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 GO954633 | 2037-02-01      | 5.5000%  |  | $10697.86          | $10888.90          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  |  | $60517.49          | $59051.11          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CI890622 | 2029-07-01      | 2.0000%  |  | $93323.52          | $90741.68          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLCC0682 | 2055-07-01      | 5.0000%  |  | $4210043.11        | $4231871.71        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CL880508 | 2036-08-01      | 6.0000%  |  | $125433.58         | $131199.34         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $196.28            | $194.71            | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAT3008 | 2043-04-01      | 3.5000%  |  | $13419.96          | $12646.97          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CIAS5623 | 2030-08-01      | 3.0000%  |  | $34666.49          | $34034.46          | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAS5371 | 2045-07-01      | 3.5000%  |  | $149963.70         | $140283.13         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CIAS3024 | 2029-08-01      | 3.5000%  |  | $69095.39          | $68115.85          | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLAS0361 | 2043-09-01      | 4.0000%  |  | $52542.46          | $50961.88          | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLAR2626 | 2043-02-01      | 2.5000%  |  | $571206.68         | $507033.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLAO7692 | 2042-07-01      | 3.5000%  |  | $49723.34          | $46925.76          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLAL8558 | 2041-07-01      | 6.0000%  |  | $6435.25           | $6806.67           | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL3400 | 2042-07-01      | 4.0000%  |  | $352702.68         | $344856.50         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZL2534 | 2041-12-01      | 4.0000%  |  | $263005.96         | $256882.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLZI0541 | 2033-09-01      | 6.0000%  |  | $118.16            | $121.26            | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC T61431 G | 2042-11-01      | 3.0000%  |  | $239784.36         | $214599.89         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91912 G | 2037-02-01      | 3.0000%  |  | $426584.83         | $405789.39         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91840 G | 2035-07-01      | 3.0000%  |  | $84969.13          | $81369.01          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC C91801 G | 2035-01-01      | 3.0000%  |  | $157431.12         | $150723.50         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC G18578 G | 2030-12-01      | 3.0000%  |  | $87544.16          | $85886.37          | Agency Mortgage-Backed Securities |
| FMAC 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  |  | $65211.18          | $64030.23          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ8442 | 2054-11-01      | 7.0000%  |  | $796197.39         | $844303.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0110 | 2054-07-01      | 7.0000%  |  | $40977.07          | $43331.80          | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQE8026 | 2052-08-01      | 2.5000%  |  | $145931.23         | $121934.95         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.500 CLQB8934 | 2051-02-01      | 2.5000%  |  | $306401.81         | $256301.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 02.000 CLQB2616 | 2050-08-01      | 2.0000%  |  | $5445189.16        | $4383843.14        | Agency Mortgage-Backed Securities |
| FMAC 04.000 FGPC Q58633 G | 2048-09-01      | 4.0000%  |  | $177064.24         | $168899.29         | Agency Mortgage-Backed Securities |
| FMAC 04.500 FGPC V80972 G | 2044-02-01      | 4.5000%  |  | $46088.44          | $45724.85          | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q11129 G | 2042-09-01      | 3.0000%  |  | $361051.52         | $333261.15         | Agency Mortgage-Backed Securities |
| FMAC 03.000 FGPC Q08238 G | 2042-05-01      | 3.0000%  |  | $222870.75         | $205250.88         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD4092 | 2053-11-01      | 6.5000%  |  | $38740332.75       | $40826947.36       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  |  | $46030.66          | $48257.28          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  |  | $2454082.98        | $2518487.11        | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLSD8510 | 2055-02-01      | 3.5000%  |  | $496835.02         | $450798.89         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $98404.38          | $99731.63          | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  |  | $611967.08         | $591637.53         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  |  | $385.44            | $377.39            | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4189 | 2053-10-01      | 6.5000%  |  | $6157893.26        | $6489105.13        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFM9137 | 2048-06-01      | 4.0000%  |  | $132625.38         | $127181.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  |  | $9697.72           | $9249.69           | Agency Mortgage-Backed Securities |
| FMAC FEPC 03.500 CLZM1367 | 2046-05-01      | 3.5000%  |  | $16020.24          | $14883.55          | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD8426 | 2054-04-01      | 7.0000%  |  | $22408106.51       | $23716749.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6050 | 2054-09-01      | 6.0000%  |  | $605411.37         | $625288.04         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSD5958 | 2054-08-01      | 6.5000%  |  | $109518.67         | $114091.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLRJ4528 | 2055-04-01      | 7.0000%  |  | $5141295.59        | $5450176.63        | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFM7407 | 2051-04-01      | 2.5000%  |  | $34756.82          | $29017.58          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8601 | 2054-07-01      | 6.0000%  |  | $1483896.20        | $1523558.77        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS8360 | 2052-09-01      | 3.5000%  |  | $389315.53         | $353673.39         | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS8100 | 2054-04-01      | 7.0000%  |  | $985200.86         | $1041273.02        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.000 CLFS8124 | 2052-06-01      | 3.0000%  |  | $10374.53          | $9120.60           | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.000 CLFS7437 | 2054-02-01      | 7.0000%  |  | $3733005.23        | $3947505.36        | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLFS8050 | 2053-08-01      | 5.5000%  |  | $53545.31          | $54609.40          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CTFS6980 | 2044-01-01      | 6.0000%  |  | $215491.94         | $223685.30         | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.500 CLFS6380 | 2052-02-01      | 2.5000%  |  | $1098.08           | $917.89            | Agency Mortgage-Backed Securities |
| FNMA FNMS 02.000 CTFS7170 | 2042-08-01      | 2.0000%  |  | $159917.08         | $137779.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS6048 | 2053-02-01      | 5.0000%  |  | $11707.39          | $11650.55          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS4163 | 2053-03-01      | 5.0000%  |  | $1208910.95        | $1202885.61        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS4454 | 2053-04-01      | 6.0000%  |  | $48551.38          | $50265.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.000 CLFS2249 | 2052-06-01      | 5.0000%  |  | $229719.36         | $228244.08         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLFS1656 | 2052-04-01      | 4.0000%  |  | $2262861.29        | $2123761.20        | Agency Mortgage-Backed Securities |
| FNMA FNMS 03.500 CLFS1429 | 2052-04-01      | 3.5000%  |  | $1687893.41        | $1532357.78        | Agency Mortgage-Backed Securities |

### Security 211: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.320%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $675000000.00
- **C.18.a - Value (excl. sponsor support):** $675000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  |  | $241535637.88      | $252708152.51      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  |  | $57446808.51       | $58162343.04       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $16362517.02       | $14200481.98       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $57446808.51       | $48190230.02       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $109745234.04      | $106397548.74      | U.S. Treasuries (including strips) |
| USTR 2 1/2 TRIB 29    | 2029-01-15      | 2.5000%  |  | $112112286.90      | $118113552.84      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIB 55    | 2055-02-15      | 2.3750%  |  | $3631140.14        | $3465395.05        | U.S. Treasuries (including strips) |
| USTR 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  |  | $82948354.15       | $87592809.74       | U.S. Treasuries (including strips) |

### Security 212: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc., REPO,  4.320%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 983JVMII0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $825000000.00
- **C.18.a - Value (excl. sponsor support):** $825000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $376297132.08      | $381702615.92      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.2934%  |  | $80090128.30       | $80358696.45       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  |  | $62.26             | $58.24             | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $2853130.19        | $2466318.62        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $316243109.43      | $277186054.15      | U.S. Treasuries (including strips) |
| USTR 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  |  | $42661964.05       | $22916366.92       | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  |  | $62.26             | $38.50             | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $43965090.57       | $37515634.95       | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $22601.89          | $22427.62          | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $45764.15          | $45922.41          | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $59034135.85       | $39290863.42       | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  |  | $456769.81         | $398941.38         | U.S. Treasuries (including strips) |

### Security 213: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNFR SOFR A 06/18/26 | 2026-06-18      | 4.4600%  |  | $11333.33          | $11437.72          | Agency Debentures and Agency Strips |
| FNMA 7.25 FNPR BB 05/30   | 2030-05-15      | 0.0000%  |  | $39777.78          | $33138.55          | Agency Debentures and Agency Strips |
| FMAC FMFR 00SO GB 26 A1   | 2026-10-16      | 4.5000%  |  | $8111.11           | $8161.61           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR DK 26/06   | 2026-06-18      | 4.5100%  |  | $12333.33          | $12452.23          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF EX 26/10   | 2026-10-16      | 4.4750%  |  | $94444.44          | $95009.77          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF FU 25/12   | 2025-12-29      | 4.4450%  |  | $17444.44          | $17580.44          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BU 26/01   | 2026-01-29      | 4.4300%  |  | $6777.78           | $6805.53           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BE 26/09   | 2026-09-14      | 4.4800%  |  | $141111.11         | $142558.99         | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BD 26/06   | 2026-06-12      | 4.4600%  |  | $155555.56         | $157044.74         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AZ 26/06   | 2026-06-03      | 4.4550%  |  | $36111.11          | $36503.96          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AX 26/05   | 2026-05-28      | 4.4600%  |  | $6222.22           | $6221.44           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR AJ 26/04   | 2026-04-17      | 4.4700%  |  | $8555.56           | $8604.74           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BD 27/09   | 2027-09-07      | 4.5300%  |  | $195444.44         | $197583.10         | Agency Debentures and Agency Strips |
| FCSB FCOR 03SF 26-28 JZ   | 2028-02-11      | 4.5950%  |  | $110777.78         | $111018.47         | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 25/11   | 2025-11-28      | 4.5150%  |  | $17777.78          | $17787.13          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 12/25 6688 | 2025-12-08      | 4.5100%  |  | $22222.22          | $22458.75          | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6616 | 2025-09-26      | 4.5150%  |  | $6666.67           | $6720.75           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 10/26 7434 | 2026-10-29      | 4.5000%  |  | $10555.56          | $10606.49          | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR FM 25/11   | 2025-11-28      | 4.4300%  |  | $12222222.22       | $12226292.90       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CA 26/11   | 2026-11-13      | 4.5200%  |  | $5777.78           | $5795.89           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 25/11   | 2025-11-14      | 4.5150%  |  | $23444.44          | $23496.19          | Agency Debentures and Agency Strips |
| FCSB 5.05 FCOR 25-32 EV   | 2032-08-25      | 5.0500%  |  | $1085000.00        | $1083979.14        | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $95669333.33       | $96182360.13       | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DZ 26/09   | 2026-09-21      | 4.4850%  |  | $18333.33          | $18503.33          | Agency Debentures and Agency Strips |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  |  | $63314.68          | $67181.63          | Agency Mortgage-Backed Securities   |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $5555503.33        | $4496046.63        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $727589.33         | $602155.84         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/29        | 2029-11-15      | 0.0000%  |  | $5.44              | $4.65              | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $5443996.33        | $3558217.78        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $4030678.67        | $2708386.32        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $3581355.56        | $2474849.20        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/33        | 2033-11-15      | 0.0000%  |  | $2921886.44        | $2072204.79        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  |  | $1421322.33        | $1034897.48        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $2620163.44        | $1954175.54        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $567020.00         | $433041.11         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  |  | $1725770.56        | $1380985.76        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $1390961.22        | $897185.29         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $3086782.89        | $2045984.52        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $169788.78         | $125060.30         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  |  | $172301.11         | $130041.85         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/32        | 2032-02-15      | 0.0000%  |  | $15300426.33       | $11823985.87       | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $207469.33         | $164171.31         | U.S. Treasuries (including strips)  |
| USTR 1 1/4 TPRN E 31      | 2031-08-15      | 0.0000%  |  | $22222.22          | $17706.09          | U.S. Treasuries (including strips)  |
| USTR 0 5/8 TPRN E 30      | 2030-08-15      | 0.0000%  |  | $14177.78          | $11800.67          | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/29        | 2029-05-15      | 0.0000%  |  | $0.11              | $0.10              | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  |  | $284.22            | $237.69            | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $48286.89          | $32904.33          | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  |  | $101290.00         | $72810.49          | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  |  | $6632532.78        | $5186779.92        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  |  | $1637784.67        | $1340842.84        | U.S. Treasuries (including strips)  |

### Security 214: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FMAC 08.000 FRPC G80210 G | 2027-08-01      | 8.0000%  |  | $662.03            | $666.21            | Agency Mortgage-Backed Securities   |
| FMAC 08.500 FRPC G80204 G | 2027-10-01      | 8.5000%  |  | $0.06              | $0.06              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C80354 G | 2025-10-01      | 6.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  |  | $4206.55           | $4256.52           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  |  | $500.29            | $493.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253872 | 2031-05-01      | 8.5000%  |  | $17.71             | $17.92             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 K2253553 | 2030-10-01      | 8.0000%  |  | $250.44            | $255.47            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01183 G | 2031-02-01      | 7.0000%  |  | $1.06              | $1.12              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253891 | 2031-07-01      | 7.5000%  |  | $45.51             | $46.95             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254107 | 2031-11-01      | 7.0000%  |  | $126.95            | $127.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  |  | $40.11             | $40.03             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90598 G | 2042-12-01      | 3.5000%  |  | $1456.98           | $1372.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL2921 | 2042-08-01      | 3.5000%  |  | $2617.33           | $2470.61           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CISB8106 | 2036-06-01      | 1.5000%  |  | $1491.81           | $1336.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  |  | $5699.84           | $5768.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTRB5071 | 2040-09-01      | 2.0000%  |  | $6370.49           | $5540.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  |  | $1924.02           | $1803.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3489 | 2033-10-01      | 3.5000%  |  | $598.66            | $592.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7766 | 2032-06-01      | 3.5000%  |  | $6113.97           | $6055.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6598 | 2030-04-01      | 3.5000%  |  | $165.44            | $164.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  |  | $1315.56           | $1256.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  |  | $3487.78           | $3196.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 K2254360 | 2032-05-01      | 7.0000%  |  | $78.09             | $78.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GO254485 | 2031-11-01      | 7.0000%  |  | $58.11             | $58.45             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90768 G | 2043-01-01      | 3.5000%  |  | $682.29            | $643.15            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90794 G | 2043-01-01      | 3.5000%  |  | $2817.12           | $2655.53           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90828 G | 2043-02-01      | 3.5000%  |  | $2383.43           | $2245.21           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U91027 G | 2043-02-01      | 3.5000%  |  | $2392.37           | $2253.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8179 | 2051-11-01      | 3.0000%  |  | $3818.94           | $3337.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA5731 | 2051-08-01      | 2.0000%  |  | $1755.54           | $1410.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  |  | $1113.14           | $1107.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB6590 | 2053-06-01      | 4.0000%  |  | $3454.79           | $3238.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  |  | $823.27            | $716.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  |  | $173.58            | $162.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  |  | $1216.70           | $1014.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  |  | $173.73            | $157.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  |  | $2053.78           | $1788.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  |  | $197.45            | $157.86            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5392 | 2039-06-01      | 5.0000%  |  | $2552.01           | $2589.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5386 | 2054-06-01      | 4.5000%  |  | $461.95            | $446.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  |  | $2630.18           | $2633.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8281 | 2039-02-01      | 5.0000%  |  | $2147.67           | $2178.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  |  | $350.51            | $359.94            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  |  | $619.27            | $635.42            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8291 | 2039-02-01      | 4.5000%  |  | $5774.32           | $5781.31           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  |  | $2461.68           | $2390.29           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8235 | 2038-06-01      | 5.5000%  |  | $3592.43           | $3689.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQD7918 | 2052-03-01      | 3.0000%  |  | $3895.72           | $3395.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD6813 | 2052-02-01      | 2.5000%  |  | $3844.48           | $3243.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD6646 | 2052-02-01      | 2.0000%  |  | $6151.64           | $4931.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQC4225 | 2051-07-01      | 2.5000%  |  | $2528.90           | $2123.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CLQC3130 | 2051-06-01      | 1.5000%  |  | $2642.64           | $2002.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQC2074 | 2051-04-01      | 4.0000%  |  | $6267.17           | $5891.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  |  | $1467.32           | $1279.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB9401 | 2051-03-01      | 2.0000%  |  | $7395.98           | $5973.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB8296 | 2051-02-01      | 2.0000%  |  | $7082.89           | $5648.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQB4886 | 2050-11-01      | 2.0000%  |  | $4477.86           | $3576.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1488 | 2050-07-01      | 3.0000%  |  | $3516.16           | $3147.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA8072 | 2050-02-01      | 3.0000%  |  | $2923.78           | $2548.98           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  |  | $56.21             | $53.42             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQA3487 | 2049-09-01      | 5.0000%  |  | $4580.51           | $4643.07           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972164 G        | 2035-01-01      | 6.6810%  |  | $84.49             | $87.36             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3344 C     | 2055-05-20      | 6.5000%  |  | $760483.63         | $795650.34         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK3209 C     | 2055-08-20      | 6.5000%  |  | $883228.88         | $925602.28         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9301 H     | 2075-06-20      | 5.6440%  |  | $59685.42          | $62223.77          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1826 | 2036-02-01      | 2.0000%  |  | $5153.56           | $4746.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIRC1695 | 2035-12-01      | 3.5000%  |  | $6154.50           | $5976.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CTRB5146 | 2042-02-01      | 2.5000%  |  | $4641.24           | $4123.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  |  | $5292.62           | $5569.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8627 | 2053-03-01      | 5.5000%  |  | $5566.30           | $5670.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  |  | $561.31            | $568.37            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7922 | 2052-09-01      | 4.0000%  |  | $2789.90           | $2616.30           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  |  | $5192.86           | $5047.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  |  | $400.86            | $387.77            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7483 | 2052-06-01      | 4.0000%  |  | $4011.50           | $3764.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  |  | $2934.73           | $2665.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  |  | $5113.87           | $4645.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6909 | 2052-03-01      | 3.5000%  |  | $833.61            | $756.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  |  | $5537.28           | $4818.23           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A88472 G | 2039-09-01      | 4.5000%  |  | $1135.74           | $1141.13           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A84432 G | 2039-02-01      | 4.5000%  |  | $2977.24           | $2968.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK4740 | 2048-08-01      | 4.0000%  |  | $3189.68           | $3045.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  |  | $1056.04           | $1011.81           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4708       | 2055-09-15      | 5.8800%  |  | $457606.74         | $486966.48         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7954       | 2060-07-15      | 5.9900%  |  | $40953.48          | $43877.31          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CIRR0010 | 2040-07-01      | 5.5000%  |  | $115.04            | $118.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0063 | 2049-08-01      | 3.5000%  |  | $5884.94           | $5406.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  |  | $104.60            | $92.06             | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32491 G | 2030-07-01      | 2.5000%  |  | $148.60            | $144.17            | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2398       | 2066-03-15      | 10.5000% |  | $2419464.33        | $2571134.90        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3836 | 2030-08-01      | 3.0000%  |  | $5997.16           | $5849.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTZA2201 | 2031-04-01      | 4.5000%  |  | $5327.68           | $5371.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFM5594 | 2033-01-01      | 2.5000%  |  | $186.46            | $180.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4358 | 2051-06-01      | 3.5000%  |  | $1863.78           | $1701.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  |  | $1613.60           | $1566.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  |  | $2339.52           | $2234.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  |  | $118.56            | $117.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5534 | 2039-11-01      | 4.5000%  |  | $751.21            | $752.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  |  | $722.34            | $676.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  |  | $57.08             | $53.23             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS0008 | 2036-12-01      | 2.0000%  |  | $2902.82           | $2673.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN4542 | 2049-02-01      | 4.5000%  |  | $1187.95           | $1155.61           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML CV3930 H     | 2073-05-20      | 6.5990%  |  | $66502.39          | $68345.31          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI9903       | 2040-07-15      | 6.1100%  |  | $129848.99         | $138739.39         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7503       | 2055-09-15      | 5.8800%  |  | $488135.59         | $519454.05         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8503       | 2060-03-15      | 5.7200%  |  | $9119.88           | $9641.70           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6605 C     | 2055-08-20      | 5.5000%  |  | $778001.61         | $790126.60         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  |  | $2526.55           | $2592.45           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6845       | 2060-08-15      | 5.8500%  |  | $351457.63         | $372837.50         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD4713       | 2060-06-15      | 5.8000%  |  | $267411.08         | $283743.24         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DK4989 H     | 2075-06-20      | 4.3770%  |  | $140370.19         | $139445.42         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  |  | $3255.78           | $3290.48           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7951       | 2060-07-15      | 5.9900%  |  | $128720.28         | $137910.12         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ1394       | 2064-03-15      | 3.0800%  |  | $181900.59         | $180192.28         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.500 WNWN1566 | 2030-05-01      | 4.5000%  |  | $1336842.43        | $1352134.57        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8500       | 2060-03-15      | 5.7200%  |  | $21321.66          | $22541.66          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFM2995 | 2027-01-01      | 4.5000%  |  | $6.25              | $6.26              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  |  | $300.16            | $286.95            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  |  | $5225.86           | $4376.37           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08833 G | 2048-07-01      | 5.0000%  |  | $4877.08           | $4933.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9068 | 2034-01-01      | 3.5000%  |  | $5601.03           | $5509.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM5444 | 2050-12-01      | 2.0000%  |  | $2715.61           | $2170.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  |  | $120.90            | $115.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  |  | $352.96            | $329.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5714 | 2030-09-01      | 3.0000%  |  | $2490.35           | $2443.62           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  |  | $577.13            | $539.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5403 | 2030-07-01      | 2.5000%  |  | $756.99            | $735.18            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6285 | 2045-12-01      | 4.0000%  |  | $2133.33           | $2040.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS5137 | 2045-06-01      | 4.0000%  |  | $3056.99           | $2925.05           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9402 H     | 2071-11-20      | 5.6010%  |  | $192180.60         | $199728.70         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9411 H     | 2072-01-20      | 5.7220%  |  | $668122.29         | $696549.04         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CD1378       | 2059-11-15      | 5.5000%  |  | $9090.12           | $9485.73           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3679       | 2065-04-15      | 6.1500%  |  | $2999.23           | $3237.96           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CO3151       | 2064-08-15      | 3.9600%  |  | $184218.15         | $172313.61         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7600       | 2064-05-15      | 4.6500%  |  | $9094.60           | $8955.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS2321 | 2052-02-01      | 2.5000%  |  | $1182.98           | $993.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  |  | $3344.57           | $2918.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  |  | $6101.43           | $5766.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  |  | $167.33            | $147.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS1636 | 2052-04-01      | 4.0000%  |  | $2378.09           | $2247.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1507 | 2052-02-01      | 3.0000%  |  | $397.37            | $345.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS1374 | 2052-03-01      | 3.0000%  |  | $884.74            | $769.86            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0916 | 2052-03-01      | 3.0000%  |  | $2897.36           | $2520.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  |  | $713.16            | $621.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  |  | $2049.80           | $1729.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS0121 | 2052-01-01      | 2.0000%  |  | $7121.67           | $5727.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1896 | 2031-11-01      | 2.5000%  |  | $105.82            | $102.32            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  |  | $21.97             | $21.22             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61260 G | 2046-04-01      | 4.5000%  |  | $569.65            | $566.33            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G61033 G | 2041-05-01      | 5.0000%  |  | $617.28            | $632.08            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  |  | $608.32            | $546.30            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  |  | $3287.46           | $3077.76           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  |  | $1719.97           | $1610.62           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60201 G | 2044-12-01      | 4.5000%  |  | $76.07             | $75.25             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60174 G | 2043-10-01      | 4.0000%  |  | $3127.51           | $3059.11           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G60855 G | 2045-12-01      | 4.5000%  |  | $37.28             | $36.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  |  | $446.75            | $442.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0907 | 2028-11-01      | 3.5000%  |  | $56.88             | $56.47             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  |  | $14.97             | $14.79             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  |  | $14.06             | $13.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS0190 | 2028-08-01      | 2.5000%  |  | $393.17            | $385.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS0038 | 2043-07-01      | 3.0000%  |  | $20.21             | $18.46             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  |  | $13.57             | $13.44             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C09044 G | 2043-07-01      | 3.5000%  |  | $5146.47           | $4844.88           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C09064 G | 2044-10-01      | 4.0000%  |  | $4104.52           | $3936.08           | Agency Mortgage-Backed Securities   |
| FMAC 07.500 FGPC C00524 G | 2027-06-01      | 7.5000%  |  | $0.52              | $0.53              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C00785 G | 2029-06-01      | 6.5000%  |  | $1.20              | $1.25              | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09098 G | 2037-10-01      | 6.5000%  |  | $75.35             | $77.65             | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  |  | $56.81             | $58.48             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45080 G | 2046-12-01      | 3.0000%  |  | $3697.07           | $3331.43           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45079 G | 2046-12-01      | 3.0000%  |  | $3534.56           | $3191.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC1914 | 2036-06-01      | 2.0000%  |  | $4184.35           | $3853.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQJ3142 | 2054-08-01      | 5.0000%  |  | $4849.42           | $4807.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6123 | 2053-11-01      | 5.5000%  |  | $3437.20           | $3474.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQG6308 | 2053-07-01      | 6.0000%  |  | $4129.02           | $4277.12           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8324 | 2053-05-01      | 5.5000%  |  | $197.45            | $199.90            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8588 H     | 2075-05-20      | 6.8540%  |  | $94581.56          | $99001.75          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8563 H     | 2075-06-20      | 5.8730%  |  | $1899298.26        | $2044170.19        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8550 H     | 2075-05-20      | 5.8100%  |  | $1589465.18        | $1706149.23        | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7336 C     | 2055-07-20      | 5.5000%  |  | $882951.59         | $896630.08         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7360 C     | 2055-07-20      | 6.5000%  |  | $925665.59         | $965185.55         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7300 C     | 2055-06-20      | 6.5000%  |  | $918921.27         | $958151.45         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5839 H     | 2075-06-20      | 6.7060%  |  | $329956.82         | $350086.86         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5824 H     | 2075-06-20      | 7.2440%  |  | $338074.22         | $354181.32         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4997 H     | 2075-06-20      | 7.2850%  |  | $73423.36          | $77493.50          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4996 H     | 2075-06-20      | 6.6170%  |  | $60957.99          | $64445.83          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4995 H     | 2075-06-20      | 5.2700%  |  | $894081.79         | $909169.62         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4987 H     | 2075-06-20      | 6.4930%  |  | $989530.71         | $1014732.41        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4985 H     | 2075-06-20      | 6.7160%  |  | $486433.75         | $516226.14         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK4982 H     | 2075-05-20      | 5.9870%  |  | $1659788.20        | $1767779.00        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD3200 | 2053-06-01      | 6.0000%  |  | $4848.19           | $4984.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD2862 | 2053-05-01      | 6.0000%  |  | $2983.40           | $3066.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2563 | 2052-10-01      | 4.5000%  |  | $4363.43           | $4248.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2269 | 2052-01-01      | 3.0000%  |  | $2189.18           | $1905.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT256639 | 2027-02-01      | 5.0000%  |  | $434.68            | $435.92            | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC A59151 G | 2037-04-01      | 5.5000%  |  | $3371.90           | $3506.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS0035 | 2043-07-01      | 3.5000%  |  | $2736.84           | $2574.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU3826 | 2026-12-01      | 3.0000%  |  | $2219.24           | $2206.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU4283 | 2043-09-01      | 3.5000%  |  | $2195.80           | $2066.60           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08552 G | 2043-10-01      | 4.5000%  |  | $4403.32           | $4355.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  |  | $329.72            | $314.02            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3739 | 2034-08-01      | 3.5000%  |  | $2961.17           | $2894.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2084 | 2038-04-01      | 5.5000%  |  | $3138.60           | $3257.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  |  | $3020.80           | $2707.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  |  | $2938.44           | $2976.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  |  | $3700.07           | $3378.94           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6895 | 2045-12-01      | 6.4830%  |  | $5785.80           | $5998.60           | Agency Mortgage-Backed Securities   |
| GNMA GNHF PF 786210 H     | 2072-05-20      | 4.5920%  |  | $340264.55         | $328961.83         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  |  | $681.83            | $637.71            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI5692 | 2054-05-01      | 5.5000%  |  | $3034.61           | $3083.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIFS3310 | 2037-11-01      | 4.5000%  |  | $2931.37           | $2937.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  |  | $227.32            | $218.94            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4992 H     | 2075-06-20      | 6.5280%  |  | $85651.64          | $90252.02          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ3284 | 2055-02-01      | 5.5000%  |  | $1510339.94        | $1528770.28        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAR7439 | 2043-08-01      | 3.5000%  |  | $3166.27           | $2984.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAR1198 | 2043-01-01      | 3.0000%  |  | $1725.57           | $1570.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRAQ9670 | 2043-01-01      | 3.0000%  |  | $1658.01           | $1508.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4573 | 2042-12-01      | 4.0000%  |  | $704.18            | $684.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAQ4080 | 2043-06-01      | 4.0000%  |  | $1542.11           | $1503.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  |  | $1210.22           | $1195.70           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  |  | $255.03            | $238.71            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  |  | $169.09            | $161.94            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  |  | $384.02            | $360.08            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  |  | $108.70            | $101.94            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8166 | 2037-06-01      | 3.5000%  |  | $1430.91           | $1389.44           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD5419 | 2054-05-01      | 6.5000%  |  | $1843.73           | $1927.06           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC A53990 G | 2036-11-01      | 7.0000%  |  | $3134.98           | $3315.20           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 847040 G        | 2029-02-01      | 6.5010%  |  | $2.42              | $2.43              | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30698 G | 2031-07-01      | 5.0000%  |  | $429.02            | $433.69            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G30419 G | 2028-11-01      | 5.0000%  |  | $323.19            | $325.63            | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC C67630 G | 2032-06-01      | 7.0000%  |  | $1.72              | $1.82              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  |  | $3512.95           | $3286.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0009 | 2051-11-01      | 3.5000%  |  | $2884.96           | $2627.19           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS0838 | 2052-01-01      | 3.5000%  |  | $533.17            | $490.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9994 | 2051-10-01      | 4.0000%  |  | $684.81            | $651.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  |  | $1044.81           | $958.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  |  | $3039.38           | $2895.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM9813 | 2051-11-01      | 2.0000%  |  | $971.45            | $776.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8648 | 2051-09-01      | 3.0000%  |  | $80.13             | $70.61             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM8543 | 2044-11-01      | 5.0000%  |  | $1107.06           | $1132.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM8347 | 2033-12-01      | 3.0000%  |  | $44.01             | $42.98             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  |  | $11497219.75       | $11623307.21       | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5495 | 2054-10-01      | 4.5000%  |  | $116.76            | $112.79            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  |  | $647212.58         | $654408.15         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5250 | 2039-01-01      | 5.5000%  |  | $2450.21           | $2516.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5267 | 2039-02-01      | 5.5000%  |  | $1175.68           | $1207.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  |  | $114.25            | $103.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  |  | $442.64            | $439.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  |  | $696.65            | $715.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5300 | 2039-03-01      | 5.5000%  |  | $390.40            | $400.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  |  | $6596.69           | $5766.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4355 | 2051-06-01      | 2.0000%  |  | $1011.50           | $809.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4327 | 2051-05-01      | 3.0000%  |  | $317.33            | $278.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  |  | $733.99            | $675.98            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM3292 C     | 2055-08-20      | 6.5000%  |  | $760099.85         | $792551.22         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  |  | $91.91             | $89.35             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  |  | $2070.80           | $2140.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7039 | 2054-07-01      | 6.0000%  |  | $5637.39           | $5811.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD0404 | 2050-07-01      | 2.5000%  |  | $5694.97           | $4756.24           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4727 | 2047-07-01      | 4.0000%  |  | $4029.17           | $3849.80           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZA5785 | 2048-10-01      | 4.5000%  |  | $549.03            | $539.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL906693 | 2036-12-01      | 5.5000%  |  | $82.54             | $85.15             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7680 | 2051-02-01      | 3.5000%  |  | $1593.92           | $1479.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7708 | 2051-06-01      | 3.5000%  |  | $1966.21           | $1792.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7556 | 2051-05-01      | 3.5000%  |  | $1087.69           | $996.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFM7323 | 2047-07-01      | 5.0000%  |  | $1040.76           | $1068.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM6946 | 2034-07-01      | 3.0000%  |  | $291.34            | $285.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFM6099 | 2051-02-01      | 2.0000%  |  | $594.49            | $475.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  |  | $1928.57           | $1691.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  |  | $2083.96           | $1911.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5750 | 2050-08-01      | 4.0000%  |  | $439.85            | $416.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM5475 | 2050-03-01      | 4.5000%  |  | $2041.53           | $2004.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5425 | 2049-06-01      | 3.5000%  |  | $1735.64           | $1600.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM6201 | 2049-09-01      | 4.0000%  |  | $595.65            | $565.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM5035 | 2050-07-01      | 4.0000%  |  | $29.62             | $28.26             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM5298 | 2050-10-01      | 3.5000%  |  | $230.26            | $210.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4324 | 2050-07-01      | 3.5000%  |  | $2088.39           | $1925.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  |  | $243.96            | $223.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4085 | 2050-01-01      | 3.5000%  |  | $1244.98           | $1158.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5042 | 2038-06-01      | 4.5000%  |  | $933.11            | $934.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  |  | $1112.08           | $1009.66           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA4992 | 2038-04-01      | 5.0000%  |  | $216.85            | $220.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4990 | 2038-04-01      | 4.5000%  |  | $227.84            | $228.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  |  | $1038.39           | $942.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA4942 | 2053-03-01      | 6.0000%  |  | $168.08            | $172.85            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3488 C     | 2055-06-20      | 4.5000%  |  | $946220.46         | $905872.67         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8699 H     | 2075-06-20      | 5.8580%  |  | $1164815.49        | $1254553.91        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  |  | $27.16             | $26.73             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  |  | $48.52             | $46.36             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2903 | 2032-02-01      | 3.0000%  |  | $206.63            | $201.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  |  | $837.92            | $777.77            | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM6372 H     | 2072-03-20      | 5.7530%  |  | $24233.42          | $25313.21          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3807       | 2059-09-15      | 5.3300%  |  | $100530.08         | $103728.70         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM4400       | 2064-12-15      | 4.0300%  |  | $559458.91         | $518964.41         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM3097       | 2064-08-15      | 3.9000%  |  | $140773.70         | $131649.50         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6622       | 2064-10-15      | 3.6400%  |  | $175842.36         | $160168.84         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83598 G | 2047-12-01      | 3.5000%  |  | $4127.98           | $3810.05           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  |  | $197.57            | $182.80            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18632 G | 2032-02-01      | 3.0000%  |  | $240.59            | $235.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  |  | $6019.08           | $5756.79           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  |  | $147.33            | $140.77            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8183 | 2037-10-01      | 3.5000%  |  | $3807.40           | $3697.06           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  |  | $2387.94           | $2318.00           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  |  | $11.48             | $11.29             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18575 G | 2030-11-01      | 3.0000%  |  | $45.97             | $45.10             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  |  | $129.24            | $134.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV5386 | 2052-04-01      | 3.0000%  |  | $598.41            | $520.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  |  | $103.83            | $103.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA2729 | 2031-08-01      | 3.5000%  |  | $32.19             | $31.91             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  |  | $4654.60           | $4610.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4422 | 2047-10-01      | 3.5000%  |  | $5447.59           | $5067.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  |  | $4010.92           | $3973.62           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  |  | $108.67            | $107.36            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  |  | $65.91             | $65.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS8966 | 2047-03-01      | 4.0000%  |  | $808.59            | $772.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH0057 | 2041-02-01      | 4.5000%  |  | $190.62            | $189.74            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97046 G | 2041-02-01      | 4.5000%  |  | $60.29             | $60.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH6783 | 2041-03-01      | 4.0000%  |  | $2141.12           | $2093.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH6500 | 2026-03-01      | 3.5000%  |  | $3111.09           | $3102.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH9708 | 2041-04-01      | 4.5000%  |  | $137.23            | $137.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3938 | 2050-02-01      | 4.0000%  |  | $88.25             | $83.81             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH4167 | 2041-01-01      | 4.0000%  |  | $738.58            | $720.47            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8501       | 2060-03-15      | 5.7200%  |  | $9119.88           | $9641.70           | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CZ2404       | 2066-05-15      | 10.7500% |  | $1735380.37        | $1844470.04        | Agency Mortgage-Backed Securities   |
| GNMA GNCL CS CU1282       | 2065-08-15      | 7.0500%  |  | $1840863.42        | $1861481.70        | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CT3707       | 2060-01-15      | 5.1300%  |  | $9100.04           | $9205.97           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS6553       | 2056-09-15      | 6.1000%  |  | $39580.74          | $40106.04          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CS2716       | 2065-01-15      | 5.5000%  |  | $9137.40           | $9522.99           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CR2278       | 2065-02-15      | 4.5000%  |  | $31499.51          | $30429.91          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CR0589 H     | 2072-11-20      | 6.0960%  |  | $121732.98         | $129601.95         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AP6957 H     | 2065-09-20      | 4.5570%  |  | $21951.30          | $21879.30          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3339       | 2060-03-15      | 5.3100%  |  | $45881.87          | $43788.79          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  |  | $11.34             | $11.27             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM1878 C     | 2055-08-20      | 5.5000%  |  | $828733.30         | $843639.54         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DL7504       | 2055-09-15      | 5.8800%  |  | $99429.19          | $103802.22         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL8090 C     | 2055-08-20      | 6.5000%  |  | $912360.20         | $962285.06         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL6606 C     | 2055-08-20      | 5.5000%  |  | $882174.39         | $896574.81         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4991 H     | 2075-06-20      | 5.7880%  |  | $56145.22          | $58855.89          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4989 H     | 2075-06-20      | 5.6080%  |  | $32155.31          | $33473.90          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  |  | $33.93             | $32.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK7697 | 2048-10-01      | 4.5000%  |  | $637.80            | $627.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  |  | $53.90             | $52.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  |  | $1209.28           | $1064.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  |  | $39.20             | $37.43             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBJ6773 | 2048-05-01      | 6.5700%  |  | $5287.05           | $5481.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CKBH1893 | 2047-11-01      | 3.5000%  |  | $2344.20           | $2101.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBH1237 | 2047-04-01      | 4.0000%  |  | $3017.15           | $2897.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  |  | $355.37            | $349.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 U3BF0237 | 2041-06-01      | 4.0000%  |  | $2922.65           | $2861.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  |  | $4327.91           | $4062.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0171 | 2057-01-01      | 4.0000%  |  | $5433.56           | $5100.71           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4975 H     | 2075-05-20      | 6.6710%  |  | $302233.10         | $320246.39         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK4777 C     | 2055-06-20      | 5.5000%  |  | $945806.41         | $968994.54         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2473 | 2035-12-01      | 3.5000%  |  | $42.07             | $41.00             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8190 | 2037-11-01      | 4.5000%  |  | $220.87            | $221.30            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  |  | $715.32            | $671.99            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8145 | 2037-03-01      | 2.0000%  |  | $1451.60           | $1333.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8133 | 2036-12-01      | 2.5000%  |  | $73.96             | $69.58             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8164 | 2037-07-01      | 3.5000%  |  | $1015.98           | $986.54            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8032 | 2035-02-01      | 3.0000%  |  | $3782.18           | $3665.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB8006 | 2034-09-01      | 3.0000%  |  | $497.55            | $482.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  |  | $1132.24           | $1174.79           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  |  | $89.67             | $93.13             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0921 | 2038-07-01      | 3.5000%  |  | $460.19            | $446.85            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0674 | 2035-12-01      | 3.5000%  |  | $5768.41           | $5629.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI7373 | 2038-04-01      | 5.5000%  |  | $5163.25           | $5354.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.000 CLZI7159 | 2038-02-01      | 8.0000%  |  | $5232.95           | $5423.00           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI4628 | 2033-09-01      | 7.0000%  |  | $2912.25           | $3076.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZI3330 | 2035-07-01      | 5.0000%  |  | $2959.40           | $3029.93           | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC C67997 G | 2032-06-01      | 6.5000%  |  | $0.05              | $0.05              | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC T45017 G | 2027-10-01      | 2.5000%  |  | $3439.68           | $3387.55           | Agency Mortgage-Backed Securities   |
| FMAC 05.440 FGPC T30297 G | 2037-09-01      | 5.4400%  |  | $4197.61           | $4351.44           | Agency Mortgage-Backed Securities   |
| FMAC 05.750 FGPC T30077 G | 2037-04-01      | 5.7500%  |  | $4599.99           | $4825.07           | Agency Mortgage-Backed Securities   |
| FMAC 06.500 FGPC G01624 G | 2033-11-01      | 6.5000%  |  | $609.38            | $635.49            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5333       | 2064-08-15      | 3.0800%  |  | $60517.74          | $53100.60          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5328       | 2064-07-15      | 2.9000%  |  | $248493.97         | $212821.06         | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  |  | $46.75             | $42.89             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31605 G | 2045-02-01      | 4.0000%  |  | $56.33             | $53.97             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28764 G | 2044-06-01      | 3.5000%  |  | $4764.88           | $4434.68           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q28604 G | 2044-09-01      | 3.5000%  |  | $2562.02           | $2409.89           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q26218 G | 2044-05-01      | 3.5000%  |  | $880.66            | $828.75            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08812 G | 2048-04-01      | 3.0000%  |  | $5177.88           | $4611.37           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08803 G | 2048-03-01      | 3.0000%  |  | $4201.76           | $3742.05           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  |  | $531.19            | $474.03            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08785 G | 2047-10-01      | 4.0000%  |  | $15.69             | $14.96             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08772 G | 2047-07-01      | 4.5000%  |  | $73.19             | $71.95             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G16303 G | 2028-10-01      | 4.5000%  |  | $114.09            | $114.57            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G16186 G | 2031-04-01      | 2.5000%  |  | $3648.96           | $3539.40           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G15227 G | 2029-12-01      | 3.5000%  |  | $62.64             | $62.24             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16040 G | 2030-07-01      | 3.5000%  |  | $16.60             | $16.47             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G14694 G | 2026-06-01      | 4.5000%  |  | $5.20              | $5.21              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14668 G | 2026-12-01      | 4.0000%  |  | $0.39              | $0.39              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14678 G | 2026-12-01      | 4.0000%  |  | $14.48             | $14.47             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G14611 G | 2027-09-01      | 4.0000%  |  | $7.37              | $7.36              | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  |  | $867.86            | $814.47            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07925 G | 2045-02-01      | 4.0000%  |  | $2239.23           | $2158.89           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G07117 G | 2036-10-01      | 6.0000%  |  | $5469.57           | $5666.84           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G07794 G | 2041-06-01      | 5.5000%  |  | $28.11             | $29.31             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT0294 | 2048-03-01      | 5.0000%  |  | $3290.95           | $3339.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS9580 | 2045-12-01      | 3.5000%  |  | $1611.87           | $1505.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS9236 | 2028-12-01      | 6.0000%  |  | $536.44            | $550.52            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q40244 G | 2046-04-01      | 3.5000%  |  | $4024.20           | $3754.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2067 | 2052-08-01      | 4.0000%  |  | $1382.02           | $1296.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD2599 | 2052-08-01      | 2.0000%  |  | $5650.95           | $4527.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1461 | 2052-05-01      | 3.0000%  |  | $3059.92           | $2694.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1389 | 2052-07-01      | 3.0000%  |  | $594.15            | $517.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  |  | $4702.01           | $3955.71           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1118 | 2052-06-01      | 3.5000%  |  | $2561.34           | $2336.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0963 | 2052-01-01      | 3.5000%  |  | $3425.19           | $3119.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4584 | 2039-04-01      | 4.5000%  |  | $89.55             | $89.87             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930672 | 2039-03-01      | 4.5000%  |  | $199.42            | $200.10            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  |  | $38.72             | $37.95             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  |  | $11.48             | $11.51             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL993203 | 2039-06-01      | 4.5000%  |  | $1265.16           | $1260.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD2238 | 2053-02-01      | 4.0000%  |  | $422.89            | $396.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  |  | $2140.00           | $2219.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 NP889151 | 2038-01-01      | 6.5000%  |  | $52.31             | $54.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL889072 | 2037-12-01      | 6.5000%  |  | $28.47             | $30.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL888560 | 2035-11-01      | 6.0000%  |  | $965.63            | $1001.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 NP888412 | 2037-04-01      | 7.0000%  |  | $84.76             | $87.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL888219 | 2037-03-01      | 5.5000%  |  | $34.27             | $35.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CTFS9497 | 2044-10-01      | 5.5000%  |  | $109.97            | $112.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  |  | $2531.59           | $2559.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  |  | $801.23            | $697.23            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBX0579 | 2052-11-01      | 5.0000%  |  | $2839.55           | $2844.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  |  | $1284.36           | $1117.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  |  | $1493.36           | $1457.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV9997 | 2052-06-01      | 4.0000%  |  | $2865.93           | $2688.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3159 | 2027-10-01      | 3.0000%  |  | $29.82             | $29.50             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV8509 | 2052-05-01      | 3.0000%  |  | $198.28            | $172.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  |  | $79.02             | $75.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  |  | $532.28            | $522.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFS6779 | 2053-12-01      | 6.5000%  |  | $92.21             | $96.42             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS6606 | 2052-10-01      | 2.0000%  |  | $769.36            | $615.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS6601 | 2053-12-01      | 3.5000%  |  | $2252.57           | $2043.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS5869 | 2053-04-01      | 4.5000%  |  | $516.54            | $503.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTFS5700 | 2042-07-01      | 4.0000%  |  | $543.81            | $538.04            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  |  | $1499.20           | $1406.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  |  | $265.95            | $225.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7097 | 2052-04-01      | 3.5000%  |  | $1394.78           | $1272.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6019 | 2051-10-01      | 2.5000%  |  | $2731.29           | $2294.78           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA5152 | 2051-05-01      | 3.0000%  |  | $85.69             | $74.64             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4919 | 2051-03-01      | 3.0000%  |  | $4801.34           | $4213.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  |  | $2957.53           | $2489.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA4206 | 2050-12-01      | 2.5000%  |  | $4086.35           | $3422.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3808 | 2050-10-01      | 2.0000%  |  | $2660.07           | $2119.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLRA3606 | 2050-10-01      | 2.0000%  |  | $6682.94           | $5377.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  |  | $3803.40           | $3316.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA3078 | 2050-07-01      | 3.0000%  |  | $5258.80           | $4658.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA3586 | 2050-09-01      | 4.0000%  |  | $532.72            | $503.74            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA1859 | 2049-12-01      | 3.0000%  |  | $1241.85           | $1091.98           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC C91923 G | 2037-03-01      | 4.0000%  |  | $537.47            | $533.72            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C91291 G | 2030-03-01      | 4.5000%  |  | $194.01            | $195.85            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91175 G | 2028-05-01      | 5.0000%  |  | $1378.65           | $1392.13           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91167 G | 2028-04-01      | 5.0000%  |  | $1903.26           | $1921.24           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C91164 G | 2028-03-01      | 5.0000%  |  | $1199.39           | $1210.72           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FGPC G01311 G | 2031-09-01      | 7.0000%  |  | $3.79              | $4.01              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2459 | 2037-11-01      | 5.5000%  |  | $4037.75           | $4206.89           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2423 | 2038-01-01      | 5.5000%  |  | $3308.10           | $3446.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2342 | 2038-08-01      | 5.5000%  |  | $3154.01           | $3230.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2133 | 2038-06-01      | 5.5000%  |  | $5744.43           | $5957.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS1976 | 2038-01-01      | 5.5000%  |  | $4574.65           | $4764.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  |  | $3492.93           | $3690.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN5328 | 2036-02-01      | 2.0000%  |  | $5288.57           | $4884.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIQN3915 | 2035-10-01      | 1.5000%  |  | $5539.35           | $4976.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5159 | 2038-08-01      | 3.5000%  |  | $370.99            | $360.12            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  |  | $2660.98           | $2699.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  |  | $1984.66           | $2038.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5168 | 2038-10-01      | 5.0000%  |  | $1099.85           | $1115.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA5124 | 2038-07-01      | 3.5000%  |  | $98.20             | $95.32             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  |  | $2777.37           | $2817.65           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ2360 H     | 2075-05-20      | 5.9110%  |  | $312456.76         | $332854.49         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ1942 C     | 2055-04-20      | 7.0000%  |  | $854949.60         | $904909.81         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  |  | $377.54            | $369.45            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  |  | $243.82            | $239.28            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  |  | $267.48            | $263.14            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J36177 G | 2032-01-01      | 3.0000%  |  | $6116.92           | $5984.44           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J32373 G | 2029-05-01      | 3.0000%  |  | $4894.07           | $4836.09           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J32203 G | 2030-07-01      | 3.5000%  |  | $8.86              | $8.77              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08551 G | 2043-10-01      | 4.0000%  |  | $3116.86           | $3024.26           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  |  | $8.50              | $8.25              | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08466 G | 2041-11-01      | 3.5000%  |  | $4628.94           | $4383.53           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08372 G | 2039-11-01      | 4.5000%  |  | $4683.45           | $4702.32           | Agency Mortgage-Backed Securities   |
| FMAC 06.000 FGPC G08081 G | 2035-09-01      | 6.0000%  |  | $70.85             | $75.03             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08887 G | 2049-06-01      | 3.0000%  |  | $28.73             | $25.30             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  |  | $243.39            | $214.91            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08876 G | 2049-05-01      | 3.5000%  |  | $681.30            | $626.41            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  |  | $57.06             | $54.49             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  |  | $33.34             | $31.85             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08851 G | 2048-12-01      | 3.5000%  |  | $28.64             | $26.41             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  |  | $6375.08           | $6090.95           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  |  | $221.27            | $217.70            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08817 G | 2048-06-01      | 4.0000%  |  | $10.38             | $9.93              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  |  | $41.95             | $41.60             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  |  | $87.29             | $86.55             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  |  | $382.42            | $371.55            | Agency Mortgage-Backed Securities   |
| FMAC FMAR 786190 G        | 2027-07-01      | 6.3570%  |  | $18.32             | $18.41             | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 714618 H     | 2059-07-20      | 5.4600%  |  | $100.94            | $103.02            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 756718 H     | 2062-04-20      | 4.7000%  |  | $1879.55           | $1884.73           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PD 786990 H     | 2073-07-20      | 6.4650%  |  | $62245.07          | $63814.86          | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 785943 H     | 2071-12-20      | 5.7590%  |  | $115445.93         | $120774.76         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML 893008 H     | 2060-11-20      | 6.1230%  |  | $2443.35           | $2505.03           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF3882       | 2059-11-15      | 4.9800%  |  | $27766.99          | $27966.23          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2257       | 2059-12-15      | 4.9500%  |  | $274959.83         | $275437.98         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DD2254       | 2059-11-15      | 4.7300%  |  | $311857.14         | $309651.66         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DC7248       | 2060-05-15      | 5.5300%  |  | $383435.50         | $399901.41         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8508       | 2060-05-15      | 5.9500%  |  | $472527.09         | $501422.49         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8504       | 2060-05-15      | 5.9500%  |  | $424499.55         | $455265.06         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DA8502       | 2060-03-15      | 5.7200%  |  | $49379.87          | $52205.33          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3978 | 2050-07-01      | 4.0000%  |  | $1803.62           | $1709.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4885 | 2052-11-01      | 3.0000%  |  | $3762.63           | $3273.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA4914 | 2038-02-01      | 4.5000%  |  | $477.86            | $478.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA4868 | 2053-01-01      | 5.0000%  |  | $5711.59           | $5686.22           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  |  | $236.04            | $228.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  |  | $104.40            | $97.95             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  |  | $2633.72           | $2392.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  |  | $1127.58           | $1141.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  |  | $202.59            | $190.17            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CTZS9100 | 2028-11-01      | 5.5000%  |  | $437.42            | $441.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8843 | 2027-09-01      | 6.0000%  |  | $3378.69           | $3467.36           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8838 | 2027-09-01      | 6.0000%  |  | $3486.81           | $3578.32           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTZS8796 | 2026-02-01      | 6.0000%  |  | $410.05            | $420.82            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  |  | $5081.44           | $4971.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8610 | 2031-05-01      | 2.5000%  |  | $29.61             | $28.62             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS8532 | 2029-07-01      | 3.0000%  |  | $4625.36           | $4552.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7436 | 2031-05-01      | 3.5000%  |  | $4249.81           | $4214.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS7974 | 2032-09-01      | 3.5000%  |  | $4303.27           | $4253.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZS6818 | 2027-04-01      | 3.0000%  |  | $2728.46           | $2703.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZS6771 | 2026-12-01      | 3.5000%  |  | $1937.88           | $1934.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $193.18            | $177.69            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  |  | $2939.21           | $2619.62           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25818 G | 2044-04-01      | 4.5000%  |  | $3948.52           | $3922.24           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  |  | $159.87            | $158.94            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q23779 G | 2043-12-01      | 4.5000%  |  | $3469.03           | $3405.20           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC V83815 G | 2047-12-01      | 3.5000%  |  | $5197.41           | $4781.58           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V83156 G | 2047-04-01      | 4.5000%  |  | $13.35             | $13.21             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V82147 G | 2045-12-01      | 4.5000%  |  | $985.27            | $974.65            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60909 G | 2030-08-01      | 3.0000%  |  | $824.44            | $808.08            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC C90945 G | 2026-01-01      | 5.0000%  |  | $23.39             | $23.43             | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC H00987 G | 2037-06-01      | 5.5000%  |  | $39.21             | $39.67             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  |  | $494.71            | $489.75            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18689 G | 2033-05-01      | 3.5000%  |  | $3949.98           | $3911.87           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  |  | $227.38            | $225.17            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18642 G | 2032-04-01      | 3.5000%  |  | $51.08             | $50.65             | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18669 G | 2032-12-01      | 2.5000%  |  | $421.55            | $406.17            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5548 | 2030-08-01      | 2.5000%  |  | $1741.97           | $1690.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3277 | 2048-02-01      | 4.0000%  |  | $1064.03           | $1016.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM2414 | 2035-02-01      | 3.5000%  |  | $626.68            | $612.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  |  | $2.75              | $2.73              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CIZS6250 | 2026-05-01      | 4.5000%  |  | $3298.91           | $3304.60           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC E02892 G | 2026-05-01      | 3.5000%  |  | $3.68              | $3.68              | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80371 G | 2039-01-01      | 7.0000%  |  | $1933.43           | $1964.47           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI7784 | 2041-07-01      | 4.5000%  |  | $11.51             | $11.55             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  |  | $64.34             | $61.49             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8963 | 2045-01-01      | 3.5000%  |  | $4064.01           | $3780.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  |  | $325.93            | $283.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  |  | $125.36            | $122.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  |  | $2300.31           | $2233.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3662 | 2053-08-01      | 5.5000%  |  | $2710.93           | $2758.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CRMA2702 | 2046-07-01      | 3.0000%  |  | $1964.81           | $1768.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  |  | $54.86             | $54.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM5529 | 2033-03-01      | 3.0000%  |  | $779.88            | $763.62            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  |  | $106.33            | $104.55            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  |  | $2719.37           | $2499.83           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q49490 G | 2047-07-01      | 3.5000%  |  | $15.56             | $14.45             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.550 6GZM8983 | 2037-06-01      | 5.5500%  |  | $4905.50           | $5107.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAZ6973 | 2045-11-01      | 4.0000%  |  | $18.99             | $18.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ3142 | 2041-10-01      | 4.5000%  |  | $43.91             | $44.00             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAJ6935 | 2026-11-01      | 3.5000%  |  | $2079.00           | $2068.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  |  | $148.45            | $153.24            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17848 G | 2027-01-01      | 3.0000%  |  | $3702.19           | $3674.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  |  | $3026.88           | $2840.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV7709 | 2052-04-01      | 3.0000%  |  | $1818.55           | $1582.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4199 | 2052-03-01      | 3.0000%  |  | $2816.56           | $2452.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV3393 | 2052-03-01      | 3.0000%  |  | $3076.74           | $2678.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBV3013 | 2052-02-01      | 2.0000%  |  | $2978.49           | $2379.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  |  | $2513.71           | $2187.65           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3148 | 2047-10-01      | 3.5000%  |  | $317.45            | $293.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  |  | $64.89             | $58.02             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18434 G | 2027-05-01      | 3.0000%  |  | $59.53             | $59.03             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08759 G | 2047-04-01      | 4.5000%  |  | $3651.69           | $3612.34           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  |  | $255.21            | $228.93            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1372 H     | 2075-03-20      | 6.6030%  |  | $52577.88          | $55722.52          | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DJ1366 H     | 2075-03-20      | 4.1950%  |  | $75542.09          | $74365.34          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1301 H     | 2075-05-20      | 5.8950%  |  | $3751442.90        | $4038794.26        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ1300 H     | 2075-04-20      | 5.9460%  |  | $1411517.45        | $1520824.58        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ0276 H     | 2075-04-20      | 5.8900%  |  | $2859438.67        | $3072640.95        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0286 H     | 2075-04-20      | 7.2190%  |  | $186122.29         | $194625.80         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9337 H     | 2075-03-20      | 6.6920%  |  | $302379.86         | $320088.09         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9862 H     | 2075-02-20      | 6.6290%  |  | $318919.05         | $337494.77         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH7979 C     | 2055-01-20      | 7.0000%  |  | $774058.43         | $811727.56         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DH4163 C     | 2055-03-20      | 6.0000%  |  | $776548.48         | $804972.22         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1773       | 2060-05-15      | 5.6400%  |  | $94998.98          | $99829.08          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1772       | 2060-05-15      | 5.6400%  |  | $63303.22          | $66521.79          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5092 | 2038-07-01      | 4.5000%  |  | $2283.33           | $2287.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  |  | $78.88             | $81.00             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5106 | 2053-08-01      | 5.0000%  |  | $421.95            | $419.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  |  | $2080.85           | $1888.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5014 | 2038-05-01      | 5.0000%  |  | $2848.26           | $2890.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3353 | 2052-04-01      | 2.5000%  |  | $519.88            | $433.43            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB3292 | 2052-04-01      | 2.5000%  |  | $180.46            | $153.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2556 | 2052-01-01      | 3.0000%  |  | $3654.58           | $3185.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  |  | $203.09            | $169.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  |  | $1901.52           | $1668.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  |  | $209.87            | $184.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLCA8494 | 2051-01-01      | 2.0000%  |  | $3096.60           | $2500.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA8251 | 2050-12-01      | 2.5000%  |  | $3025.09           | $2546.96           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1389 H     | 2075-04-20      | 6.8490%  |  | $39702.06          | $42436.70          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  |  | $80.50             | $74.83             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA1600 | 2043-10-01      | 3.5000%  |  | $528.25            | $496.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CRMA1146 | 2042-08-01      | 4.0000%  |  | $1890.25           | $1829.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  |  | $7.12              | $7.07              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTMA0939 | 2031-12-01      | 4.5000%  |  | $3007.37           | $3033.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA1770 | 2044-02-01      | 4.5000%  |  | $35.70             | $35.28             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA0755 | 2041-06-01      | 4.5000%  |  | $17.25             | $17.30             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAC3318 | 2039-10-01      | 5.0000%  |  | $2044.15           | $2079.96           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC2968 | 2039-09-01      | 4.5000%  |  | $2138.53           | $2146.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAC0391 | 2039-07-01      | 4.5000%  |  | $9.32              | $9.35              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB9597 | 2043-06-01      | 4.0000%  |  | $2111.77           | $2059.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB8870 | 2028-04-01      | 2.5000%  |  | $120.53            | $118.39            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60905 G | 2030-07-01      | 2.5000%  |  | $205.14            | $199.32            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60903 G | 2030-09-01      | 2.5000%  |  | $3007.37           | $2919.72           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  |  | $16.23             | $16.15             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17774 G | 2027-01-01      | 3.0000%  |  | $50.51             | $50.16             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC J17508 G | 2026-12-01      | 3.0000%  |  | $3441.39           | $3417.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZS9205 | 2036-04-01      | 3.5000%  |  | $1162.82           | $1133.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 GL931104 | 2039-05-01      | 5.0000%  |  | $101.31            | $103.46            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 721379 H     | 2059-06-20      | 5.5000%  |  | $0.11              | $0.11              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  |  | $1723.30           | $1725.32           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G30680 G | 2029-07-01      | 4.5000%  |  | $5610.12           | $5621.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  |  | $25.77             | $25.52             | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 725891 H     | 2064-02-20      | 5.2000%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL5083 | 2029-02-01      | 4.0000%  |  | $4.22              | $4.22              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS2700 | 2044-06-01      | 4.0000%  |  | $2749.06           | $2648.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  |  | $3898.15           | $3541.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB8103 | 2036-05-01      | 2.0000%  |  | $4157.45           | $3824.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4121 | 2050-09-01      | 3.0000%  |  | $515.38            | $452.81            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  |  | $137.32            | $134.85            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI3496 | 2054-04-01      | 5.5000%  |  | $3361.73           | $3397.96           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CNSA0042 | 2033-05-01      | 4.5000%  |  | $4145.10           | $4183.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8288 | 2053-01-01      | 5.0000%  |  | $2515.51           | $2503.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  |  | $2612.68           | $2681.25           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 694836 H     | 2059-09-20      | 5.6840%  |  | $0.14              | $0.14              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD3685 | 2040-05-01      | 4.5000%  |  | $553.01            | $550.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1088 | 2040-06-01      | 4.5000%  |  | $2089.16           | $2095.02           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q27319 G | 2044-07-01      | 3.5000%  |  | $1149.22           | $1079.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  |  | $148.21            | $146.16            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AG8139 H     | 2064-06-20      | 5.1940%  |  | $0.59              | $0.59              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  |  | $1013.86           | $982.80            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  |  | $980.31            | $953.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4907 | 2047-05-01      | 4.0000%  |  | $4337.03           | $4163.16           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7787 H     | 2071-10-20      | 5.7000%  |  | $125992.20         | $131335.46         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4781 | 2052-10-01      | 3.0000%  |  | $105.27            | $91.66             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  |  | $103.16            | $93.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4730 | 2052-09-01      | 3.0000%  |  | $1351.00           | $1176.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  |  | $1485.45           | $1442.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  |  | $85.17             | $80.02             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  |  | $125.20            | $124.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  |  | $618.70            | $569.91            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HYBZ4245 | 2035-07-01      | 5.2600%  |  | $2334.51           | $2435.76           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4420 | 2032-07-01      | 4.7700%  |  | $2368.68           | $2427.28           | Agency Mortgage-Backed Securities   |
| FNMA 1.875 FNSM A 09/26   | 2026-09-24      | 1.8750%  |  | $2318.64           | $2287.91           | Agency Debentures and Agency Strips |
| FNMA FNFR SOFR A 11/05/27 | 2027-11-05      | 4.6200%  |  | $2958589.83        | $2974455.27        | Agency Debentures and Agency Strips |
| FNMA 0.50 FNSM A 11/25    | 2025-11-07      | 0.5000%  |  | $3416.95           | $3396.13           | Agency Debentures and Agency Strips |
| FNMA 0.875 FNSM A 08/30   | 2030-08-05      | 0.8750%  |  | $1830.51           | $1597.55           | Agency Debentures and Agency Strips |
| FMAC 4.625 FMNT GB25-2841 | 2028-07-24      | 4.6250%  |  | $4151471.19        | $4167614.99        | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2032 F    | 2032-07-15      | 0.0000%  |  | $5369.49           | $4025.17           | Agency Debentures and Agency Strips |
| FMAC FMIN 07/15/2028 F    | 2028-07-15      | 0.0000%  |  | $610.17            | $547.66            | Agency Debentures and Agency Strips |
| FMAC 6.75 FMNT GB 29 A    | 2029-09-15      | 6.7500%  |  | $122.03            | $139.41            | Agency Debentures and Agency Strips |
| FMAC FMZC 12/11/2025 A    | 2025-12-11      | 0.0000%  |  | $610.17            | $602.72            | Agency Debentures and Agency Strips |
| FHLB 4.15 FHOR 26-27 71   | 2027-06-23      | 4.1500%  |  | $1107457.63        | $1117043.04        | Agency Debentures and Agency Strips |
| FHLB 4.90 FHOR 26-30 TI   | 2030-02-11      | 4.9000%  |  | $1674305.08        | $1681385.72        | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 02/26 7249 | 2026-02-02      | 4.4500%  |  | $3050.85           | $3062.07           | Agency Debentures and Agency Strips |
| FHLB 4.40 FHLB 31 TM      | 2031-02-18      | 4.4000%  |  | $334372.88         | $344071.85         | Agency Debentures and Agency Strips |
| FHLB 4.375 FHLB 28 I4     | 2028-09-08      | 4.3750%  |  | $21355.93          | $22251.07          | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF BR 26/07   | 2026-07-15      | 4.4800%  |  | $4759.32           | $4789.33           | Agency Debentures and Agency Strips |
| FCSB FCFR 03PR BG 26/03   | 2026-03-24      | 4.4400%  |  | $5857.63           | $5906.48           | Agency Debentures and Agency Strips |
| FCSB 4.75 FCSB 26 GI      | 2026-05-08      | 4.7500%  |  | $488.14            | $497.75            | Agency Debentures and Agency Strips |
| FCSB 3 7/8 FCSB 28 FO     | 2028-08-01      | 3.8750%  |  | $549152.54         | $554413.91         | Agency Debentures and Agency Strips |
| FNMA FNMS 03.000 CLMA3143 | 2047-09-01      | 3.0000%  |  | $23.77             | $21.27             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  |  | $23.74             | $21.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3087 | 2047-08-01      | 3.5000%  |  | $59.71             | $55.07             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3073 | 2047-07-01      | 4.5000%  |  | $48.04             | $47.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  |  | $211.56            | $189.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2964 | 2032-04-01      | 3.0000%  |  | $1971.92           | $1924.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  |  | $1563.69           | $1397.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD5136 | 2055-04-01      | 5.5000%  |  | $333.84            | $340.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD4953 | 2055-04-01      | 6.0000%  |  | $364.51            | $376.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD2383 | 2055-04-01      | 6.0000%  |  | $121.61            | $125.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLDD2312 | 2055-02-01      | 4.5000%  |  | $4809.36           | $4650.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC9986 | 2055-01-01      | 5.5000%  |  | $4121.41           | $4163.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC6993 | 2054-12-01      | 5.0000%  |  | $3650.94           | $3640.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC5696 | 2054-11-01      | 6.0000%  |  | $4328.47           | $4446.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  |  | $3036.16           | $3007.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS9439 | 2054-11-01      | 3.5000%  |  | $115.96            | $105.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  |  | $4520.51           | $4478.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  |  | $1136.93           | $950.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS5551 | 2047-07-01      | 5.0000%  |  | $472.20            | $482.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  |  | $921.31            | $837.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  |  | $3212.61           | $2683.99           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4759 | 2037-04-01      | 2.5000%  |  | $2215.69           | $2085.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  |  | $1655.48           | $1440.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  |  | $4576.35           | $4183.68           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS3607 | 2037-02-01      | 2.5000%  |  | $1912.15           | $1801.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  |  | $979.30            | $921.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS4435 | 2053-02-01      | 2.5000%  |  | $2627.25           | $2190.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  |  | $2238.15           | $1948.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS3339 | 2052-06-01      | 3.5000%  |  | $195.34            | $178.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAD5093 | 2025-10-01      | 3.5000%  |  | $0.84              | $0.84              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAD0389 | 2035-01-01      | 6.5800%  |  | $969.21            | $995.95            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  |  | $713.40            | $754.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  |  | $120.91            | $109.71            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6068 | 2044-03-01      | 7.0650%  |  | $5588.55           | $5808.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIBM5499 | 2029-05-01      | 4.0000%  |  | $2671.81           | $2668.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  |  | $81.34             | $74.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  |  | $63.09             | $63.79             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM5108 | 2033-02-01      | 3.0000%  |  | $562.73            | $549.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS3043 | 2052-10-01      | 4.5000%  |  | $2336.53           | $2272.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  |  | $2853.15           | $2810.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAB6194 | 2027-09-01      | 2.5000%  |  | $151.52            | $149.36            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  |  | $54.86             | $56.49             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO535441 | 2030-03-01      | 8.0000%  |  | $0.02              | $0.02              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG7176 | 2053-07-01      | 3.0000%  |  | $3921.21           | $3411.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  |  | $6773.39           | $5893.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQF5938 | 2053-01-01      | 2.5000%  |  | $5055.25           | $4218.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF2223 | 2052-10-01      | 4.0000%  |  | $2944.27           | $2761.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0919 | 2052-09-01      | 4.5000%  |  | $1415.65           | $1369.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQF0206 | 2052-09-01      | 4.5000%  |  | $4615.69           | $4480.11           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQF0133 | 2052-09-01      | 4.0000%  |  | $6280.49           | $5896.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE8485 | 2052-08-01      | 2.0000%  |  | $3247.43           | $2591.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE7644 | 2052-08-01      | 3.5000%  |  | $2796.64           | $2537.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2127 | 2044-12-01      | 4.0000%  |  | $392.19            | $375.62            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE6919 | 2052-07-01      | 4.0000%  |  | $2919.93           | $2738.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO1248 | 2038-03-01      | 4.0000%  |  | $5794.66           | $5707.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQI7884 | 2054-06-01      | 5.5000%  |  | $3404.95           | $3440.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI3936 | 2054-04-01      | 6.0000%  |  | $2831.08           | $2908.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQI2881 | 2054-03-01      | 6.0000%  |  | $2457.29           | $2530.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQI2723 | 2054-03-01      | 6.5000%  |  | $4862.40           | $5097.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQI3548 | 2054-04-01      | 4.0000%  |  | $151.47            | $141.91            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3KSE4017 | 2028-09-01      | 2.5000%  |  | $3173.42           | $3094.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6094 | 2051-04-01      | 2.0000%  |  | $26681.27          | $20763.24          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0031 | 2051-09-01      | 2.0000%  |  | $3574.09           | $2912.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3JRE0026 | 2051-05-01      | 2.0000%  |  | $3977.99           | $3223.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5188 | 2034-04-01      | 5.0000%  |  | $5185.93           | $5267.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CNRD5184 | 2034-03-01      | 6.0000%  |  | $5100.86           | $5302.65           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CNRD5158 | 2033-07-01      | 5.0000%  |  | $3547.89           | $3612.64           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CNRD5108 | 2032-08-01      | 3.0000%  |  | $3791.06           | $3675.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0361 | 2035-07-01      | 3.0000%  |  | $2145.96           | $2066.81           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29071 G | 2029-08-01      | 2.5000%  |  | $5901.97           | $5748.31           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J29016 G | 2029-08-01      | 3.5000%  |  | $2241.97           | $2218.66           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  |  | $4851.02           | $4728.62           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J20463 G | 2027-09-01      | 2.5000%  |  | $2509.86           | $2475.49           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848690 G        | 2037-03-01      | 6.5050%  |  | $29.88             | $30.99             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q57433 G | 2048-07-01      | 4.0000%  |  | $33.51             | $32.04             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  |  | $201.51            | $196.52            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.150 WNWN5229 | 2030-02-01      | 4.1500%  |  | $4872015.46        | $4871074.08        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA5381 | 2049-12-01      | 3.0000%  |  | $601.81            | $529.15            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5140 | 2029-10-01      | 4.0000%  |  | $4881355.93        | $4865589.69        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  |  | $759.17            | $681.11            | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI9689 C     | 2055-05-20      | 6.5000%  |  | $808676.84         | $843795.70         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DI7403       | 2060-04-15      | 5.6400%  |  | $9125.99           | $9547.17           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7369 H     | 2075-06-20      | 5.9110%  |  | $1697630.80        | $1829688.93        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7368 H     | 2075-05-20      | 5.8860%  |  | $3982791.84        | $4288322.43        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7363 H     | 2075-04-20      | 5.7790%  |  | $4278276.00        | $4568397.30        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  |  | $109.16            | $108.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3366 | 2028-05-01      | 3.5000%  |  | $59.45             | $58.63             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  |  | $2357.71           | $2094.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  |  | $859.79            | $849.28            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3279 | 2038-02-01      | 3.0000%  |  | $223.29            | $211.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  |  | $1794.58           | $1656.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  |  | $486.73            | $449.01            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3275 | 2048-02-01      | 3.0000%  |  | $471.27            | $419.61            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  |  | $1274.74           | $1217.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  |  | $1971.07           | $1824.89           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  |  | $96.87             | $92.76             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL5326       | 2064-06-15      | 2.9000%  |  | $365303.33         | $311297.82         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0595 H     | 2072-02-20      | 5.7540%  |  | $1301888.11        | $1361017.55        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CL0603 H     | 2072-03-20      | 5.7130%  |  | $126152.12         | $131682.34         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2787 H     | 2072-02-20      | 5.8540%  |  | $151983.72         | $159629.72         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK2261 H     | 2071-12-20      | 5.7330%  |  | $580526.62         | $605866.60         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8169       | 2063-11-15      | 2.9200%  |  | $30474.41          | $25944.24          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8167       | 2063-12-15      | 2.7000%  |  | $24209.76          | $20659.76          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ6760 H     | 2071-10-20      | 5.5620%  |  | $119882.52         | $124339.20         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7141 H     | 2071-11-20      | 5.7120%  |  | $225685.76         | $235285.60         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ7138 H     | 2071-11-20      | 5.7110%  |  | $112775.03         | $117754.38         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CJ3116 H     | 2071-11-20      | 5.6120%  |  | $198007.86         | $205404.20         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  |  | $32.18             | $31.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  |  | $1136.61           | $997.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4124 | 2035-09-01      | 2.5000%  |  | $131.75            | $124.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  |  | $511.98            | $464.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT2292 | 2052-04-01      | 2.5000%  |  | $5385.70           | $4490.08           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT0417 | 2051-06-01      | 2.5000%  |  | $6212.71           | $5218.52           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR9603 | 2051-05-01      | 2.5000%  |  | $764.46            | $637.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4051 | 2051-02-01      | 2.0000%  |  | $6392.88           | $5162.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  |  | $1566.70           | $1253.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIBR2278 | 2036-08-01      | 2.0000%  |  | $3533.47           | $3253.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  |  | $1239.97           | $1089.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBP5878 | 2050-06-01      | 2.5000%  |  | $1847.47           | $1558.05           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBO7222 | 2050-01-01      | 4.0000%  |  | $1440.05           | $1367.93           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  |  | $147.01            | $139.97            | Agency Mortgage-Backed Securities   |
| FCSB FCFR 03SF DC 27/04   | 2027-04-21      | 4.4650%  |  | $1220.34           | $1226.21           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DT 26/02   | 2026-02-09      | 4.4500%  |  | $5491.53           | $5506.83           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DJ 26/04   | 2026-04-21      | 4.4700%  |  | $4759.32           | $4785.13           | Agency Debentures and Agency Strips |
| FHLB 5.18 FHOR 23-37 BQ   | 2037-07-27      | 5.1800%  |  | $336203.39         | $331400.87         | Agency Debentures and Agency Strips |
| FHLB 2.75 FHLB 27 ZV      | 2027-12-10      | 2.7500%  |  | $6101.69           | $6008.19           | Agency Debentures and Agency Strips |
| FCSB 4 7/8 FCSB 26 GD     | 2026-04-24      | 4.8750%  |  | $3050.85           | $3118.29           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF CK 25/09   | 2025-09-15      | 4.5150%  |  | $3416.95           | $3449.18           | Agency Debentures and Agency Strips |
| FCSB 4.50 FCDB 26 B       | 2026-08-14      | 4.5000%  |  | $31362.71          | $31588.18          | Agency Debentures and Agency Strips |
| FCSB 5.22 FCSB 26 D       | 2026-04-21      | 5.2200%  |  | $3050.85           | $3129.62           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DW 25/12   | 2025-12-01      | 4.5150%  |  | $3294.92           | $3332.82           | Agency Debentures and Agency Strips |
| FCSB 4.25 FCSB 28 EJ      | 2028-03-20      | 4.2500%  |  | $3661.02           | $3776.56           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF AB 26/03   | 2026-03-18      | 4.4650%  |  | $5491.53           | $5543.31           | Agency Debentures and Agency Strips |
| FCSB 3.70 FCOR 27-42 K    | 2042-03-24      | 3.7000%  |  | $1208379.66        | $1016513.81        | Agency Debentures and Agency Strips |
| FCSB 1.84 FCOR 22-36 AE   | 2036-01-25      | 1.8400%  |  | $366.10            | $280.02            | Agency Debentures and Agency Strips |
| FCSB 1.12 FCOR 21-29 EK   | 2029-07-30      | 1.1200%  |  | $4271.19           | $3869.36           | Agency Debentures and Agency Strips |
| FCSB 3.12 FCSB 34 AH      | 2034-04-24      | 3.1200%  |  | $122.03            | $113.11            | Agency Debentures and Agency Strips |
| FCSB 3.05 FCSB 27 BV      | 2027-02-09      | 3.0500%  |  | $2440.68           | $2416.79           | Agency Debentures and Agency Strips |
| FMAC FMDN 09/18/25        | 2025-09-18      | 0.0000%  |  | $102752.54         | $102505.94         | Agency Debentures and Agency Strips |
| FHLB FHDN 09/15/25        | 2025-09-15      | 0.0000%  |  | $1070359.32        | $1068154.38        | Agency Debentures and Agency Strips |
| FMAC FMZC 11/15/38 S0     | 2038-11-15      | 0.0000%  |  | $1464.41           | $776.78            | Agency Debentures and Agency Strips |
| FCSB 4.50 FCSB 28 EP      | 2028-06-07      | 4.5000%  |  | $1830.51           | $1890.66           | Agency Debentures and Agency Strips |
| FNMA 7.125 FNSM BB 01/30  | 2030-01-15      | 7.1250%  |  | $244.07            | $279.43            | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DD 25/10   | 2025-10-27      | 4.5200%  |  | $4759.32           | $4780.23           | Agency Debentures and Agency Strips |
| FHLB FHFR 03SO 09/25 6630 | 2025-09-02      | 4.5100%  |  | $1220.34           | $1233.72           | Agency Debentures and Agency Strips |
| FCSB FCFR 03SF DH 25/11   | 2025-11-03      | 4.5200%  |  | $2684.75           | $2694.21           | Agency Debentures and Agency Strips |
| TVDB TVIN 09/15/31        | 2031-09-15      | 0.0000%  |  | $2074.58           | $1607.58           | Agency Debentures and Agency Strips |
| TVDB 5.50 TVBD 38 C       | 2038-06-15      | 5.5000%  |  | $3905.08           | $4222.63           | Agency Debentures and Agency Strips |
| TVDB 7.125 TVBD 30 G      | 2030-05-01      | 7.1250%  |  | $244.07            | $284.14            | Agency Debentures and Agency Strips |
| FNMA FNMS 06.500 CIMA5755 | 2040-05-01      | 6.5000%  |  | $5486.51           | $5747.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  |  | $1089.40           | $988.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5746 | 2040-06-01      | 5.5000%  |  | $808.42            | $829.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5713 | 2040-05-01      | 6.0000%  |  | $216.61            | $224.56            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60770 G | 2030-03-01      | 2.5000%  |  | $2180.82           | $2122.50           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q22264 G | 2043-10-01      | 3.5000%  |  | $1653.77           | $1544.49           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q21579 G | 2043-09-01      | 4.0000%  |  | $4417.65           | $4270.01           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q18473 G | 2043-05-01      | 4.0000%  |  | $4261.68           | $4078.60           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL0476 | 2040-11-01      | 5.0000%  |  | $1444.60           | $1477.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  |  | $227.31            | $227.52            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL0120 | 2036-06-01      | 6.8650%  |  | $5702.39           | $5879.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAK7791 | 2042-03-01      | 4.5000%  |  | $2451.61           | $2403.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ9355 | 2027-01-01      | 3.0000%  |  | $1.34              | $1.33              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ8364 | 2042-01-01      | 4.0000%  |  | $1389.51           | $1355.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  |  | $1186.18           | $1145.87           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8091 | 2050-09-01      | 2.5000%  |  | $2355.68           | $1984.55           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  |  | $40.54             | $35.63             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  |  | $208.97            | $182.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8065 | 2050-05-01      | 4.5000%  |  | $115.76            | $113.13            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  |  | $659.21            | $578.27            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8057 | 2050-04-01      | 3.5000%  |  | $6470.16           | $5919.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  |  | $611.79            | $538.56            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8032 | 2049-12-01      | 4.0000%  |  | $227.39            | $216.22            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  |  | $222.77            | $196.14            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  |  | $486.75            | $475.23            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA2618 | 2050-05-01      | 2.5000%  |  | $3425.17           | $2909.90           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA1084 | 2049-07-01      | 4.5000%  |  | $907.80            | $889.81            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  |  | $846.01            | $806.54            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7381 | 2050-02-01      | 3.5000%  |  | $5825.76           | $5246.60           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60696 G | 2030-01-01      | 3.0000%  |  | $3177.10           | $3126.87           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  |  | $81.93             | $84.08             | Agency Mortgage-Backed Securities   |
| FMAC 05.600 FGPC U30724 G | 2037-11-01      | 5.6000%  |  | $3428.70           | $3442.05           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  |  | $57.45             | $56.90             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAU6735 | 2043-10-01      | 3.0000%  |  | $25.01             | $22.83             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  |  | $8.93              | $8.86              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA1658 | 2028-11-01      | 3.5000%  |  | $5.47              | $5.43              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  |  | $2.55              | $2.55              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  |  | $2068.91           | $1821.73           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08831 G | 2048-08-01      | 4.0000%  |  | $591.65            | $565.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS3852 | 2052-05-01      | 3.0000%  |  | $713.24            | $620.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLBU0968 | 2051-11-01      | 2.0000%  |  | $2390.89           | $1905.26           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  |  | $991.88            | $890.15            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  |  | $42.50             | $38.15             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08713 G | 2046-06-01      | 4.5000%  |  | $48.65             | $48.12             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08708 G | 2046-05-01      | 4.5000%  |  | $28.06             | $27.76             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08728 G | 2046-10-01      | 4.0000%  |  | $3142.43           | $3006.30           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $96.97             | $87.36             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08674 G | 2045-10-01      | 4.5000%  |  | $101.25            | $100.16            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08702 G | 2046-04-01      | 3.5000%  |  | $41.62             | $38.77             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  |  | $43.64             | $43.17             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08699 G | 2046-03-01      | 4.0000%  |  | $149.48            | $143.03            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08655 G | 2045-07-01      | 4.0000%  |  | $4035.58           | $3865.81           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q04022 G | 2041-10-01      | 4.0000%  |  | $3655.75           | $3574.25           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q03841 G | 2041-10-01      | 4.0000%  |  | $1832.04           | $1788.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  |  | $67.17             | $69.87             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL669954 | 2033-01-01      | 6.0000%  |  | $83.26             | $85.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GO653829 | 2033-05-01      | 6.5000%  |  | $0.09              | $0.09              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL647012 | 2032-06-01      | 7.0000%  |  | $5.26              | $5.55              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  |  | $51.59             | $50.92             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLAY7608 | 2045-04-01      | 2.5000%  |  | $1453.86           | $1253.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAY0828 | 2030-05-01      | 2.5000%  |  | $819.60            | $791.72            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  |  | $114.97            | $107.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX4887 | 2044-12-01      | 4.0000%  |  | $46.92             | $44.92             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  |  | $113.61            | $113.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3008 | 2044-10-01      | 4.0000%  |  | $56.70             | $54.29             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  |  | $34.64             | $34.48             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6423 | 2050-07-01      | 3.0000%  |  | $2544.63           | $2235.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA5571 | 2050-04-01      | 4.0000%  |  | $3170.85           | $3014.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  |  | $748.46            | $658.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  |  | $436.86            | $427.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  |  | $580.33            | $532.53            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  |  | $776.74            | $732.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  |  | $163.11            | $143.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  |  | $76.26             | $75.35             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  |  | $118.89            | $109.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  |  | $159.41            | $157.50            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  |  | $1262.30           | $1011.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  |  | $717.70            | $600.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  |  | $249.29            | $234.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  |  | $18580.18          | $17090.88          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3467 | 2048-09-01      | 4.0000%  |  | $74.11             | $70.74             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  |  | $474.46            | $466.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  |  | $192.53            | $183.52            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J16564 G | 2026-09-01      | 3.5000%  |  | $2.36              | $2.35              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J15780 G | 2026-06-01      | 4.0000%  |  | $6.33              | $6.33              | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13236 G | 2025-10-01      | 3.5000%  |  | $1539.31           | $1539.60           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC J13585 G | 2025-11-01      | 3.5000%  |  | $494.18            | $494.00            | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G06496 G | 2041-06-01      | 5.0000%  |  | $1357.64           | $1379.79           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G06385 G | 2040-08-01      | 5.5000%  |  | $2953.61           | $3068.99           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G05676 G | 2039-11-01      | 4.0000%  |  | $3007.09           | $2946.59           | Agency Mortgage-Backed Securities   |
| FMAC 05.500 FGPC G05267 G | 2038-12-01      | 5.5000%  |  | $0.81              | $0.84              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  |  | $793.48            | $783.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5231 | 2042-09-01      | 4.5000%  |  | $319.48            | $320.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL4597 | 2044-01-01      | 4.0000%  |  | $1862.15           | $1806.90           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5369 | 2044-05-01      | 4.5000%  |  | $34.53             | $34.19             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  |  | $626.44            | $635.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL4464 | 2028-06-01      | 2.5000%  |  | $2312.53           | $2270.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL2908 | 2027-08-01      | 3.0000%  |  | $2146.89           | $2129.03           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WSAL2815 | 2035-05-01      | 6.7370%  |  | $2968.87           | $3071.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2120 | 2041-02-01      | 4.0000%  |  | $566.33            | $553.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2088 | 2026-09-01      | 4.0000%  |  | $14.27             | $14.25             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL2596 | 2027-11-01      | 2.5000%  |  | $93.16             | $91.71             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL1472 | 2039-05-01      | 4.5000%  |  | $23.08             | $23.16             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL1697 | 2041-10-01      | 4.0000%  |  | $750.42            | $733.57            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  |  | $4072.80           | $3769.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4724 | 2047-06-01      | 4.5000%  |  | $5042.60           | $4978.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  |  | $1109.71           | $1029.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA6600 | 2052-01-01      | 3.5000%  |  | $3042.06           | $2760.18           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC J17514 G | 2026-12-01      | 4.0000%  |  | $27.26             | $27.22             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7796 | 2046-08-01      | 3.0000%  |  | $188.49            | $168.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  |  | $1586.71           | $1646.08           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G16308 G | 2032-09-01      | 3.5000%  |  | $77.79             | $77.11             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5111 | 2038-08-01      | 5.5000%  |  | $213.35            | $219.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  |  | $546.59            | $548.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD8529 | 2040-08-01      | 4.5000%  |  | $107.69            | $108.00            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE5195 | 2040-09-01      | 4.0000%  |  | $3306.41           | $3235.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE4342 | 2040-10-01      | 4.5000%  |  | $389.69            | $390.90            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC J32204 G | 2030-07-01      | 2.5000%  |  | $915.06            | $889.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA2352 | 2045-08-01      | 3.5000%  |  | $15.06             | $14.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM1649 | 2030-07-01      | 3.0000%  |  | $234.98            | $231.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  |  | $6089.05           | $4869.24           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFS2967 | 2052-09-01      | 5.0000%  |  | $2804.27           | $2787.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIQN4840 | 2036-01-01      | 2.5000%  |  | $2541.95           | $2394.36           | Agency Mortgage-Backed Securities   |
| FMAC 05.000 FGPC G08838 G | 2048-09-01      | 5.0000%  |  | $954.17            | $964.26            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2790 | 2039-07-01      | 4.5000%  |  | $5170.22           | $5191.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH1309 | 2053-09-01      | 5.5000%  |  | $2591.64           | $2622.19           | Agency Mortgage-Backed Securities   |
| FMAC 06.050 FGPC T31195 G | 2038-04-01      | 6.0500%  |  | $4477.17           | $4654.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  |  | $21.16             | $22.39             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CT257326 | 2028-08-01      | 6.0000%  |  | $4923.73           | $5052.95           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB995015 | 2036-02-01      | 6.4890%  |  | $811.58            | $837.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV0692 | 2043-12-01      | 4.0000%  |  | $430.45            | $416.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2357 | 2044-01-01      | 4.0000%  |  | $5888.90           | $5714.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV6368 | 2029-01-01      | 3.5000%  |  | $2119.38           | $2102.52           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q24368 G | 2044-01-01      | 3.5000%  |  | $2608.21           | $2456.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS1792 | 2044-02-01      | 4.5000%  |  | $4.48              | $4.43              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  |  | $100.98            | $96.26             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZS8619 | 2031-08-01      | 2.0000%  |  | $4097.58           | $3915.00           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  |  | $5554.79           | $5598.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS8219 | 2054-06-01      | 6.0000%  |  | $5695.91           | $5897.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  |  | $524.68            | $492.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  |  | $1509.04           | $1389.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  |  | $691.57            | $662.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  |  | $3844.31           | $3207.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7062 | 2052-06-01      | 3.0000%  |  | $110.84            | $96.44             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  |  | $3254.42           | $2831.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  |  | $4300.19           | $4352.22           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3141 | 2055-05-01      | 4.5000%  |  | $5071.22           | $4898.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQY2249 | 2055-04-01      | 6.5000%  |  | $1583.19           | $1652.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY0227 | 2055-04-01      | 6.0000%  |  | $3875.28           | $3981.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX8354 | 2055-03-01      | 5.0000%  |  | $1036.00           | $1026.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQX3506 | 2055-01-01      | 5.5000%  |  | $99.48             | $100.59            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQX1397 | 2054-12-01      | 6.0000%  |  | $5320.69           | $5462.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  |  | $480.68            | $450.38            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE9814 | 2025-12-01      | 3.5000%  |  | $0.29              | $0.29              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE8748 | 2040-12-01      | 4.0000%  |  | $749.99            | $734.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE7731 | 2040-11-01      | 4.5000%  |  | $194.14            | $194.68            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 REAE5424 | 2040-10-01      | 3.5000%  |  | $4625.82           | $4381.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDC2715 | 2054-12-01      | 5.5000%  |  | $3061.76           | $3093.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  |  | $5524.76           | $5669.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDC2615 | 2055-04-01      | 6.0000%  |  | $243.03            | $249.54            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDC2601 | 2055-04-01      | 6.5000%  |  | $243.33            | $254.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDB7687 | 2054-08-01      | 6.0000%  |  | $2146.56           | $2220.38           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB851836 | 2035-12-01      | 6.8350%  |  | $3923.72           | $4061.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  |  | $57.39             | $56.77             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  |  | $47.14             | $46.32             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3384 | 2048-06-01      | 4.0000%  |  | $21.76             | $20.78             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1770       | 2060-05-15      | 5.6400%  |  | $62196.95          | $65359.27          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1760       | 2060-03-15      | 5.6000%  |  | $4972.76           | $5213.36           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1758       | 2060-03-15      | 5.6000%  |  | $5001.33           | $5250.71           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7700 C     | 2055-01-20      | 6.5000%  |  | $887089.13         | $924960.35         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLCA6409 | 2050-07-01      | 2.5000%  |  | $1637.34           | $1367.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1357 | 2043-02-01      | 3.5000%  |  | $102.83            | $96.84             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA1380 | 2044-11-01      | 3.5000%  |  | $50.68             | $47.48             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLZA1333 | 2042-06-01      | 3.0000%  |  | $6175.88           | $5690.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZA0924 | 2033-11-01      | 5.5000%  |  | $3756.60           | $3865.53           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC T65539 G | 2049-04-01      | 3.5000%  |  | $5629.03           | $5058.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZN4468 | 2048-12-01      | 3.5000%  |  | $15.30             | $14.14             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB4089 | 2026-12-01      | 3.0000%  |  | $2044.20           | $2028.82           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB3387 | 2041-08-01      | 4.0000%  |  | $140.12            | $136.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB3314 | 2041-07-01      | 4.5000%  |  | $92.40             | $92.66             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CTAB2242 | 2031-02-01      | 4.0000%  |  | $2738.30           | $2720.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAB2047 | 2026-01-01      | 3.0000%  |  | $22.65             | $22.59             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAB1463 | 2040-09-01      | 4.0000%  |  | $825.62            | $811.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  |  | $160.67            | $159.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV1710 | 2043-11-01      | 4.5000%  |  | $135.09            | $134.13            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAU8774 | 2028-10-01      | 3.0000%  |  | $1556.59           | $1534.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU7552 | 2028-10-01      | 3.5000%  |  | $9.44              | $9.32              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAU6041 | 2028-09-01      | 3.5000%  |  | $3066.08           | $3027.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAU0567 | 2043-08-01      | 3.5000%  |  | $2879.02           | $2703.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT9657 | 2043-07-01      | 4.0000%  |  | $1845.18           | $1791.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT6033 | 2028-05-01      | 3.0000%  |  | $631.09            | $622.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT3874 | 2043-06-01      | 4.0000%  |  | $1707.45           | $1680.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAT3121 | 2028-04-01      | 3.0000%  |  | $520.34            | $512.92            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  |  | $5.39              | $5.30              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9972 | 2047-07-01      | 4.0000%  |  | $247.29            | $236.28            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX GW458126 | 2028-10-01      | 6.2780%  |  | $5089.12           | $5172.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQE4965 | 2052-06-01      | 5.0000%  |  | $3208.12           | $3210.88           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN5278 | 2030-02-01      | 4.2500%  |  | $3558878.97        | $3574678.81        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.190 WNWN2416 | 2030-05-01      | 4.1900%  |  | $2806779.66        | $2788953.49        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.290 WNWN1549 | 2030-03-01      | 4.2900%  |  | $2342363.43        | $2360192.72        | Agency Mortgage-Backed Securities   |
| FMAC FKAR 02.400 WNWN0087 | 2037-11-01      | 2.4000%  |  | $883412.91         | $692050.36         | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67718 G | 2049-01-01      | 4.0000%  |  | $5189.24           | $4961.62           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  |  | $4551.80           | $4353.69           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9432 | 2046-10-01      | 3.0000%  |  | $69.82             | $62.40             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD1694 | 2052-10-01      | 4.5000%  |  | $4978.32           | $4832.10           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  |  | $829.78            | $809.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLFS5850 | 2053-09-01      | 6.0000%  |  | $3600.75           | $3698.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  |  | $161.67            | $154.20            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  |  | $293.44            | $268.69            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  |  | $113.23            | $101.61            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94779 G | 2040-11-01      | 4.0000%  |  | $1486.97           | $1456.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE8226 | 2025-12-01      | 3.5000%  |  | $1.44              | $1.44              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE9758 | 2040-12-01      | 4.0000%  |  | $989.12            | $966.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH1161 | 2041-01-01      | 4.5000%  |  | $1773.04           | $1778.02           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95923 G | 2040-10-01      | 4.0000%  |  | $2115.52           | $2072.74           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  |  | $107.97            | $107.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE5364 | 2052-07-01      | 3.0000%  |  | $3135.70           | $2731.89           | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF AY4849 H     | 2067-07-20      | 4.6090%  |  | $111336.82         | $111220.88         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ0902 | 2054-06-01      | 5.5000%  |  | $3788.10           | $3858.85           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFS2429 | 2034-09-01      | 3.5000%  |  | $416.93            | $410.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  |  | $62.17             | $56.43             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM5573 | 2036-01-01      | 2.0000%  |  | $1699.56           | $1570.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  |  | $815.48            | $766.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  |  | $617.14            | $537.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQH6935 | 2053-11-01      | 5.5000%  |  | $4268.93           | $4316.84           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  |  | $385.18            | $349.94            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  |  | $1778.86           | $1488.38           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAL7800 | 2030-11-01      | 2.5000%  |  | $82.50             | $80.16             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08807 G | 2048-04-01      | 3.0000%  |  | $41.88             | $37.19             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  |  | $417.79            | $404.03            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4187 | 2053-11-01      | 6.0000%  |  | $4289.90           | $4468.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM8662 | 2051-08-01      | 3.0000%  |  | $6434.58           | $5598.54           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC C91987 G | 2038-04-01      | 3.0000%  |  | $3919.59           | $3728.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  |  | $117.78            | $119.07            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  |  | $153.60            | $134.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBR0441 | 2051-03-01      | 2.5000%  |  | $2946.74           | $2456.71           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ5214 | 2030-01-01      | 7.0000%  |  | $3964.25           | $4188.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  |  | $212.53            | $205.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIAL6132 | 2029-03-01      | 4.5000%  |  | $22.32             | $22.37             | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7770 H     | 2071-09-20      | 5.6530%  |  | $689190.85         | $717284.03         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  |  | $1786.19           | $1705.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0649 | 2037-04-01      | 2.5000%  |  | $6237.00           | $5859.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  |  | $2382.37           | $2235.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  |  | $20.12             | $18.65             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS843997 | 2035-11-01      | 6.1280%  |  | $1425.86           | $1462.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5632 | 2040-02-01      | 6.0000%  |  | $562.13            | $582.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CLMA5606 | 2055-01-01      | 7.5000%  |  | $4305.58           | $4622.28           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5572 | 2054-11-01      | 3.5000%  |  | $471.49            | $427.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5590 | 2040-01-01      | 5.0000%  |  | $2588.33           | $2624.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  |  | $2062.55           | $2138.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5535 | 2039-11-01      | 5.0000%  |  | $1882.72           | $1910.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  |  | $274928.10         | $277724.88         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5559 | 2039-12-01      | 5.5000%  |  | $301.65            | $309.77            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CIMA5557 | 2039-12-01      | 4.5000%  |  | $654.02            | $654.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  |  | $2827.94           | $2867.35           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5526 | 2054-10-01      | 3.5000%  |  | $117.26            | $106.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  |  | $121.08            | $126.65            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFA0901 | 2052-10-01      | 2.0000%  |  | $236.29            | $189.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB8751 | 2054-06-01      | 4.5000%  |  | $557.20            | $540.83            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB6731 | 2053-07-01      | 5.0000%  |  | $741.06            | $735.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  |  | $883.85            | $879.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB5664 | 2053-02-01      | 4.0000%  |  | $860.99            | $806.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  |  | $1537.04           | $1488.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  |  | $489.04            | $446.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  |  | $814.89            | $788.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4337 | 2052-08-01      | 4.5000%  |  | $1221.30           | $1203.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  |  | $4898.19           | $4738.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  |  | $295.72            | $269.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  |  | $1169.38           | $1067.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  |  | $1433.35           | $1345.16           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  |  | $1844.56           | $1688.35           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9298 H     | 2075-05-20      | 5.9730%  |  | $33659.13          | $35532.12          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ9289 H     | 2075-04-20      | 6.4880%  |  | $76026.61          | $80128.09          | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8328 H     | 2075-05-20      | 6.6740%  |  | $85004.71          | $88102.74          | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ8322 H     | 2075-05-20      | 6.6510%  |  | $277439.20         | $293592.64         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7960       | 2060-08-15      | 5.9300%  |  | $336813.56         | $359334.34         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7959       | 2060-08-15      | 5.9300%  |  | $324610.17         | $346314.98         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7958       | 2060-08-15      | 5.9300%  |  | $283118.64         | $302049.15         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8229 | 2038-05-01      | 4.5000%  |  | $4998.26           | $5008.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  |  | $160.43            | $162.66            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 K2253607 | 2030-11-01      | 7.5000%  |  | $4.79              | $4.81              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253517 | 2030-11-01      | 8.5000%  |  | $72.67             | $76.56             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253482 | 2030-10-01      | 8.5000%  |  | $111.79            | $113.90            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253395 | 2030-07-01      | 8.5000%  |  | $173.92            | $184.05            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL9378 | 2031-09-01      | 3.0000%  |  | $2040.99           | $2002.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  |  | $109.84            | $108.91            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL9063 | 2031-02-01      | 3.5000%  |  | $1149.26           | $1140.17           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAL9031 | 2046-08-01      | 3.0000%  |  | $577.65            | $521.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  |  | $1862.61           | $1782.21           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  |  | $4003.71           | $3746.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTAL8083 | 2029-03-01      | 6.0000%  |  | $679.24            | $697.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  |  | $20.41             | $20.29             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTAL6970 | 2035-07-01      | 3.5000%  |  | $154.64            | $149.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  |  | $15.02             | $14.99             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL6745 | 2044-08-01      | 4.0000%  |  | $154.94            | $149.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  |  | $1345.75           | $1297.56           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL6146 | 2030-01-01      | 3.5000%  |  | $16.34             | $16.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL5931 | 2028-09-01      | 3.5000%  |  | $37.23             | $37.16             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6980%  |  | $814.34            | $847.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  |  | $6375.61           | $5548.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0084 | 2032-02-01      | 3.0000%  |  | $4390.69           | $4316.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0036 | 2033-04-01      | 3.0000%  |  | $4818.20           | $4723.49           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN5117 | 2029-09-01      | 4.0000%  |  | $3075254.24        | $3070512.54        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAW3616 | 2044-06-01      | 4.0000%  |  | $49.56             | $47.84             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  |  | $34.57             | $33.85             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV9316 | 2044-03-01      | 4.5000%  |  | $6.23              | $6.15              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAV4892 | 2043-12-01      | 4.5000%  |  | $17.97             | $17.69             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAV2359 | 2044-01-01      | 4.0000%  |  | $2118.31           | $2055.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAJ8203 | 2042-01-01      | 4.5000%  |  | $11.98             | $12.02             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAJ4535 | 2026-11-01      | 3.0000%  |  | $2481.87           | $2464.27           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAJ3591 | 2041-10-01      | 4.0000%  |  | $4.89              | $4.78              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI8194 | 2041-08-01      | 4.5000%  |  | $642.83            | $644.63            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAI5236 | 2041-06-01      | 5.0000%  |  | $717.48            | $733.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAI4291 | 2041-06-01      | 4.5000%  |  | $314.27            | $315.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH9694 | 2026-04-01      | 4.0000%  |  | $5.34              | $5.33              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH7007 | 2041-03-01      | 4.0000%  |  | $871.59            | $852.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQJ8358 | 2054-11-01      | 4.5000%  |  | $3949.81           | $3815.58           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0688 | 2032-09-01      | 7.0000%  |  | $1906.80           | $2014.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0641 | 2032-05-01      | 7.0000%  |  | $2930.35           | $3095.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZS0614 | 2032-03-01      | 7.0000%  |  | $4256.14           | $4496.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS0898 | 2035-08-01      | 5.5000%  |  | $5530.27           | $5759.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8258 | 2038-10-01      | 4.0000%  |  | $2591.29           | $2552.55           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3746 | 2049-08-01      | 4.0000%  |  | $342.85            | $326.43            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZI0715 | 2033-09-01      | 7.0000%  |  | $3831.24           | $4047.56           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q17648 G | 2043-04-01      | 3.5000%  |  | $3286.89           | $3099.37           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.560 WNWN0086 | 2035-08-01      | 3.5600%  |  | $4640583.05        | $4290181.39        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8283 | 2039-02-01      | 6.0000%  |  | $975.60            | $1012.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  |  | $3757.01           | $3528.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3027 | 2047-06-01      | 4.0000%  |  | $148.00            | $141.95            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL8287 | 2044-07-01      | 3.5000%  |  | $3468.11           | $3254.27           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0590 | 2052-04-01      | 3.0000%  |  | $3337.37           | $2905.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  |  | $1849.90           | $1688.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2344 | 2036-11-01      | 2.0000%  |  | $4824.21           | $4457.58           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1567 | 2049-08-01      | 3.5000%  |  | $261.60            | $239.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2670 | 2046-07-01      | 3.0000%  |  | $82.18             | $73.77             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q44686 G | 2046-12-01      | 4.5000%  |  | $64.97             | $63.55             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08748 G | 2047-02-01      | 3.5000%  |  | $218.08            | $202.12            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CL6604       | 2064-01-15      | 2.7400%  |  | $361579.11         | $308026.39         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DJ8327 H     | 2075-05-20      | 6.5600%  |  | $59003.91          | $60837.71          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3592 | 2049-02-01      | 4.0000%  |  | $715.10            | $682.06            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD2864 | 2052-03-01      | 3.0000%  |  | $899.83            | $783.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  |  | $5007.42           | $4863.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  |  | $4302.51           | $3980.13           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  |  | $605.23            | $527.09            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  |  | $5653.87           | $5164.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTFM9940 | 2040-03-01      | 3.0000%  |  | $844.95            | $803.73            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  |  | $999.05            | $956.34            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1626 | 2048-11-01      | 4.0000%  |  | $1190.09           | $1136.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBW8765 | 2052-10-01      | 5.5000%  |  | $89.25             | $91.92             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB0646 | 2037-03-01      | 2.5000%  |  | $2202.17           | $2070.12           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  |  | $22.87             | $21.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  |  | $4645.90           | $4262.74           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8216 | 2038-03-01      | 4.5000%  |  | $1175.52           | $1177.85           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60901 G | 2044-07-01      | 4.0000%  |  | $2545.24           | $2484.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV4146 | 2052-03-01      | 3.0000%  |  | $2820.76           | $2489.91           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM8911 | 2051-02-01      | 3.5000%  |  | $2040.31           | $1871.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3762 | 2038-05-01      | 5.5000%  |  | $3639.75           | $3792.15           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1783       | 2064-05-15      | 4.0000%  |  | $24406.17          | $22592.52          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  |  | $3.30              | $3.31              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3058 | 2047-07-01      | 4.0000%  |  | $115.10            | $109.98            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4521 | 2052-09-01      | 3.5000%  |  | $2349.12           | $2131.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  |  | $4060.06           | $4210.34           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LBBM6793 | 2046-08-01      | 6.6020%  |  | $5724.13           | $5955.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3804 | 2049-10-01      | 4.0000%  |  | $231.69            | $220.45            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZJ6130 | 2032-05-01      | 7.0000%  |  | $4288.65           | $4530.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  |  | $3220.17           | $2951.81           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 GO253365 | 2030-05-01      | 8.5000%  |  | $3.51              | $3.52              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253355 | 2030-07-01      | 7.5000%  |  | $9.40              | $9.72              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253183 | 2030-04-01      | 7.5000%  |  | $7.34              | $7.58              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253182 | 2030-04-01      | 7.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7420 | 2043-11-01      | 4.5000%  |  | $3131.69           | $3096.69           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7365 | 2043-11-01      | 3.5000%  |  | $1485.17           | $1390.86           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL7364 | 2043-11-01      | 3.5000%  |  | $938.67            | $878.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL3955 | 2042-10-01      | 3.5000%  |  | $75.09             | $71.33             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZL2777 | 2042-03-01      | 3.5000%  |  | $2946.89           | $2782.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4RZL0989 | 2034-11-01      | 6.0000%  |  | $5252.36           | $5392.13           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  |  | $5807.72           | $5667.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZK8765 | 2032-06-01      | 2.5000%  |  | $3279.32           | $3140.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZK6369 | 2029-01-01      | 3.5000%  |  | $3844.55           | $3803.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN8712 | 2036-12-01      | 2.0000%  |  | $6035.49           | $5576.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN7743 | 2036-09-01      | 2.0000%  |  | $3554.48           | $3273.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS4690 | 2046-11-01      | 4.0000%  |  | $4536.42           | $4334.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  |  | $184.78            | $173.08            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4591 | 2044-11-01      | 3.5000%  |  | $238.66            | $223.65            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  |  | $144.80            | $135.99            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3986 | 2041-06-01      | 5.5000%  |  | $1246.08           | $1288.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS3835 | 2039-04-01      | 5.5000%  |  | $3077.61           | $3196.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZS3426 | 2042-01-01      | 4.0000%  |  | $3644.18           | $3560.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS3243 | 2041-05-01      | 4.5000%  |  | $4231.62           | $4243.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2993 | 2040-01-01      | 5.5000%  |  | $2937.65           | $3049.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZS2876 | 2038-11-01      | 5.5000%  |  | $4038.19           | $4197.52           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q16403 G | 2043-03-01      | 3.0000%  |  | $5380.59           | $4939.34           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q14875 G | 2043-01-01      | 3.0000%  |  | $5782.44           | $5318.13           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q14038 G | 2042-12-01      | 3.5000%  |  | $5463.51           | $5148.39           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q13205 G | 2042-11-01      | 3.0000%  |  | $4020.50           | $3700.97           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q12162 G | 2042-08-01      | 3.5000%  |  | $3109.64           | $2942.83           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q11909 G | 2042-10-01      | 3.5000%  |  | $1098.27           | $1044.48           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U99045 G | 2043-03-01      | 3.5000%  |  | $3887.24           | $3664.29           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90903 G | 2043-02-01      | 3.5000%  |  | $4631.91           | $4366.23           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90608 G | 2042-12-01      | 3.5000%  |  | $2233.94           | $2104.39           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC U90791 G | 2043-01-01      | 4.0000%  |  | $5292.26           | $5196.11           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC U90778 G | 2043-01-01      | 3.5000%  |  | $3053.01           | $2875.96           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q08239 G | 2042-05-01      | 3.5000%  |  | $883.40            | $835.10            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q07479 G | 2042-04-01      | 3.5000%  |  | $1302.03           | $1234.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3PQU7309 | 2049-11-01      | 3.5000%  |  | $55997.84          | $50469.86          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI1377 | 2034-01-01      | 5.5000%  |  | $3261.24           | $3320.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAT0347 | 2043-05-01      | 3.5000%  |  | $2889.77           | $2726.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CWMA1451 | 2028-05-01      | 3.0000%  |  | $20.51             | $20.24             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA6115 | 2051-10-01      | 2.5000%  |  | $5986.34           | $5032.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  |  | $158.34            | $153.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  |  | $26.77             | $26.20             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  |  | $667.60            | $685.56            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQB0974 | 2050-07-01      | 2.5000%  |  | $5103.81           | $4306.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  |  | $1213.43           | $1112.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQE7805 | 2052-08-01      | 5.5000%  |  | $4407.74           | $4468.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQB1158 | 2050-07-01      | 3.0000%  |  | $3283.59           | $2939.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 3JZJ2789 | 2039-06-01      | 4.5000%  |  | $4459.16           | $4475.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZS2779 | 2031-08-01      | 8.5000%  |  | $5499.25           | $5843.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255813 | 2035-08-01      | 5.0000%  |  | $62.71             | $64.23             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.490 CA824405 | 2035-08-01      | 4.4900%  |  | $3037.12           | $3023.86           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A46675 G | 2035-08-01      | 4.5000%  |  | $30.66             | $30.86             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL836865 | 2035-11-01      | 5.0000%  |  | $345.61            | $354.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256107 | 2026-01-01      | 6.5000%  |  | $84.99             | $88.46             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAT8394 | 2043-06-01      | 4.0000%  |  | $2272.53           | $2205.10           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q19134 G | 2043-06-01      | 4.0000%  |  | $1263.29           | $1230.63           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  |  | $246.59            | $225.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  |  | $2464.02           | $2310.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  |  | $448.62            | $390.42            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAB1251 | 2040-07-01      | 5.0000%  |  | $99.44             | $101.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB0035 | 2039-04-01      | 4.5000%  |  | $17.94             | $18.00             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7681 | 2039-06-01      | 4.5000%  |  | $5.90              | $5.92              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA7583 | 2039-06-01      | 4.5000%  |  | $1894.01           | $1885.32           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAA7332 | 2033-08-01      | 5.0000%  |  | $1359.12           | $1367.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAA4630 | 2039-05-01      | 4.5000%  |  | $2382.89           | $2391.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL995072 | 2038-08-01      | 5.5000%  |  | $1002.76           | $1041.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL987022 | 2038-08-01      | 5.5000%  |  | $33.27             | $34.41             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986760 | 2038-07-01      | 5.5000%  |  | $2481.12           | $2572.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL986209 | 2038-07-01      | 5.5000%  |  | $227.20            | $234.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL985531 | 2038-06-01      | 5.5000%  |  | $262.21            | $270.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CL985626 | 2033-04-01      | 6.0000%  |  | $582.70            | $602.61            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN3135       | 2064-10-15      | 3.6800%  |  | $140781.41         | $125315.19         | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF BE4833 H     | 2067-11-20      | 4.4750%  |  | $57115.99          | $56994.77          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA4868 | 2049-12-01      | 3.0000%  |  | $3718.36           | $3241.78           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCA3986 | 2049-08-01      | 5.0000%  |  | $82.23             | $82.72             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  |  | $3515.90           | $3225.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  |  | $2046.87           | $1949.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  |  | $2717.42           | $2501.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA4170 | 2050-10-01      | 4.5000%  |  | $444.88            | $436.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  |  | $2564.57           | $2351.46           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ3408       | 2064-05-15      | 2.6000%  |  | $60314.68          | $51129.19          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  |  | $681.29            | $597.82            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2868 | 2032-01-01      | 2.5000%  |  | $116.87            | $112.79            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  |  | $859.98            | $802.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  |  | $119.64            | $110.21            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1198 | 2045-03-01      | 3.5000%  |  | $4496.49           | $4233.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAL5876 | 2042-01-01      | 4.5000%  |  | $132.30            | $132.72            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  |  | $998.18            | $1047.67           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  |  | $2883.17           | $2583.04           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9302 H     | 2075-06-20      | 5.9940%  |  | $145168.34         | $155174.28         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL8271 | 2031-04-01      | 3.5000%  |  | $298.16            | $295.64            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  |  | $5434.20           | $5100.16           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ7049       | 2065-03-15      | 4.6700%  |  | $260903.72         | $255360.87         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2136 | 2055-06-01      | 5.0000%  |  | $554.68            | $549.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD8003 | 2055-04-01      | 6.5000%  |  | $121.65            | $126.96            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ0273 H     | 2075-03-20      | 6.6410%  |  | $506148.74         | $537013.97         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  |  | $1073.06           | $1065.55           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9488       | 2064-03-15      | 2.8000%  |  | $121081.51         | $98869.93          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFA2123 | 2055-04-01      | 4.5000%  |  | $2471.82           | $2387.82           | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK4999 H     | 2075-06-20      | 6.4930%  |  | $43409.52          | $44466.24          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMB0294 | 2055-01-01      | 4.0000%  |  | $5216.12           | $4886.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5147 | 2055-04-01      | 5.0000%  |  | $243.00            | $242.17            | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBZ4714 | 2030-08-01      | 4.4600%  |  | $3141152.54        | $3195509.84        | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC V60724 G | 2030-01-01      | 3.0000%  |  | $4203.47           | $4135.17           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  |  | $365.82            | $342.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM6619 | 2036-03-01      | 2.0000%  |  | $718.71            | $663.26            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  |  | $913.92            | $804.05            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9594 | 2037-09-01      | 6.0000%  |  | $4920.04           | $5077.42           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA3902 | 2050-01-01      | 2.5000%  |  | $327.78            | $276.71            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G15257 G | 2027-05-01      | 4.0000%  |  | $33.11             | $33.13             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCA6314 | 2050-07-01      | 3.0000%  |  | $114.94            | $100.24            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZA1020 | 2039-02-01      | 6.0000%  |  | $5366.85           | $5653.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  |  | $150.30            | $147.72            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  |  | $1450.84           | $1408.34           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  |  | $78.74             | $77.80             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  |  | $2313.16           | $2124.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  |  | $2201.76           | $2044.62           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CM0213 H     | 2072-01-20      | 5.9780%  |  | $262622.16         | $276690.01         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.860 6GZM8961 | 2037-01-01      | 5.8600%  |  | $4819.90           | $4949.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAX2741 | 2029-10-01      | 3.5000%  |  | $968.26            | $953.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  |  | $300.41            | $264.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8010 | 2049-09-01      | 3.0000%  |  | $932.40            | $821.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  |  | $115.30            | $111.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  |  | $2089.27           | $2123.30           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  |  | $109.01            | $82.86             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  |  | $176.36            | $174.44            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  |  | $2809.51           | $2446.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  |  | $9.84              | $9.78              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  |  | $24.61             | $24.48             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC C04038 G | 2042-06-01      | 3.5000%  |  | $4058.13           | $3839.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CRAB5615 | 2042-07-01      | 3.5000%  |  | $516.42            | $486.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAL2118 | 2042-05-01      | 4.0000%  |  | $568.57            | $555.80            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  |  | $2619.09           | $2611.42           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45560 G | 2047-01-01      | 3.0000%  |  | $3957.07           | $3549.75           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  |  | $1039.90           | $915.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  |  | $709.27            | $655.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3827 | 2034-11-01      | 2.5000%  |  | $2817.28           | $2674.81           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q39583 G | 2046-03-01      | 4.5000%  |  | $2588.57           | $2560.69           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G60714 G | 2046-01-01      | 4.0000%  |  | $318.69            | $305.58            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3WZN0326 | 2032-10-01      | 3.5000%  |  | $1158.90           | $1136.49           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08761 G | 2047-05-01      | 3.5000%  |  | $288.57            | $268.14            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  |  | $748.71            | $738.21            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS836852 | 2035-10-01      | 6.2230%  |  | $4108.57           | $4214.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL832244 | 2035-08-01      | 5.0000%  |  | $245.33            | $251.33            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT831587 | 2026-07-01      | 6.5000%  |  | $21.54             | $22.42             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL776591 | 2034-04-01      | 5.0000%  |  | $0.19              | $0.19              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE2078 | 2040-08-01      | 4.5000%  |  | $528.86            | $528.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAE1806 | 2025-10-01      | 3.5000%  |  | $454.44            | $454.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAE0949 | 2041-02-01      | 4.0000%  |  | $353.19            | $345.26            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0725 | 2041-01-01      | 4.5000%  |  | $22.66             | $22.73             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAE0138 | 2040-03-01      | 4.5000%  |  | $1139.92           | $1143.71           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAD7615 | 2040-07-01      | 5.0000%  |  | $5259.95           | $5317.04           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLAD8074 | 2040-06-01      | 5.5000%  |  | $3675.47           | $3760.37           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAD6432 | 2040-06-01      | 4.5000%  |  | $47.89             | $48.02             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTFM3350 | 2040-04-01      | 3.5000%  |  | $333.61            | $322.47            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  |  | $430.25            | $424.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  |  | $121.53            | $121.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  |  | $816.69            | $779.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  |  | $1491.65           | $1424.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  |  | $44.73             | $43.95             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  |  | $814.48            | $750.25            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  |  | $68.40             | $67.99             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 I4BF0148 | 2056-04-01      | 4.5000%  |  | $5986.63           | $5833.41           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 I4BF0144 | 2056-10-01      | 3.5000%  |  | $5876.15           | $5316.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  |  | $23.15             | $23.21             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 ZL310088 | 2038-06-01      | 5.0000%  |  | $1744.51           | $1788.31           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CT257238 | 2028-06-01      | 5.0000%  |  | $832.44            | $839.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CT256714 | 2027-05-01      | 5.5000%  |  | $1663.62           | $1680.54           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 NP256339 | 2036-07-01      | 5.5000%  |  | $28.73             | $28.76             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CT256126 | 2026-02-01      | 6.5000%  |  | $4.05              | $4.22              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL255898 | 2035-10-01      | 5.0000%  |  | $13.44             | $13.77             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254379 | 2032-07-01      | 7.0000%  |  | $2042.65           | $2157.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL254312 | 2032-05-01      | 7.0000%  |  | $1.51              | $1.60              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254125 | 2031-10-01      | 8.0000%  |  | $36.79             | $37.15             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 GO254071 | 2030-12-01      | 8.0000%  |  | $351.74            | $357.57            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL254009 | 2031-10-01      | 7.5000%  |  | $15.45             | $15.87             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253950 | 2031-09-01      | 7.0000%  |  | $244.58            | $258.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253959 | 2031-08-01      | 8.5000%  |  | $48.86             | $49.34             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CL254766 | 2033-06-01      | 5.0000%  |  | $8.72              | $8.88              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL253642 | 2031-02-01      | 7.0000%  |  | $375.69            | $396.91            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  |  | $3297.87           | $3250.34           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  |  | $122.26            | $119.69            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM8774 | 2048-10-01      | 5.0000%  |  | $3227.88           | $3268.70           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZM6867 | 2048-06-01      | 5.0000%  |  | $4353.98           | $4356.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM6683 | 2048-05-01      | 4.0000%  |  | $5959.35           | $5690.98           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM4518 | 2047-10-01      | 3.5000%  |  | $3254.67           | $3021.71           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM5380 | 2048-01-01      | 3.5000%  |  | $4645.00           | $4320.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3771 | 2047-07-01      | 3.5000%  |  | $5382.91           | $4990.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  |  | $278.32            | $258.11            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZM3064 | 2047-04-01      | 4.5000%  |  | $5173.80           | $5107.44           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 ZL310151 | 2034-11-01      | 5.5000%  |  | $47.46             | $48.90             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CISB0880 | 2037-05-01      | 3.0000%  |  | $3205.60           | $3115.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB0862 | 2037-12-01      | 5.0000%  |  | $397.28            | $403.21            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 ZLZT2229 | 2048-05-01      | 4.0000%  |  | $1886.72           | $1801.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  |  | $800.51            | $762.90            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1949 | 2049-03-01      | 5.0000%  |  | $2404.50           | $2427.46           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  |  | $120.89            | $118.59            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZT1818 | 2048-11-01      | 4.5000%  |  | $507.02            | $498.23            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  |  | $11.01             | $11.10             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  |  | $1939.02           | $1697.46           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  |  | $5446.36           | $5322.86           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBM1498 | 2042-03-01      | 3.0000%  |  | $713.08            | $642.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD8261 | 2052-09-01      | 6.0000%  |  | $4038.95           | $4154.20           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  |  | $895.16            | $802.99            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB0372 | 2033-01-01      | 4.0000%  |  | $5889.43           | $5900.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  |  | $433.32            | $417.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFS3489 | 2037-01-01      | 2.0000%  |  | $604.33            | $556.54            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  |  | $918.44            | $962.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLZM2569 | 2047-01-01      | 2.5000%  |  | $5127.11           | $4384.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLMA4577 | 2052-04-01      | 2.0000%  |  | $6462.52           | $5170.08           | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60796 G | 2030-05-01      | 2.5000%  |  | $3403.03           | $3309.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  |  | $469.51            | $463.84            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  |  | $1855.82           | $1704.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ3296 | 2054-08-01      | 6.0000%  |  | $341.94            | $350.92            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLZS1370 | 2037-03-01      | 6.0000%  |  | $107.64            | $113.85            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3443 | 2048-08-01      | 4.0000%  |  | $432.69            | $412.77            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  |  | $3109.57           | $2994.86           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH9518 H     | 2071-10-20      | 6.0340%  |  | $521104.64         | $546787.86         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLBY8504 | 2053-08-01      | 5.5000%  |  | $113.98            | $115.67            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  |  | $458.29            | $437.24            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZL7871 | 2044-03-01      | 4.5000%  |  | $3807.67           | $3761.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  |  | $3481.63           | $3047.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLRJ4295 | 2055-02-01      | 5.0000%  |  | $243.17            | $241.12            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI8980       | 2064-01-15      | 4.1400%  |  | $1240.76           | $1171.39           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.000 WNWN1590 | 2030-06-01      | 4.0000%  |  | $4767742.37        | $4742550.15        | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5825 H     | 2075-06-20      | 6.6660%  |  | $302752.27         | $320639.27         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF9973       | 2059-11-15      | 4.9800%  |  | $17181.33          | $17270.97          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM1231 | 2031-11-01      | 3.5000%  |  | $2993.60           | $2968.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQA9685 | 2050-05-01      | 3.0000%  |  | $6008.85           | $5357.50           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF AV2187 C     | 2046-09-20      | 3.0000%  |  | $1056418.41        | $947007.62         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  |  | $1741.79           | $1599.22           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CK7211 H     | 2072-01-20      | 5.6980%  |  | $91697.39          | $95654.21          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAL6584 | 2030-04-01      | 3.0000%  |  | $2662.88           | $2617.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8195 | 2052-02-01      | 3.0000%  |  | $3118.53           | $2716.44           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  |  | $467.12            | $447.81            | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC Q45819 G | 2047-01-01      | 3.0000%  |  | $4387.43           | $3944.31           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4672 | 2046-08-01      | 3.5000%  |  | $3190.01           | $2985.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 3VZT1107 | 2043-03-01      | 3.5000%  |  | $5830.85           | $5489.59           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  |  | $11.64             | $11.53             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4485 | 2030-02-01      | 2.5000%  |  | $41.42             | $40.30             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIFM3081 | 2033-04-01      | 3.0000%  |  | $77.58             | $75.93             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2923 | 2048-08-01      | 3.0000%  |  | $697.23            | $635.08            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CTFM3508 | 2029-09-01      | 6.0000%  |  | $1952.77           | $2004.01           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM2336 | 2050-01-01      | 4.0000%  |  | $2915.80           | $2776.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  |  | $434.94            | $399.79            | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DI4409 H     | 2075-02-20      | 6.7620%  |  | $110550.74         | $117505.35         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2049 C     | 2055-05-20      | 7.0000%  |  | $848762.54         | $890067.09         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0423 M     | 2055-06-20      | 5.0000%  |  | $951297.18         | $944865.36         | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS843823 | 2035-11-01      | 6.1980%  |  | $2701.06           | $2762.83           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF MB0204 M     | 2055-02-20      | 5.0000%  |  | $1802808.16        | $1790995.96        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCB3750 | 2052-06-01      | 4.5000%  |  | $2758.18           | $2667.51           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3745 | 2052-03-01      | 3.0000%  |  | $102.95            | $89.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  |  | $1701.45           | $1599.70           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3606 | 2052-05-01      | 3.5000%  |  | $398.94            | $361.97            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  |  | $177.42            | $149.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  |  | $81.81             | $71.92             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  |  | $413.55            | $363.98            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA4028 | 2035-05-01      | 3.5000%  |  | $81.49             | $79.66             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  |  | $692.53            | $609.31            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  |  | $86.31             | $79.12             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3986 | 2035-04-01      | 3.5000%  |  | $75.38             | $73.55             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CKAS8356 | 2046-11-01      | 3.0000%  |  | $2014.39           | $1760.57           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI3544       | 2064-06-15      | 2.7000%  |  | $181401.94         | $154926.15         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1027       | 2063-10-15      | 2.6200%  |  | $121165.87         | $102573.06         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CI1781       | 2064-10-15      | 4.0500%  |  | $49335.13          | $46276.11          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7768 H     | 2071-09-20      | 5.6410%  |  | $183404.52         | $190639.61         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH7766 H     | 2071-08-20      | 5.8620%  |  | $134073.80         | $140680.56         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CH2661 H     | 2071-08-20      | 6.2560%  |  | $124371.51         | $132141.26         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG8075 H     | 2071-07-20      | 5.7380%  |  | $232724.76         | $243206.71         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CG2479 H     | 2071-08-20      | 5.6960%  |  | $702675.35         | $731410.87         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF9497       | 2064-02-15      | 2.4000%  |  | $120986.99         | $96671.95          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF5143       | 2064-01-15      | 2.7000%  |  | $60457.39          | $51671.78          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF1029       | 2064-09-15      | 3.6000%  |  | $424931.08         | $385979.77         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3957 | 2035-03-01      | 3.5000%  |  | $592.69            | $578.27            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  |  | $594.11            | $543.20            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3788 | 2026-12-01      | 3.0000%  |  | $4384.98           | $4351.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIZK3065 | 2026-03-01      | 5.0000%  |  | $100.60            | $102.00            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3539 | 2026-09-01      | 3.0000%  |  | $3827.67           | $3800.45           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 4LZJ9583 | 2037-07-01      | 6.0000%  |  | $4986.57           | $5008.94           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  |  | $1.41              | $1.47              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 08.500 CLZJ4957 | 2031-01-01      | 8.5000%  |  | $3342.04           | $3382.53           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZT1586 | 2048-01-01      | 3.5000%  |  | $2621.56           | $2434.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CIZT1550 | 2032-07-01      | 2.5000%  |  | $4336.07           | $4191.39           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 3VZT1115 | 2043-06-01      | 4.0000%  |  | $5330.07           | $5093.00           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3XZT0999 | 2028-02-01      | 2.5000%  |  | $4148.71           | $4077.13           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  |  | $430.03            | $425.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZT0488 | 2041-06-01      | 5.5000%  |  | $2920.25           | $3042.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CNRD5059 | 2031-06-01      | 1.5000%  |  | $3193.17           | $3005.95           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  |  | $4527.56           | $4212.38           | Agency Mortgage-Backed Securities   |
| FMAC FKAR 03.700 WAWA3234 | 2037-09-01      | 3.7000%  |  | $521301.06         | $475935.76         | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.100 WAWA2531 | 2052-05-01      | 4.1000%  |  | $271251.57         | $240769.10         | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q47623 G | 2047-04-01      | 4.0000%  |  | $3238.79           | $3097.78           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q46801 G | 2047-03-01      | 4.0000%  |  | $4577.95           | $4381.04           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 848565 G        | 2037-12-01      | 7.2110%  |  | $7.33              | $7.52              | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FGPC C40856 G | 2030-05-01      | 8.0000%  |  | $5285.05           | $5371.98           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  |  | $348.67            | $350.08            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A97040 G | 2041-02-01      | 4.0000%  |  | $478.63            | $468.36            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A96834 G | 2041-02-01      | 4.5000%  |  | $3.98              | $3.97              | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A96312 G | 2041-01-01      | 4.0000%  |  | $279.42            | $271.66            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZA5014 | 2047-06-01      | 3.5000%  |  | $1703.19           | $1582.33           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA4592 | 2045-10-01      | 4.0000%  |  | $3746.13           | $3583.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIZA3940 | 2033-01-01      | 2.0000%  |  | $3483.16           | $3273.80           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02173 G | 2041-07-01      | 4.5000%  |  | $5.62              | $5.64              | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q02576 G | 2041-08-01      | 4.5000%  |  | $29.04             | $29.04             | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC Q00804 G | 2041-05-01      | 4.5000%  |  | $6092.60           | $6117.15           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4275 | 2053-09-01      | 6.0000%  |  | $1673.80           | $1723.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD4083 | 2053-11-01      | 6.0000%  |  | $5392.25           | $5639.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD3631 | 2052-07-01      | 3.0000%  |  | $113.76            | $98.98             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  |  | $5278.86           | $4789.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8504 | 2055-02-01      | 4.5000%  |  | $3386.35           | $3271.25           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  |  | $113.82            | $114.98            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8515 | 2055-03-01      | 5.5000%  |  | $2789.80           | $2818.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  |  | $2006.39           | $1879.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8375 | 2053-09-01      | 4.0000%  |  | $4753.45           | $4456.03           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8338 | 2053-06-01      | 4.0000%  |  | $732.86            | $686.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  |  | $2901.26           | $2633.57           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  |  | $3370.46           | $3415.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8328 | 2053-06-01      | 4.5000%  |  | $422.51            | $408.14            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8327 | 2053-04-01      | 3.5000%  |  | $104.54            | $94.87             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  |  | $32.44             | $32.37             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  |  | $0.46              | $0.46              | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE9363 H     | 2071-10-20      | 5.7760%  |  | $546684.17         | $570549.43         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q36302 G | 2045-09-01      | 3.5000%  |  | $2371.78           | $2213.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK3774 | 2026-12-01      | 3.0000%  |  | $4347.45           | $4312.92           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLFS6925 | 2051-12-01      | 2.5000%  |  | $1101.95           | $921.88            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  |  | $2655.93           | $2410.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4771 | 2048-06-01      | 3.5000%  |  | $965.74            | $889.58            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  |  | $2374.48           | $2266.55           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  |  | $222.01            | $212.15            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  |  | $841.09            | $835.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  |  | $345.59            | $354.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.500 CLRQ0018 | 2055-06-01      | 7.5000%  |  | $204.48            | $219.25            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN AF3338       | 2060-06-15      | 5.1500%  |  | $146727.11         | $149176.80         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DH9331 H     | 2075-02-20      | 6.6980%  |  | $319224.59         | $339464.10         | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DI7366 H     | 2075-05-20      | 5.8830%  |  | $3399385.01        | $3657544.88        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQX3021 | 2055-01-01      | 5.0000%  |  | $6089.82           | $6033.18           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  |  | $37.13             | $35.48             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLZA4888 | 2047-03-01      | 5.0000%  |  | $3936.95           | $3977.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTRB5330 | 2045-01-01      | 4.0000%  |  | $5945.18           | $5724.35           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN7581       | 2061-04-15      | 5.4500%  |  | $9139.48           | $9491.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  |  | $2331.93           | $2364.43           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1390 H     | 2075-04-20      | 7.4770%  |  | $60765.84          | $64179.27          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  |  | $4395.79           | $4246.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6708 | 2054-02-01      | 6.0000%  |  | $2140.08           | $2196.24           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLQG1385 | 2053-04-01      | 5.0000%  |  | $4775.26           | $4746.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLRJ1662 | 2054-04-01      | 5.5000%  |  | $4311.24           | $4360.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD5164 | 2054-03-01      | 6.0000%  |  | $3173.92           | $3259.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD4116 | 2052-12-01      | 4.5000%  |  | $1480.36           | $1432.01           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  |  | $3883.26           | $3021.97           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLCA3225 | 2049-03-01      | 4.5000%  |  | $923.06            | $904.56            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  |  | $134.22            | $126.10            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  |  | $41.56             | $40.91             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS2041 | 2051-08-01      | 2.0000%  |  | $903.72            | $725.03            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLCA2327 | 2048-09-01      | 4.0000%  |  | $634.59            | $607.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7205 | 2029-12-01      | 3.5000%  |  | $386.36            | $383.19            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD5314 | 2053-01-01      | 3.0000%  |  | $6191.39           | $5386.95           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRA7554 | 2052-06-01      | 4.0000%  |  | $3615.72           | $3395.67           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT1952 | 2049-05-01      | 4.0000%  |  | $150.39            | $143.37            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  |  | $903.75            | $820.01            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD1049 | 2052-06-01      | 3.5000%  |  | $5869.64           | $5368.61           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  |  | $975.72            | $989.32            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD6975 | 2054-11-01      | 4.5000%  |  | $5463.23           | $5277.54           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZJ0144 | 2040-07-01      | 5.5000%  |  | $4795.62           | $4960.21           | Agency Mortgage-Backed Securities   |
| FMAC FMAR 972136 G        | 2034-01-01      | 6.4300%  |  | $7.90              | $8.13              | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7953       | 2060-07-15      | 5.9900%  |  | $46906.00          | $50254.80          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7952       | 2060-07-15      | 5.9900%  |  | $84231.75          | $90569.25          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7947       | 2060-06-15      | 5.9800%  |  | $469872.47         | $504927.36         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7943       | 2060-06-15      | 5.9800%  |  | $171792.84         | $184609.46         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7941       | 2060-06-15      | 5.9400%  |  | $282304.30         | $302515.88         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ6839       | 2060-07-15      | 5.8500%  |  | $496638.52         | $526850.04         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ6586 C     | 2055-05-20      | 6.0000%  |  | $821965.65         | $846201.03         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4683       | 2060-05-15      | 5.5000%  |  | $9132.03           | $9541.48           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4687       | 2058-09-15      | 5.8800%  |  | $301082.03         | $319201.55         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4685       | 2055-09-15      | 5.8800%  |  | $323589.11         | $343140.15         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  |  | $310.95            | $291.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  |  | $1802.38           | $1726.09           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  |  | $1417.81           | $1405.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4198 | 2029-12-01      | 3.5000%  |  | $65.91             | $65.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS4196 | 2030-01-01      | 3.5000%  |  | $5698.14           | $5626.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  |  | $12.13             | $11.61             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  |  | $58.92             | $56.41             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS4488 | 2030-02-01      | 2.5000%  |  | $47.86             | $46.53             | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  |  | $39.67             | $39.37             | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18592 G | 2031-03-01      | 3.0000%  |  | $189.14            | $185.25            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  |  | $8.92              | $8.69              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  |  | $1039.00           | $992.75            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  |  | $620.80            | $606.86            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  |  | $25.63             | $22.97             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $71.78             | $64.34             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA2803 | 2031-11-01      | 2.5000%  |  | $36.54             | $35.30             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CTMA2758 | 2036-09-01      | 3.5000%  |  | $167.48            | $162.59            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3574 | 2049-01-01      | 3.5000%  |  | $27.28             | $25.06             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  |  | $204.34            | $202.03            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  |  | $610.91            | $599.55            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  |  | $74.71             | $73.88             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3496 | 2048-10-01      | 4.5000%  |  | $114.54            | $112.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  |  | $575.79            | $549.52            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIMA3490 | 2033-10-01      | 4.0000%  |  | $682.25            | $683.87            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  |  | $498.48            | $489.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA2539 | 2046-02-01      | 4.0000%  |  | $27.31             | $26.11             | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS748848 | 2037-06-01      | 6.2700%  |  | $1457.79           | $1507.11           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WD745688 | 2034-07-01      | 6.3330%  |  | $3.01              | $3.10              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSD8002 | 2049-07-01      | 4.5000%  |  | $137.20            | $134.49            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  |  | $649.47            | $651.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAH6231 | 2041-03-01      | 4.5000%  |  | $16.66             | $16.58             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  |  | $0.21              | $0.21              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZA6946 | 2049-05-01      | 4.0000%  |  | $525.43            | $501.16            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  |  | $37.65             | $37.29             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  |  | $157.80            | $155.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC6175 | 2031-07-01      | 2.5000%  |  | $223.02            | $215.71            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBC2849 | 2046-09-01      | 3.0000%  |  | $3102.77           | $2767.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2631 | 2031-11-01      | 2.5000%  |  | $1193.85           | $1152.79           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBC2628 | 2031-11-01      | 2.5000%  |  | $641.00            | $616.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2907 | 2045-11-01      | 4.0000%  |  | $2283.65           | $2174.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  |  | $75.10             | $71.09             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDE4259 | 2055-07-01      | 5.5000%  |  | $303.24            | $308.91            | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX SODE3695 | 2055-07-01      | 5.8310%  |  | $121.92            | $124.78            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE1901 | 2055-07-01      | 6.0000%  |  | $121.91            | $126.14            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE0516 | 2055-06-01      | 6.0000%  |  | $121.58            | $125.74            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD9854 | 2055-07-01      | 5.0000%  |  | $217.32            | $215.30            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL985615 | 2034-04-01      | 5.5000%  |  | $2.83              | $2.91              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.850 CA945190 | 2037-08-01      | 5.8500%  |  | $2804.02           | $2814.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1277 | 2046-06-01      | 3.5000%  |  | $5851.29           | $5452.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZM1247 | 2046-04-01      | 4.0000%  |  | $3870.88           | $3698.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZM1147 | 2046-05-01      | 3.5000%  |  | $5902.66           | $5492.38           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQE4020 | 2052-06-01      | 2.0000%  |  | $114.87            | $91.79             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLQE0181 | 2052-04-01      | 3.0000%  |  | $4939.24           | $4307.62           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLQD9578 | 2052-04-01      | 2.5000%  |  | $3006.97           | $2515.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQD9509 | 2052-02-01      | 2.0000%  |  | $6412.70           | $5177.45           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9990 | 2047-07-01      | 4.5000%  |  | $94.08             | $92.20             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9701 | 2032-05-01      | 3.5000%  |  | $127.70            | $126.39            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  |  | $71.67             | $70.81             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS9317 | 2032-03-01      | 2.5000%  |  | $2165.44           | $2089.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS9830 | 2047-06-01      | 4.0000%  |  | $235.02            | $224.58            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAS8683 | 2047-01-01      | 3.5000%  |  | $1913.49           | $1777.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  |  | $64.75             | $63.97             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  |  | $26.81             | $23.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253671 | 2031-01-01      | 8.5000%  |  | $380.90            | $398.02            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  |  | $867.09            | $787.84            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD0185 | 2049-12-01      | 3.0000%  |  | $4837.42           | $4287.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CTSC0518 | 2044-04-01      | 6.0000%  |  | $314.98            | $328.70            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CTSC0495 | 2042-08-01      | 2.0000%  |  | $6081.45           | $5239.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  |  | $4824.82           | $4418.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  |  | $462.55            | $463.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5618 | 2040-02-01      | 5.5000%  |  | $1222.11           | $1253.99           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DJ9300 H     | 2075-05-20      | 5.7830%  |  | $90315.21          | $95137.44          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  |  | $191.29            | $198.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRQ0025 | 2055-07-01      | 4.5000%  |  | $3054069.76        | $2950261.93        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIAS5622 | 2030-08-01      | 3.0000%  |  | $2427.14           | $2382.88           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA6427 | 2051-12-01      | 3.0000%  |  | $2847.47           | $2477.48           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5476 | 2039-09-01      | 5.5000%  |  | $2138.50           | $2194.28           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 3PZA3246 | 2047-10-01      | 3.0000%  |  | $3397.06           | $2968.91           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CH6570       | 2064-02-15      | 2.5000%  |  | $60505.17          | $50791.16          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD1154 | 2055-02-01      | 5.0000%  |  | $363.88            | $362.77            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CB5880       | 2062-11-15      | 2.7400%  |  | $121154.42         | $103105.46         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  |  | $1069.93           | $970.79            | Agency Mortgage-Backed Securities   |
| FMAC FKAR 04.250 WNWN4051 | 2033-08-01      | 4.2500%  |  | $2538671.19        | $2504877.81        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDC8341 | 2054-12-01      | 5.0000%  |  | $3103.36           | $3080.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  |  | $3725.31           | $3878.03           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLFA2126 | 2055-06-01      | 5.0000%  |  | $369.13            | $366.69            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ7942       | 2060-06-15      | 5.9400%  |  | $36185.01          | $38363.68          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN BW3016       | 2060-06-15      | 5.3100%  |  | $137590.77         | $141466.98         | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G60238 G | 2045-10-01      | 3.5000%  |  | $3009.50           | $2819.99           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CISB0950 | 2037-02-01      | 2.0000%  |  | $1038.09           | $955.21            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFS7155 | 2051-12-01      | 3.0000%  |  | $969.02            | $852.93            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CF6767       | 2064-04-15      | 2.6500%  |  | $241280.98         | $204913.21         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  |  | $1242.56           | $1096.07           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  |  | $109.16            | $102.27            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G31026 G | 2037-07-01      | 4.0000%  |  | $171.17            | $169.98            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIQN6703 | 2036-06-01      | 2.0000%  |  | $1402.68           | $1297.59           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  |  | $41.24             | $38.51             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAS9518 | 2032-03-01      | 3.5000%  |  | $47.71             | $47.26             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  |  | $4451.51           | $4306.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQF0427 | 2052-09-01      | 2.0000%  |  | $2644.68           | $2113.11           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLCB8271 | 2054-04-01      | 5.0000%  |  | $2643.87           | $2623.06           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q31934 G | 2045-03-01      | 4.0000%  |  | $4715.66           | $4495.49           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6018 | 2054-10-01      | 5.5000%  |  | $4253.05           | $4300.49           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08672 G | 2045-10-01      | 4.0000%  |  | $4709.95           | $4509.36           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLMA5164 | 2053-10-01      | 5.0000%  |  | $108.50            | $107.78            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 07.000 CLZA0873 | 2032-11-01      | 7.0000%  |  | $1199.02           | $1266.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD7734 | 2055-04-01      | 6.0000%  |  | $364.51            | $376.10            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8172       | 2064-04-15      | 2.7000%  |  | $30197.82          | $25660.38          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX6525 | 2054-12-01      | 4.5000%  |  | $4001.86           | $3865.84           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DL3484 C     | 2055-07-20      | 6.5000%  |  | $887557.85         | $916748.35         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  |  | $3973.74           | $4035.72           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD6580 | 2054-10-01      | 5.5000%  |  | $5664.16           | $5755.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD7102 | 2054-11-01      | 5.0000%  |  | $3306.85           | $3284.05           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSD6029 | 2054-08-01      | 6.0000%  |  | $5562.27           | $5736.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD5892 | 2052-02-01      | 2.0000%  |  | $2401.82           | $1919.21           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC Q05804 G | 2042-01-01      | 4.0000%  |  | $4777.36           | $4676.80           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CE5543 H     | 2071-10-20      | 5.8610%  |  | $248193.94         | $260365.21         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  |  | $785.04            | $774.33            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLQA1173 | 2049-07-01      | 4.0000%  |  | $146.84            | $140.03            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CL251568 | 2028-03-01      | 6.5000%  |  | $0.15              | $0.15              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252285 | 2028-12-01      | 7.0000%  |  | $460.59            | $469.62            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL252805 | 2029-10-01      | 7.0000%  |  | $104.51            | $110.41            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.000 CL253266 | 2030-05-01      | 8.0000%  |  | $0.24              | $0.25              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAB6670 | 2042-10-01      | 3.0000%  |  | $143.00            | $131.24            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBV0922 | 2052-06-01      | 3.0000%  |  | $643.07            | $559.51            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  |  | $1362.71           | $1137.87           | Agency Mortgage-Backed Securities   |
| GNMA GNHA PB 786283 H     | 2072-07-20      | 5.9630%  |  | $2247295.67        | $2368058.35        | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 ZLSI2095 | 2052-02-01      | 2.5000%  |  | $4580.17           | $3823.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8435 | 2054-06-01      | 4.0000%  |  | $5171.47           | $4844.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  |  | $2610.00           | $2641.83           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  |  | $50.55             | $50.04             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  |  | $1908.28           | $1660.42           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2349 | 2034-08-01      | 3.5000%  |  | $663.41            | $648.46            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  |  | $1346.40           | $1286.46           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAL7688 | 2030-11-01      | 3.5000%  |  | $1755.34           | $1741.93           | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q39644 G | 2046-03-01      | 3.5000%  |  | $4840.65           | $4523.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLBW2213 | 2052-06-01      | 3.0000%  |  | $3446.84           | $3000.76           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRA8892 | 2053-04-01      | 6.0000%  |  | $5571.64           | $5768.33           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253348 | 2030-06-01      | 8.5000%  |  | $30.51             | $31.57             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 08.500 CL253438 | 2030-09-01      | 8.5000%  |  | $22.32             | $23.32             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLCA1439 | 2048-03-01      | 3.5000%  |  | $1940.31           | $1786.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  |  | $146.31            | $139.40            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTFM1043 | 2039-06-01      | 4.5000%  |  | $417.72            | $422.89            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  |  | $252.79            | $256.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  |  | $6663.96           | $6054.21           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM CN0143 H     | 2072-05-20      | 6.1540%  |  | $1613245.00        | $1704859.57        | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1637 | 2049-05-01      | 4.5000%  |  | $1038.88           | $1021.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM1578 | 2034-09-01      | 3.5000%  |  | $53.46             | $52.75             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLFM1598 | 2049-02-01      | 4.0000%  |  | $795.32            | $758.94            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLFM1449 | 2049-09-01      | 3.5000%  |  | $19.55             | $17.94             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLFM1263 | 2049-07-01      | 4.5000%  |  | $2117.01           | $2064.40           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  |  | $386.73            | $340.44            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8333 | 2039-10-01      | 4.5000%  |  | $2159.31           | $2161.92           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8328 | 2039-09-01      | 5.5000%  |  | $255.36            | $262.02            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  |  | $83.77             | $85.97             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CISB8293 | 2039-04-01      | 5.0000%  |  | $172.72            | $175.23            | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A95144 G | 2040-11-01      | 4.0000%  |  | $1338.21           | $1310.88           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A94977 G | 2040-11-01      | 4.0000%  |  | $2892.91           | $2832.02           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93851 G | 2040-09-01      | 4.0000%  |  | $6128.71           | $6003.51           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A93010 G | 2040-07-01      | 4.5000%  |  | $23.07             | $23.17             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC A93534 G | 2040-08-01      | 4.0000%  |  | $3076.02           | $3009.37           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC A89385 G | 2039-10-01      | 4.5000%  |  | $76.63             | $76.97             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  |  | $314.28            | $285.44            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  |  | $2054.01           | $1788.68           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  |  | $5081.37           | $5057.23           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8207 | 2052-04-01      | 3.5000%  |  | $5009.32           | $4545.16           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8187 | 2051-10-01      | 4.0000%  |  | $3731.54           | $3506.37           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  |  | $96.87             | $77.59             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  |  | $277.87            | $253.67            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8193 | 2052-02-01      | 2.0000%  |  | $199.65            | $159.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  |  | $673.14            | $565.69            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  |  | $567.50            | $496.57            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  |  | $6861.08           | $5768.48           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8143 | 2051-04-01      | 3.5000%  |  | $5251.13           | $4812.73           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD8163 | 2051-08-01      | 3.5000%  |  | $112.42            | $102.64            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  |  | $375.90            | $301.20            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  |  | $73.24             | $63.99             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CLSD8122 | 2051-01-01      | 2.5000%  |  | $2794.76           | $2353.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8121 | 2051-01-01      | 2.0000%  |  | $4376.22           | $3519.60           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  |  | $5252.27           | $4994.56           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CIRC2370 | 2036-11-01      | 2.0000%  |  | $3971.30           | $3657.23           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  |  | $2.27              | $2.27              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAH0943 | 2040-12-01      | 4.0000%  |  | $2608.69           | $2551.20           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLAH0621 | 2041-01-01      | 3.5000%  |  | $3189.72           | $3021.82           | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX LB629640 | 2026-12-01      | 5.1050%  |  | $29.75             | $29.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 09.000 CL564318 | 2030-11-01      | 9.0000%  |  | $0.48              | $0.49              | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  |  | $4991.49           | $4570.20           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  |  | $109.67            | $109.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD4553 | 2053-09-01      | 3.0000%  |  | $2819.79           | $2455.09           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  |  | $6414.05           | $5826.47           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLSD4518 | 2053-08-01      | 3.5000%  |  | $1263.15           | $1147.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSD3235 | 2053-06-01      | 5.5000%  |  | $3007.47           | $3054.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZA3679 | 2028-12-01      | 3.0000%  |  | $3659.23           | $3604.86           | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DJ1355 H     | 2075-02-20      | 6.8090%  |  | $100156.25         | $106618.18         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI2076 C     | 2055-04-20      | 7.0000%  |  | $763010.14         | $800141.60         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK4176 H     | 2075-04-20      | 7.4870%  |  | $63598.46          | $65617.58          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  |  | $3634.93           | $3030.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM3628 | 2035-04-01      | 3.5000%  |  | $78.61             | $76.92             | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08694 G | 2046-02-01      | 4.0000%  |  | $87.37             | $82.92             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4537 | 2037-02-01      | 2.5000%  |  | $2555.47           | $2402.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CLFS3208 | 2052-05-01      | 2.0000%  |  | $317.22            | $253.38            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CISB8270 | 2038-11-01      | 6.0000%  |  | $1030.10           | $1068.77           | Agency Mortgage-Backed Securities   |
| FMAC 03.000 FGPC G18534 G | 2029-12-01      | 3.0000%  |  | $923.07            | $908.37            | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC C92007 G | 2038-05-01      | 4.5000%  |  | $3681.52           | $3752.02           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQA1023 | 2049-07-01      | 3.5000%  |  | $4886.97           | $4535.35           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY8695 | 2055-06-01      | 6.0000%  |  | $749.36            | $769.39            | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF DF8425 H     | 2074-12-20      | 4.5490%  |  | $54409.01          | $54329.30          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DG2522       | 2065-01-15      | 5.6900%  |  | $96582.67          | $101868.11         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7424 C     | 2055-02-20      | 7.0000%  |  | $792494.05         | $846552.00         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8567 H     | 2075-06-20      | 6.6560%  |  | $447169.26         | $474345.93         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DJ2698 C     | 2055-05-20      | 6.5000%  |  | $432313.30         | $450768.99         | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI5373 C     | 2055-04-20      | 6.5000%  |  | $895368.46         | $939079.95         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6388 | 2054-10-01      | 5.5000%  |  | $5898.57           | $5968.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  |  | $87.90             | $86.88             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLAL9072 | 2044-07-01      | 5.0000%  |  | $2060.41           | $2111.64           | Agency Mortgage-Backed Securities   |
| FMAC 07.000 FRPC G80398 G | 2039-02-01      | 7.0000%  |  | $2473.91           | $2553.14           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLSD8080 | 2050-06-01      | 2.0000%  |  | $6475.31           | $5215.88           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  |  | $155.50            | $148.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CIZK4039 | 2027-03-01      | 3.0000%  |  | $2706.48           | $2682.80           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  |  | $567.54            | $582.81            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM1036 | 2032-02-01      | 2.5000%  |  | $196.60            | $189.95            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLZT0542 | 2048-07-01      | 4.0000%  |  | $1665.59           | $1590.93           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS4781 | 2048-07-01      | 4.5000%  |  | $56.03             | $54.98             | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CN2886       | 2060-09-15      | 5.7500%  |  | $488135.59         | $512674.77         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  |  | $3913.17           | $3780.16           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DG7421 C     | 2055-02-20      | 7.0000%  |  | $853952.76         | $912197.85         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.000 3LZL0797 | 2038-08-01      | 5.0000%  |  | $4772.83           | $4881.02           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  |  | $1200.42           | $1101.91           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  |  | $5548.34           | $5198.05           | Agency Mortgage-Backed Securities   |
| FMAC 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  |  | $42.89             | $41.01             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  |  | $2854.17           | $2833.08           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.000 CLQC0887 | 2051-04-01      | 2.0000%  |  | $5065.77           | $4036.83           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  |  | $100.88            | $103.51            | Agency Mortgage-Backed Securities   |
| FMAC 02.500 FGPC V60904 G | 2030-09-01      | 2.5000%  |  | $5678.49           | $5515.43           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  |  | $1482.95           | $1391.88           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  |  | $1363.71           | $1200.57           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  |  | $632.37            | $612.93            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  |  | $843.17            | $742.35            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  |  | $131.46            | $128.51            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3835 | 2049-11-01      | 3.5000%  |  | $168.62            | $153.96            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  |  | $2565.63           | $2353.50           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  |  | $2385.95           | $2247.00           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  |  | $1299.72           | $1198.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CIBM4123 | 2030-03-01      | 3.0000%  |  | $894.28            | $879.77            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIBM3403 | 2030-02-01      | 2.5000%  |  | $113.38            | $111.07            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  |  | $466.66            | $461.70            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIBM3174 | 2032-05-01      | 3.5000%  |  | $12.72             | $12.61             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CTBM3113 | 2034-04-01      | 4.5000%  |  | $1397.62           | $1405.49           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7889 | 2046-09-01      | 3.0000%  |  | $3201.06           | $2889.75           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7538 | 2046-07-01      | 3.0000%  |  | $32.77             | $29.38             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7370 | 2046-06-01      | 3.0000%  |  | $1922.18           | $1735.26           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLAS7365 | 2046-06-01      | 3.0000%  |  | $406.25            | $365.99            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CLAS7252 | 2046-05-01      | 4.5000%  |  | $4.78              | $4.72              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  |  | $24.13             | $23.07             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6431 | 2031-01-01      | 2.5000%  |  | $145.73            | $141.09            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAS6406 | 2045-12-01      | 4.0000%  |  | $43.38             | $41.45             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6142 | 2030-11-01      | 2.5000%  |  | $2075.72           | $2013.14           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS6115 | 2030-11-01      | 2.5000%  |  | $2417.82           | $2345.98           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL253796 | 2031-05-01      | 7.5000%  |  | $2.30              | $2.32              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 GL252670 | 2029-07-01      | 7.0000%  |  | $28.52             | $29.40             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252409 | 2029-03-01      | 6.5000%  |  | $90.70             | $92.52             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 GL252284 | 2029-01-01      | 6.5000%  |  | $60.07             | $61.20             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.500 CL250701 | 2026-10-01      | 7.5000%  |  | $0.83              | $0.83              | Agency Mortgage-Backed Securities   |
| FNMA FNMS 07.000 CL250576 | 2026-06-01      | 7.0000%  |  | $0.12              | $0.13              | Agency Mortgage-Backed Securities   |
| FNMA FNAR XX.XXX WS224713 | 2031-02-01      | 5.4970%  |  | $5547.04           | $5610.95           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL190404 | 2040-05-01      | 4.5000%  |  | $173.39            | $173.87            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CISB8222 | 2038-04-01      | 4.5000%  |  | $471.03            | $471.58            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8184 | 2037-10-01      | 4.0000%  |  | $4560.08           | $4491.18           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CISB8178 | 2037-09-01      | 4.0000%  |  | $4299.96           | $4239.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  |  | $319.83            | $310.56            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 CISB8175 | 2037-09-01      | 2.5000%  |  | $1059.25           | $995.27            | Agency Mortgage-Backed Securities   |
| FMAC 05.460 FGPC U30869 G | 2038-01-01      | 5.4600%  |  | $3832.38           | $3951.25           | Agency Mortgage-Backed Securities   |
| FMAC 05.625 FGPC U30863 G | 2038-02-01      | 5.6250%  |  | $3061.89           | $3175.93           | Agency Mortgage-Backed Securities   |
| FMAC 06.200 FRPC G80294 G | 2027-10-01      | 6.2000%  |  | $1086.62           | $1092.35           | Agency Mortgage-Backed Securities   |
| FMAC 08.000 FRPC G80227 G | 2030-11-01      | 8.0000%  |  | $932.68            | $944.85            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 02.500 3CZA2995 | 2029-05-01      | 2.5000%  |  | $447.32            | $445.14            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CTZA2488 | 2038-01-01      | 3.0000%  |  | $5185.90           | $4909.97           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2481 | 2037-11-01      | 3.5000%  |  | $5989.70           | $5799.66           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CTZA2499 | 2038-03-01      | 4.0000%  |  | $525.21            | $519.20            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2498 | 2038-03-01      | 3.5000%  |  | $667.66            | $645.72            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2458 | 2037-05-01      | 3.5000%  |  | $270.55            | $262.29            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2412 | 2036-04-01      | 3.5000%  |  | $5404.07           | $5252.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2394 | 2035-10-01      | 3.5000%  |  | $3264.75           | $3175.84           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2380 | 2035-06-01      | 3.5000%  |  | $824.41            | $804.97            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2403 | 2036-01-01      | 3.5000%  |  | $669.23            | $651.86            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CTZA2217 | 2032-02-01      | 3.5000%  |  | $3654.56           | $3600.04           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLQJ6130 | 2054-10-01      | 5.5000%  |  | $296.46            | $299.50            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLQJ4230 | 2054-09-01      | 6.5000%  |  | $5359.62           | $5601.29           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CIAH2720 | 2026-01-01      | 4.0000%  |  | $1641.18           | $1639.72           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL931307 | 2039-06-01      | 4.5000%  |  | $425.23            | $426.60            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  |  | $69.43             | $69.67             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CL928560 | 2037-07-01      | 5.5000%  |  | $19.23             | $19.82             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CI890790 | 2032-08-01      | 3.0000%  |  | $2925.82           | $2854.93           | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM AO0392 H     | 2066-01-20      | 5.2700%  |  | $19752.47          | $20024.31          | Agency Mortgage-Backed Securities   |
| GNMA GNHF RF 767637 H     | 2063-04-20      | 4.0150%  |  | $2028.10           | $2006.52           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIRR0007 | 2040-07-01      | 4.0000%  |  | $4941.94           | $4867.21           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0050 | 2055-09-01      | 6.0000%  |  | $25536756.08       | $26206934.20       | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRQ0014 | 2055-06-01      | 6.0000%  |  | $236.12            | $242.31            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLRJ4076 | 2055-02-01      | 6.0000%  |  | $233.71            | $239.95            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLRJ1106 | 2054-03-01      | 4.0000%  |  | $5401.11           | $5061.50           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLRJ0326 | 2053-11-01      | 6.5000%  |  | $4113.74           | $4305.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSL1830 | 2055-07-01      | 6.5000%  |  | $121.60            | $127.10            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLSL1267 | 2055-02-01      | 4.5000%  |  | $121.59            | $117.60            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1281 | 2055-04-01      | 5.5000%  |  | $3629.17           | $3669.51           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLSL1046 | 2054-11-01      | 5.5000%  |  | $120.70            | $122.89            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSL1035 | 2054-07-01      | 4.0000%  |  | $1686.53           | $1580.06           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL1052 | 2055-01-01      | 6.0000%  |  | $122.73            | $127.51            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLSL0924 | 2055-03-01      | 6.0000%  |  | $5102.93           | $5236.85           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQY3868 | 2055-05-01      | 6.0000%  |  | $50592.26          | $52087.70          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.500 CIFM7745 | 2034-10-01      | 3.5000%  |  | $1463.96           | $1446.39           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.500 CLDD7034 | 2055-04-01      | 5.5000%  |  | $243.10            | $248.19            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD6713 | 2055-04-01      | 6.5000%  |  | $121.66            | $127.48            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6390 | 2055-04-01      | 6.0000%  |  | $2989.48           | $3067.94           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDD6320 | 2055-04-01      | 6.0000%  |  | $486.33            | $503.29            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 05.000 CLDD5146 | 2055-04-01      | 5.0000%  |  | $121.53            | $121.25            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLZS2905 | 2040-04-01      | 4.5000%  |  | $6035.24           | $6052.17           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CIQO0806 | 2037-09-01      | 4.0000%  |  | $3875.23           | $3818.47           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DJ4686       | 2055-09-15      | 5.8800%  |  | $489994.54         | $519599.68         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLDE2192 | 2055-07-01      | 6.0000%  |  | $3528.72           | $3621.33           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CM8620       | 2064-03-15      | 3.2400%  |  | $60769.53          | $55151.27          | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.500 CLSD8517 | 2055-03-01      | 6.5000%  |  | $4670.93           | $4863.77           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.500 CLQX4181 | 2055-01-01      | 4.5000%  |  | $4747.01           | $4585.66           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CJ8145       | 2064-06-15      | 2.6400%  |  | $363169.06         | $307923.18         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  |  | $4081.45           | $3656.25           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  |  | $100.50            | $94.31             | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DK7337 C     | 2055-07-20      | 5.5000%  |  | $672746.05         | $681883.81         | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  |  | $2342.81           | $2038.43           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  |  | $389.34            | $362.76            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIMA4053 | 2035-06-01      | 2.5000%  |  | $340.21            | $320.40            | Agency Mortgage-Backed Securities   |
| FMAC 03.500 FGPC Q53648 G | 2048-01-01      | 3.5000%  |  | $6284.41           | $5852.79           | Agency Mortgage-Backed Securities   |
| FMAC 04.500 FGPC G61374 G | 2048-04-01      | 4.5000%  |  | $3480.83           | $3441.77           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  |  | $94.93             | $89.81             | Agency Mortgage-Backed Securities   |
| FMAC FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  |  | $659.71            | $625.04            | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.000 CLSD1373 | 2052-05-01      | 3.0000%  |  | $4732.93           | $4159.81           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 05.500 CLZI4002 | 2035-12-01      | 5.5000%  |  | $1438.10           | $1481.74           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLAX3195 | 2044-09-01      | 4.0000%  |  | $19.08             | $18.26             | Agency Mortgage-Backed Securities   |
| FNMA FNMS 03.000 CLFM2725 | 2050-02-01      | 3.0000%  |  | $1777.23           | $1549.40           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CISB8196 | 2037-12-01      | 3.5000%  |  | $1706.47           | $1657.01           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8952       | 2060-06-15      | 5.7000%  |  | $16726.41          | $17651.53          | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.500 CLDD7436 | 2055-04-01      | 6.5000%  |  | $99.75             | $104.55            | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CP3652       | 2064-12-15      | 4.5300%  |  | $6916.93           | $6746.88           | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DM0609 C     | 2055-08-20      | 6.5000%  |  | $927752.58         | $967360.71         | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN CQ0056       | 2060-03-15      | 5.7000%  |  | $31185.08          | $34368.84          | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DF8953       | 2060-04-15      | 5.2200%  |  | $9123.34           | $8680.19           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 06.000 CLQJ9527 | 2054-11-01      | 6.0000%  |  | $5956.86           | $6113.19           | Agency Mortgage-Backed Securities   |
| GNMA GNPL PN DH1771       | 2060-05-15      | 5.6400%  |  | $46942.70          | $49329.44          | Agency Mortgage-Backed Securities   |
| GNMA GNII SF DI7056 C     | 2055-04-20      | 6.5000%  |  | $877055.68         | $905899.89         | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.000 CIFM7779 | 2036-06-01      | 2.0000%  |  | $3171.69           | $2930.73           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS8195 | 2031-10-01      | 2.5000%  |  | $2364.07           | $2285.59           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  |  | $5377.98           | $5048.53           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIFS7780 | 2037-05-01      | 2.5000%  |  | $5076.27           | $4792.63           | Agency Mortgage-Backed Securities   |
| FMAC FEPC 03.500 CLQE5112 | 2052-07-01      | 3.5000%  |  | $3229.79           | $2930.52           | Agency Mortgage-Backed Securities   |
| FNMA MNAR XX.XXX HXBL1296 | 2026-02-01      | 3.5750%  |  | $844.35            | $841.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 04.000 CLMA5283 | 2054-02-01      | 4.0000%  |  | $917.52            | $859.64            | Agency Mortgage-Backed Securities   |
| FNMA FNMS 02.500 CIAS5786 | 2030-09-01      | 2.5000%  |  | $2401.44           | $2330.10           | Agency Mortgage-Backed Securities   |
| FNMA FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  |  | $369.91            | $380.48            | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DM1331 H     | 2075-07-20      | 6.4700%  |  | $341992.19         | $351467.50         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL5004 H     | 2075-07-20      | 6.7370%  |  | $34489.46          | $35704.87          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DL4996 H     | 2075-07-20      | 5.7420%  |  | $135493.26         | $143658.76         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK5005 H     | 2075-07-20      | 6.6620%  |  | $334204.84         | $354261.66         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DK8593 H     | 2075-07-20      | 6.2190%  |  | $58250.20          | $59551.91          | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8570 H     | 2075-07-20      | 5.7300%  |  | $2450843.76        | $2630634.39        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8565 H     | 2075-07-20      | 5.7470%  |  | $2544470.24        | $2732300.20        | Agency Mortgage-Backed Securities   |
| GNMA GNHA RM DK8573 H     | 2075-07-20      | 5.9420%  |  | $191969.57         | $203437.75         | Agency Mortgage-Backed Securities   |
| GNMA GNHA ML DL4962 H     | 2075-07-20      | 6.5670%  |  | $148342.58         | $153460.49         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8707 H     | 2075-07-20      | 7.0240%  |  | $159805.22         | $171763.46         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DK8594 H     | 2075-07-20      | 6.5110%  |  | $160549.87         | $167186.86         | Agency Mortgage-Backed Securities   |
| GNMA GNHA AL DL4957 H     | 2075-07-20      | 6.6050%  |  | $271484.54         | $287820.37         | Agency Mortgage-Backed Securities   |
| USTR TINT 08/15/30        | 2030-08-15      | 0.0000%  |  | $4191990.71        | $3469308.28        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/30        | 2030-05-15      | 0.0000%  |  | $3837512.10        | $3209200.08        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/29        | 2029-08-15      | 0.0000%  |  | $2967305.35        | $2560561.97        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/29        | 2029-02-15      | 0.0000%  |  | $3637788.53        | $3201606.77        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/27        | 2027-02-15      | 0.0000%  |  | $3777862.13        | $3581670.19        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/26        | 2026-11-15      | 0.0000%  |  | $5254674.83        | $5022927.91        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/26        | 2026-08-15      | 0.0000%  |  | $4280460.60        | $4128589.85        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/26        | 2026-02-15      | 0.0000%  |  | $1988266.50        | $1953440.02        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/34        | 2034-05-15      | 0.0000%  |  | $213925.42         | $147830.38         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/32        | 2032-11-15      | 0.0000%  |  | $3583779.62        | $2672861.68        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/32        | 2032-05-15      | 0.0000%  |  | $6203072.66        | $4737373.43        | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/31        | 2031-11-15      | 0.0000%  |  | $586642.73         | $458766.93         | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/30        | 2030-11-15      | 0.0000%  |  | $3291197.86        | $2694480.65        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/35        | 2035-08-15      | 0.0000%  |  | $1179702.67        | $760921.20         | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/35        | 2035-02-15      | 0.0000%  |  | $3054244.27        | $2024417.24        | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/34        | 2034-02-15      | 0.0000%  |  | $5618024.66        | $3932280.18        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/33        | 2033-08-15      | 0.0000%  |  | $39172.96          | $28158.78          | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/33        | 2033-02-15      | 0.0000%  |  | $5710506.71        | $4206153.67        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/32        | 2032-08-15      | 0.0000%  |  | $7210559.10        | $5442068.53        | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/31        | 2031-08-15      | 0.0000%  |  | $1179701.70        | $933502.68         | U.S. Treasuries (including strips)  |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $30085370.85       | $30520755.20       | U.S. Treasuries (including strips)  |
| USTR 4 1/4 NOTE AK 28     | 2028-02-15      | 4.2500%  |  | $11997848.14       | $12193975.13       | U.S. Treasuries (including strips)  |
| USTR TINT 02/15/31        | 2031-02-15      | 0.0000%  |  | $3688248.69        | $2984884.91        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/26        | 2026-05-15      | 0.0000%  |  | $3680254.85        | $3579857.50        | U.S. Treasuries (including strips)  |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $23535128.14       | $24686918.50       | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/31        | 2031-05-15      | 0.0000%  |  | $3360843.34        | $2689393.89        | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/35        | 2035-05-15      | 0.0000%  |  | $199525.42         | $130410.62         | U.S. Treasuries (including strips)  |
| USTR TINT 08/15/34        | 2034-08-15      | 0.0000%  |  | $1179701.93        | $803889.00         | U.S. Treasuries (including strips)  |
| USTR TINT 05/15/33        | 2033-05-15      | 0.0000%  |  | $1.22              | $0.89              | U.S. Treasuries (including strips)  |
| USTR TINT 11/15/34        | 2034-11-15      | 0.0000%  |  | $0.03              | $0.02              | U.S. Treasuries (including strips)  |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $29664353.90       | $30520900.52       | U.S. Treasuries (including strips)  |

### Security 215: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $3272935000.00
- **C.18.a - Value (excl. sponsor support):** $3272935000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 1/4 TPRN F 34  | 2034-11-15      | 0.0000%  |  | $1970524.26        | $1339438.25        | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 34  | 2034-08-15      | 0.0000%  |  | $2382600.06        | $1645981.13        | U.S. Treasuries (including strips) |
| USTR 4 3/8 TPRN C 34  | 2034-05-15      | 0.0000%  |  | $3890807.16        | $2721642.95        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 31  | 2031-05-15      | 0.0000%  |  | $137632.35         | $110933.05         | U.S. Treasuries (including strips) |
| USTR 3 7/8 TPRN E 33  | 2033-08-15      | 0.0000%  |  | $65700.25          | $47729.59          | U.S. Treasuries (including strips) |
| USTR 3 1/2 TPRN B 33  | 2033-02-15      | 0.0000%  |  | $427534.68         | $317910.94         | U.S. Treasuries (including strips) |
| USTR 4 1/8 TPRN F 32  | 2032-11-15      | 0.0000%  |  | $701446.73         | $528133.98         | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN E 32  | 2032-08-15      | 0.0000%  |  | $189854.38         | $144437.42         | U.S. Treasuries (including strips) |
| USTR 1 7/8 TPRN B 32  | 2032-02-15      | 0.0000%  |  | $169564.60         | $131976.54         | U.S. Treasuries (including strips) |
| USTR 1 3/8 TPRN F 31  | 2031-11-15      | 0.0000%  |  | $782605.86         | $616184.72         | U.S. Treasuries (including strips) |
| USTR 0 7/8 TPRN F 30  | 2030-11-15      | 0.0000%  |  | $859417.18         | $708335.94         | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN C 30  | 2030-05-15      | 0.0000%  |  | $595166.93         | $500533.60         | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN B 30  | 2030-02-15      | 0.0000%  |  | $103864.36         | $88231.32          | U.S. Treasuries (including strips) |
| USTR 1 3/4 TPRN F 29  | 2029-11-15      | 0.0000%  |  | $6743936.92        | $5795004.30        | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN E 29  | 2029-08-15      | 0.0000%  |  | $568113.88         | $492961.51         | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 29  | 2029-05-15      | 0.0000%  |  | $327051.95         | $285870.88         | U.S. Treasuries (including strips) |
| USTR 3 1/8 TPRN F 28  | 2028-11-15      | 0.0000%  |  | $505795.27         | $450560.40         | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 25  | 2025-11-15      | 0.0000%  |  | $3622257.41        | $3590127.98        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN B 27  | 2027-02-15      | 0.0000%  |  | $4429935.64        | $4194147.88        | U.S. Treasuries (including strips) |
| USTR 2 TPRN F 26      | 2026-11-15      | 0.0000%  |  | $44444.28          | $42433.76          | U.S. Treasuries (including strips) |
| USTR 2 3/4 TPRN B 28  | 2028-02-15      | 0.0000%  |  | $11531069.33       | $10550640.16       | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN C 26  | 2026-05-15      | 0.0000%  |  | $227197.24         | $220936.14         | U.S. Treasuries (including strips) |
| USTR 1 5/8 TPRN B 26  | 2026-02-15      | 0.0000%  |  | $216907.43         | $212936.72         | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $91193051.19       | $79930411.99       | U.S. Treasuries (including strips) |
| USTR 5 3/8 TPRN 31    | 2031-02-15      | 0.0000%  |  | $396182.14         | $322834.17         | U.S. Treasuries (including strips) |
| USTR 6 1/4 TPRN 30    | 2030-05-15      | 0.0000%  |  | $2971052.04        | $2498972.66        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 29    | 2029-08-15      | 0.0000%  |  | $38322566.45       | $33198762.67       | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 29    | 2029-02-15      | 0.0000%  |  | $5050609.72        | $4472067.42        | U.S. Treasuries (including strips) |
| USTR 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  |  | $4621046.06        | $4116640.40        | U.S. Treasuries (including strips) |
| USTR 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  |  | $4888146.54        | $4402866.02        | U.S. Treasuries (including strips) |
| USTR 6 1/8 TPRN 27    | 2027-11-15      | 0.0000%  |  | $571543.82         | $528290.53         | U.S. Treasuries (including strips) |
| USTR 6 3/8 TPRN 27    | 2027-08-15      | 0.0000%  |  | $2584386.77        | $2408767.35        | U.S. Treasuries (including strips) |
| USTR 6 3/4 TPRN 26    | 2026-08-15      | 0.0000%  |  | $51159.23          | $49374.90          | U.S. Treasuries (including strips) |
| USTR TINT 02/15/30    | 2030-02-15      | 0.0000%  |  | $79113602.21       | $66863810.27       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/29    | 2029-11-15      | 0.0000%  |  | $120796279.19      | $103172464.44      | U.S. Treasuries (including strips) |
| USTR TINT 05/15/29    | 2029-05-15      | 0.0000%  |  | $99467890.29       | $86684575.43       | U.S. Treasuries (including strips) |
| USTR TINT 11/15/28    | 2028-11-15      | 0.0000%  |  | $64799958.43       | $57595045.45       | U.S. Treasuries (including strips) |
| USTR TINT 05/15/28    | 2028-05-15      | 0.0000%  |  | $64779314.78       | $58668034.23       | U.S. Treasuries (including strips) |
| USTR TINT 02/15/28    | 2028-02-15      | 0.0000%  |  | $115439380.24      | $105505359.81      | U.S. Treasuries (including strips) |
| USTR TINT 11/15/27    | 2027-11-15      | 0.0000%  |  | $79607085.93       | $73400439.87       | U.S. Treasuries (including strips) |
| USTR TINT 08/15/27    | 2027-08-15      | 0.0000%  |  | $71542902.85       | $66541553.14       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $785690051.50      | $803971835.68      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $346213093.28      | $355972993.75      | U.S. Treasuries (including strips) |
| USTR 2 3/8 TPRN C 27  | 2027-05-15      | 0.0000%  |  | $7966154.71        | $7478849.09        | U.S. Treasuries (including strips) |
| USTR 1 1/2 TPRN E 26  | 2026-08-15      | 0.0000%  |  | $70531.15          | $67929.39          | U.S. Treasuries (including strips) |
| USTR 6 1/2 TPRN 26    | 2026-11-15      | 0.0000%  |  | $36473.30          | $34994.20          | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN E 28  | 2028-08-15      | 0.0000%  |  | $203380.91         | $182835.16         | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  |  | $1110363464.38     | $1107922788.88     | U.S. Treasuries (including strips) |
| USTR 3 3/8 TPRN C 33  | 2033-05-15      | 0.0000%  |  | $345457.69         | $254014.00         | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 28  | 2028-05-15      | 0.0000%  |  | $32511.96          | $29486.69          | U.S. Treasuries (including strips) |
| USTR 4 1/2 TPRN F 33  | 2033-11-15      | 0.0000%  |  | $1401444.20        | $1006129.02        | U.S. Treasuries (including strips) |
| USTR TINT 08/15/28    | 2028-08-15      | 0.0000%  |  | $134782736.72      | $120944727.92      | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN E 27  | 2027-08-15      | 0.0000%  |  | $2220764.90        | $2067325.59        | U.S. Treasuries (including strips) |
| USTR 0 5/8 TPRN E 30  | 2030-08-15      | 0.0000%  |  | $455747.14         | $379334.75         | U.S. Treasuries (including strips) |
| USTR TINT 11/15/25    | 2025-11-15      | 0.0000%  |  | $34505460.26       | $34208023.20       | U.S. Treasuries (including strips) |
| USTR 1 1/4 TPRN E 31  | 2031-08-15      | 0.0000%  |  | $20289.78          | $16166.37          | U.S. Treasuries (including strips) |
| USTR TINT 05/15/27    | 2027-05-15      | 0.0000%  |  | $102215137.34      | $95965499.41       | U.S. Treasuries (including strips) |
| USTR 2 5/8 TPRN B 29  | 2029-02-15      | 0.0000%  |  | $33816.30          | $29848.94          | U.S. Treasuries (including strips) |
| USTR 6 5/8 TPRN 27    | 2027-02-15      | 0.0000%  |  | $10748221.92       | $10218012.13       | U.S. Treasuries (including strips) |
| USTR 2 7/8 TPRN C 32  | 2032-05-15      | 0.0000%  |  | $7857217.91        | $6046773.47        | U.S. Treasuries (including strips) |
| USTR 2 1/4 TPRN F 27  | 2027-11-15      | 0.0000%  |  | $1932.36           | $1783.38           | U.S. Treasuries (including strips) |
| USTR 4 TPRN B 34      | 2034-02-15      | 0.0000%  |  | $1590815.49        | $1127320.26        | U.S. Treasuries (including strips) |
| USTR 6 TPRN 26        | 2026-02-15      | 0.0000%  |  | $7106061.21        | $6975807.10        | U.S. Treasuries (including strips) |

### Security 216: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc., REPO,  4.260%, 11/24/2025
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99CBF2906, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $726500000.00
- **C.18.a - Value (excl. sponsor support):** $726500000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  |  | $310072.13         | $307188.12         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5467 | 2054-09-01      | 4.0000%  |  | $883106.42         | $827352.48         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLMA5446 | 2054-08-01      | 6.5000%  |  | $579.65            | $603.44            | Agency Mortgage-Backed Securities |
| FNMA FNMS 07.500 CLMA5460 | 2054-08-01      | 7.5000%  |  | $161042.63         | $172647.73         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8756 | 2054-08-01      | 6.0000%  |  | $76440.50          | $78952.08          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8674 | 2054-08-01      | 6.5000%  |  | $7599827.25        | $7947097.97        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLBU4938 | 2054-08-01      | 6.5000%  |  | $1588115.56        | $1681673.91        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4916 | 2054-08-01      | 6.0000%  |  | $89121.86          | $91626.78          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1413 | 2054-08-01      | 6.5000%  |  | $879366.67         | $932684.04         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC1130 | 2054-08-01      | 6.0000%  |  | $855000.99         | $891591.33         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0901 | 2054-08-01      | 6.0000%  |  | $387284.60         | $397858.11         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  |  | $760403.55         | $806336.14         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0363 | 2054-08-01      | 6.0000%  |  | $1009870.55        | $1053263.34        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDC0299 | 2054-08-01      | 6.0000%  |  | $44211.79          | $45372.07          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB9242 | 2054-08-01      | 6.5000%  |  | $841408.89         | $889902.28         | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9056 | 2054-08-01      | 3.5510%  |  | $2426892.56        | $2307149.41        | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB8402 | 2054-08-01      | 5.2240%  |  | $1862715.71        | $1898925.25        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB8178 | 2054-08-01      | 6.0000%  |  | $829550.67         | $862160.03         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7919 | 2054-08-01      | 6.5000%  |  | $746443.89         | $784799.58         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6963 | 2054-08-01      | 5.5000%  |  | $742366.24         | $768774.27         | Agency Mortgage-Backed Securities |
| FNMA FNMS 05.500 CLDB6969 | 2054-08-01      | 5.5000%  |  | $1654427.49        | $1697840.95        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 3PRE5072 | 2054-08-01      | 7.5000%  |  | $3119284.15        | $3275261.87        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ6448 | 2054-08-01      | 7.0000%  |  | $890219.10         | $944402.68         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ4192 | 2054-08-01      | 6.5000%  |  | $772398.40         | $806188.17         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ4065 | 2054-08-01      | 6.0000%  |  | $9730559.62        | $9985925.18        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ3763 | 2054-08-01      | 7.0000%  |  | $1560156.95        | $1655118.16        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ3659 | 2054-08-01      | 4.0000%  |  | $863870.64         | $809331.13         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ3584 | 2054-08-01      | 5.5000%  |  | $803734.26         | $821631.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ2444 | 2054-08-01      | 7.0000%  |  | $834140.57         | $889480.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2419 | 2054-08-01      | 6.0000%  |  | $918992.60         | $944320.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1952 | 2054-08-01      | 5.5000%  |  | $756686.58         | $776587.26         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1935 | 2054-08-01      | 5.5000%  |  | $904794.52         | $921702.21         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1933 | 2054-08-01      | 6.0000%  |  | $830328.23         | $853260.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1916 | 2054-08-01      | 6.0000%  |  | $156684.55         | $162915.06         | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.000 CLQJ1910 | 2054-08-01      | 4.0000%  |  | $241488.87         | $226242.74         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1590 | 2054-08-01      | 6.0000%  |  | $128500.96         | $131927.65         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1600 | 2054-08-01      | 5.5000%  |  | $2256910.52        | $2280783.62        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1478 | 2054-08-01      | 6.0000%  |  | $383585.35         | $394050.20         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1422 | 2054-08-01      | 6.0000%  |  | $2887836.63        | $2969584.55        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1400 | 2054-08-01      | 5.5000%  |  | $426691.65         | $431311.78         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1412 | 2054-08-01      | 6.0000%  |  | $925498.82         | $967521.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ1264 | 2054-08-01      | 6.5000%  |  | $777952.41         | $821851.14         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.500 CLQJ1238 | 2054-08-01      | 7.5000%  |  | $228444.31         | $246566.64         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1162 | 2054-08-01      | 5.5000%  |  | $436564.08         | $441329.52         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLQJ1157 | 2054-08-01      | 5.0000%  |  | $43629.24          | $43256.56          | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ1795 | 2054-08-01      | 6.0000%  |  | $750473.23         | $785073.55         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0517 | 2054-08-01      | 6.0000%  |  | $1126984.88        | $1174635.68        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ0489 | 2054-08-01      | 6.0000%  |  | $619333.03         | $635878.30         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ0446 | 2054-08-01      | 7.0000%  |  | $1115306.75        | $1184428.38        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ0865 | 2054-08-01      | 5.5000%  |  | $154554.54         | $156302.21         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  |  | $5925479.16        | $6080985.46        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  |  | $29390919.13       | $29704454.93       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLDB7692 | 2054-08-01      | 6.0000%  |  | $43563.56          | $44765.33          | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLFS8574 | 2054-08-01      | 6.5000%  |  | $21222771.51       | $22185978.80       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDB7917 | 2054-08-01      | 6.5000%  |  | $818988.22         | $862197.67         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2214 | 2054-08-01      | 6.5000%  |  | $73804.12          | $78154.32          | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0559 M     | 2055-08-20      | 7.0000%  |  | $93775126.02       | $97599692.40       | Agency Mortgage-Backed Securities |
| FNMA FNAR XX.XXX SODB9055 | 2054-08-01      | 4.7420%  |  | $866589.00         | $865129.86         | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLQJ2992 | 2054-08-01      | 6.5000%  |  | $8623748.64        | $8996152.77        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLQJ2163 | 2054-08-01      | 6.0000%  |  | $216451.46         | $222170.69         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1439 | 2054-08-01      | 5.5000%  |  | $895128.14         | $904757.74         | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.000 CLMA5441 | 2054-08-01      | 4.0000%  |  | $7329.87           | $6867.10           | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0036 | 2054-08-01      | 6.5000%  |  | $10995217.30       | $11479573.73       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0365 M     | 2055-05-20      | 5.0000%  |  | $15387532.18       | $15282356.69       | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1934 | 2054-08-01      | 7.0000%  |  | $953809.46         | $1014313.83        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLQJ1220 | 2054-08-01      | 7.0000%  |  | $762744.76         | $811131.33         | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSD7217 | 2054-08-01      | 7.0000%  |  | $28510348.05       | $30608950.40       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2210 | 2054-08-01      | 6.0000%  |  | $2447416.70        | $2517331.24        | Agency Mortgage-Backed Securities |
| FNMA FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  |  | $62108.37          | $59997.31          | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0747 G        | 2054-08-01      | 3.7500%  |  | $1151280.19        | $1099862.48        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  |  | $4387510.13        | $4502654.49        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6753 | 2054-08-01      | 6.0000%  |  | $13172037.40       | $13752564.22       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  |  | $14316143.18       | $14771635.14       | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6385 | 2054-08-01      | 5.0000%  |  | $1577148.30        | $1566861.97        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD7084 | 2054-08-01      | 6.0000%  |  | $22663838.13       | $23366794.85       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0553 M     | 2055-08-20      | 4.0000%  |  | $91107497.75       | $85273074.81       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0421 M     | 2055-06-20      | 4.0000%  |  | $101671319.14      | $95160400.82       | Agency Mortgage-Backed Securities |
| GNMA GNII SF MB0029 M     | 2054-11-20      | 7.0000%  |  | $34874994.88       | $36256757.66       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLRJ2702 | 2054-08-01      | 6.0000%  |  | $764042.44         | $784093.72         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2242 | 2054-08-01      | 5.5000%  |  | $1327808.61        | $1348433.17        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  |  | $150662.01         | $152260.05         | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1475 | 2054-08-01      | 6.5000%  |  | $2683329.48        | $2818425.88        | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.000 CLBU4824 | 2054-08-01      | 6.0000%  |  | $2141341.65        | $2233020.34        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.000 CLSD6389 | 2054-08-01      | 5.0000%  |  | $462899.24         | $459204.79         | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ1462 | 2054-08-01      | 5.5000%  |  | $1557201.91        | $1574120.57        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1430 | 2054-08-01      | 7.0000%  |  | $4169314.76        | $4482423.82        | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.500 CLSL0690 | 2054-08-01      | 6.5000%  |  | $6746849.92        | $7038695.41        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD6042 | 2054-08-01      | 5.5000%  |  | $10252989.10       | $10450397.88       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6039 | 2054-08-01      | 6.0000%  |  | $983555.87         | $1010747.92        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0754 G        | 2054-08-01      | 3.6400%  |  | $3119098.56        | $2966696.63        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0752 G        | 2054-08-01      | 4.1460%  |  | $1195639.61        | $1166292.24        | Agency Mortgage-Backed Securities |
| FMAC FMAR 8D0750 G        | 2054-08-01      | 3.7280%  |  | $2359454.63        | $2252098.39        | Agency Mortgage-Backed Securities |
| FMAC FEPC 07.000 CLSL1705 | 2054-08-01      | 7.0000%  |  | $49842700.88       | $52951462.11       | Agency Mortgage-Backed Securities |
| FNMA FNMS 06.500 CLDC1842 | 2054-08-01      | 6.5000%  |  | $2080883.12        | $2185650.50        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLQJ2185 | 2054-08-01      | 5.5000%  |  | $1132773.49        | $1145299.45        | Agency Mortgage-Backed Securities |
| FMAC FEPC 04.500 CLSD8460 | 2054-09-01      | 4.5000%  |  | $8313874.61        | $8031286.02        | Agency Mortgage-Backed Securities |
| FMAC FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  |  | $38829062.50       | $39244835.48       | Agency Mortgage-Backed Securities |
| FMAC FEPC 06.000 CLSD6267 | 2054-08-01      | 6.0000%  |  | $33278690.16       | $34214043.23       | Agency Mortgage-Backed Securities |

### Security 217: Truist Bank

- **C.1 - Title:** Truist Bank, REPO,  4.340%, 9/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SF MA6338 M | 2049-12-20      | 3.0000%  |  | $286352978.63      | $255000000.00      | Agency Mortgage-Backed Securities |

### Security 218: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.340%, 9/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $448334000.00
- **C.18.a - Value (excl. sponsor support):** $448334000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNRA 2019-23 BF      | 2049-10-20      | 4.8549%  |  | $169.34            | $165.04            | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2010-009 DF     | 2040-01-16      | 4.8744%  |  | $3533.85           | $3507.28           | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2020-016 FB     | 2050-02-20      | 4.8049%  |  | $5409.79           | $5244.25           | Agency Collateralized Mortgage Obligation |
| FNMA FNMS 03.000 CLBW9776 | 2048-06-01      | 3.0000%  |  | $5340605.46        | $4728536.47        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5126 | 2048-01-01      | 3.5000%  |  | $3140907.97        | $2916716.94        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLBE0518 | 2046-11-01      | 3.0000%  |  | $3166636.87        | $2837443.86        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 02.000 ZLSI2060 | 2050-09-01      | 2.0000%  |  | $4692140.20        | $3774144.35        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.500 CLQH5965 | 2053-12-01      | 6.5000%  |  | $3730860.86        | $3921610.66        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0147 M     | 2055-01-20      | 5.5000%  |  | $2457371.18        | $2486704.27        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  |  | $35292192.35       | $35651211.99       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLRJ3511 | 2055-02-01      | 6.0000%  |  | $5238136.04        | $5405424.65        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC Q42970 G | 2046-09-01      | 3.0000%  |  | $160.16            | $143.69            | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC Q59065 G | 2048-10-01      | 4.0000%  |  | $3001922.68        | $2869541.23        | Agency Mortgage-Backed Securities         |
| FMAC 03.500 FGPC Q54812 G | 2048-03-01      | 3.5000%  |  | $3280501.27        | $3034480.80        | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC V83191 G | 2047-06-01      | 4.0000%  |  | $2899314.11        | $2773721.95        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.000 CLSD1465 | 2052-08-01      | 5.0000%  |  | $235.75            | $235.46            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZT0520 | 2047-04-01      | 3.0000%  |  | $5968880.32        | $5348578.36        | Agency Mortgage-Backed Securities         |
| FMAC 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  |  | $28.50             | $25.68             | Agency Mortgage-Backed Securities         |
| FMAC 04.000 FGPC G07477 G | 2041-01-01      | 4.0000%  |  | $3890147.25        | $3807874.96        | Agency Mortgage-Backed Securities         |
| FMAC 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  |  | $7.22              | $7.31              | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  |  | $4915417.46        | $4402460.87        | Agency Mortgage-Backed Securities         |
| FMAC FEPC 06.000 CLSD8373 | 2053-11-01      | 6.0000%  |  | $31191.07          | $32042.48          | Agency Mortgage-Backed Securities         |
| FMAC FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  |  | $268.64            | $271.69            | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.000 CLZM1779 | 2046-09-01      | 3.0000%  |  | $4766505.85        | $4273450.54        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 02.500 CLBQ4342 | 2050-12-01      | 2.5000%  |  | $3807093.89        | $3206279.06        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MA6930 M     | 2050-10-20      | 2.0000%  |  | $31787399.90       | $26087078.51       | Agency Mortgage-Backed Securities         |
| FMAC FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  |  | $884081.81         | $874745.90         | Agency Mortgage-Backed Securities         |
| FMAC FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  |  | $268174.37         | $246667.12         | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLCB8553 | 2054-05-01      | 6.5000%  |  | $4534627.12        | $4793996.71        | Agency Mortgage-Backed Securities         |
| GNMA GNII SF MB0307 M     | 2055-04-20      | 5.0000%  |  | $2293.93           | $2278.25           | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.500 CLBM5388 | 2047-01-01      | 3.5000%  |  | $2879275.41        | $2678314.15        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  |  | $3444565.78        | $3504665.80        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCC0546 | 2055-06-01      | 7.0000%  |  | $5894420.09        | $6270009.26        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.000 CLMA5040 | 2053-06-01      | 6.0000%  |  | $4818574.18        | $4952885.52        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  |  | $4360165.84        | $3908022.45        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 06.500 CLFS6722 | 2053-12-01      | 6.5000%  |  | $4559927.19        | $4763279.68        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 07.000 CLCB8886 | 2054-07-01      | 7.0000%  |  | $3770261.48        | $4025792.62        | Agency Mortgage-Backed Securities         |
| FNMA FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  |  | $251.25            | $235.68            | Agency Mortgage-Backed Securities         |
| USTR 1 1/2 NOTE E 26      | 2026-08-15      | 1.5000%  |  | $53.80             | $52.63             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $17.93             | $16.30             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 BOND 53        | 2053-08-15      | 4.1250%  |  | $71.73             | $62.91             | U.S. Treasuries (including strips)        |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $35.87             | $31.18             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 BOND 51        | 2051-05-15      | 2.3750%  |  | $53.80             | $33.78             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIB 50        | 2050-02-15      | 0.2500%  |  | $89.96             | $51.10             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-02-15      | 3.0000%  |  | $17.93             | $13.16             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 TRIB 47        | 2047-02-15      | 0.8750%  |  | $47.91             | $34.31             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 BOND 46        | 2046-11-15      | 2.8750%  |  | $35.87             | $26.37             | U.S. Treasuries (including strips)        |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $35.87             | $29.52             | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIB 43        | 2043-02-15      | 0.6250%  |  | $150.90            | $112.05            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 43        | 2043-02-15      | 3.1250%  |  | $35.87             | $28.59             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 BOND 42        | 2042-11-15      | 2.7500%  |  | $53.80             | $41.01             | U.S. Treasuries (including strips)        |
| USTR 3 BOND 42            | 2042-05-15      | 3.0000%  |  | $197.27            | $157.85            | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIB 42        | 2042-02-15      | 0.7500%  |  | $51.18             | $39.80             | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $89.67             | $90.41             | U.S. Treasuries (including strips)        |
| USTR 5 BOND 37            | 2037-05-15      | 5.0000%  |  | $1779993.58        | $1913829.83        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 TRIB 29        | 2029-04-15      | 3.8750%  |  | $35.17             | $39.22             | U.S. Treasuries (including strips)        |
| USTR BILL 02/26/26        | 2026-02-26      | 0.0000%  |  | $107.60            | $105.56            | U.S. Treasuries (including strips)        |
| USTR BILL 11/25/25        | 2025-11-25      | 0.0000%  |  | $17.93             | $17.76             | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $2779.67           | $2734.86           | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE B 31      | 2031-02-15      | 1.1250%  |  | $17.93             | $15.66             | U.S. Treasuries (including strips)        |
| USTR BILL 01/15/26        | 2026-01-15      | 0.0000%  |  | $538.00            | $530.11            | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1361644.16        | $1398169.50        | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $3586.67           | $3573.73           | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $71.73             | $72.14             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $10724.15          | $9962.48           | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE N 29      | 2029-07-31      | 2.6250%  |  | $125.53            | $121.18            | U.S. Treasuries (including strips)        |
| USTR 0 5/8 TRIN D 32      | 2032-07-15      | 0.6250%  |  | $1049033.39        | $996983.78         | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $53.80             | $50.30             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AH 25     | 2025-12-31      | 0.3750%  |  | $154424.16         | $152642.33         | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE T 27      | 2027-12-31      | 0.6250%  |  | $35.87             | $33.53             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE AG 25     | 2025-11-30      | 0.3750%  |  | $17.93             | $17.78             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $1918.87           | $1666.86           | U.S. Treasuries (including strips)        |
| USTR 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  |  | $107.60            | $92.69             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $35.87             | $33.91             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE H 27      | 2027-02-28      | 1.1250%  |  | $122628.32         | $118728.96         | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $35.87             | $32.73             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE G 27      | 2027-01-31      | 1.5000%  |  | $71.73             | $69.61             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 30      | 2030-01-15      | 0.1250%  |  | $1862135.78        | $1786376.37        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE E 29      | 2029-08-15      | 1.6250%  |  | $17.93             | $16.66             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN D 26      | 2026-07-15      | 0.1250%  |  | $2152862.88        | $2144165.00        | U.S. Treasuries (including strips)        |
| USTR 0 1/4 TRIN D 29      | 2029-07-15      | 0.2500%  |  | $1550937.37        | $1511943.24        | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE B 29      | 2029-02-15      | 2.6250%  |  | $35.87             | $34.76             | U.S. Treasuries (including strips)        |
| USTR 3 1/8 NOTE F 28      | 2028-11-15      | 3.1250%  |  | $17.93             | $17.83             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $35.87             | $35.19             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $1156971.23        | $1147225.38        | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $35.87             | $35.06             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 NOTE E 27      | 2027-08-15      | 2.2500%  |  | $35.87             | $34.96             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE N 31      | 2031-07-31      | 4.1250%  |  | $71.73             | $73.11             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AB 29         | 2029-07-31      | 4.0000%  |  | $7729.28           | $7853.48           | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $35.87             | $36.52             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $17.93             | $18.46             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE AP 27     | 2027-06-15      | 4.6250%  |  | $71.73             | $73.58             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE Z 29      | 2029-05-31      | 4.5000%  |  | $81671175.58       | $85024885.94       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $14082565.47       | $14890118.94       | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE BA 26     | 2026-04-30      | 4.8750%  |  | $2680427.59        | $2738475.49        | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $2466644.00        | $2518854.40        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  |  | $107.60            | $110.52            | U.S. Treasuries (including strips)        |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $1811.27           | $1802.63           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  |  | $179.33            | $179.99            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $19224.56          | $19340.60          | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $1367095.90        | $1413634.85        | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $12760338.84       | $13641200.50       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE Q 30      | 2030-09-30      | 4.6250%  |  | $35.87             | $38.03             | U.S. Treasuries (including strips)        |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $17.93             | $18.25             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $3514.94           | $3548.29           | U.S. Treasuries (including strips)        |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $35.87             | $34.72             | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $35.87             | $36.16             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $107.60            | $108.56            | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $60453.36          | $61202.58          | U.S. Treasuries (including strips)        |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $35.87             | $37.07             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE V 28          | 2028-02-29      | 4.0000%  |  | $71.73             | $73.82             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 TRIN A 33      | 2033-01-15      | 1.1250%  |  | $38.82             | $37.77             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $35.87             | $36.39             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AU 25     | 2025-11-15      | 4.5000%  |  | $35.87             | $36.35             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $35.87             | $36.67             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $1429019.79        | $1467352.45        | U.S. Treasuries (including strips)        |
| USTR BILL 09/16/25        | 2025-09-16      | 0.0000%  |  | $421147.03         | $420448.76         | U.S. Treasuries (including strips)        |
| USTR BILL 05/14/26        | 2026-05-14      | 0.0000%  |  | $35.87             | $34.92             | U.S. Treasuries (including strips)        |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $35.87             | $35.83             | U.S. Treasuries (including strips)        |
| USTR BILL 09/04/25        | 2025-09-04      | 0.0000%  |  | $156594.10         | $156557.30         | U.S. Treasuries (including strips)        |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $71.73             | $71.60             | U.S. Treasuries (including strips)        |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $71.73             | $70.92             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $35.87             | $35.29             | U.S. Treasuries (including strips)        |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $89.67             | $88.94             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $35.87             | $31.79             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $35.87             | $34.77             | U.S. Treasuries (including strips)        |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $71.73             | $67.40             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $17.93             | $17.44             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $35.87             | $33.66             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN AE 26     | 2026-10-15      | 0.1250%  |  | $42.32             | $42.09             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $35.87             | $30.99             | U.S. Treasuries (including strips)        |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $107.60            | $100.02            | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  |  | $17.93             | $17.52             | U.S. Treasuries (including strips)        |
| USTR 0 3/4 NOTE Z 26      | 2026-05-31      | 0.7500%  |  | $17.93             | $17.54             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $53.80             | $50.99             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AB 30     | 2030-07-31      | 3.8750%  |  | $17.93             | $18.13             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $17.93             | $18.19             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $35.87             | $36.43             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $9475646.69        | $9696676.25        | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $71.73             | $73.23             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AM 28     | 2028-04-15      | 3.7500%  |  | $8966697.93        | $9124910.17        | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $35.87             | $36.95             | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $11260033.94       | $11537210.02       | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $71.73             | $74.17             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $53.80             | $55.21             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $17588304.22       | $18210569.82       | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $1961909.58        | $2014059.46        | U.S. Treasuries (including strips)        |
| USTR 4 3/8 NOTE AH 29     | 2029-12-31      | 4.3750%  |  | $35.87             | $37.13             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE T 31      | 2031-12-31      | 4.5000%  |  | $35.87             | $37.39             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $53.80             | $54.71             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $143.47            | $146.99            | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $17.93             | $18.26             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $13091.35          | $13462.47          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $53.80             | $55.32             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 29     | 2029-10-31      | 4.1250%  |  | $31307163.22       | $32291309.50       | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  |  | $913937.83         | $931704.69         | U.S. Treasuries (including strips)        |
| USTR 3 5/8 NOTE AC 29     | 2029-08-31      | 3.6250%  |  | $71.73             | $72.97             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $53.80             | $54.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AF 27     | 2027-10-31      | 4.1250%  |  | $17.93             | $18.36             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $89.67             | $90.86             | U.S. Treasuries (including strips)        |
| USTR 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  |  | $10132.35          | $9602.71           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 45            | 2045-11-15      | 3.0000%  |  | $125.53            | $95.57             | U.S. Treasuries (including strips)        |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $6294.61           | $6120.32           | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $17.93             | $13.08             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $11853.95          | $12192.91          | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  |  | $53.80             | $53.96             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $107.60            | $101.90            | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $1811.27           | $1817.24           | U.S. Treasuries (including strips)        |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $35.87             | $34.60             | U.S. Treasuries (including strips)        |
| USTR 0 1/2 TRIN A 28      | 2028-01-15      | 0.5000%  |  | $5860241.99        | $5810877.73        | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $17.93             | $17.40             | U.S. Treasuries (including strips)        |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $89.67             | $55.36             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $26165095.04       | $26755007.86       | U.S. Treasuries (including strips)        |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $71.73             | $70.68             | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $10805674.33       | $11017714.20       | U.S. Treasuries (including strips)        |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $53.80             | $51.15             | U.S. Treasuries (including strips)        |
| USTR 2 1/8 NOTE L 26      | 2026-05-31      | 2.1250%  |  | $7173.34           | $7113.34           | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE S 26      | 2026-11-30      | 1.6250%  |  | $17.93             | $17.54             | U.S. Treasuries (including strips)        |
| USTR 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  |  | $53.80             | $52.52             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE M 26      | 2026-06-30      | 1.8750%  |  | $159606.90         | $157404.82         | U.S. Treasuries (including strips)        |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $35.87             | $36.54             | U.S. Treasuries (including strips)        |
| USTR 1 3/8 TRIN D 33      | 2033-07-15      | 1.3750%  |  | $19.04             | $18.81             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  |  | $2016572.81        | $1990541.84        | U.S. Treasuries (including strips)        |
| USTR 1 5/8 NOTE R 26      | 2026-10-31      | 1.6250%  |  | $17.93             | $17.58             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $58821.42          | $59817.66          | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $53.80             | $55.32             | U.S. Treasuries (including strips)        |
| USTR 1 1/8 NOTE AF 26     | 2026-10-31      | 1.1250%  |  | $179.33            | $174.51            | U.S. Treasuries (including strips)        |
| USTR 3 1/8 BOND 48        | 2048-05-15      | 3.1250%  |  | $17.93             | $13.58             | U.S. Treasuries (including strips)        |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $35.87             | $35.49             | U.S. Treasuries (including strips)        |
| USTR 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  |  | $13208977.71       | $13917681.79       | U.S. Treasuries (including strips)        |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $17.93             | $15.21             | U.S. Treasuries (including strips)        |
| USTR 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  |  | $17.93             | $16.89             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $35.87             | $19.70             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $89.67             | $89.69             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $35.87             | $36.28             | U.S. Treasuries (including strips)        |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $6312.54           | $6202.07           | U.S. Treasuries (including strips)        |
| USTR 3 BOND 48            | 2048-08-15      | 3.0000%  |  | $35.87             | $26.19             | U.S. Treasuries (including strips)        |
| USTR 4 5/8 NOTE L 31      | 2031-05-31      | 4.6250%  |  | $53.80             | $56.68             | U.S. Treasuries (including strips)        |
| USTR 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  |  | $28424.38          | $27517.94          | U.S. Treasuries (including strips)        |
| USTR BILL 01/29/26        | 2026-01-29      | 0.0000%  |  | $17.93             | $17.64             | U.S. Treasuries (including strips)        |
| USTR 0 1/8 TRIN A 32      | 2032-01-15      | 0.1250%  |  | $41.72             | $38.54             | U.S. Treasuries (including strips)        |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $53.80             | $54.28             | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE AW 27     | 2027-01-31      | 4.1250%  |  | $35.87             | $36.16             | U.S. Treasuries (including strips)        |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $53.80             | $55.06             | U.S. Treasuries (including strips)        |
| USTR 3 3/4 NOTE P 31      | 2031-08-31      | 3.7500%  |  | $35.87             | $36.38             | U.S. Treasuries (including strips)        |
| USTR 0 1/4 NOTE AC 25     | 2025-08-31      | 0.2500%  |  | $17.93             | $17.95             | U.S. Treasuries (including strips)        |
| USTR 0 3/8 NOTE Q 27      | 2027-09-30      | 0.3750%  |  | $159517.24         | $149489.21         | U.S. Treasuries (including strips)        |
| USTR 4 1/8 NOTE P 30      | 2030-08-31      | 4.1250%  |  | $1230748.56        | $1278409.07        | U.S. Treasuries (including strips)        |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $2340715.95        | $2438190.43        | U.S. Treasuries (including strips)        |
| USTR 0 3/4 TRIN D 28      | 2028-07-15      | 0.7500%  |  | $46.07             | $46.09             | U.S. Treasuries (including strips)        |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $22323984.53       | $22908224.57       | U.S. Treasuries (including strips)        |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $17.93             | $17.32             | U.S. Treasuries (including strips)        |

### Security 219: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $661500000.00
- **C.18.a - Value (excl. sponsor support):** $661500000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  |  | $6388494.62        | $6191126.17        | U.S. Treasuries (including strips) |
| USTR 4 NOTE V 28      | 2028-02-29      | 4.0000%  |  | $2760828.62        | $2841267.04        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  |  | $15024688.41       | $14867984.67       | U.S. Treasuries (including strips) |
| USTR 0 7/8 TRIB 47    | 2047-02-15      | 0.8750%  |  | $9177493.18        | $6573057.18        | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26    | 2026-01-22      | 0.0000%  |  | $19342376.74       | $19044272.02       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $38911570.15       | $39723933.53       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $67074076.59       | $68191587.58       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $1361833.94        | $1410014.96        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  |  | $3097493.21        | $3149884.76        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  |  | $18081168.62       | $18141046.23       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $4663925.21        | $4576897.22        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  |  | $46413563.82       | $48319470.63       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  |  | $3391510.50        | $3480269.57        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  |  | $9885922.94        | $9945595.66        | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  |  | $45914520.44       | $49084055.44       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  |  | $1220700.97        | $1267972.39        | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34      | 2034-02-15      | 4.0000%  |  | $16453411.68       | $16374941.06       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  |  | $8248399.15        | $8304375.20        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  |  | $25288639.15       | $25372019.63       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $45487386.00       | $44688036.66       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $23911590.71       | $24757571.09       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  |  | $9471045.71        | $9244946.22        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $23208066.00       | $22621504.83       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  |  | $15564550.24       | $15389027.53       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $3201698.91        | $3202413.38        | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  |  | $14337428.82       | $13912941.50       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $17315890.94       | $17451043.72       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $2716663.76        | $2800961.00        | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  |  | $2339686.59        | $2403154.53        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $14389726.24       | $14470829.08       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $38911764.71       | $38282566.33       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  |  | $3435792.09        | $3517306.87        | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  |  | $3580816.24        | $3567900.81        | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  |  | $21852068.82       | $21674372.34       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  |  | $13769472.71       | $13388223.17       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $68575331.38       | $59074135.01       | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  |  | $9610505.47        | $9398343.01        | U.S. Treasuries (including strips) |
| USTR 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  |  | $7004117.65        | $6902032.86        | U.S. Treasuries (including strips) |
| USTR 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  |  | $1484901.32        | $1447567.49        | U.S. Treasuries (including strips) |

### Security 220: Societe Generale, New York Branch

- **C.1 - Title:** Societe Generale, New York Branch, REPO,  4.350%, 9/5/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **C.10 - Ratings:** STANDARD AND POORS: A-1; MOODYS: P-1; FITCH: F1; DOMINION BOND: R-1 M
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 07/09/26   | 2026-07-09      | 0.0000%  |  | $101771.43         | $98451.65          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26   | 2026-04-16      | 0.0000%  |  | $461257.14         | $450127.01         | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26   | 2026-03-19      | 0.0000%  |  | $111971.43         | $109574.12         | U.S. Treasuries (including strips) |
| USTR BILL 02/19/26   | 2026-02-19      | 0.0000%  |  | $820742.86         | $805337.51         | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26   | 2026-01-22      | 0.0000%  |  | $1206628.57        | $1187394.91        | U.S. Treasuries (including strips) |
| USTR BILL 11/28/25   | 2025-11-28      | 0.0000%  |  | $27857514.29       | $27570024.74       | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25   | 2025-10-30      | 0.0000%  |  | $21501142.86       | $21348054.72       | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25   | 2025-10-02      | 0.0000%  |  | $14679857.14       | $14621431.31       | U.S. Treasuries (including strips) |
| USTR BILL 09/04/25   | 2025-09-04      | 0.0000%  |  | $108114.29         | $108037.53         | U.S. Treasuries (including strips) |
| USTR BILL 12/02/25   | 2025-12-02      | 0.0000%  |  | $203714.29         | $201547.99         | U.S. Treasuries (including strips) |
| USTR BILL 11/25/25   | 2025-11-25      | 0.0000%  |  | $24857.14          | $24611.31          | U.S. Treasuries (including strips) |
| USTR BILL 11/18/25   | 2025-11-18      | 0.0000%  |  | $14714.29          | $14580.39          | U.S. Treasuries (including strips) |
| USTR BILL 11/04/25   | 2025-11-04      | 0.0000%  |  | $7267028.57        | $7211799.15        | U.S. Treasuries (including strips) |
| USTR BILL 01/29/26   | 2026-01-29      | 0.0000%  |  | $169457.14         | $166625.51         | U.S. Treasuries (including strips) |
| USTR BILL 01/15/26   | 2026-01-15      | 0.0000%  |  | $214000.00         | $210751.48         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26   | 2026-08-06      | 0.0000%  |  | $32128628.57       | $30996094.41       | U.S. Treasuries (including strips) |
| USTR BILL 10/28/25   | 2025-10-28      | 0.0000%  |  | $193885.71         | $192553.72         | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25   | 2025-10-07      | 0.0000%  |  | $64714.29          | $64419.19          | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26   | 2026-01-02      | 0.0000%  |  | $261142.86         | $257516.63         | U.S. Treasuries (including strips) |
| USTR BILL 12/18/25   | 2025-12-18      | 0.0000%  |  | $59428.57          | $58693.32          | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26   | 2026-06-11      | 0.0000%  |  | $13314.29          | $12917.79          | U.S. Treasuries (including strips) |
| USTR BILL 09/30/25   | 2025-09-30      | 0.0000%  |  | $118142.86         | $117699.82         | U.S. Treasuries (including strips) |
| USTR BILL 09/16/25   | 2025-09-16      | 0.0000%  |  | $39560342.86       | $39475683.72       | U.S. Treasuries (including strips) |
| USTR BILL 12/04/25   | 2025-12-04      | 0.0000%  |  | $104857.14         | $103713.15         | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25   | 2025-11-13      | 0.0000%  |  | $58657.14          | $58150.93          | U.S. Treasuries (including strips) |
| USTR BILL 11/06/25   | 2025-11-06      | 0.0000%  |  | $1813457.14        | $1799239.64        | U.S. Treasuries (including strips) |
| USTR BILL 05/14/26   | 2026-05-14      | 0.0000%  |  | $3571.43           | $3475.97           | U.S. Treasuries (including strips) |
| USTR BILL 09/02/25   | 2025-09-02      | 0.0000%  |  | $66000.00          | $65968.98          | U.S. Treasuries (including strips) |
| USTR BILL 10/23/25   | 2025-10-23      | 0.0000%  |  | $28171.43          | $27994.23          | U.S. Treasuries (including strips) |
| USTR BILL 10/16/25   | 2025-10-16      | 0.0000%  |  | $113600.00         | $112971.79         | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25   | 2025-10-21      | 0.0000%  |  | $17364000.00       | $17258079.60       | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25   | 2025-12-26      | 0.0000%  |  | $6243428.57        | $6160515.84        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45   | 2045-02-15      | 4.7500%  |  | $282644285.71      | $280240979.73      | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25   | 2025-09-25      | 0.0000%  |  | $12970542.86       | $12929426.24       | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25   | 2025-12-11      | 0.0000%  |  | $251485.71         | $248578.54         | U.S. Treasuries (including strips) |
| USTR BILL 11/20/25   | 2025-11-20      | 0.0000%  |  | $386257.14         | $382618.60         | U.S. Treasuries (including strips) |
| USTR BILL 01/08/26   | 2026-01-08      | 0.0000%  |  | $3818000.00        | $3763299.51        | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25   | 2025-10-14      | 0.0000%  |  | $132857.14         | $132146.36         | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25   | 2025-09-18      | 0.0000%  |  | $283514.29         | $282844.63         | U.S. Treasuries (including strips) |
| USTR BILL 09/09/25   | 2025-09-09      | 0.0000%  |  | $31085.71          | $31045.30          | U.S. Treasuries (including strips) |
| USTR BILL 02/12/26   | 2026-02-12      | 0.0000%  |  | $9423000.00        | $9252820.62        | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26   | 2026-02-05      | 0.0000%  |  | $244857.14         | $240611.32         | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25   | 2025-09-23      | 0.0000%  |  | $8383371.43        | $8358699.17        | U.S. Treasuries (including strips) |
| USTR BILL 11/12/25   | 2025-11-12      | 0.0000%  |  | $9142.86           | $9065.42           | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25   | 2025-09-11      | 0.0000%  |  | $17834342.86       | $17806877.97       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE S 29 | 2029-11-30      | 3.8750%  |  | $8024428.57        | $8165768.36        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28 | 2028-06-30      | 1.2500%  |  | $1667828.57        | $1565972.69        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55   | 2055-08-15      | 4.7500%  |  | $291197714.29      | $286105267.59      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55   | 2055-02-15      | 4.6250%  |  | $166497742.86      | $160182402.05      | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41   | 2041-08-15      | 3.7500%  |  | $769485.71         | $689187.29         | U.S. Treasuries (including strips) |
| USTR BILL 12/23/25   | 2025-12-23      | 0.0000%  |  | $40700285.71       | $40172077.41       | U.S. Treasuries (including strips) |
| USTR BILL 12/16/25   | 2025-12-16      | 0.0000%  |  | $8263142.86        | $8162390.36        | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25   | 2025-12-09      | 0.0000%  |  | $149942.86         | $148233.06         | U.S. Treasuries (including strips) |
| USTR BILL 02/26/26   | 2026-02-26      | 0.0000%  |  | $1748571.43        | $1714439.31        | U.S. Treasuries (including strips) |
| USTR BILL 10/09/25   | 2025-10-09      | 0.0000%  |  | $9057628.57        | $9014242.53        | U.S. Treasuries (including strips) |

### Security 221: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co., REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450003500.00
- **C.18.a - Value (excl. sponsor support):** $450003500.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $51103430.71       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49779210.71       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49779210.71       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49779210.71       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52259427.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52259427.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52259427.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $50000000.00       | $52259427.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 11/15/2033 | 2033-11-15      | 4.5000%  |  | $48540000.00       | $50733452.53       | U.S. Treasuries (including strips) |

### Security 222: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.360%, 9/4/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $200.00            | $198.87            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $900.00            | $909.61            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $49999500.00       | $37130493.89       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  |  | $1000.00           | $1002.51           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $600.00            | $604.68            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30      | 2030-05-31      | 4.0000%  |  | $200.00            | $204.67            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $121919800.00      | $123754918.30      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $104971000.00      | $106930076.08      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  |  | $168158000.00      | $172627838.91      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $101623000.00      | $102860151.80      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $230000000.00      | $199530197.54      | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  |  | $100.00            | $93.71             | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  |  | $147199400.00      | $126804742.37      | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  |  | $4685800.00        | $4455188.46        | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  |  | $250000.00         | $249770.20         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $1000.00           | $1003.08           | U.S. Treasuries (including strips) |
| USTR 4 BOND 52        | 2052-11-15      | 4.0000%  |  | $75043600.00       | $65235306.85       | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $100.00            | $78.97             | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $40296100.00       | $39543571.66       | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $166816600.00      | $172396383.23      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $700.00            | $742.18            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  |  | $900.00            | $927.93            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $121382000.00      | $124092877.98      | U.S. Treasuries (including strips) |

### Security 223: Fixed Income Clearing Corporation ("FICC") - WELLS FARGO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - WELLS FARGO, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4350000000.00
- **C.18.a - Value (excl. sponsor support):** $4350000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  |  | $10000.00          | $10573.44          | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  |  | $100.00            | $104.35            | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  |  | $49460000.00       | $48894163.11       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  |  | $100.00            | $103.16            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  |  | $199304700.00      | $199996412.87      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  |  | $1000.00           | $1053.48           | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  |  | $20845000.00       | $21153665.05       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  |  | $4777600.00        | $4852152.41        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $1000.00           | $1022.33           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  |  | $600.00            | $609.03            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  |  | $680130000.00      | $694329188.27      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  |  | $39944000.00       | $41147690.19       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  |  | $100.00            | $103.39            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  |  | $3000.00           | $3105.47           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $260000000.00      | $267320415.18      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  |  | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  |  | $1900.00           | $1920.29           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  |  | $300.00            | $310.14            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  |  | $400.00            | $410.21            | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  |  | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  |  | $1000.00           | $1040.35           | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  |  | $46152700.00       | $47199812.97       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  |  | $300.00            | $303.65            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  |  | $1000000.00        | $1005636.16        | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  |  | $2000.00           | $1772.43           | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $102755000.00      | $74972100.84       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  |  | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $39702000.00       | $37398056.26       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  |  | $34466000.00       | $32376052.17       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  |  | $300.00            | $294.40            | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  |  | $1000000.00        | $988461.41         | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  |  | $3412200.00        | $3235483.90        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  |  | $425609900.00      | $402579704.20      | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  |  | $127692000.00      | $116037588.57      | U.S. Treasuries (including strips) |
| USTR BILL 10/21/25    | 2025-10-21      | 0.0000%  |  | $309800.00         | $308052.11         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26    | 2026-01-02      | 0.0000%  |  | $3532000.00        | $3484484.00        | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25    | 2025-10-30      | 0.0000%  |  | $18185200.00       | $18063759.23       | U.S. Treasuries (including strips) |
| USTR BILL 10/02/25    | 2025-10-02      | 0.0000%  |  | $43000000.00       | $42849328.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $197000000.00      | $190048037.06      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $100.00            | $101.83            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $600.00            | $418.50            | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $19739600.00       | $14658968.53       | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $222523400.00      | $223207896.44      | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $525700.00         | $425638.56         | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $200.00            | $166.08            | U.S. Treasuries (including strips) |
| USTR 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  |  | $501591900.00      | $321003065.01      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  |  | $8999600.00        | $7107231.31        | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  |  | $142000000.00      | $110933929.98      | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  |  | $359000.00         | $368347.63         | U.S. Treasuries (including strips) |
| USTR BILL 11/04/25    | 2025-11-04      | 0.0000%  |  | $1000.00           | $992.87            | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26    | 2026-02-05      | 0.0000%  |  | $50000000.00       | $49159900.00       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  |  | $356646200.00      | $363644672.31      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  |  | $3870100.00        | $3934579.15        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  |  | $500.00            | $492.94            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  |  | $186101000.00      | $189574207.06      | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  |  | $3000.00           | $2602.57           | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  |  | $16408900.00       | $12659782.22       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  |  | $792930600.00      | $840714409.01      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  |  | $48539700.00       | $48918558.67       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $1600.00           | $1465.46           | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32      | 2032-07-31      | 4.0000%  |  | $4520600.00        | $4553501.71        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  |  | $500.00            | $447.90            | U.S. Treasuries (including strips) |

### Security 224: Fixed Income Clearing Corporation ("FICC") - NATIXIS

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2052 | 2052-11-15      | 4.0000%  |  | $50000000.00       | $43816321.96       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2053 | 2053-11-15      | 4.7500%  |  | $50000000.00       | $49660663.26       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 09/30/2026 | 2026-09-30      | 0.8750%  |  | $50000000.00       | $48596513.63       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 09/30/2026 | 2026-09-30      | 0.8750%  |  | $50000000.00       | $48596513.63       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 09/30/2026 | 2026-09-30      | 0.8750%  |  | $50000000.00       | $48596513.63       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 09/30/2026 | 2026-09-30      | 0.8750%  |  | $50000000.00       | $48596513.63       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 09/30/2026 | 2026-09-30      | 0.8750%  |  | $50000000.00       | $48596513.63       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52422814.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52422814.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52422814.21       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 09/30/2028 | 2028-09-30      | 4.6250%  |  | $50000000.00       | $52422814.21       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 0.0000 - 01/22/2026 | 2026-01-22      | 0.0000%  |  | $50000000.00       | $49205110.00       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 1.3750 - 12/31/2028 | 2028-12-31      | 1.3750%  |  | $50000000.00       | $46627717.39       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50439963.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50439963.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50439963.26       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/31/2030 | 2030-01-31      | 4.2500%  |  | $50000000.00       | $51335429.24       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 09/30/2027 | 2027-09-30      | 4.1250%  |  | $50000000.00       | $51327482.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 09/30/2027 | 2027-09-30      | 4.1250%  |  | $50000000.00       | $51327482.13       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 09/30/2027 | 2027-09-30      | 4.1250%  |  | $565400.00         | $580411.17         | U.S. Treasuries (including strips) |

### Security 225: Fixed Income Clearing Corporation ("FICC") - MIZUHO

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO,  4.340%, 9/2/2025
- **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: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000000.00
- **C.18.a - Value (excl. sponsor support):** $2800000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  |  | $15407000.00       | $15804805.54       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AS 26     | 2026-09-15      | 4.6250%  |  | $10499500.00       | $10801785.34       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  |  | $999800.00         | $1043340.52        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  |  | $3000400.00        | $3018349.60        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AQ 26     | 2026-07-15      | 4.5000%  |  | $999900.00         | $1010274.68        | U.S. Treasuries (including strips) |
| USTR 4  NOTE AA 28        | 2028-06-30      | 4.0000%  |  | $863200.00         | $878266.93         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AP 26     | 2026-06-15      | 4.1250%  |  | $999300.00         | $1009056.03        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE L 30      | 2030-05-31      | 3.7500%  |  | $5000300.00        | $5058050.02        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AN 26     | 2026-05-15      | 3.6250%  |  | $200.00            | $201.65            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE K 30      | 2030-04-30      | 3.5000%  |  | $107182100.00      | $107535495.68      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28      | 2028-03-31      | 3.6250%  |  | $6199300.00        | $6296576.94        | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30          | 2030-02-28      | 4.0000%  |  | $700.00            | $723.41            | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30      | 2030-01-31      | 3.5000%  |  | $4999500.00        | $4977717.94        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28      | 2028-01-31      | 3.5000%  |  | $200.00            | $200.04            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE T 29      | 2029-12-31      | 3.8750%  |  | $6802300.00        | $6900973.72        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AG 27     | 2027-11-30      | 3.8750%  |  | $1800.00           | $1826.86           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  |  | $7433000.00        | $7614670.12        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  |  | $500.00            | $472.98            | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  |  | $1068100.00        | $890940.63         | U.S. Treasuries (including strips) |
| USTR 3 BOND 52            | 2052-08-15      | 3.0000%  |  | $300.00            | $212.36            | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42        | 2042-05-15      | 3.2500%  |  | $935000.00         | $776409.43         | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE AC 27     | 2027-08-31      | 3.1250%  |  | $1579400.00        | $1588301.76        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  |  | $7990100.00        | $7422612.70        | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE AA 27     | 2027-06-30      | 3.2500%  |  | $39998900.00       | $39924458.57       | U.S. Treasuries (including strips) |
| USTR 3 1/4 NOTE M 29      | 2029-06-30      | 3.2500%  |  | $600.00            | $594.92            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29      | 2029-04-30      | 2.8750%  |  | $24609100.00       | $24211173.93       | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE V 27      | 2027-02-28      | 1.8750%  |  | $152500.00         | $149831.26         | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  |  | $25000000.00       | $22155432.88       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  |  | $15631500.00       | $15155427.71       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35      | 2035-02-15      | 4.6250%  |  | $213680000.00      | $221239893.91      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AJ 28     | 2028-01-15      | 4.2500%  |  | $739400.00         | $753909.25         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 26     | 2026-12-31      | 4.2500%  |  | $30853700.00       | $31253266.15       | U.S. Treasuries (including strips) |
| USTR 4 NOTE AV 27         | 2027-12-15      | 4.0000%  |  | $1836900.00        | $1868011.06        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  |  | $26000300.00       | $26732349.96       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  |  | $560300.00         | $569180.09         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  |  | $4475700.00        | $4557609.11        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE R 31      | 2031-10-31      | 4.1250%  |  | $12978000.00       | $13345902.67       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  |  | $381100.00         | $384468.50         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BG 26     | 2026-08-31      | 3.7500%  |  | $999100.00         | $1016376.63        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AQ 27     | 2027-07-15      | 4.3750%  |  | $44800500.00       | $45614070.99       | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AH 28     | 2028-12-31      | 3.7500%  |  | $8299800.00        | $8386143.90        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-11-15      | 2.7500%  |  | $998800.00         | $708177.36         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 27      | 2027-11-15      | 2.2500%  |  | $14001600.00       | $13688089.87       | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-05-15      | 4.6250%  |  | $19999900.00       | $19700761.72       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AB 28     | 2028-07-31      | 4.1250%  |  | $25213200.00       | $25658885.64       | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE AG 26     | 2026-11-30      | 1.2500%  |  | $900.00            | $875.16            | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AD 27     | 2027-09-30      | 4.1250%  |  | $161411500.00      | $165741273.58      | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE Q 28      | 2028-09-30      | 1.2500%  |  | $1395800.00        | $1307908.01        | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 52        | 2052-02-15      | 2.2500%  |  | $58600.00          | $35060.73          | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41        | 2041-08-15      | 3.7500%  |  | $1500000.00        | $1336643.45        | U.S. Treasuries (including strips) |
| USTR 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  |  | $3800.00           | $2748.80           | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  |  | $1799200.00        | $1420877.66        | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  |  | $102600.00         | $91912.66          | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  |  | $400.00            | $295.79            | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE C 30      | 2030-05-15      | 0.6250%  |  | $18399600.00       | $16016102.42       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  |  | $48772500.00       | $50167117.84       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE W 29      | 2029-03-31      | 4.1250%  |  | $45169100.00       | $46696332.45       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 32      | 2032-05-15      | 2.8750%  |  | $35773900.00       | $33880002.90       | U.S. Treasuries (including strips) |
| USTR BILL 10/30/25        | 2025-10-30      | 0.0000%  |  | $3800.00           | $3774.62           | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AH 27     | 2027-12-31      | 3.8750%  |  | $400.00            | $404.87            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 55        | 2055-02-15      | 4.6250%  |  | $200.00            | $190.90            | U.S. Treasuries (including strips) |
| USTR 3 BOND 45            | 2045-05-15      | 3.0000%  |  | $500.00            | $382.78            | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  |  | $100.00            | $98.53             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28      | 2028-04-30      | 3.5000%  |  | $8862300.00        | $8941025.16        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-02-15      | 3.0000%  |  | $8338300.00        | $6192165.87        | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  |  | $27846700.00       | $27010728.76       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AU 27     | 2027-11-15      | 4.1250%  |  | $200.00            | $204.51            | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AU 26     | 2026-11-15      | 4.6250%  |  | $3000.00           | $3068.06           | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  |  | $737100.00         | $692403.76         | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  |  | $4081700.00        | $4024034.01        | U.S. Treasuries (including strips) |
| USTR 4 BOND 52            | 2052-11-15      | 4.0000%  |  | $100.00            | $86.93             | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32      | 2032-11-15      | 4.1250%  |  | $26202300.00       | $26789278.50       | U.S. Treasuries (including strips) |
| USTR 2 5/8 NOTE Z 27      | 2027-05-31      | 2.6250%  |  | $14930000.00       | $14761633.17       | U.S. Treasuries (including strips) |
| USTR 4 NOTE U 29          | 2029-01-31      | 4.0000%  |  | $999300.00         | $1014687.40        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AM 26     | 2026-04-15      | 3.7500%  |  | $999200.00         | $1011583.51        | U.S. Treasuries (including strips) |
| USTR BILL 09/25/25        | 2025-09-25      | 0.0000%  |  | $345100.00         | $344167.88         | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30          | 2030-03-31      | 4.0000%  |  | $972000.00         | $1000999.36        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42        | 2042-08-15      | 2.7500%  |  | $899200.00         | $682614.37         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AP 28     | 2028-06-15      | 3.8750%  |  | $1999000.00        | $2030193.54        | U.S. Treasuries (including strips) |
| USTR BILL 07/09/26        | 2026-07-09      | 0.0000%  |  | $15300.00          | $14810.57          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AQ 28     | 2028-07-15      | 3.8750%  |  | $119300.00         | $120778.90         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE S 31      | 2031-11-30      | 4.1250%  |  | $4981200.00        | $5103420.93        | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE C 28      | 2028-05-15      | 2.8750%  |  | $1900.00           | $1880.18           | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE R 30      | 2030-10-31      | 4.8750%  |  | $2074800.00        | $2218025.96        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE K 31      | 2031-04-30      | 4.6250%  |  | $13886600.00       | $14682915.98       | U.S. Treasuries (including strips) |
| USTR 0 3/8 NOTE N 27      | 2027-07-31      | 0.3750%  |  | $3700600.00        | $3480290.39        | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE F 31      | 2031-11-15      | 1.3750%  |  | $7059600.00        | $6124362.53        | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE AC 26     | 2026-08-31      | 0.7500%  |  | $341900.00         | $332781.61         | U.S. Treasuries (including strips) |
| USTR BILL 10/07/25        | 2025-10-07      | 0.0000%  |  | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28      | 2028-05-31      | 3.6250%  |  | $1000.00           | $1009.49           | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51        | 2051-11-15      | 1.8750%  |  | $1601200.00        | $879505.24         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE H 32      | 2032-02-29      | 4.1250%  |  | $35400.00          | $36600.73          | U.S. Treasuries (including strips) |
| USTR 1 7/8 NOTE H 29      | 2029-02-28      | 1.8750%  |  | $5601900.00        | $5335883.12        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53        | 2053-05-15      | 3.6250%  |  | $100.00            | $80.97             | U.S. Treasuries (including strips) |
| USTR 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  |  | $3130400.00        | $3104944.24        | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28     | 2028-09-30      | 4.6250%  |  | $18349300.00       | $19241796.81       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Q 31      | 2031-09-30      | 3.6250%  |  | $3411000.00        | $3422295.87        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  |  | $14548000.00       | $14081568.82       | U.S. Treasuries (including strips) |
| USTR BILL 01/22/26        | 2026-01-22      | 0.0000%  |  | $7238000.00        | $7126447.94        | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  |  | $710700.00         | $716247.11         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54        | 2054-08-15      | 4.2500%  |  | $4999100.00        | $4478193.02        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  |  | $50000200.00       | $49067205.52       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  |  | $377100.00         | $387123.76         | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 43        | 2043-08-15      | 3.6250%  |  | $200.00            | $170.57            | U.S. Treasuries (including strips) |
| USTR 3 1/8 NOTE P 29      | 2029-08-31      | 3.1250%  |  | $390400.00         | $388991.89         | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE AN 28     | 2028-05-15      | 3.7500%  |  | $985400.00         | $999991.44         | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE B 27      | 2027-02-15      | 2.2500%  |  | $6861500.00        | $6723906.19        | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52        | 2052-05-15      | 2.8750%  |  | $3395600.00        | $2368425.06        | U.S. Treasuries (including strips) |
| USTR 2 BOND 41            | 2041-11-15      | 2.0000%  |  | $5000900.00        | $3450750.37        | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41        | 2041-08-15      | 1.7500%  |  | $26337000.00       | $17424710.93       | U.S. Treasuries (including strips) |
| USTR 2 BOND 51            | 2051-08-15      | 2.0000%  |  | $316800.00         | $178937.15         | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  |  | $2570000.00        | $1875123.34        | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  |  | $7946600.00        | $4132928.97        | U.S. Treasuries (including strips) |
| USTR 2 BOND 50            | 2050-02-15      | 2.0000%  |  | $100.00            | $57.74             | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49        | 2049-08-15      | 2.2500%  |  | $200.00            | $123.48            | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49        | 2049-05-15      | 2.8750%  |  | $3000800.00        | $2145278.67        | U.S. Treasuries (including strips) |
| USTR 3 BOND 49            | 2049-02-15      | 3.0000%  |  | $7400100.00        | $5378979.54        | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 47        | 2047-08-15      | 2.7500%  |  | $1513400.00        | $1065738.09        | U.S. Treasuries (including strips) |
| USTR 3 BOND 47            | 2047-05-15      | 3.0000%  |  | $400.00            | $299.14            | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  |  | $300.00            | $194.27            | U.S. Treasuries (including strips) |
| USTR 3 BOND 44            | 2044-11-15      | 3.0000%  |  | $1499500.00        | $1155320.22        | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  |  | $3510000.00        | $2889201.98        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44        | 2044-02-15      | 3.6250%  |  | $1800400.00        | $1526962.59        | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 41        | 2041-02-15      | 4.7500%  |  | $418800.00         | $422252.20         | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40        | 2040-11-15      | 4.2500%  |  | $2180500.00        | $2103552.00        | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AV 26     | 2026-12-15      | 4.3750%  |  | $9748800.00        | $9907336.58        | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE Y 27      | 2027-04-30      | 2.7500%  |  | $30000100.00       | $29816472.99       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE V 29      | 2029-02-28      | 4.2500%  |  | $999600.00         | $1041226.36        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  |  | $998500.00         | $1024631.70        | U.S. Treasuries (including strips) |
| USTR 3 7/8 BOND 40        | 2040-08-15      | 3.8750%  |  | $1000000.00        | $915853.19         | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 40        | 2040-02-15      | 4.6250%  |  | $1214000.00        | $1216509.96        | U.S. Treasuries (including strips) |
| USTR BILL 12/09/25        | 2025-12-09      | 0.0000%  |  | $11600000.00       | $11473014.80       | U.S. Treasuries (including strips) |
| USTR BILL 02/05/26        | 2026-02-05      | 0.0000%  |  | $584000.00         | $574187.63         | U.S. Treasuries (including strips) |
| USTR BILL 08/06/26        | 2026-08-06      | 0.0000%  |  | $1029500.00        | $993761.94         | U.S. Treasuries (including strips) |
| USTR BILL 01/02/26        | 2026-01-02      | 0.0000%  |  | $238000.00         | $234798.19         | U.S. Treasuries (including strips) |
| USTR BILL 06/11/26        | 2026-06-11      | 0.0000%  |  | $69100.00          | $67083.11          | U.S. Treasuries (including strips) |
| USTR BILL 09/23/25        | 2025-09-23      | 0.0000%  |  | $694000.00         | $692274.02         | U.S. Treasuries (including strips) |
| USTR BILL 11/13/25        | 2025-11-13      | 0.0000%  |  | $34000.00          | $33723.17          | U.S. Treasuries (including strips) |
| USTR BILL 04/16/26        | 2026-04-16      | 0.0000%  |  | $2100.00           | $2050.78           | U.S. Treasuries (including strips) |
| USTR BILL 09/18/25        | 2025-09-18      | 0.0000%  |  | $82800.00          | $82643.34          | U.S. Treasuries (including strips) |
| USTR BILL 09/11/25        | 2025-09-11      | 0.0000%  |  | $2800.00           | $2797.03           | U.S. Treasuries (including strips) |
| USTR BILL 03/19/26        | 2026-03-19      | 0.0000%  |  | $677700.00         | $663620.78         | U.S. Treasuries (including strips) |
| USTR BILL 12/26/25        | 2025-12-26      | 0.0000%  |  | $251700.00         | $248477.99         | U.S. Treasuries (including strips) |
| FMAC 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  |  | $767.49            | $758.51            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSD7553 | 2052-03-01      | 3.0000%  |  | $44364.58          | $39214.89          | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T65134 G | 2043-06-01      | 3.0000%  |  | $109769.00         | $98239.45          | Agency Mortgage-Backed Securities  |
| FMAC 07.000 FGPC C01175 G | 2031-05-01      | 7.0000%  |  | $1.37              | $1.45              | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC C91385 G | 2031-08-01      | 4.0000%  |  | $106.10            | $105.92            | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC C91288 G | 2030-02-01      | 4.5000%  |  | $52506.34          | $53008.83          | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC A75744 G | 2038-04-01      | 4.5000%  |  | $8.66              | $8.72              | Agency Mortgage-Backed Securities  |
| FMAC 06.000 FGPC P51408 G | 2027-11-01      | 6.0000%  |  | $49.51             | $49.82             | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U90316 G | 2042-10-01      | 4.0000%  |  | $150986.82         | $146283.60         | Agency Mortgage-Backed Securities  |
| FMAC 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  |  | $170403.21         | $168147.07         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.000 CL251569 | 2028-03-01      | 7.0000%  |  | $10.49             | $11.08             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL253113 | 2030-03-01      | 7.5000%  |  | $573.86            | $595.78            | Agency Mortgage-Backed Securities  |
| FMAC 03.000 FGPC T65099 G | 2042-10-01      | 3.0000%  |  | $36623.25          | $32776.72          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL254548 | 2032-12-01      | 5.5000%  |  | $17923.52          | $18627.88          | Agency Mortgage-Backed Securities  |
| FMAC 06.500 FGPC H09070 G | 2037-09-01      | 6.5000%  |  | $181.93            | $187.28            | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSL2299 | 2054-02-01      | 7.5000%  |  | $6174393.00        | $6731708.12        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCA1184 | 2048-02-01      | 3.5000%  |  | $2553620.73        | $2355695.26        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLFA2596 | 2055-07-01      | 6.0000%  |  | $1088.00           | $1118.58           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CTZS8894 | 2025-09-01      | 5.5000%  |  | $0.01              | $0.01              | Agency Mortgage-Backed Securities  |
| FMAC FEPC 03.000 CLSL2312 | 2049-12-01      | 3.0000%  |  | $364584.00         | $321158.16         | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CLDE8635 | 2055-09-01      | 6.0000%  |  | $1030.00           | $1057.58           | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0310 M     | 2055-04-20      | 6.5000%  |  | $4849.28           | $5017.67           | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.000 CLQZ1977 | 2055-08-01      | 6.0000%  |  | $76432.00          | $79704.79          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA2076 M     | 2044-07-20      | 5.0000%  |  | $18646.35          | $19010.62          | Agency Mortgage-Backed Securities  |
| FMAC 05.000 FGPC G06496 G | 2041-06-01      | 5.0000%  |  | $22250.28          | $22613.15          | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MB0149 M     | 2055-01-20      | 6.5000%  |  | $334221.94         | $345614.08         | Agency Mortgage-Backed Securities  |
| GNMA GNPL PN DC7261       | 2060-09-15      | 5.6000%  |  | $12640400.00       | $13181150.69       | Agency Mortgage-Backed Securities  |
| GNMA GNII SF MA4383 M     | 2047-04-20      | 4.0000%  |  | $88681.52          | $84344.03          | Agency Mortgage-Backed Securities  |
| FMAC FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  |  | $257881.44         | $260504.81         | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2300 | 2055-08-01      | 6.5000%  |  | $10633828.00       | $11318344.05       | Agency Mortgage-Backed Securities  |
| FMAC FEPC 07.500 CLSL2298 | 2054-03-01      | 7.5000%  |  | $8112816.00        | $8746518.87        | Agency Mortgage-Backed Securities  |
| FMAC FEPC 06.500 CLSL2293 | 2055-08-01      | 6.5000%  |  | $1088.00           | $1147.32           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLFA2642 | 2055-07-01      | 6.5000%  |  | $3552753.00        | $3730982.38        | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.000 CLFA2594 | 2049-08-01      | 5.0000%  |  | $1000.00           | $1011.82           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 03.500 CLCB3497 | 2052-05-01      | 3.5000%  |  | $763.93            | $704.41            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDE8402 | 2055-08-01      | 6.5000%  |  | $1000.00           | $1043.44           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.500 CLDD8905 | 2055-08-01      | 6.5000%  |  | $1000.00           | $1045.52           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL557288 | 2030-09-01      | 8.0000%  |  | $85.54             | $86.18             | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  |  | $72329.86          | $74426.90          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL554449 | 2030-10-01      | 8.0000%  |  | $1114.97           | $1123.31           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 05.750 CL524571 | 2029-11-01      | 5.7500%  |  | $1996.36           | $2072.92           | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL358489 | 2026-12-01      | 7.5000%  |  | $5.66              | $5.70              | Agency Mortgage-Backed Securities  |
| FNMA FNMS 06.000 CT256478 | 2026-11-01      | 6.0000%  |  | $11338.31          | $11635.87          | Agency Mortgage-Backed Securities  |
| FNMA FNMS 08.000 CL253356 | 2030-07-01      | 8.0000%  |  | $446.92            | $467.87            | Agency Mortgage-Backed Securities  |
| FNMA FNMS 07.500 CL252717 | 2029-09-01      | 7.5000%  |  | $11.63             | $12.06             | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99186 G | 2047-01-01      | 3.5000%  |  | $21177.39          | $19963.49          | Agency Mortgage-Backed Securities  |
| FMAC 03.500 FGPC U99094 G | 2044-03-01      | 3.5000%  |  | $26836.29          | $25296.37          | Agency Mortgage-Backed Securities  |
| FMAC 04.000 FGPC U95137 G | 2043-08-01      | 4.0000%  |  | $28616.61          | $27695.90          | Agency Mortgage-Backed Securities  |
| USTR 4 1/4 NOTE M 31      | 2031-06-30      | 4.2500%  |  | $253889700.00      | $261401115.13      | U.S. Treasuries (including strips) |
| USTR 4 7/8 NOTE BC 26     | 2026-05-31      | 4.8750%  |  | $1000.00           | $1018.37           | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  |  | $192311700.00      | $198384500.02      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  |  | $3300800.00        | $3463173.62        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AM 27     | 2027-04-15      | 4.5000%  |  | $3709600.00        | $3817717.45        | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE AZ 26     | 2026-03-31      | 4.5000%  |  | $901100.00         | $920173.20         | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  |  | $64498400.00       | $66705886.31       | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE H 31      | 2031-02-28      | 4.2500%  |  | $200.00            | $208.96            | U.S. Treasuries (including strips) |
| USTR 4 NOTE B 34          | 2034-02-15      | 4.0000%  |  | $218181000.00      | $217140437.87      | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31          | 2031-01-31      | 4.0000%  |  | $7599900.00        | $7711901.05        | U.S. Treasuries (including strips) |
| USTR 4 NOTE AJ 27         | 2027-01-15      | 4.0000%  |  | $1100.00           | $1108.68           | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  |  | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE T 30      | 2030-12-31      | 3.7500%  |  | $11568400.00       | $11638228.37       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  |  | $10999800.00       | $10335516.85       | U.S. Treasuries (including strips) |
| USTR 1 3/8 NOTE R 28      | 2028-10-31      | 1.3750%  |  | $64588400.00       | $60606399.84       | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AD 26     | 2026-09-30      | 0.8750%  |  | $310000.00         | $301416.71         | U.S. Treasuries (including strips) |
| USTR 1 1/8 NOTE P 28      | 2028-08-31      | 1.1250%  |  | $2900500.00        | $2714374.51        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31      | 2031-08-15      | 1.2500%  |  | $4022700.00        | $3476162.07        | U.S. Treasuries (including strips) |
| USTR 1 NOTE N 28          | 2028-07-31      | 1.0000%  |  | $163000.00         | $151515.35         | U.S. Treasuries (including strips) |
| USTR 1 5/8 NOTE C 31      | 2031-05-15      | 1.6250%  |  | $1010500.00        | $903509.98         | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE Y 26      | 2026-04-30      | 0.7500%  |  | $200.00            | $196.27            | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  |  | $75000000.00       | $73844944.65       | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE V 26      | 2026-02-28      | 0.5000%  |  | $28852200.00       | $28424720.78       | U.S. Treasuries (including strips) |
| USTR 0 3/4 NOTE G 28      | 2028-01-31      | 0.7500%  |  | $37001600.00       | $34597385.26       | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE S 27      | 2027-11-30      | 0.6250%  |  | $2500000.00        | $2344584.71        | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE F 30      | 2030-11-15      | 0.8750%  |  | $1400000.00        | $1216132.93        | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AF 25     | 2025-10-31      | 0.2500%  |  | $305200.00         | $303477.76         | U.S. Treasuries (including strips) |
| USTR 0 1/4 NOTE AD 25     | 2025-09-30      | 0.2500%  |  | $100.00            | $99.80             | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  |  | $2606300.00        | $2464215.51        | U.S. Treasuries (including strips) |
| USTR 0 1/2 NOTE K 27      | 2027-04-30      | 0.5000%  |  | $85000.00          | $80816.73          | U.S. Treasuries (including strips) |
| USTR 0 5/8 NOTE J 27      | 2027-03-31      | 0.6250%  |  | $50000500.00       | $47796655.56       | U.S. Treasuries (including strips) |
| USTR 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  |  | $11060400.00       | $10091825.86       | U.S. Treasuries (including strips) |
| USTR 2 NOTE F 26          | 2026-11-15      | 2.0000%  |  | $3100.00           | $3052.32           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE F 25      | 2025-11-15      | 2.2500%  |  | $200.00            | $200.50            | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE S 25      | 2025-11-30      | 2.8750%  |  | $200.00            | $200.79            | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28      | 2028-02-15      | 2.7500%  |  | $500.00            | $490.55            | U.S. Treasuries (including strips) |
| USTR 5 BOND 45            | 2045-05-15      | 5.0000%  |  | $1000.00           | $1029.97           | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 55        | 2055-05-15      | 4.7500%  |  | $400.00            | $394.44            | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44        | 2044-11-15      | 4.6250%  |  | $11935800.00       | $11726052.32       | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 54        | 2054-11-15      | 4.5000%  |  | $998600.00         | $944564.71         | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  |  | $100.00            | $90.87             | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 54        | 2054-05-15      | 4.6250%  |  | $7999600.00        | $7724037.87        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  |  | $10500.00          | $10069.66          | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43        | 2043-11-15      | 4.7500%  |  | $2332500.00        | $2339674.92        | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AR 28     | 2028-08-15      | 3.6250%  |  | $182500.00         | $182958.09         | U.S. Treasuries (including strips) |
| USTR 4 NOTE N 32          | 2032-07-31      | 4.0000%  |  | $500.00            | $503.64            | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30     | 2030-06-30      | 3.8750%  |  | $1000.00           | $1014.13           | U.S. Treasuries (including strips) |
| USTR 4 NOTE Z 30          | 2030-05-31      | 4.0000%  |  | $90700.00          | $92815.67          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE BC 27     | 2027-05-31      | 3.8750%  |  | $181000.00         | $183327.97         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE C 35      | 2035-05-15      | 4.2500%  |  | $140200.00         | $142310.27         | U.S. Treasuries (including strips) |
| USTR 4 NOTE K 32          | 2032-04-30      | 4.0000%  |  | $80500.00          | $81995.06          | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE Y 30      | 2030-04-30      | 3.8750%  |  | $145412800.00      | $148448607.45      | U.S. Treasuries (including strips) |
| USTR 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  |  | $109200.00         | $110659.58         | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AZ 27     | 2027-03-31      | 3.8750%  |  | $2038600.00        | $2076646.44        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  |  | $6000000.00        | $6180806.66        | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  |  | $2000.00           | $2049.23           | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AY 27     | 2027-02-28      | 4.1250%  |  | $31001100.00       | $31812238.05       | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  |  | $160558600.00      | $166024367.49      | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33      | 2033-11-15      | 4.5000%  |  | $15739900.00       | $16429952.28       | U.S. Treasuries (including strips) |
| USTR 5 NOTE BJ 25         | 2025-10-31      | 5.0000%  |  | $500.00            | $508.82            | U.S. Treasuries (including strips) |

### Security 226: Fixed Income Clearing Corporation ("FICC") - ING

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - ING, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $215000000.00      | $222606594.86      | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  |  | $197460200.00      | $200250694.71      | U.S. Treasuries (including strips) |
| USTR BILL 10/14/25    | 2025-10-14      | 0.0000%  |  | $200000000.00      | $199026600.00      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  |  | $200000000.00      | $203138320.20      | U.S. Treasuries (including strips) |
| USTR 4 NOTE H 30      | 2030-02-28      | 4.0000%  |  | $200000000.00      | $206689721.80      | U.S. Treasuries (including strips) |
| USTR 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  |  | $175000000.00      | $180957384.48      | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  |  | $207725200.00      | $206820172.88      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $179481700.00      | $183502411.89      | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  |  | $42950200.00       | $38476285.89       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $330000000.00      | $190541957.10      | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $300000000.00      | $208971326.10      | U.S. Treasuries (including strips) |

### Security 227: Fixed Income Clearing Corporation ("FICC") - CREDITAG

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000000.00
- **C.19 - Percentage of Net Assets:** 5.4900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $9569000.00        | $9265483.28        | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $22300000.00       | $19155730.30       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $31184000.00       | $28711524.02       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $33726000.00       | $30032178.18       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $40086000.00       | $41902533.04       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $43645000.00       | $45982764.96       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $48221000.00       | $50400445.06       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $52489130.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $52989130.43       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 1.2500 - 08/15/2031 | 2031-08-15      | 1.2500%  |  | $50000000.00       | $43228857.17       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $50000000.00       | $50743714.78       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 08/31/2031 | 2031-08-31      | 3.7500%  |  | $10991000.00       | $11154483.38       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/15/2032 | 2032-02-15      | 1.8750%  |  | $50000000.00       | $44342305.76       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 11/15/2041 | 2041-11-15      | 3.1250%  |  | $50000000.00       | $41358272.93       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 01/15/2028 | 2028-01-15      | 4.2500%  |  | $50000000.00       | $50962975.54       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $50000000.00       | $52159817.83       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 12/31/2031 | 2031-12-31      | 4.5000%  |  | $3799000.00        | $3963102.96        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $50000000.00       | $51676630.43       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 02/28/2030 | 2030-02-28      | 4.0000%  |  | $40000000.00       | $41341304.35       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $50000000.00       | $51514437.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2031 | 2031-06-30      | 4.2500%  |  | $22801000.00       | $23491613.74       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 09/15/2027 | 2027-09-15      | 3.3750%  |  | $50000000.00       | $50507984.84       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $50000000.00       | $51055028.42       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 04/30/2030 | 2030-04-30      | 3.8750%  |  | $5229000.00        | $5339334.87        | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 10/31/2029 | 2029-10-31      | 4.1250%  |  | $50000000.00       | $51572688.97       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2032 | 2032-05-15      | 2.8750%  |  | $50000000.00       | $47396482.50       | U.S. Treasuries (including strips) |

### Security 228: Fixed Income Clearing Corporation ("FICC") - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - CITI, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR TRFR BB 04/30/27 | 2027-04-30      | 4.3034%  |  | $22994700.00       | $23060634.54       | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  |  | $377746400.00      | $388382017.23      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  |  | $19375100.00       | $19984159.74       | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  |  | $64990000.00       | $68151067.07       | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  |  | $1600.00           | $1600.36           | U.S. Treasuries (including strips) |
| USTR 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  |  | $23800.00          | $23198.48          | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-02-15      | 3.0000%  |  | $2994900.00        | $2224064.56        | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  |  | $21936600.00       | $21594430.76       | U.S. Treasuries (including strips) |
| USTR 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  |  | $128000.00         | $139864.34         | U.S. Treasuries (including strips) |
| USTR 4  NOTE R 29     | 2029-10-31      | 4.0000%  |  | $1000.00           | $1026.30           | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  |  | $100.00            | $84.81             | U.S. Treasuries (including strips) |
| USTR 4 NOTE AB 29     | 2029-07-31      | 4.0000%  |  | $1994389700.00     | $2026437895.11     | U.S. Treasuries (including strips) |

### Security 229: Fixed Income Clearing Corporation ("FICC") - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BOFA, REPO,  4.340%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $11867000.00       | $12317240.79       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $47507000.00       | $49222673.99       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $2493000.00        | $2518370.34        | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 12/31/2028 | 2028-12-31      | 3.7500%  |  | $50000000.00       | $50508831.52       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |

### Security 230: Fixed Income Clearing Corporation ("FICC") - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation ("FICC") - BNP, REPO,  4.330%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| USTR 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  |  | $2788800.00        | $2692734.24        | U.S. Treasuries (including strips) |
| USTR 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  |  | $139131900.00      | $133429573.10      | U.S. Treasuries (including strips) |
| USTR 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  |  | $4984000.00        | $4999331.11        | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  |  | $120495800.00      | $97560698.83       | U.S. Treasuries (including strips) |
| USTR 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  |  | $14390100.00       | $11534083.56       | U.S. Treasuries (including strips) |
| USTR 4 BOND 42        | 2042-11-15      | 4.0000%  |  | $802638000.00      | $735144763.73      | U.S. Treasuries (including strips) |
| USTR 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  |  | $165222700.00      | $137818196.63      | U.S. Treasuries (including strips) |
| USTR 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  |  | $60497900.00       | $50236513.18       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 52    | 2052-05-15      | 2.8750%  |  | $116374100.00      | $81170731.10       | U.S. Treasuries (including strips) |
| USTR 2 BOND 41        | 2041-11-15      | 2.0000%  |  | $351150000.00      | $242302584.25      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  |  | $18724700.00       | $13661915.20       | U.S. Treasuries (including strips) |
| USTR 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  |  | $50461200.00       | $27770429.01       | U.S. Treasuries (including strips) |
| USTR 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  |  | $1339600.00        | $696709.49         | U.S. Treasuries (including strips) |
| USTR 3 BOND 49        | 2049-02-15      | 3.0000%  |  | $1221900.00        | $888173.82         | U.S. Treasuries (including strips) |
| USTR 3 BOND 47        | 2047-05-15      | 3.0000%  |  | $20859500.00       | $15599950.29       | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  |  | $100.00            | $87.53             | U.S. Treasuries (including strips) |
| USTR 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  |  | $7330300.00        | $5587280.71        | U.S. Treasuries (including strips) |
| USTR 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  |  | $200.00            | $178.22            | U.S. Treasuries (including strips) |
| USTR 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  |  | $900.00            | $868.24            | U.S. Treasuries (including strips) |
| USTR 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  |  | $700.00            | $691.65            | U.S. Treasuries (including strips) |
| USTR BILL 12/11/25    | 2025-12-11      | 0.0000%  |  | $5903200.00        | $5837733.51        | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  |  | $251628000.00      | $238474927.35      | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  |  | $87479200.00       | $87739874.72       | U.S. Treasuries (including strips) |
| USTR 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  |  | $100.00            | $71.49             | U.S. Treasuries (including strips) |
| USTR 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  |  | $550000000.00      | $554885733.60      | U.S. Treasuries (including strips) |
| USTR 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  |  | $135928300.00      | $83919003.08       | U.S. Treasuries (including strips) |
| USTR 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  |  | $81484000.00       | $85056336.54       | U.S. Treasuries (including strips) |
| USTR 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  |  | $167326500.00      | $110704176.37      | U.S. Treasuries (including strips) |
| USTR 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  |  | $6845700.00        | $7087897.52        | U.S. Treasuries (including strips) |
| USTR 4 NOTE W 30      | 2030-03-31      | 4.0000%  |  | $14999900.00       | $15447418.00       | U.S. Treasuries (including strips) |
| USTR 2 BOND 50        | 2050-02-15      | 2.0000%  |  | $45690100.00       | $26381457.80       | U.S. Treasuries (including strips) |
| USTR 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  |  | $4306000.00        | $3776406.32        | U.S. Treasuries (including strips) |
| USTR 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  |  | $120006000.00      | $83592709.87       | U.S. Treasuries (including strips) |
| USTR 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  |  | $15164800.00       | $12294738.14       | U.S. Treasuries (including strips) |
| USTR 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  |  | $1299900.00        | $1171657.74        | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  |  | $540000.00         | $552060.06         | U.S. Treasuries (including strips) |
| USTR 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  |  | $285251100.00      | $290471437.02      | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  |  | $12890000.00       | $13111849.65       | U.S. Treasuries (including strips) |
| USTR 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  |  | $692972800.00      | $680042055.75      | U.S. Treasuries (including strips) |
| USTR TRFR BB 04/30/26 | 2026-04-30      | 4.2934%  |  | $200.00            | $200.67            | U.S. Treasuries (including strips) |
| USTR 4 NOTE G 31      | 2031-01-31      | 4.0000%  |  | $5757800.00        | $5842653.70        | U.S. Treasuries (including strips) |
| USTR TRFR BK 10/31/25 | 2025-10-31      | 4.3134%  |  | $9888700.00        | $9924254.18        | U.S. Treasuries (including strips) |
| USTR 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  |  | $605686800.00      | $586267552.67      | U.S. Treasuries (including strips) |
| USTR TRFR BF 07/31/27 | 2027-07-31      | 4.3024%  |  | $14706900.00       | $14746440.59       | U.S. Treasuries (including strips) |
| USTR 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  |  | $249996000.00      | $252368195.54      | U.S. Treasuries (including strips) |
| USTR 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  |  | $59999900.00       | $61344005.34       | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  |  | $59707800.00       | $55467124.92       | U.S. Treasuries (including strips) |
| USTR 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  |  | $9720000.00        | $9562828.82        | U.S. Treasuries (including strips) |
| USTR 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  |  | $200.00            | $188.39            | U.S. Treasuries (including strips) |
| USTR 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  |  | $200.00            | $172.83            | U.S. Treasuries (including strips) |
| USTR 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  |  | $3700.00           | $3613.97           | U.S. Treasuries (including strips) |
| USTR 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  |  | $250000000.00      | $245277049.00      | U.S. Treasuries (including strips) |
| USTR 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  |  | $6400.00           | $6287.53           | U.S. Treasuries (including strips) |
| USTR 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  |  | $100.00            | $62.47             | U.S. Treasuries (including strips) |

### Security 231: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd., REPO,  4.350%, 9/2/2025
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** STANDARD AND POORS: A-1+; MOODYS: P-1; FITCH: F1+; DOMINION BOND: R-1 H
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41759085.65       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $50000000.00       | $41759085.65       | U.S. Treasuries (including strips) |
| UST - 3.2500 - 05/15/2042 | 2042-05-15      | 3.2500%  |  | $35000000.00       | $29231359.96       | U.S. Treasuries (including strips) |
| UST - 3.0000 - 05/15/2045 | 2045-05-15      | 3.0000%  |  | $25000000.00       | $19267790.11       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $50000000.00       | $49847485.16       | U.S. Treasuries (including strips) |
| UST - 2.3750 - 04/30/2026 | 2026-04-30      | 2.3750%  |  | $35455000.00       | $35346851.73       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $50000000.00       | $46766472.93       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 08/31/2028 | 2028-08-31      | 1.1250%  |  | $22851000.00       | $21373213.46       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $50000000.00       | $50768123.69       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 06/15/2028 | 2028-06-15      | 3.8750%  |  | $38000000.00       | $38583774.00       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48811566.52       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $50000000.00       | $48811566.52       | U.S. Treasuries (including strips) |
| UST - 0.8750 - 06/30/2026 | 2026-06-30      | 0.8750%  |  | $20000000.00       | $19524626.61       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51016387.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $50000000.00       | $51016387.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 11/15/2034 | 2034-11-15      | 4.2500%  |  | $13200000.00       | $13468326.27       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 11/30/2031 | 2031-11-30      | 4.1250%  |  | $16600000.00       | $17018030.21       | U.S. Treasuries (including strips) |
| UST - 2.0000 - 11/15/2026 | 2026-11-15      | 2.0000%  |  | $42000000.00       | $41334689.32       | U.S. Treasuries (including strips) |
| UST - 1.1250 - 05/15/2040 | 2040-05-15      | 1.1250%  |  | $20000000.00       | $12553091.78       | U.S. Treasuries (including strips) |
| UST - 3.1250 - 05/15/2048 | 2048-05-15      | 3.1250%  |  | $12455000.00       | $9499581.18        | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $50000000.00       | $49779210.71       | U.S. Treasuries (including strips) |
| UST - 2.6250 - 01/31/2026 | 2026-01-31      | 2.6250%  |  | $14662000.00       | $14597255.75       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47767597.60       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $50000000.00       | $47767597.60       | U.S. Treasuries (including strips) |
| UST - 0.6250 - 03/31/2027 | 2027-03-31      | 0.6250%  |  | $10000000.00       | $9553519.52        | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $50000000.00       | $47604279.89       | U.S. Treasuries (including strips) |
| UST - 1.8750 - 02/28/2029 | 2029-02-28      | 1.8750%  |  | $39300000.00       | $37416963.99       | U.S. Treasuries (including strips) |
| UST - 2.8750 - 05/15/2043 | 2043-05-15      | 2.8750%  |  | $20401000.00       | $15839463.91       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2040 | 2040-02-15      | 4.6250%  |  | $34000000.00       | $34219198.37       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49680620.98       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49680620.98       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $50000000.00       | $49680620.98       | U.S. Treasuries (including strips) |
| UST - 2.7500 - 04/30/2027 | 2027-04-30      | 2.7500%  |  | $37000000.00       | $36763659.52       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $50000000.00       | $51424592.39       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 06/30/2029 | 2029-06-30      | 4.2500%  |  | $35000000.00       | $35997214.67       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $52078296.09       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $52078296.09       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $50000000.00       | $52078296.09       | U.S. Treasuries (including strips) |
| UST - 4.2500 - 02/28/2029 | 2029-02-28      | 4.2500%  |  | $5000000.00        | $5207829.61        | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46453462.17       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $50000000.00       | $46453462.17       | U.S. Treasuries (including strips) |
| UST - 1.0000 - 07/31/2028 | 2028-07-31      | 1.0000%  |  | $16000000.00       | $14865107.90       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50439963.26       | U.S. Treasuries (including strips) |
| UST - 4.7500 - 11/15/2043 | 2043-11-15      | 4.7500%  |  | $50000000.00       | $50439963.26       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $41415763.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $41415763.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $50000000.00       | $41415763.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 05/15/2044 | 2044-05-15      | 3.3750%  |  | $30000000.00       | $24849458.02       | U.S. Treasuries (including strips) |
| UST - 3.5000 - 02/15/2039 | 2039-02-15      | 3.5000%  |  | $31962000.00       | $28933208.06       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $41941153.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $41941153.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $41941153.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $50000000.00       | $41941153.37       | U.S. Treasuries (including strips) |
| UST - 3.3750 - 08/15/2042 | 2042-08-15      | 3.3750%  |  | $12500000.00       | $10485288.34       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $50000000.00       | $44205419.67       | U.S. Treasuries (including strips) |
| UST - 4.1250 - 08/15/2053 | 2053-08-15      | 4.1250%  |  | $13000000.00       | $11493409.12       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $50000000.00       | $51183208.28       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 05/31/2030 | 2030-05-31      | 4.0000%  |  | $8000000.00        | $8189313.32        | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46054601.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46054601.96       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 11/15/2042 | 2042-11-15      | 4.0000%  |  | $50000000.00       | $46054601.96       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51594259.51       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 01/31/2032 | 2032-01-31      | 4.3750%  |  | $50000000.00       | $51594259.51       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50626824.43       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50626824.43       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $50000000.00       | $50626824.43       | U.S. Treasuries (including strips) |
| UST - 3.8750 - 05/31/2027 | 2027-05-31      | 3.8750%  |  | $20000000.00       | $20250729.77       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $50000000.00       | $52053278.69       | U.S. Treasuries (including strips) |
| UST - 4.5000 - 05/31/2029 | 2029-05-31      | 4.5000%  |  | $25372000.00       | $26413915.74       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 11/15/2044 | 2044-11-15      | 4.6250%  |  | $50000000.00       | $49400475.54       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50725626.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $50000000.00       | $50725626.52       | U.S. Treasuries (including strips) |
| UST - 3.7500 - 05/15/2028 | 2028-05-15      | 3.7500%  |  | $22000000.00       | $22319275.67       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $50000000.00       | $51667205.11       | U.S. Treasuries (including strips) |
| UST - 4.3750 - 05/15/2034 | 2034-05-15      | 4.3750%  |  | $9548000.00        | $9866369.49        | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51796278.70       | U.S. Treasuries (including strips) |
| UST - 5.0000 - 05/15/2045 | 2045-05-15      | 5.0000%  |  | $50000000.00       | $51796278.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50981828.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $50000000.00       | $50981828.70       | U.S. Treasuries (including strips) |
| UST - 4.0000 - 04/30/2032 | 2032-04-30      | 4.0000%  |  | $45000000.00       | $45883645.83       | U.S. Treasuries (including strips) |
| UST - 4.6250 - 02/15/2035 | 2035-02-15      | 4.6250%  |  | $15182000.00       | $15751350.97       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-09-08

**By:** Stephen Van Meter

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

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